aiomql/docs/lib/ticks.md

Tick and Ticks

Module for working with price ticks.

Table of Contents

• Tick

  • __init__
  • set_attributes

• Ticks

  • _init_
  • ta
  • ta_lib
  • data
  • rename

Tick

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
index	int	Index of the tick in the input dataframe object.	None

_init_

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

def set_attributes(**kwargs)

Set attributes from keyword arguments

dict

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

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
index	Series	Custom attribute representing the index of the tick in the DataFrame	None

_init_

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

@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

@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

@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

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