aiomql/docs/ticks.md

aiomql.ticks

Module for working with price ticks.

Tick Objects

class Tick()

Price Tick of a Financial Instrument.

Attributes:

• time int - Time of the last prices update for the symbol
• bid float - Current Bid price
• ask float - Current Ask price
• last float - Price of the last deal (Last)
• volume float - Volume for the current Last price
• time_msc int - Time of the last prices update for the symbol in milliseconds
• flags TickFlag - Tick flags
• volume_real float - Volume for the current Last price
• Index int - Custom attribute representing the position of the tick in a sequence.

set_attributes

def set_attributes(**kwargs)

Set attributes from keyword arguments

Ticks Objects

class Ticks()

Container data class for price ticks. Arrange in chronological order. Supports iteration, slicing and assignment

Arguments:

• data DataFrame | tuple[tuple] - Dataframe of price ticks or a tuple of tuples

Arguments:

• flip bool - If flip is True reverse data chronological order.

Attributes:

• data - Dataframe Object holding the ticks

__init__

def __init__(*, data: DataFrame | Iterable, flip=False)

Initialize the Ticks class. Creates a DataFrame of price ticks from the data argument.

Arguments:

• data DataFrame | Iterable - Dataframe of price ticks or any iterable object that can be converted to a pandas DataFrame
• flip bool - If flip is True reverse data chronological order.

ta

@property
def ta()

Access to the pandas_ta library for performing technical analysis on the underlying data attribute.

Returns:

• pandas_ta - The pandas_ta library

ta_lib

@property
def ta_lib()

Access to the ta library for performing technical analysis. Not dependent on the underlying data attribute.

Returns:

• ta - The ta library

data

@property
def data() -> DataFrame

DataFrame of price ticks arranged in chronological order.

rename

def rename(inplace=True, **kwargs) -> _Ticks | None

Rename columns of the candle class.

Arguments:

• inplace bool - Rename the columns inplace or return a new instance of the class with the renamed columns
• **kwargs - The new names of the columns

Returns:

• Ticks - A new instance of the class with the renamed columns if inplace is False.
• None - If inplace is True