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Library to get, store and work with market quotes and indicators

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NNTrade/market-source-lib

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Glossary

  • candle - container with data which describes, stock quotes changes in timinterval
    • datetime|start_date_time - time when candle opened
    • open - price when candle open
    • high - max price in candle time interval
    • low - min price in candle time interval
    • close - price when candle close
    • volume - amount of trades in candle
  • step_timeframe|step_tf|stf - interval of time when candle will recalculate
  • timeframe|tf - interval of time which contain in one candle

Import to pip

NNTrade.source.market @ git+https://[email protected]/NNTrade/market-source-lib.git#egg=NNTrade.source.market

Components

  1. QuoteSource - main tool to get quotes
  2. Stock quote client - client to get stock quotes
  3. Cache storage - service to stock cache data

Quick start

  1. Choose which Stock quote client will you use
  2. Choose which Cache storage will you use
  3. Init them
from NNTrade.source.market.client import AbsStockQuoteClient
from NNTrade.source.market.cache import AbsCacheQuote
cq = AbsCacheQuote()
sqc = AbsStockQuoteClient()
  1. Init QuoteSource
qs = QuoteSource(cq,sqc)
  1. Call required stock
qs.get("EURUSD", TimeFrame.m1, date(2021, 4, 2), date(2021, 4, 4))

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Library to get, store and work with market quotes and indicators

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