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Contents
module IB
module Models
# This is a single data point delivered by HistoricData or RealTimeBar messages.
# Instantiate with a Hash of attributes, to be auto-set via initialize in Model.
class Bar < Model.for(:bar)
include ModelProperties
prop :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, # Volume
:wap, # Weighted average price during the time covered by the bar.
:trades, # int: When TRADES data history is returned, represents number
# of trades that occurred during the time period the bar covers
:time, # TODO: convert into Time object?
# The date-time stamp of the start of the bar. The format is
# determined by the reqHistoricalData() formatDate parameter.
:has_gaps => :bool # Whether or not there are gaps in the data.
validates_numericality_of :open, :high, :low, :close, :volume
# Order comparison
def == other
time == other.time &&
open == other.open &&
high == other.high &&
low == other.low &&
close == other.close &&
wap == other.wap &&
trades == other.trades &&
volume == other.volume
end
def to_human
"<Bar: #{time} wap #{wap} OHLC #{open} #{high} #{low} #{close} " +
(trades ? "trades #{trades}" : "") + " vol #{volume} gaps #{has_gaps}>"
end
alias to_s to_human
end # class Bar
end # module Models
end # module IB
Version data entries
8 entries across 8 versions & 1 rubygems