Period Extreme

PeriodExtreme

Bases: IndicatorBase

N-Period Extreme indicator.

Computes the minimum or maximum value of a source indicator over a rolling window of \(n\) periods. The source indicator is instantiated internally and updated on each bar.

Until the window is fully populated, the indicator yields numpy.nan.

name property

Canonical indicator name.

Returns:

Type	Description
str	Identifier combining source name, period, and extreme type.

Source code in src/onesecondtrader/indicators/period_extreme.py

def name(self) -> str:
    """
    Canonical indicator name.

    Returns:
        Identifier combining source name, period, and extreme type.
    """
    return f"{self.period}-period {self.extreme_type.name} of {self._source.name}"

__init__(source, period=20, extreme_type=models.ExtremeType.MAX, max_history=100, plot_at=0, plot_as=models.PlotStyle.LINE, plot_color=models.PlotColor.BLACK, **source_kwargs)

Parameters:

Name	Type	Description	Default
source	type[IndicatorBase]	Source indicator class to instantiate.	required
period	int	Lookback window size.	20
extreme_type	ExtremeType	Whether to compute the minimum or maximum.	MAX
max_history	int	Maximum number of computed indicator values retained per symbol.	100
plot_at	int	Opaque plotting identifier forwarded to the charting backend.	0
plot_as	PlotStyle	Visual style used to render the indicator.	LINE
plot_color	PlotColor	Color used to render the indicator.	BLACK
**source_kwargs	Any	Keyword arguments passed to the source indicator constructor.	{}

Source code in src/onesecondtrader/indicators/period_extreme.py

def __init__(
    self,
    source: type[indicators.IndicatorBase],
    period: int = 20,
    extreme_type: models.ExtremeType = models.ExtremeType.MAX,
    max_history: int = 100,
    plot_at: int = 0,
    plot_as: models.PlotStyle = models.PlotStyle.LINE,
    plot_color: models.PlotColor = models.PlotColor.BLACK,
    **source_kwargs: Any,
) -> None:
    """
    Parameters:
        source:
            Source indicator class to instantiate.
        period:
            Lookback window size.
        extreme_type:
            Whether to compute the minimum or maximum.
        max_history:
            Maximum number of computed indicator values retained per symbol.
        plot_at:
            Opaque plotting identifier forwarded to the charting backend.
        plot_as:
            Visual style used to render the indicator.
        plot_color:
            Color used to render the indicator.
        **source_kwargs:
            Keyword arguments passed to the source indicator constructor.
    """
    super().__init__(
        max_history=max_history,
        plot_at=plot_at,
        plot_as=plot_as,
        plot_color=plot_color,
    )

    self._source = source(max_history=period, **source_kwargs)
    self.period = max(1, int(period))
    self.extreme_type = extreme_type

_compute_indicator(incoming_bar)

Compute the n-period extreme for a single received bar.

Parameters:

Name	Type	Description	Default
incoming_bar	BarReceived	Market bar used as input for the computation.	required

Returns:

Type	Description
float	N-period min or max value, or numpy.nan if insufficient data.

Source code in src/onesecondtrader/indicators/period_extreme.py

def _compute_indicator(self, incoming_bar: events.market.BarReceived) -> float:
    """
    Compute the n-period extreme for a single received bar.

    Parameters:
        incoming_bar:
            Market bar used as input for the computation.

    Returns:
        N-period min or max value, or `numpy.nan` if insufficient data.
    """
    self._source.update(incoming_bar)
    symbol = incoming_bar.symbol

    values = []
    for i in range(-self.period, 0):
        val = self._source[symbol, i]
        if np.isnan(val):
            return np.nan
        values.append(val)

    if self.extreme_type == models.ExtremeType.MIN:
        return min(values)
    return max(values)