OHLCV

Defined in fynance.core

class OHLCV(close, open=None, high=None, low=None, volume=None)

Bases: object

Thin, numpy-backed container of aligned OHLCV series.

Holds up to five aligned 1-D float64 arrays — open, high, low, close, volume — sharing a common length. close is required; the others are optional and raise an informative error when accessed while absent. Composes numpy arrays rather than subclassing them.

Parameters:

closearray-like

Close series (required, defines the length).

open, high, low, volumearray-like, optional

Other OHLCV fields; each, when given, must match close in length.

Attributes:

open, high, low, close, volumenumpy.ndarray

Read-only float64 1-D arrays. Accessing an absent field raises ValueError.

Examples

>>> bars = OHLCV(close=[10., 11., 12.], high=[10.5, 11.5, 12.5],
...              low=[9.5, 10.5, 11.5])
>>> len(bars)
3
>>> bars.high
array([10.5, 11.5, 12.5])
>>> bars.columns
('high', 'low', 'close')
>>> bars.volume
Traceback (most recent call last):
    ...
ValueError: OHLCV has no 'volume' field

property close

Close series (always present).

property columns

Present fields, in canonical OHLCV order.

classmethod from_dict(data)

Build from a mapping of field name -> array-like.

Only the canonical keys (open/high/low/close/volume) are read; close must be present.

Examples

>>> OHLCV.from_dict({"close": [1., 2.], "volume": [10., 20.]}).columns
('close', 'volume')

classmethod from_numpy(array, columns=_FIELDS)

Build from a 2-D array whose columns are named by columns.

Parameters:

arraynumpy.ndarray

Shape (N, k) with k == len(columns).

columnstuple of str

Field name of each column, in order. Defaults to the full (open, high, low, close, volume).

Examples

>>> import numpy as np
>>> a = np.array([[9., 11., 8., 10.], [10., 12., 9., 11.]])
>>> OHLCV.from_numpy(a, columns=("open", "high", "low", "close")).columns
('open', 'high', 'low', 'close')

classmethod from_polars(data)

Build from a polars DataFrame (columns matched case-insensitively).

Any column whose lower-cased name is one of open/high/low/ close/volume is mapped to the matching field.

has(field)

Whether field is present.

property high

High series (raises if absent).

property low

Low series (raises if absent).

property open

Open series (raises if absent).

to_numpy()

Column-stack the present fields into a (N, k) array.

Columns follow columns (canonical OHLCV order).

Examples

>>> OHLCV(close=[1., 2., 3.], high=[2., 3., 4.]).to_numpy().shape
(3, 2)

property volume

Volume series (raises if absent).