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Ichinga Samuel
206 lines
9.3 KiB
Markdown
206 lines
9.3 KiB
Markdown
# Candle and Candles
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Candle and Candles classes for handling bars from the MetaTrader 5 terminal.
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## Table of Contents
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- [Candle](#candle.candle)
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- [\_\_init\_\_](#candle.__init__)
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- [set_attributes](#candle.set_attributes)
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- [is_bullish](#candle.is_bullish)
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- [is_bearish](#candle.is_bearish)
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- [dict](#candle.dict)
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- [Candles](#candles.candles)
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- [\_\_init\_\_](#candles.__init__)
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- [ta](#candles.ta)
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- [ta_lib](#candles.ta_lib)
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- [data](#candles.data)
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- [rename](#candles.rename)
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<a id="candle.candle"></a>
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### Candle
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```python
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class Candle
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```
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A class representing bars from the MetaTrader 5 terminal as a customized class analogous to Japanese Candlesticks.
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You can subclass this class for added customization.
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### Attributes
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| Name | Type | Description |
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|---------------|---------|-------------------------------------------------------------------------|
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| `time` | `int` | Period start time |
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| `open` | `int` | Open price |
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| `high` | `float` | The highest price of the period |
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| `low` | `float` | The lowest price of the period |
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| `close` | `float` | Close price |
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| `tick_volume` | `float` | Tick volume |
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| `real_volume` | `float` | Trade volume |
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| `spread` | `float` | Spread |
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| `Index` | `int` | Custom attribute representing the position of the candle in a sequence. |
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<a id='candle.__init__'></a>
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### \_\_init\_\_
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```python
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def __init__(**kwargs)
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```
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Create a Candle object from keyword arguments. Kwargs are set as instance attributes. Open, high, low, close must be
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provided during each instantiation.
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#### Parameters:
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| Name | Type | Description |
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|----------|-------|----------------------------------------------------|
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| `kwargs` | `Any` | Candle attributes and values as keyword arguments. |
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#### Raises:
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| Exception | Description |
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|--------------|-----------------------------------------------|
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| `ValueError` | If open, high, low, or close is not provided. |
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<a id="candle.set_attributes"></a>
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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 keyword arguments as instance attributes
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#### Parameters:
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| Name | Type | Description |
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|----------|-------|----------------------------------------------------|
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| `kwargs` | `Any` | Candle attributes and values as keyword arguments. |
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<a id="candle.is_bullish"></a>
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### is_bullish
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```python
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def is_bullish() -> bool
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```
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A simple check to see if the candle is bullish.
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#### Returns:
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| Type | Description |
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|--------|---------------|
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| `bool` | True or False |
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<a id="candle.is_bearish"></a>
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### is_bearish
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```python
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def is_bearish() -> bool
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```
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A simple check to see if the candle is bearish.
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#### Returns:
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| Type | Description |
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|------|---------------|
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| bool | True or False |
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<a id="candle.dict"></a>
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### dict
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```python
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def dict(self, exclude: set = None, include: set = None) -> Dict[str, Any]
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```
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Return a dictionary representation of the Candle object.
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#### Parameters:
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| Name | Type | Description |
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|-----------|------------|-----------------------------------------------------|
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| `exclude` | `set[str]` | A set of attributes to exclude from the dictionary. |
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| `include` | `set[str]` | A set of attributes to include in the dictionary. |
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#### Returns:
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| Type | Description |
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|------------------|---------------------------------------------------|
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| `Dict[str, Any]` | A dictionary representation of the Candle object. |
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### <a id="candles.candles"></a> Candles
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```python
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class Candles(Generic[_Candle])
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```
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An iterable container class of Candle objects in chronological order. It is in a way a wrapper around a Pandas DataFrame
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object. All the data pulled from the chart is stored as a pandas DataFrame object. In an attribute called **data**.
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This class can be sliced, iterated over, and indexed like a sequence. It also has access to the pandas_ta library.
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Indexing it returns a Candle object. It can be sliced to return a new instance of the class with the sliced candles.
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This slices and resets the index of the underlying dataframe object. Key based indexing is also supported on the candles
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object for accessing the columns of the underlying data attribute.
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### Attributes:
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The attributes of this class vary depending on the columns of underlying **data** attribute. i.e. each column of the **data**
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attribute is an attribute of the class.
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| Name | Type | Description |
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|---------------|-----------------|-------------------------------------------------------------------|
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| `data` | `DataFrame` | The pandas DataFrame containing the data. |
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| `Index` | `Series['int']` | A pandas Series of the indexes of all candles in the object |
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| `time` | `Series['int']` | A pandas Series of the time of all candles in the object |
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| `open` | `Series[float]` | A pandas Series of the opening price of all candles in the object |
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| `high` | `Series[float]` | A pandas Series of the high price of all candles in the object |
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| `low` | `Series[float]` | A pandas Series of the low price of all candles in the object |
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| `close` | `Series[float]` | A pandas Series of the closing price of all candles in the object |
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| `tick_volume` | `Series[float]` | A pandas Series of the tick volume of all candles in the object |
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| `real_volume` | `Series[float]` | A pandas Series of the real volume of all candles in the object |
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| `spread` | `Series[float]` | A pandas Series of the spread of all candles in the object |
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| `timeframe` | `TimeFrame` | The timeframe of the candles in the object |
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| `Candle` | `Type[Candle]` | The Candle class for representing the candles in the object. |
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| `data` | `DataFrame` | A pandas DataFrame of all candles in the object. |
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#### Notes
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When subclassing this class make sure the Candle attribute is set to your desired candle class.
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<a id="candles.__init__"></a>
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### \_\_init\_\_
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```python
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def __init__(*,
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data: DataFrame | _Candles | Iterable,
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flip=False,
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candle_class: Type[_Candle] = None)
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```
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A container class of Candle objects in chronological order.
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#### Parameters:
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| Name | Type | Description | Default |
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|----------------|----------------------------------------|---------------------------------------------------------------------|---------|
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| `data` | `DataFrame` or `Candles` or `Iterable` | A pandas dataframe, a Candles object or any suitable iterable |
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| `flip` | `bool` | Reverse the chronological order of the candles to the oldest first. | False |
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| `candle_class` | `Type[Candle]` | A subclass of Candle to use as the candle class. | Candle |
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<a id="candles.ta"></a>
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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. Use this as you
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would use the pandas_ta library on a pandas DataFrame. For inplace operations. The underlying data attribute is modified.
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#### Returns:
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| Type | Description |
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|-------------|-----------------------|
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| `pandas_ta` | The pandas_ta library |
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<a id="candles.ta_lib"></a>
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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. Use this for
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functions that require pandas Series as input.
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#### Returns:
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| Type | Description |
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|------|----------------|
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| ta | The ta library |
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<a id="candles.data"></a>
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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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A pandas DataFrame of all candles in the object.
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<a id="candles.rename"></a>
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### rename
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```python
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def rename(inplace=True, **kwargs) -> _Candles | None
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```
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Rename columns of the data object.
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#### Parameters:
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| Name | Type | Description | Default |
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|-----------|--------|-------------------------------------------------------------------------------------------|---------|
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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` | `str` | The new names of the columns | |
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#### Returns:
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| Type | Description |
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|-----------|---------------------------------------------------------------------------|
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| `Candles` | A new instance of the class with the renamed columns if inplace is False. |
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