bar – Instrument prices¶
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class
quantworks.bar.
Frequency
¶ Bases:
object
Enum like class for bar frequencies. Valid values are:
- Frequency.TRADE: The bar represents a single trade.
- Frequency.SECOND: The bar summarizes the trading activity during 1 second.
- Frequency.MINUTE: The bar summarizes the trading activity during 1 minute.
- Frequency.HOUR: The bar summarizes the trading activity during 1 hour.
- Frequency.DAY: The bar summarizes the trading activity during 1 day.
- Frequency.WEEK: The bar summarizes the trading activity during 1 week.
- Frequency.MONTH: The bar summarizes the trading activity during 1 month.
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class
quantworks.bar.
Bar
¶ Bases:
object
A Bar is a summary of the trading activity for a security in a given period.
Note
This is a base class and should not be used directly.
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getDateTime
()¶ Returns the
datetime.datetime
.
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getOpen
(adjusted=False)¶ Returns the opening price.
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getHigh
(adjusted=False)¶ Returns the highest price.
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getLow
(adjusted=False)¶ Returns the lowest price.
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getClose
(adjusted=False)¶ Returns the closing price.
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getVolume
()¶ Returns the volume.
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getAdjClose
()¶ Returns the adjusted closing price.
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getFrequency
()¶ The bar’s period.
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getTypicalPrice
()¶ Returns the typical price.
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getPrice
()¶ Returns the closing or adjusted closing price.
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class
quantworks.bar.
BasicBar
(dateTime, open_, high, low, close, volume, adjClose, frequency, extra={})¶ Bases:
quantworks.bar.Bar
Common bar class of OCHLV wih frequency and adjusted close if available. Extra bar values are stored as a group under BasicBar.getExtraColumns()
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__init__
(dateTime, open_, high, low, close, volume, adjClose, frequency, extra={})¶ Initialize self. See help(type(self)) for accurate signature.
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getDateTime
()¶ Returns the
datetime.datetime
.
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getOpen
(adjusted=False)¶ Returns the opening price.
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getHigh
(adjusted=False)¶ Returns the highest price.
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getLow
(adjusted=False)¶ Returns the lowest price.
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getClose
(adjusted=False)¶ Returns the closing price.
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getVolume
()¶ Returns the volume.
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getAdjClose
()¶ Returns the adjusted closing price.
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getFrequency
()¶ The bar’s period.
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getPrice
()¶ Returns the closing or adjusted closing price.
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class
quantworks.bar.
Bars
(barDict)¶ Bases:
object
A point-in-time mapping of instrument ->
Bar
.Parameters: barDict (map.) – A map of instrument to Bar
objects.Note
All bars must have the same datetime.
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__init__
(barDict)¶ Initialize self. See help(type(self)) for accurate signature.
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__getitem__
(instrument)¶ Returns the
quantworks.bar.Bar
for the given instrument. If the instrument is not found an exception is raised.
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__contains__
(instrument)¶ Returns True if a
quantworks.bar.Bar
for the given instrument is available.
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getInstruments
()¶ Returns the instrument symbols.
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getDateTime
()¶ Returns the
datetime.datetime
for this set of bars.
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getBar
(instrument)¶ Returns the
quantworks.bar.Bar
for the given instrument or None if the instrument is not found.
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