pyRT.gatea.MktData.Calc.CandleBar Class Reference

Trade-driven calc( Open, High, Low, Close, Volume ) per interval. More...

Inheritance diagram for pyRT.gatea.MktData.Calc.CandleBar:

Public Member Functions
def	__init__
	Constructor. More...
def	Reset
	Reset calculation. More...
def	UpdPrc
	Update open/hi/lo/close. More...
def	UpdVol
	Update volume. More...
def	Value
	Return Field List of values. More...
Public Member Functions inherited from pyRT.gatea.MktData.Calc.OpnHiLoCls
def	__init__
	Constructor. More...
def	Update
	Update hi/lo/close. More...
def	Value
	Return Field List of values. More...

Detailed Description

Trade-driven calc( Open, High, Low, Close, Volume ) per interval.

Member	Description
_volFids	[ fidVol, fidNumTrd ]
_Volume	Volume
_NumTrd	Number of Trades

Constructor & Destructor Documentation

def pyRT.gatea.MktData.Calc.CandleBar.__init__	(		self,
			fids = _CNDL_FIDS
	)

Constructor.

Parameters

fids	: [ fidHigh fidLow, fidOpen, fidClose ]

Member Function Documentation

def pyRT.gatea.MktData.Calc.CandleBar.Reset

(

self

)

Reset calculation.

Call this every interval (e.g., 60 secs)

Returns

Value()

def pyRT.gatea.MktData.Calc.CandleBar.UpdPrc	(		self,
			last
	)

Update open/hi/lo/close.

Your app calls this when the security trades

Parameters

last	: Last Trade Price

def pyRT.gatea.MktData.Calc.CandleBar.UpdVol	(		self,
			ltv
	)

Update volume.

Your app calls this when the security trades

Parameters

ltv	: Last Trade Volume

def pyRT.gatea.MktData.Calc.CandleBar.Value

(

self

)

Return Field List of values.

Returns

[ [ fid, val ], [ fid, val ], ... ]

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The documentation for this class was generated from the following file:

• gatea/MktData/Calc.py