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Base Indicator

BaseIndicator is an abstract representation of an Indicator. It is registered on FrameSet.

BaseIndicatorValue is an abstract representation of an indicator value. On every new Frame created by a FrameSet, indicators values are created on the new Frame.

BaseIndicator

Base class of an Indicator.

Attributes:

Name Type Description
value_class Type[estrade.graph.base_indicator.BaseIndicatorValue]

Class of value to generate on new frame.
frame_set Optional[estrade.graph.frame_set.FrameSet]

The FrameSet instance that send ticks to this instance.
market_open_only bool

apply this indicator only when market is open.
ref str

reference of this instance

epic: Optional[Epic] property readonly

Return the Epic associated to this instance.

Returns:

Type Description
Optional[Epic]

Epic associated to this instance.

ref: str inherited property writable

Return ref of current instance.

Returns:

Type Description
str

reference of current instance.

__init__(self, value_class, ref=None, market_open_only=False) special

Create a new indicator.

Parameters:

Name Type Description Default
value_class Type[BaseIndicatorValue]

Class of value to generate on new frame.

 required
market_open_only bool

apply this indicator only when market is open.

 False
ref Optional[str]

reference of this instance

 None
Source code in estrade/graph/base_indicator.py 
def __init__(
    self,
    value_class: Type["BaseIndicatorValue"],
    ref: Optional[str] = None,
    market_open_only: bool = False,
) -> None:
    """
    Create a new indicator.

    Arguments:
        value_class: Class of value to generate on new frame.
        market_open_only: apply this indicator only when market is open.
        ref: reference of this instance
    """
    RefMixin.__init__(self, ref=ref)

    self.value_class = value_class
    self.market_open_only = market_open_only
    self.frame_set: Optional["FrameSet"] = None

build_value_from_frame(self, frame, epic_market_open)

Create a new value for this indicator.

This method is triggered when its frame_set create a new Frame.

Parameters:

Name Type Description Default
frame Frame

The newly created frame.

 required
epic_market_open bool

is the epic open?

 required

Returns:

Type Description
Optional[BaseIndicatorValue]

An instance of this instance value_class (None Market is not open).
Source code in estrade/graph/base_indicator.py 
def build_value_from_frame(
    self, frame: "Frame", epic_market_open: bool
) -> Optional["BaseIndicatorValue"]:
    """
    Create a new value for this indicator.

    This method is triggered when its `frame_set` create a new
        [`Frame`][estrade.graph.frame_set.Frame].

    Arguments:
        frame: The newly created frame.
        epic_market_open: is the epic open?

    Returns:
        An instance of this instance `value_class` (`None` Market is not open).
    """
    if not self.market_open_only or epic_market_open:
        new_value = self.value_class(
            indicator=self,
            frame=frame,
        )
        return new_value
    return None

BaseIndicatorValue

Base class of an Indicator value.

Attributes:

Name Type Description
indicator estrade.graph.base_indicator.BaseIndicator

Parent indicator.
frame estrade.graph.frame_set.Frame

Parent frame.
self.first_tick estrade.tick.Tick

first tick registered by indicator value
self.high_tick estrade.tick.Tick

highest tick registered by indicator value
self.low_tick estrade.tick.Tick

lowest tick registered by indicator value
self.last_tick estrade.tick.Tick

last tick registered by indicator value

closed: bool property readonly

Check if the parent frame is closed.

Returns:

Type Description
bool

Is the parent frame closed?

nb_ticks: int property readonly

Count of Ticks received by the parent frame.

Returns:

Type Description
int

Number of Ticks received by the parent frame.

next: Optional[BaseIndicatorValue] property readonly

Return the value of this indicator on the next frame.

Returns:

Type Description
Optional[BaseIndicatorValue]

This indicator value on the next frame (None if the parent have no next frame)

previous: Optional[BaseIndicatorValue] property readonly

Return the value of this indicator on the previous frame.

Returns:

Type Description
Optional[BaseIndicatorValue]

This indicator value on the previous frame (None if the parent have no previous frame)

__init__(self, indicator, frame) special

Create a new indicator value.

Parameters:

Name Type Description Default
indicator BaseIndicator

Parent indicator.

 required
frame Frame

Parent frame.

 required
Source code in estrade/graph/base_indicator.py 
def __init__(
    self,
    indicator: "BaseIndicator",
    frame: "Frame",
) -> None:
    """
    Create a new indicator value.

    Arguments:
        indicator: Parent indicator.
        frame: Parent frame.

    """
    self.indicator = indicator
    self.frame = frame
    self.first_tick = self.frame.last_tick
    self.high_tick = self.frame.last_tick
    self.low_tick = self.frame.last_tick
    self.last_tick = self.frame.last_tick