Class: Quant::Ticks::Tick

Inherits:
Object
  • Object
show all
Defined in:
lib/quant/ticks/tick.rb

Overview

Ticks can be serialized to and from Ruby Hash, JSON strings, and CSV strings.

Direct Known Subclasses

OHLC, Serializers::OHLC, Serializers::Spot, Spot

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize ⇒ Tick

Returns a new instance of Tick.



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# File 'lib/quant/ticks/tick.rb', line 55

def initialize
  # Set the series by appending to the series or calling #assign_series method
  @series = nil
  @interval = nil
  @indicators = {}
end

Instance Attribute Details

#indicators ⇒ Object (readonly)

Returns the value of attribute indicators.



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# File 'lib/quant/ticks/tick.rb', line 53

def indicators
  @indicators
end

#series ⇒ Object (readonly)

Returns the value of attribute series.



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# File 'lib/quant/ticks/tick.rb', line 53

def series
  @series
end

Class Method Details

.default_serializer_class ⇒ Object

Note:

internal use only.

Reflects the serializer class from the tick’s class name.



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# File 'lib/quant/ticks/tick.rb', line 128

def self.default_serializer_class
  Object.const_get "Quant::Ticks::Serializers::#{name.split("::").last}"
end

.from(hash, serializer_class: nil) ⇒ Quant::Ticks::Tick

Returns a Quant::Ticks::Tick from a Ruby Hash. The default serializer is used to generate the Quant::Ticks::Tick.

Examples:

hash = { "timestamp" => "2018-01-01 12:00:00 UTC", "price" => 100.0, "volume" => 1000 }
Quant::Ticks::Tick.from(hash)
# => #<Quant::Ticks::Spot:0x00007f9e3b8b3e08 @timestamp=2018-01-01 12:00:00 UTC, @price=100.0, @volume=1000>

Parameters:

  • hash (Hash)
  • serializer_class (Class) (defaults to: nil) —

    The serializer class to use for the conversion.

Returns:



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# File 'lib/quant/ticks/tick.rb', line 35

def self.from(hash, serializer_class: nil)
  serializer_class ||= default_serializer_class
  serializer_class.from(hash, tick_class: self)
end

.from_json(json, serializer_class: default_serializer_class) ⇒ Quant::Ticks::Tick

Returns a Quant::Ticks::Tick from a JSON string. The default serializer is used to generate the Quant::Ticks::Tick.

Examples:

json = "{\"timestamp\":\"2018-01-01 12:00:00 UTC\",\"price\":100.0,\"volume\":1000}"
Quant::Ticks::Tick.from_json(json)
# => #<Quant::Ticks::Spot:0x00007f9e3b8b3e08 @timestamp=2018-01-01 12:00:00 UTC, @price=100.0, @volume=1000>

Parameters:

  • json (String)
  • serializer_class (Class) (defaults to: default_serializer_class) —

    The serializer class to use for the conversion.

Returns:



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# File 'lib/quant/ticks/tick.rb', line 49

def self.from_json(json, serializer_class: default_serializer_class)
  serializer_class.from_json(json, tick_class: self)
end

Instance Method Details

#assign_series(new_series) ⇒ Object

Ticks always belong to the first series they’re assigned so we can easily spin off sub-sets or new series with the same ticks while allowing each series to have its own state and full control over the ticks within its series



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# File 'lib/quant/ticks/tick.rb', line 69

def assign_series(new_series)
  assign_series!(new_series) unless series?
  self
end

#assign_series!(new_series) ⇒ Object

Ticks always belong to the first series they’re assigned so we can easily spin off sub-sets or new series with the same ticks. However, if you need to reassign the series, you can use this method to force the change of series ownership.

The series interval is also assigned to the tick if it is not already set.



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# File 'lib/quant/ticks/tick.rb', line 85

def assign_series!(new_series)
  @series = new_series
  @interval ||= new_series.interval
  self
end

#default_serializer_class ⇒ Object

Note:

internal use only.

Reflects the serializer class from the tick’s class name.



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# File 'lib/quant/ticks/tick.rb', line 134

def default_serializer_class
  self.class.default_serializer_class
end

#interval ⇒ Object 



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# File 'lib/quant/ticks/tick.rb', line 62

def interval
  @series&.interval || Interval[nil]
end

#series? ⇒ Boolean

Returns true if the tick is assigned to a series. The first series a tick is assigned to is the series against which the indicators compute.

Returns:

  • (Boolean) 


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# File 'lib/quant/ticks/tick.rb', line 76

def series?
  !!@series
end

#to_csv(serializer_class: default_serializer_class, headers: false) ⇒ Object

Returns a CSV row as a String for the Tick. The default serializer is used to generate the CSV string. If headers is true, two lines returned separated by newline. The first line is the header row and the second line is the data row.

Examples:

tick.to_csv(headers: true)
# => "timestamp,price,volume\n2018-01-01 12:00:00 UTC,100.0,1000\n"

Parameters:

  • serializer_class (Class) (defaults to: default_serializer_class) —

    the serializer class to use for the conversion.



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# File 'lib/quant/ticks/tick.rb', line 122

def to_csv(serializer_class: default_serializer_class, headers: false)
  serializer_class.to_csv(self, headers:)
end

#to_h(serializer_class: default_serializer_class) ⇒ Object

Returns a Ruby hash for the Tick. The default serializer is used to generate the hash.

Examples:

tick.to_h
# => { timestamp: "2018-01-01 12:00:00 UTC", price: 100.0, volume: 1000 }

Parameters:

  • serializer_class (Class) (defaults to: default_serializer_class) —

    the serializer class to use for the conversion.



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# File 'lib/quant/ticks/tick.rb', line 98

def to_h(serializer_class: default_serializer_class)
  serializer_class.to_h(self)
end

#to_json(serializer_class: default_serializer_class) ⇒ Object

Returns a JSON string for the Tick. The default serializer is used to generate the JSON string.

Examples:

tick.to_json
# => "{\"timestamp\":\"2018-01-01 12:00:00 UTC\",\"price\":100.0,\"volume\":1000}"

Parameters:

  • serializer_class (Class) (defaults to: default_serializer_class) —

    the serializer class to use for the conversion.



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# File 'lib/quant/ticks/tick.rb', line 109

def to_json(serializer_class: default_serializer_class)
  serializer_class.to_json(self)
end