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