OHLCVCandle

API documentation for tradingstrategy.direct_feed.ohlcv_aggregate.OHLCVCandle Python class in Trading Strategy framework.

class OHLCVCandle

Bases: object

One OHLCV candle in the direct data feed.

__init__(pair, timestamp, start_block, end_block, open, high, low, close, volume, exchange_rate)

Parameters:

• pair (str) –

• timestamp (Timestamp) –

• start_block (int) –

• end_block (int) –

• open (float) –

• high (float) –

• low (float) –

• close (float) –

• volume (float) –

• exchange_rate (float) –

Return type:

None

Methods

__init__(pair, timestamp, start_block, ...)
get_dataframe_columns()

Attributes

pair
timestamp
start_block
end_block
open
high
low
close
volume
exchange_rate

__init__(pair, timestamp, start_block, end_block, open, high, low, close, volume, exchange_rate)

Parameters:

• pair (str) –

• timestamp (Timestamp) –

• start_block (int) –

• end_block (int) –

• open (float) –

• high (float) –

• low (float) –

• close (float) –

• volume (float) –

• exchange_rate (float) –

Return type:

None