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Ichinga Samuel
61 lines
1.6 KiB
Markdown
61 lines
1.6 KiB
Markdown
# ticks
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`aiomql.lib.ticks` — Tick-level price data and technical analysis.
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## Overview
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Provides `Tick` (a single tick) and `Ticks` (an ordered collection). Like `Candles`, the
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`Ticks` class wraps a `pandas.DataFrame` and integrates with `pandas_ta`.
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## Classes
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### `Tick`
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> A single tick (price update).
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| Attribute | Type | Description |
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|-----------|------|-------------|
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| `time` | `int` | Tick time (unix timestamp) |
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| `bid` | `float` | Bid price |
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| `ask` | `float` | Ask price |
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| `last` | `float` | Last price |
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| `volume` | `float` | Volume |
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| `flags` | `int` | Tick flags |
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| `volume_real` | `float` | Real volume |
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| `time_msc` | `int` | Tick time in milliseconds |
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| `Index` | `int` | Position index within a `Ticks` collection |
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#### Properties
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| Property | Description |
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|----------|-------------|
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| `dict` | Attribute dictionary |
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---
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### `Ticks`
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> Ordered collection of ticks backed by a DataFrame.
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| Attribute | Type | Description |
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|-----------|------|-------------|
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| `data` | `DataFrame` | The underlying tick data |
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| `Index` | `Series` | Positional index column |
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#### Data Access
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| Method / Property | Description |
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|-------------------|-------------|
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| `__getitem__(index)` | Get a `Tick` by position or slice |
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| `__len__()` | Number of ticks |
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| `__iter__()` | Iterate over `Tick` objects |
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| `columns` | DataFrame column names |
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| `ta` | Access to `pandas_ta` indicators |
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| `rename(inplace=True, **kwargs)` | Rename columns |
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#### Technical Analysis
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| Method | Description |
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|--------|-------------|
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| `ta_lib(func, *args, **kwargs)` | Run any `pandas_ta` indicator |
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