TimeProfile

QuantConnect.Indicators.TimeProfile

TimeProfile(
    period: int = 2,
    value_area_volume_percentage: float = 0.7,
    price_range_round_off: float = 0.05,
)

TimeProfile(
    name: str,
    period: int = 2,
    value_area_volume_percentage: float = 0.7,
    price_range_round_off: float = 0.05,
)

Bases: MarketProfile

Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes

Creates a new TimeProfile indicator with the specified name, period and price_range_round_off

Parameters:

Name	Type	Description	Default
name	Optional[str]	The name of this indicator	None
period	int	The period of this indicator	2
value_area_volume_percentage	float	The percentage of volume contained in the value area	0.7
price_range_round_off	float	How many digits you want to round and the precision.	0.05

warm_up_period

warm_up_period: int

Required period, in data points, for the indicator to be ready and fully initialized.

consolidators

consolidators: ISet[IDataConsolidator]

The data consolidators associated with this indicator if any

current

current: IndicatorDataPoint

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

previous

previous: IndicatorDataPoint

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

name

name: str

Gets a name for this indicator

samples

samples: int

Gets the number of samples processed by this indicator

is_ready

is_ready: bool

Gets a flag indicating when the indicator is ready and fully initialized

updated

updated: _EventContainer[
    Callable[[Object, IndicatorDataPoint], Any], Any
]

Event handler that fires after this indicator is updated

window

window: RollingWindow[IndicatorDataPoint]

A rolling window keeping a history of the indicator values of a given period

volume_per_price

volume_per_price: SortedList[float, float]

Get a copy of the _volumePerPrice field

profile_high

profile_high: float

The highest reached close price level during the period. That value is called Profile High

profile_low

profile_low: float

The lowest reached close price level during the period. That value is called Profile Low

poc_price

poc_price: float

Price where the most trading occured (Point of Control(POC)) This price is MarketProfile.Current.Value

poc_volume

poc_volume: float

Volume where the most tradding occured (Point of Control(POC))

value_area_volume

value_area_volume: float

The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion.

value_area_high

value_area_high: float

The highest close price level within the value area

value_area_low

value_area_low: float

The lowest close price level within the value area

get_volume

get_volume(input: TradeBar) -> float

Define the Volume in Time Profile mode

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
input	TradeBar		required

Returns:

Type	Description
float	1.

__eq__

__eq__(right: float) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: float) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: int) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: int) -> bool

__eq__(right: IndicatorBase) -> bool

Signature descriptions:

• Determines if the indicator's current value is equal to the specified value

• Determines if the specified value is equal to the indicator's current value

__ge__

__ge__(right: float) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: float) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: int) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: int) -> bool

__ge__(right: IndicatorBase) -> bool

Signature descriptions:

• Determines if the indicator's current value is greater than or equal to the specified value

• Determines if the specified value is greater than or equal to the indicator's current value

__gt__

__gt__(right: float) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: float) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: int) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: int) -> bool

__gt__(right: IndicatorBase) -> bool

Signature descriptions:

• Determines if the indicator's current value is greater than the specified value

• Determines if the specified value is greater than the indicator's current value

__le__

__le__(right: float) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: float) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: int) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: int) -> bool

__le__(right: IndicatorBase) -> bool

Signature descriptions:

• Determines if the indicator's current value is less than or equal to the specified value

• Determines if the specified value is less than or equal to the indicator's current value

__lt__

__lt__(right: float) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: float) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: int) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: int) -> bool

__lt__(right: IndicatorBase) -> bool

Signature descriptions:

• Determines if the indicator's current value is less than the specified value

• Determines if the specified value is less than the indicator's current value

__ne__

__ne__(right: float) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: float) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: int) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: int) -> bool

__ne__(right: IndicatorBase) -> bool

Signature descriptions:

• Determines if the indicator's current value is not equal to the specified value

• Determines if the specified value is not equal to the indicator's current value

compare_to

compare_to(obj: Any) -> int

compare_to(other: IIndicator) -> int

Signature descriptions:

• Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes, follows, or occurs in the same position in the sort order as the other object.

• Compares the current object with another object of the same type.

Parameters:

Name	Type	Description	Default
obj	Optional[Any]	An object to compare with this instance.	None
other	Optional[IIndicator]	An object to compare with this object.	None

Returns:

Type

Description

int

Depends on the signature used. Case 1: [A value that indicates the relative order of the objects being compared. The return value has these meanings: Value Meaning Less than zero This instance precedes obj in the sort order. Zero This instance occurs in the same position in the sort order as obj. Greater than zero This instance follows obj in the sort order.]; Case 2: [A value that indicates the relative order of the objects being compared. The return value has the following meanings: Value Meaning Less than zero This object is less than the other parameter.Zero This object is equal to other. Greater than zero This object is greater than other.]

update

update(input: IBaseData) -> bool

update(time: Union[datetime, date], value: float) -> bool

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters:

Name	Type	Description	Default
input	Optional[IBaseData]	The value to use to update this indicator	None
time	Optional[Union[datetime, date]]	The time associated with the value	None
value	Optional[float]	The value to use to update this indicator	None

Returns:

Type	Description
bool	True if this indicator is ready, false otherwise.

__getitem__

__getitem__(i: int) -> IndicatorDataPoint

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

Parameters:

Name	Type	Description	Default
i	int	The index	required

Returns:

Type	Description
IndicatorDataPoint	the ith most recent indicator value.

__iter__

__iter__() -> Iterator[IndicatorDataPoint]

compute_next_value

compute_next_value(input: TradeBar) -> float

Computes the next value for this indicator from the given state.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
input	TradeBar	The input value to this indicator on this time step	required

Returns:

Type	Description
float	A a value for this indicator, Point of Control (POC) price.

equals

equals(obj: Any) -> bool

Determines whether the specified object is equal to the current object.

Parameters:

Name	Type	Description	Default
obj	Any	The object to compare with the current object.	required

Returns:

Type	Description
bool	true if the specified object is equal to the current object; otherwise, false.

get_enumerator

get_enumerator() -> IEnumerator[IndicatorDataPoint]

Returns an enumerator that iterates through the history window.

Returns:

Type	Description
IEnumerator[IndicatorDataPoint]	A System.Collections.Generic.IEnumerator`1 that can be used to iterate through the history window.

get_hash_code

get_hash_code() -> int

Get Hash Code for this Object

Returns:

Type	Description
int	Integer Hash Code.

on_updated

on_updated(consolidated: IndicatorDataPoint) -> None

Event invocator for the Updated event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
consolidated	IndicatorDataPoint	This is the new piece of data produced by this indicator	required

reset

reset() -> None

Resets this indicator to its initial state

to_detailed_string

to_detailed_string() -> str

Provides a more detailed string of this indicator in the form of {Name} - {Value}

Returns:

Type	Description
str	A detailed string of this indicator's current state.

to_string

to_string() -> str

ToString Overload for Indicator Base

Returns:

Type	Description
str	String representation of the indicator.

validate_and_compute_next_value

validate_and_compute_next_value(
    input: QuantConnect_Indicators_IndicatorBase_T,
) -> IndicatorResult

Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
input	QuantConnect_Indicators_IndicatorBase_T	The input given to the indicator	required

Returns:

Type	Description
IndicatorResult	An IndicatorResult object including the status of the indicator.