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Versions: 2
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module IB # 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 < IB::Model include BaseProperties 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 IB
Version data entries
2 entries across 2 versions & 1 rubygems
Version | Path |
---|---|
ib-ruby-0.8.4 | lib/models/ib/bar.rb |
ib-ruby-0.8.3 | lib/models/ib/bar.rb |