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