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Bar Processed

BarProcessed dataclass

Bases: BarReceived

Event representing a market data bar with computed indicator values.

This event extends BarReceived by attaching indicator values derived from the bar data.

Field Type Semantics
ts_event_ns int Time at which the bar was observed by the system, as UTC epoch nanoseconds.
ts_created_ns int Time at which the event object was created, as UTC epoch nanoseconds.
symbol str Identifier of the traded instrument.
bar_period models.data.BarPeriod Time interval represented by the bar.
open float Opening price of the bar period.
high float Highest traded price during the bar period.
low float Lowest traded price during the bar period.
close float Closing price of the bar period.
volume int or None Traded volume during the bar period, if available.
indicators dict[str, float] Mapping of indicator names to computed indicator values.
Source code in src/onesecondtrader/events/market/bar_processed.py 
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@dataclasses.dataclass(kw_only=True, frozen=True)
class BarProcessed(BarReceived):
    """
    Event representing a market data bar with computed indicator values.

    This event extends `BarReceived` by attaching indicator values derived from the bar data.

    | Field           | Type                    | Semantics                                                                  |
    |-----------------|-------------------------|----------------------------------------------------------------------------|
    | `ts_event_ns`   | `int`                   | Time at which the bar was observed by the system, as UTC epoch nanoseconds.|
    | `ts_created_ns` | `int`                   | Time at which the event object was created, as UTC epoch nanoseconds.      |
    | `symbol`        | `str`                   | Identifier of the traded instrument.                                       |
    | `bar_period`    | `models.data.BarPeriod` | Time interval represented by the bar.                                      |
    | `open`          | `float`                 | Opening price of the bar period.                                           |
    | `high`          | `float`                 | Highest traded price during the bar period.                                |
    | `low`           | `float`                 | Lowest traded price during the bar period.                                 |
    | `close`         | `float`                 | Closing price of the bar period.                                           |
    | `volume`        | `int` or `None`         | Traded volume during the bar period, if available.                         |
    | `indicators`    | `dict[str, float]`      | Mapping of indicator names to computed indicator values.                   |
    """

    indicators: dict[str, float] = dataclasses.field(default_factory=dict)