pysatl_tsp.implementations.processor.ohlc4_handler

Module Contents

Classes

Ohlc4Handler

A handler that calculates the average of OHLC (Open, High, Low, Close) price data.

API

class pysatl_tsp.implementations.processor.ohlc4_handler.Ohlc4Handler(source: pysatl_tsp.core.Handler[Any, tuple[float | None, float | None, float | None, float | None]] | None = None)[source]

Bases: pysatl_tsp.core.processor.mapping_handler.MappingHandler[tuple[float | None, float | None, float | None, float | None], float | None]

A handler that calculates the average of OHLC (Open, High, Low, Close) price data.

This handler computes the OHLC4 (also known as the typical price), which is the simple arithmetic mean of the Open, High, Low, and Close prices for each time period. The calculation helps smooth price data and can be used as input for other indicators.

Parameters:

source – The handler providing OHLC tuples, defaults to None

Example:
# Create a data source with OHLC price tuples
ohlc_data = [
    (100.0, 105.0, 98.0, 103.0),  # (open, high, low, close)
    (103.0, 107.0, 101.0, 104.0),
    (104.0, 109.0, 102.0, 108.0),
]
data_source = SimpleDataProvider(ohlc_data)

# Create an OHLC4 handler
ohlc4_handler = Ohlc4Handler(source=data_source)

# Process the data
for value in ohlc4_handler:
    print(value)

# Output:
# 101.5  # (100.0 + 105.0 + 98.0 + 103.0) / 4
# 103.75 # (103.0 + 107.0 + 101.0 + 104.0) / 4
# 105.75 # (104.0 + 109.0 + 102.0 + 108.0) / 4

Initialization

Initialize an OHLC4 handler.

Parameters:

source – The handler providing OHLC tuples, defaults to None

static _map_func(t: tuple[float | None, float | None, float | None, float | None]) → float | None[source]

Calculate the average of OHLC values.

Takes a tuple of Open, High, Low, Close values and returns their arithmetic mean. If any value in the tuple is None, returns None.

Parameters:

t – Tuple of (open, high, low, close) values

Returns:

Average of OHLC values or None if any value is None