Ticker Ledgers
Trading.AssetLedger — TypeAssetLedgerA AssetLedger holds the data for a given ticker as it arrives. Currently this is bar data in the form of Open, High, Low, Close and Volume, produced by a DataStream. If certain derived Indicator data is requested, it also holds this as it is produced by the different systems.
Trading.Asset — TypeRepresents the various asset classes. So far Stock or Crypto, each with a ticker as identification.
Bar Components
Bars are represented internally by the following set of Components, basically standard ohlc and volume:
Their differences (i.e. from one period to the next), and logarithms are represented by:
Each of these, and some derived quantities, can be requested by a Strategy as discussed in Indicators and demonstrated in more detail in the Strategies tutorial.
Reference
Trading.Open — TypeOpenThe opening price of a given bar.
Trading.High — TypeHighThe highest price of a given bar.
Trading.Low — TypeLowThe lowest price of a given bar.
Trading.Close — TypeCloseThe closing price of a given bar.
Trading.Volume — TypeVolumeThe traded volume of a given bar.
Trading.Difference — TypeDifferenceThe lag 1 difference.
Trading.RelativeDifference — TypeRelativeDifferenceThe lag 1 relative difference.
Trading.LogVal — TypeLogValThe logarithm of a value.
Trading.value — Functionvalue(b::SingleValIndicator)Returns the number that is stored in the SingleValIndicator. This is by default the v field.