# Tick and Ticks Module for working with price ticks. ## Table of Contents - [Tick](#tick.tick) - [\_\_init\_\_](#tick.__init__) - [set_attributes](#tick.set_attributes) - [Ticks](#ticks.ticks) - [\__init\__](#ticks.__init__) - [ta](#ticks.ta) - [ta_lib](#ticks.ta_lib) - [data](#ticks.data) - [rename](#ticks.rename) ## Tick ```python class Tick() ``` Price Tick of a Financial Instrument. #### Attributes: | Name | Type | Description | Default | |---------------|------------|-----------------------------------------------------------------------|---------| | `symbol` | `Symbol` | The Financial Instrument as a Symbol Object | None | | `time` | `datetime` | Time of the last prices update for the symbol | None | | `bid` | `float` | Current Bid price | None | | `ask` | `float` | Current Ask price | None | | `last` | `float` | Price of the last deal (Last) | None | | `volume` | `float` | Volume for the current Last price | None | | `time_msc` | `int` | Time of the last prices update for the symbol in milliseconds | None | | `flags` | `TickFlag` | Tick flags | None | | `volume_real` | `float` | Volume for the current Last price | None | | `Index` | `int` | Custom attribute representing the position of the tick in a sequence. | None | ### \__init\__ ```python def __init__(self, **kwargs): ``` Initialize the Tick class. Set attributes from keyword arguments.The `bid`, `ask`, `last`, `time` and `volume` must be present ### set_attributes ```python def set_attributes(**kwargs) ``` Set attributes from keyword arguments ### dict ```python def dict(exclude: set = None, include: set = None) -> dict ``` Return a dictionary of the tick attributes. #### Parameters: | Name | Type | Description | Default | |-----------|-------|-----------------------------------------------------|---------| | `exclude` | `set` | A set of attributes to exclude from the dictionary. | None | | `include` | `set` | A set of attributes to include in the dictionary. | None | ## Ticks ```python class Ticks ``` Container data class for price ticks. Arrange in chronological order. Saves data with a pandas DataFrame. Supports iteration, slicing and assignment. Similar to `Candles` class but for price ticks. #### Attributes: | Name | Type | Description | Default | |---------------|-------------|----------------------------------------------------------------------|---------| | `data` | `DataFrame` | DataFrame of price ticks arranged in chronological order. | None | | `time` | `Series` | Time of the last prices update for the symbol | None | | `bid` | `Series` | Current Bid price | None | | `ask` | `Series` | Current Ask price | None | | `last` | `Series` | Price of the last deal (Last) | None | | `volume` | `Series` | Volume for the current Last price | None | | `time_msc` | `Series` | Time of the last prices update for the symbol in milliseconds | None | | `flags` | `Series` | Tick flags | None | | `volume_real` | `Series` | Volume for the current Last price | None | | `Index` | `Series` | Custom attribute representing the position of the tick in a sequence | None | ### \__init\__ ```python def __init__(*, data: DataFrame | Iterable, flip=False) ``` Initialize the Ticks class. Creates a DataFrame of price ticks from the data argument. #### Arguments: | Name | Type | Description | Default | |--------|---------------------------|---------------------------------------------------------------------------------------------|---------| | `data` | `DataFrame` \| `Iterable` | Dataframe of price ticks or any iterable object that can be converted to a pandas DataFrame | None | | `flip` | `bool` | If flip is True reverse data chronological order. | False | ### ta ```python @property def ta() ``` Access to the pandas_ta library for performing technical analysis on the underlying data attribute. #### Returns: | Name | Type | Description | |-------------|-------------|-----------------------| | `pandas_ta` | `pandas_ta` | The pandas_ta library | ### ta_lib ```python @property def ta_lib() ``` Access to the ta library for performing technical analysis. Not dependent on the underlying data attribute. #### Returns: | Name | Type | Description | |------|------|----------------| | `ta` | `ta` | The ta library | ### data ```python @property def data() -> DataFrame ``` DataFrame of price ticks arranged in chronological order. #### Returns: | Name | Type | Description | |--------|-------------|-----------------------------------------------------------| | `data` | `DataFrame` | DataFrame of price ticks arranged in chronological order. | ### rename ```python def rename(inplace=True, **kwargs) -> _Ticks | None ``` Rename columns of the candle class. #### Arguments: | Name | Type | Description | Default | |-----------|--------|-------------------------------------------------------------------------------------------|---------| | `inplace` | `bool` | Rename the columns inplace or return a new instance of the class with the renamed columns | True | | `kwargs` | | The new names of the columns | | #### Returns: | Type | Description | |---------|---------------------------------------------------------------------------| | `Ticks` | A new instance of the class with the renamed columns if inplace is False. | | `None` | If inplace is True |