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price_records module

Base class for working with records that can make use of OHLC data.

price_records_shortcut_config ReadonlyConfig

Config of shortcut properties to be attached to PriceRecords.

ReadonlyConfig(
    bar_open_time=dict(
        obj_type='mapped'
    ),
    bar_close_time=dict(
        obj_type='mapped'
    ),
    bar_open=dict(
        obj_type='mapped'
    ),
    bar_high=dict(
        obj_type='mapped'
    ),
    bar_low=dict(
        obj_type='mapped'
    ),
    bar_close=dict(
        obj_type='mapped'
    )
)

PriceRecords class

PriceRecords(
    wrapper,
    records_arr,
    open=None,
    high=None,
    low=None,
    close=None,
    **kwargs
)

Extends Records for records that can make use of OHLC data.

Superclasses

Inherited members

Subclasses

bar_close property

PriceRecords.get_bar_close() with default arguments.

bar_close_time property

PriceRecords.get_bar_close_time() with default arguments.

bar_high property

PriceRecords.get_bar_high() with default arguments.

bar_low property

PriceRecords.get_bar_low() with default arguments.

bar_open property

PriceRecords.get_bar_open() with default arguments.

bar_open_time property

PriceRecords.get_bar_open_time() with default arguments.

close property

Close price.

from_records class method

PriceRecords.from_records(
    wrapper,
    records,
    data=None,
    open=None,
    high=None,
    low=None,
    close=None,
    attach_data=True,
    **kwargs
)

Build PriceRecords from records.

get_bar_close method

PriceRecords.get_bar_close(
    **kwargs
)

Get a mapped array with the closing price of the bar.

get_bar_close_time method

PriceRecords.get_bar_close_time(
    **kwargs
)

Get a mapped array with the closing time of the bar.

get_bar_high method

PriceRecords.get_bar_high(
    **kwargs
)

Get a mapped array with the high price of the bar.

get_bar_low method

PriceRecords.get_bar_low(
    **kwargs
)

Get a mapped array with the low price of the bar.

get_bar_open method

PriceRecords.get_bar_open(
    **kwargs
)

Get a mapped array with the opening price of the bar.

get_bar_open_time method

PriceRecords.get_bar_open_time(
    **kwargs
)

Get a mapped array with the opening time of the bar.

high property

High price.

indexing_func method

PriceRecords.indexing_func(
    *args,
    price_records_meta=None,
    **kwargs
)

Perform indexing on PriceRecords.

indexing_func_meta method

PriceRecords.indexing_func_meta(
    *args,
    records_meta=None,
    **kwargs
)

Perform indexing on PriceRecords and return metadata.

low property

Low price.

open property

Open price.

resample method

PriceRecords.resample(
    *args,
    ffill_close=False,
    fbfill_close=False,
    records_meta=None,
    **kwargs
)

Perform resampling on PriceRecords.

resolve_column_stack_kwargs class method

PriceRecords.resolve_column_stack_kwargs(
    *objs,
    reindex_kwargs=None,
    ffill_close=False,
    fbfill_close=False,
    **kwargs
)

Resolve keyword arguments for initializing PriceRecords after stacking along columns.

resolve_row_stack_kwargs class method

PriceRecords.resolve_row_stack_kwargs(
    *objs,
    **kwargs
)

Resolve keyword arguments for initializing PriceRecords after stacking along columns.