finsec.quotes module

class finsec.quotes.AbstractBar(*, exchange: Exchange | None = None, start_timestamp: datetime = None, end_timestamp: datetime = None, volume: Decimal | None = None)

Bases: AbstractQuote

end_timestamp: datetime

start_timestamp: datetime

classmethod start_timestamp_must_have_timezone(v: datetime)

volume: Decimal | None

class finsec.quotes.AbstractQuote(*, exchange: Exchange | None = None)

Bases: BaseModel

class Config

Bases: object

extra = 'forbid'

json_encoders = {<class 'datetime.datetime'>: <function AbstractQuote.Config.<lambda>>}

use_enum_values = True

exchange: Exchange | None

class finsec.quotes.AbstractSnapshot(*, exchange: Exchange | None = None, timestamp: datetime = None)

Bases: AbstractQuote

timestamp: datetime

classmethod timestamp_must_have_timezone(v: datetime)

class finsec.quotes.HLS(*, exchange: Exchange | None = None, start_timestamp: datetime = None, end_timestamp: datetime = None, volume: Decimal | None = None, high: Decimal = None, low: Decimal = None, settle: Decimal = None)

Bases: AbstractBar

high: Decimal

low: Decimal

settle: Decimal

class finsec.quotes.LevelOneQuote(*, exchange: Exchange | None = None, timestamp: datetime = None, bid: Decimal = None, ask: Decimal = None, bid_sz: Size = None, ask_sz: Size = None, last: Decimal | None = None, last_sz: Size | None = None, last_time: datetime | None = None)

Bases: AbstractSnapshot

ask: Decimal

ask_sz: Size

bid: Decimal

bid_sz: Size

last: Decimal | None

last_sz: Size | None

last_time: datetime | None

class finsec.quotes.OHLC(*, exchange: Exchange | None = None, start_timestamp: datetime = None, end_timestamp: datetime = None, volume: Decimal | None = None, open: Decimal = None, high: Decimal = None, low: Decimal = None, close: Decimal = None, open_interest: Decimal | None = None)

Bases: AbstractBar

close: Decimal

high: Decimal

low: Decimal

open: Decimal

open_interest: Decimal | None

finsec.quotes.ensure_timezone(v: datetime) → datetime