finmlkit.bar package¶
Submodules¶
- finmlkit.bar.base module
BarBuilderBaseBarBuilderBase.__init__()BarBuilderBase._abc_implBarBuilderBase._comp_bar_close()BarBuilderBase._set_bar_close()BarBuilderBase.bar_close_indicesBarBuilderBase.bar_close_timestampsBarBuilderBase.build_directional_features()BarBuilderBase.build_footprints()BarBuilderBase.build_ohlcv()BarBuilderBase.build_trade_size_features()
comp_bar_directional_features()comp_bar_footprints()comp_bar_ohlcv()comp_bar_trade_size_features()comp_footprint_features()
- finmlkit.bar.data_model module
FootprintDataFootprintData.__init__()FootprintData._datetime_indexFootprintData.bar_timestampsFootprintData.buy_imbalancesFootprintData.buy_imbalances_sumFootprintData.buy_ticksFootprintData.buy_volumesFootprintData.cast_to_numba_list()FootprintData.cast_to_numpy()FootprintData.cot_price_levelsFootprintData.from_numba()FootprintData.get_df()FootprintData.imb_max_run_signedFootprintData.is_valid()FootprintData.memory_usage()FootprintData.price_levelsFootprintData.price_tickFootprintData.sell_imbalancesFootprintData.sell_imbalances_sumFootprintData.sell_ticksFootprintData.sell_volumesFootprintData.vp_giniFootprintData.vp_skew
TradesDataTradesData.__init__()TradesData._add_trade_side_info()TradesData._apply_timestamp_resolution()TradesData._convert_timestamps_to_ns()TradesData._infer_timestamp_unit()TradesData._keys_for_timerange()TradesData._merge_trades()TradesData._sort_trades()TradesData._validate_data()TradesData.dataTradesData.end_dateTradesData.load_trades_h5()TradesData.orig_timestamp_unitTradesData.save_h5()TradesData.set_view_range()TradesData.start_date
_is_notebook_environment()_load_single_h5_group()
- finmlkit.bar.io module
- finmlkit.bar.kit module
- finmlkit.bar.logic module
- finmlkit.bar.utils module