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Contents
require 'ib-ruby/models/model'
module IB
module Models
# This is a single data point delivered by HistoricData messages.
# Instantiate with a Hash of attributes, to be auto-set via initialize in Model.
class Bar < Model
attr_accessor :date, # The date-time stamp of the start of the bar. The format is
# determined by the reqHistoricalData() formatDate parameter.
:open, # The bar opening price.
:high, # The high price during the time covered by the bar.
:low, # The low price during the time covered by the bar.
:close, # The bar closing price.
:volume, # The bar opening price.
:wap, # Weighted average price during the time covered by the bar.
:has_gaps, # Whether or not there are gaps in the data.
:trades # int: When TRADES data history is returned, represents number
# of trades that occurred during the time period the bar covers
def to_s
"<Bar #{@date}: wap: #{@wap}, OHLC: #{@open}, #{@high}, #{@low}, #{@close}, " +
(@trades ? "trades: #{@trades}," : "") + " vol: #{@volume}, gaps? #{@has_gaps}>"
end
end # class Bar
end # module Models
end # module IB
Version data entries
14 entries across 14 versions & 1 rubygems