Qubx 0.5.7__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/core/series.pyi

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+from typing import Any, Tuple
+
+import numpy as np
+cimport numpy as np
+
+import pandas as pd
+
+class Bar:
+    time: int
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float
+    bought_volume: float
+    def __init__(self, time, open, high, low, close, volume, bought_volume=0): ...
+    def update(self, price: float, volume: float, bought_volume: float = 0) -> Bar: ...
+    def to_dict(self, skip_time: bool = False) -> dict: ...
+
+class Quote:
+    time: int
+    bid: float
+    ask: float
+    bid_size: float
+    ask_size: float
+
+    def __init__(self, time, bid, ask, bid_size, ask_size): ...
+    def mid_price(self) -> float: ...
+
+class Trade:
+    time: int
+    price: float
+    size: float
+    taker: int
+    trade_id: int
+    def __init__(self, time, price, size, taker=-1, trade_id=0): ...
+
+class OrderBook:
+    time: int
+    top_bid: float
+    top_ask: float
+    tick_size: float
+    bids: np.ndarray
+    asks: np.ndarray
+
+    def __init__(self, time, top_bid, top_ask, tick_size, bids, asks): ...
+    def to_quote(self) -> Quote: ...
+    def mid_price(self) -> float: ...
+
+
+class Locator:
+    def __getitem__(self, idx): ...
+    def find(self, t: str) -> Tuple[np.datetime64, Any]: ...
+
+class Indexed:
+    def __getitem__(self, idx): ...
+    def lookup_idx(self, value, method: str) -> int: ...
+
+class TimeSeries:
+    name: str
+    loc: Locator
+    timeframe: int
+    max_series_length: int
+    times: Indexed
+    values: Indexed
+    def __init__(self, name, timeframe, max_series_length=np.inf, process_every_update=True) -> None: ...
+    def __getitem__(self, idx): ...
+    def __len__(self) -> int: ...
+    def update(self, time: int, value: float) -> bool: ...
+    def copy(self, start: int, stop: int) -> "TimeSeries": ...
+    def shift(self, period: int) -> TimeSeries: ...
+    def get_indicators(self) -> dict: ...
+    def plot(self, *args, **kwargs): ...
+    def to_records(self) -> dict: ...
+    def to_series(self) -> pd.Series: ...
+    def pd(self) -> pd.Series: ...
+
+class OHLCV(TimeSeries):
+    open: TimeSeries
+    high: TimeSeries
+    low: TimeSeries
+    close: TimeSeries
+    volume: TimeSeries
+    bvolume: TimeSeries
+
+    def __init__(self, name, timeframe, max_series_length: int | float = np.inf) -> None: ...
+    def __len__(self) -> int: ...
+    def update(self, time: int, price: float, volume: float = 0.0, bvolume: float = 0.0) -> bool: ...
+    def update_by_bar(
+        self,
+        time: int,
+        open: float,
+        high: float,
+        low: float,
+        close: float,
+        vol_incr: float = 0.0,
+        b_vol_incr: float = 0.0,
+    ) -> bool: ...
+    def to_records(self) -> dict: ...
+    def pd(self) -> pd.DataFrame: ...
+    def from_dataframe(df_p: pd.DataFrame, name: str="ohlc") -> OHLCV:...
+
+class Indicator(TimeSeries):
+    name: str
+    series: TimeSeries
+
+    def update(self, time: int, value, new_item_started: bool) -> object: ...
+
+class IndicatorOHLC(Indicator):
+    series: OHLCV
+    def _copy_internal_series(self, start: int, stop: int, *origins): ...
+
+def time_as_nsec(time: Any) -> int: ...
+
+class RollingSum:
+    is_init_stage: bool
+    def __init__(self, period: int) -> None: ...
+    def update(self, value: float, new_item_started: bool) -> float: ...