aiomql/docs/lib/candle.md

Candle and Candles

Candle and Candles classes for handling bars from the MetaTrader 5 terminal.

Table of Contents

• Candle
  • __init__
  • set_attributes
  • is_bullish
  • is_bearish
  • dict
• Candles
  • __init__
  • ta
  • ta_lib
  • data
  • rename

Candle

class Candle

A class representing bars from the MetaTrader 5 terminal as a customized class analogous to Japanese Candlesticks. You can subclass this class for added customization.

Attributes

Name	Type	Description
time	int	Period start time
open	int	Open price
high	float	The highest price of the period
low	float	The lowest price of the period
close	float	Close price
tick_volume	float	Tick volume
real_volume	float	Trade volume
spread	float	Spread
Index	int	Custom attribute representing the position of the candle in a sequence.

__init__

def __init__(**kwargs)

Create a Candle object from keyword arguments. Kwargs are set as instance attributes. Open, high, low, close must be provided during each instantiation.

Parameters:

Name	Type	Description
kwargs	Any	Candle attributes and values as keyword arguments.

Raises:

Exception	Description
ValueError	If open, high, low, or close is not provided.

set_attributes

def set_attributes(**kwargs)

Set keyword arguments as instance attributes

Parameters:

Name	Type	Description
kwargs	Any	Candle attributes and values as keyword arguments.

is_bullish

def is_bullish() -> bool

A simple check to see if the candle is bullish.

Returns:

Type	Description
bool	True or False

is_bearish

def is_bearish() -> bool

A simple check to see if the candle is bearish.

Returns:

Type	Description
bool	True or False

dict

def dict(self, exclude: set = None, include: set = None) -> Dict[str, Any]

Return a dictionary representation of the Candle object.

Parameters:

Name	Type	Description
exclude	set[str]	A set of attributes to exclude from the dictionary.
include	set[str]	A set of attributes to include in the dictionary.

Returns:

Type	Description
Dict[str, Any]	A dictionary representation of the Candle object.

Candles

class Candles(Generic[_Candle])

An iterable container class of Candle objects in chronological order. It is in a way a wrapper around a Pandas DataFrame object. All the data pulled from the chart is stored as a pandas DataFrame object. In an attribute called data. This class can be sliced, iterated over, and indexed like a sequence. It also has access to the pandas_ta library. Indexing it returns a Candle object. It can be sliced to return a new instance of the class with the sliced candles. This slices and resets the index of the underlying dataframe object. Key based indexing is also supported on the candles object for accessing the columns of the underlying data attribute.

Attributes:

The attributes of this class vary depending on the columns of underlying data attribute. i.e. each column of the data attribute is an attribute of the class.

Name	Type	Description
data	DataFrame	The pandas DataFrame containing the data.
Index	Series['int']	A pandas Series of the indexes of all candles in the object
time	Series['int']	A pandas Series of the time of all candles in the object
open	Series[float]	A pandas Series of the opening price of all candles in the object
high	Series[float]	A pandas Series of the high price of all candles in the object
low	Series[float]	A pandas Series of the low price of all candles in the object
close	Series[float]	A pandas Series of the closing price of all candles in the object
tick_volume	Series[float]	A pandas Series of the tick volume of all candles in the object
real_volume	Series[float]	A pandas Series of the real volume of all candles in the object
spread	Series[float]	A pandas Series of the spread of all candles in the object
timeframe	TimeFrame	The timeframe of the candles in the object
Candle	Type[Candle]	The Candle class for representing the candles in the object.
data	DataFrame	A pandas DataFrame of all candles in the object.

Notes

When subclassing this class make sure the Candle attribute is set to your desired candle class.

__init__

def __init__(*,
             data: DataFrame | _Candles | Iterable,
             flip=False,
             candle_class: Type[_Candle] = None)

A container class of Candle objects in chronological order.

Parameters:

Name	Type	Description	Default
data	DataFrame or Candles or Iterable	A pandas dataframe, a Candles object or any suitable iterable
flip	bool	Reverse the chronological order of the candles to the oldest first.	False
candle_class	Type[Candle]	A subclass of Candle to use as the candle class.	Candle

ta

@property
def ta()

Access to the pandas_ta library for performing technical analysis on the underlying data attribute. Use this as you would use the pandas_ta library on a pandas DataFrame. For inplace operations. The underlying data attribute is modified.

Returns:

Type	Description
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. Use this for functions that require pandas Series as input.

Returns:

Type	Description
ta	The ta library

data

@property
def data() -> DataFrame

A pandas DataFrame of all candles in the object.

rename

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

Rename columns of the data object.

Parameters:

Name	Type	Description	Default
inplace	bool	Rename the columns inplace or return a new instance of the class with the renamed columns	True
kwargs	str	The new names of the columns

Returns:

Type	Description
Candles	A new instance of the class with the renamed columns if inplace is False.