> ## Documentation Index > Fetch the complete documentation index at: https://takeprofit.com/docs/llms.txt > Use this file to discover all available pages before exploring further. # Package indie Main package of Indie language. *** ## Decorators ### `@algorithm()` *decorator* **1. Overloads** @algorithm () -> None Decorates a function, making it a *series processor* algorithm. Such algorithms are specifically designed to process series of data, like close prices of an instrument of a candle chart. One way of using such an algorithm is to call `new` static method, read more [here](https://takeprofit.com/docs/indie/How-Indies-syntactic-sugar-works.md#algorithm-new-method). \[!NOTE] Most of the functions in the `indie.algorithms` package are decorated with `@indie.algorithm` decorator. Read more about it in [Series processors](https://takeprofit.com/docs/indie/Algorithms-for-series-processing.md) chapter. \[!NOTE] See also: [`Algorithm`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Algorithm) *** ### `@band()` *decorator* **1. Overloads** @band (value1, value2, title, fill\_color, line\_color, line\_style, line\_width) -> None Use this decorator to add a band (two horizontal lines usually with a semi-transparent fill in between them) to indicator. **parameters info** value1 float required Value of the first horizontal line of a band on a vertical scale of an indicator. value2 float required Value of the second horizontal line of a band on a vertical scale of an indicator. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. fill\_color indie.Color default: indie.color.GREEN(0.05) Color of the background. line\_color indie.Color default: indie.color.GRAY(0.5) Color of the plot on a chart. This color can be overwritten if the plot is a multicolored one. Example of an indicator with a multicolored plot is *Awesome Oscillator (AO)*. line\_style indie.line\_style default: indie.line\_style.DASHED Style of the line. It is represented as enum value of type `line_style`. line\_width int default: 1 Width of the line. ```py Example theme={null} @indicator('Band example') @band(145, 155, line_color=color.RED, line_width=4) def Main(self): return self.close[0] ``` > [!NOTE] > > See also: [`@level()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_level) *** ### `@data_context()` *decorator* **1. Overloads** @data\_context () -> None Decorates a function, making it an entry point that is executed once per row of an external data source. The type argument is a `@dataclass` that describes the shape of a row; inside the function the rows are available as `self.data`. Such a context is connected to the main context with `Context.calc_on` and its `source` argument. ```py Example theme={null} # indie:lang_version = 5 from dataclasses import dataclass from indie import indicator, MainContext, data_context from indie.data import sources @dataclass class ModelOutput: signal: float confidence: float @data_context[ModelOutput] def ModelSignal(self): return self.data[0].signal * self.data[0].confidence @indicator('External model signal') class Main(MainContext): def __init__(self): self._signal = self.calc_on( ModelSignal, source=sources.Csv('https://example.com/signals.csv')) def calc(self): return self._signal[0] ``` > [!NOTE] > > More info on this topic you can find in [Typed external data](https://takeprofit.com/docs/indie/External-data/Typed-external-data.md) chapter. > [!NOTE] > > See also: [`Context.calc_on()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_Context_calc_on)[`Csv`](https://takeprofit.com/docs/indie/Library-reference/package-indie-data-sources#class_Csv)[`request_series()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#func_request_series) *** ### `@indicator()` *decorator* **1. Overloads** @indicator (abbrev\_title, overlay\_main\_pane, format, precision) -> None Decorator that should be applied to the `Main` entry point of any indicator. **parameters info** abbrev\_title str required Abbreviated title of the indicator. overlay\_main\_pane bool default: False Whether or not to overlay the indicator over the main pane of the chart. The main pane of a chart is the one with the main instrument on it. format indie.format default: indie.format.INHERITED Formatting style of indicator output values represented as enum value of type `format`. precision indie.Optional\[int] default: None Number of digits after floating point for indicator output values. > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context) *** ### `@level()` *decorator* **1. Overloads** @level (value, title, line\_color, line\_style, line\_width) -> None Decorator that is used to create a level (horizontal line) in an indicator. **parameters info** value float required Value of the level on a vertical scale of an indicator. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. line\_color indie.Color default: indie.color.GRAY(0.5) Color of the plot on a chart. This color can be overwritten if the plot is a multicolored one. Example of an indicator with a multicolored plot is *Awesome Oscillator (AO)*. line\_style indie.line\_style default: indie.line\_style.DASHED Style of the line. It is represented as enum value of type `line_style`. line\_width int default: 1 Width of the line. ```py Example theme={null} @indicator('Level example') @level(150, line_color=color.RED, line_width=4) def Main(self): return self.close[0] ``` > [!NOTE] > > See also: [`@band()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_band) *** ### `@param_ref()` *decorator* **1. Overloads** @param\_ref (id) -> None Declares an input parameter for `@sec_context` function that is linked to the input parameter of `Main` by `id`. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. ```py Example theme={null} @sec_context @param_ref('referenced_param') def SecMain(self, referenced_param) -> float: # Use referenced_param variable... @indicator('Referenced param example') @param.int('referenced_param', default=50) class Main(MainContext): def __init__(self): self._calc_on_result = self.calc_on(time_frame=TimeFrame.from_str('1D'), sec_context=SecMain) def calc(self): return self._calc_on_result[0] ``` > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context)[`param`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_param) *** ### `param` *type* Class with decorators of indicator input parameters of various types. **1. Static methods** [Navigate to decor\_param\_bool](#decor_param_bool) @bool (id, default, title) -> None Declares a bool input parameter of indicator. Values of input parameters can be changed in indicator's Settings panel. Input parameters are used in combination with corresponding parameter declaration in `Main` entry point. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. default bool required Default value for the parameter in settings pane. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. ```py Example theme={null} @param.bool('is_something_enabled', default=False) def Main(self, is_something_enabled): # Use is_something_enabled variable... ``` [Navigate to decor\_param\_int](#decor_param_int) @int (id, default, min, max, step, title) -> None Declares an integer input parameter of indicator. Values of input parameters can be changed in indicator's Settings panel. Input parameters are used in combination with corresponding parameter declaration in `Main` entry point. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. default int required Default value for the parameter in settings pane. min int default: -1000000 Minimum value of the parameter. max int default: 1000000 Maximum value of the parameter. step int default: 1 Step between values of the parameter. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. ```py Example theme={null} @param.int('meaning_of_life', default=42) def Main(self, meaning_of_life): # Use meaning_of_life variable... ``` [Navigate to decor\_param\_float](#decor_param_float) @float (id, default, min, max, step, title) -> None Declares a float input parameter of indicator. Values of input parameters can be changed in indicator's Settings panel. Input parameters are used in combination with corresponding parameter declaration in `Main` entry point. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. default float required Default value for the parameter in settings pane. min float default: -1000000.0 Minimum value of the parameter. max float default: 1000000.0 Maximum value of the parameter. step float default: 0.1 Step between values of the parameter. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. ```py Example theme={null} @param.float('speed_of_light', default=299_792.458) def Main(self, speed_of_light): # Use speed_of_light variable... ``` [Navigate to decor\_param\_str](#decor_param_str) @str (id, default, options, title) -> None Declares a str input parameter of indicator. Values of input parameters can be changed in indicator's Settings panel. Input parameters are used in combination with corresponding parameter declaration in `Main` entry point. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. default str required Default value for the parameter in settings pane. options indie.Optional\[list\[str]] default: None List of the possible values of the parameter. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. ```py Example theme={null} @param.str('name', default='Lisa', options=['Homer', 'Marge', 'Bart', 'Lisa', 'Maggie']) def Main(self, name): # Use name variable... ``` > [!NOTE] > > If `options` parameter is used then in Settings panel there will be a combobox widget for changing value of this input. [Navigate to decor\_param\_source](#decor_param_source) @source (id, default, options, title) -> None Declares a source input parameter of indicator. Values of input parameters can be changed in indicator's Settings panel. Input parameters are used in combination with corresponding parameter declaration in `Main` entry point. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. default indie.source default: source.CLOSE Default value for the parameter in settings pane. options indie.Optional\[list\[indie.source]] default: None List of the possible values of the parameter. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. ```py Example theme={null} @param.source('src', default=source.CLOSE, options=[source.CLOSE, source.HL2, source.HLC3, source.OHLC4]) def Main(self, src): # Use src variable... ``` > [!NOTE] > > Even if `options` parameter is not used then in Settings panel nevertheless there will be a combobox widget with all possible values from the `source` enum. > [!NOTE] > > See also: [`param`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_param)[`source`](https://takeprofit.com/docs/indie/Library-reference/package-indie#enum_source) [Navigate to decor\_param\_time\_frame](#decor_param_time_frame) @time\_frame (id, default, options, title) -> None Declares a time frame input parameter of indicator. Values of input parameters can be changed in indicator's Settings panel. Input parameters are used in combination with corresponding parameter declaration in `Main` entry point. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. default str required Default value for the parameter in settings pane. options indie.Optional\[list\[str]] default: None List of the possible values of the parameter. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. ```py Example theme={null} @param.time_frame('time_frame', default='1s', options=['1s', '5s', '1m', '30m']) def Main(self, time_frame): # Use time_frame variable... ``` > [!NOTE] > > The type of `time_frame` in the example variable will be `TimeFrame`. But please note, that for the convenience, default value has `str` type. String representation of `TimeFrame` has a form of `[s|m|h|D|W|M|Y]` where suffixes mean: `s` - seconds, `m` - minutes, `h` - hours, `D` - days, `W` - weeks, `M` - months, `Y` - years. Seconds (`s`) are supported. Without `options`, Settings includes 1s, 3s, 5s, 10s, 15s, 30s, 45s and the existing minute-or-larger values. If `options` parameter is used then in Settings panel there will be a combobox widget for changing value of this input. > [!NOTE] > > See also: [`TimeFrame`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_TimeFrame) [Navigate to decor\_param\_color](#decor_param_color) @color (id, default, title) -> None Declares a color input parameter of indicator. Values of input parameters can be changed in indicator's Settings panel. Input parameters are used in combination with corresponding parameter declaration in `Main` entry point. **parameters info** id str required Name of `Main` function or class parameter bound to the input parameter. default indie.Color required Default value for the parameter in settings pane. title indie.Optional\[str] default: None Human readable title which is visible in the indicator's Settings panel. ```py Example theme={null} @param.color('my_color', default=color.BLUE) def Main(self, my_color): # Use my_color variable... ``` > [!NOTE] > > The type of `my_color` in the example variable will be `Color` > [!NOTE] > > See also: [`Color`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Color) *** ### `@sec_context()` *decorator* **1. Overloads** @sec\_context () -> None Decorates a function, making it a secondary `Main` entry point for additional instrument of an indicator. Additional instruments are requested with the help of `Context.calc_on` function and this decorator. ```py Example theme={null} # indie:lang_version = 5 from indie import indicator, sec_context, param @sec_context def Main2(self): return self.high[0], self.low[0] @indicator('Minimal calc_on example', overlay_main_pane=True) @param.time_frame('sec_time_frame', default='1D') class Main(MainContext): def __init__(self, sec_time_frame): self._sec_high, self._sec_low = self.calc_on(time_frame=sec_time_frame, sec_context=Main2) def calc(self): return self._sec_high[0], self._sec_low[0] ``` > [!NOTE] > > More info on this topic you can find in [Request additional instruments](https://takeprofit.com/docs/indie/Request-additional-instruments.md) chapter. > [!NOTE] > > See also: [`@indicator()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_indicator)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext)[`Context.calc_on()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_Context_calc_on) *** ### `@strategy()` *decorator* **1. Overloads** @strategy (abbrev\_title, \*, overlay\_main\_pane, format, precision, initial\_capital, commission, leverage, intrabar\_order\_filter, market\_order\_price, risk\_free\_rate) -> None Decorator that marks a function as a trading strategy. Configures backtesting parameters including initial capital, commission, leverage, and order execution settings. The decorated function receives a `MainStrategyContext` object with access to trading operations. **parameters info** abbrev\_title str required Abbreviated title of the indicator. overlay\_main\_pane bool default: False Whether or not to overlay the indicator over the main pane of the chart. The main pane of a chart is the one with the main instrument on it. format indie.format default: indie.format.INHERITED Formatting style of indicator output values represented as enum value of type `format`. precision indie.Optional\[int] default: None Number of digits after floating point for indicator output values. initial\_capital float default: 1000000.0 Starting capital amount for the strategy backtest. Default is `1000000.0`. commission indie.strategies.Commission default: indie.strategies.Commission(0.0, indie.strategies.commission\_type.PERCENT) Commission settings applied to all trades. Default is zero commission. leverage float default: 1.0 Leverage multiplier for the strategy. Values greater than 1.0 allow trading with borrowed capital. Default is `1.0` (no leverage). intrabar\_order\_filter indie.strategies.intrabar\_order\_filter default: indie.strategies.intrabar\_order\_filter.ON\_BAR\_CLOSE Determines when orders are executed within a bar during backtesting. Default is `ON_BAR_CLOSE`. market\_order\_price indie.strategies.market\_order\_price default: indie.strategies.market\_order\_price.MARKET\_PRICE Price used for market order execution in backtesting. Default is `MARKET_PRICE`. risk\_free\_rate float default: 0.02 Annual risk-free rate used for calculating strategy performance metrics like Sharpe ratio. Default is `0.02` (2%). *** ## Functions ### `request_series()` *function* **1. Overloads** request\_series (data\_class, source, time\_frame, lookahead) -> indie.RequestedSeries\[T] Requests a typed series from an external or built-in data source without a callback. Returns `RequestedSeries[T]` with an explicit `time_frame`, otherwise `Series[T]`. `T` is a custom dataclass for external rows or the fixed profile DTO required by a built-in source. Must be called in the subscript form `request_series[T](...)` from an `__init__` constructor method. **parameters info** data\_class T required Type argument of `request_series[T](...)`: a custom `@dataclass` for external rows, or the fixed DTO required by a built-in source. source indie.Optional\[indie.data.sources.IExternalSource] required Data source descriptor. Custom dataclasses use `sources.Csv` or `sources.DataFeed`; built-in profiles use the fixed pairs `request_series[TpoProfile](source=sources.Tpo(...), time_frame=...)` and `request_series[VolumeFootprintProfile](source=sources.VolumeFootprint(...), time_frame=...)`. time\_frame indie.Optional\[indie.TimeFrame] default: None Time frame of the requested series. Custom external rows may omit it for event data; built-in profile sources require it. lookahead bool default: False For custom external rows, `True` makes a row visible from the bar where its time frame opens instead of the bar where it closes. This may introduce future data into historical calculation and requires an explicit `time_frame`. Built-in profile sources use profile-end alignment instead. ```py Example theme={null} # indie:lang_version = 5 from dataclasses import dataclass from indie import indicator, MainContext, request_series from indie.data import sources @dataclass class RiskFactor: value: float @indicator('Risk-adjusted close') class Main(MainContext): def __init__(self): self._risk = request_series[RiskFactor]( source=sources.Csv('https://example.com/risk.csv')) def calc(self): row = self._risk.get(0, RiskFactor(1.0)) return self.close[0] * row.value ``` > [!NOTE] > > On chart bars before the first external row, reading with `[0]` raises an error; use `.get(0, default)` with a default row during warm-up. More info on this topic you can find in [Typed external data](https://takeprofit.com/docs/indie/External-data/Typed-external-data.md) chapter. > [!NOTE] > > See also: [`@data_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_data_context)[`Csv`](https://takeprofit.com/docs/indie/Library-reference/package-indie-data-sources#class_Csv) *** ## Types ### `Algorithm` *type* Base class for the classes that perform some processing of series data. **1. Fields** [Navigate to field\_Algorithm\_ctx](#field_Algorithm_ctx) ctx indie.Context Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of `Context.calc_on` function. **2. Methods** [Navigate to method\_Algorithm\_init](#method_Algorithm_init) **init** (ctx) -> None Class constructor (initializer for the data type). **parameters info** ctx indie.Context required Context object. > [!NOTE] > > See also: [`@algorithm()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_algorithm)[`MainContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MainContext)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext) *** ### `Color` *type* Data type to represent color. **1. Methods** [Navigate to method\_Color\_call](#method_Color_call) **call** (alpha) -> indie.Color Creates a new Color instance with the given transparency applied to the existing color. **parameters info** alpha float required Alpha channel (component) of color which ranges from `0.0` (fully transparent) to `1.0` (fully opaque). ```py Example theme={null} half_transparent_red = color.RED(0.5) # This implicitly calls `color.RED.__call__(0.5)` ``` > [!NOTE] > > Method `__call__` should never be called directly, instead `color_obj(value)` syntax should be used. > [!NOTE] > > See also: [`color`](https://takeprofit.com/docs/indie/Library-reference/package-indie-color) *** ### `Context` *type* Data type that represents an instrument with OHLCV series values and other related information. **1. Fields** [Navigate to field\_Context\_time](#field_Context_time) time indie.Series\[float] Series of timestamps (as unix time UTC seconds) of the context's instrument. Every timestamp corresponds to start time of some bar on a chart. [Navigate to field\_Context\_open](#field_Context_open) open indie.Series\[float] Series of 'open' prices of the context's instrument. [Navigate to field\_Context\_high](#field_Context_high) high indie.Series\[float] Series of 'high' prices of the context's instrument. [Navigate to field\_Context\_low](#field_Context_low) low indie.Series\[float] Series of 'low' prices of the context's instrument. [Navigate to field\_Context\_close](#field_Context_close) close indie.Series\[float] Series of 'close' prices of the context's instrument. [Navigate to field\_Context\_volume](#field_Context_volume) volume indie.Series\[float] Series of 'volume' values of the context's instrument. [Navigate to field\_Context\_hl2](#field_Context_hl2) hl2 indie.Series\[float] Series of '(high + low) / 2' values of the context's instrument. [Navigate to field\_Context\_hlc3](#field_Context_hlc3) hlc3 indie.Series\[float] Series of '(high + low + close) / 3' values of the context's instrument. [Navigate to field\_Context\_ohlc4](#field_Context_ohlc4) ohlc4 indie.Series\[float] Series of '(open + high + low + close) / 4' values of the context's instrument. [Navigate to field\_Context\_info](#field_Context_info) info indie.SymbolInfo Information about the context's instrument. [Navigate to field\_Context\_bar\_index](#field_Context_bar_index) bar\_index int Index of a last (current) bar in this context's instrument which the indicator has received. The very first bar has index equal to `0` and this is the oldest bar. [Navigate to field\_Context\_bar\_count](#field_Context_bar_count) bar\_count int Current total number of bars in this context's instrument which the indicator has received. It is always true that `self.bar_count` is equal to `self.bar_index + 1`. [Navigate to field\_Context\_is\_closed\_bar](#field_Context_is_closed_bar) is\_closed\_bar bool Flag that is `True` if the current bar is a historical bar or it is a final update for a realtime bar. [Navigate to field\_Context\_is\_history](#field_Context_is_history) is\_history bool Flag that is `True` if the current bar is a historical bar. [Navigate to field\_Context\_is\_last\_bar](#field_Context_is_last_bar) is\_last\_bar bool Flag that is `True` if the current bar is the last bar in the history or it is a realtime bar. [Navigate to field\_Context\_is\_last\_history\_bar](#field_Context_is_last_history_bar) is\_last\_history\_bar bool Flag that is `True` if the current bar is the last bar of the historical part of prices data. [Navigate to field\_Context\_is\_new\_bar](#field_Context_is_new_bar) is\_new\_bar bool Flag that is `True` if the current bar is a historical bar or it is a first update for a realtime bar. [Navigate to field\_Context\_is\_realtime](#field_Context_is_realtime) is\_realtime bool Flag that is `True` if the last (current) bar is a realtime bar. [Navigate to field\_Context\_time\_frame](#field_Context_time_frame) time\_frame indie.TimeFrame Time frame of the context's instrument. [Navigate to field\_Context\_trading\_session](#field_Context_trading_session) trading\_session indie.TradingSession Trading session of the context's instrument. **2. Methods** [Navigate to method\_Context\_calc\_on](#method_Context_calc_on) calc\_on (sec\_context, exchange, ticker, time\_frame, \*, source, lookahead) -> indie.SeriesF | tuple\[indie.SeriesF, ...] Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more `SeriesF` objects which match with the arity of values that `sec_context` function returns. All the returned series values are merged into the timescale of current context's instrument. **parameters info** sec\_context typing.Any required Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one). exchange indie.Optional\[str] default: None Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used. ticker indie.Optional\[str] default: None Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used. time\_frame indie.Optional\[indie.TimeFrame] default: None Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument. For an external candle source (a `@sec_context` callback with the `source` argument) `time_frame` is required and must match the cadence of the rows in the file. source indie.Optional\[indie.data.sources.IExternalSource] default: None External data source descriptor, e.g. `indie.data.sources.Csv`. Mutually exclusive with `exchange` and `ticker`. With a `@sec_context` callback (external candles) an explicit `time_frame` is required. lookahead bool default: False If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history. With an external `source`, `lookahead=True` requires an explicit `time_frame`. > [!NOTE] > > For a market instrument at least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](https://takeprofit.com/docs/indie/Request-additional-instruments.md) chapter. > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext) [Navigate to method\_Context\_new\_mut\_series\_f](#method_Context_new_mut_series_f) new\_mut\_series\_f (default, size) -> indie.MutSeries\[float] Creates a `MutSeriesF` (an alias for `MutSeries[float]`) object, which is a container for `float` values in Indie code. The main feature of the `MutSeriesF` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default indie.Optional\[float] default: None Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. > [!NOTE] > > See also: [`MutSeriesF`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeriesF) [Navigate to method\_Context\_new\_mut\_series](#method_Context_new_mut_series) new\_mut\_series (default, size) -> indie.MutSeries\[T] Creates a `MutSeries[T]` object, which is a container for `T` values in Indie code. The main feature of the `MutSeries[T]` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default T required Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. [Navigate to method\_Context\_new\_var](#method_Context_new_var) new\_var (init) -> indie.Var\[T] Creates a `Var[T]` object, which is a container for `T` value in Indie code. The main feature of the `Var[T]` container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar. **parameters info** init T required Value that is written into `Var` object only once after the `Var` object was created. [Navigate to method\_Context\_is\_first\_in\_session](#method_Context_is_first_in_session) is\_first\_in\_session () -> bool Detects whether the current bar is the first bar of a new trading session (extended session included). Returns `True` if the current bar is the first bar of the trading session or `False` if the current bar is not the first in the session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information). [Navigate to method\_Context\_is\_first\_in\_regular\_session](#method_Context_is_first_in_regular_session) is\_first\_in\_regular\_session () -> bool Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns `True` if the current bar is the first bar of the regular trading session or `False` if the current bar is not the first in the regular session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information). [Navigate to method\_Context\_is\_last\_in\_session](#method_Context_is_last_in_session) is\_last\_in\_session () -> bool Detects whether the current bar is the last bar of the trading session (extended session included). Returns `True` if the current bar is the last bar of the trading session or `False` if the current bar is not the last in the session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). [Navigate to method\_Context\_is\_last\_in\_regular\_session](#method_Context_is_last_in_regular_session) is\_last\_in\_regular\_session () -> bool Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns `True` if the current bar is the last bar of the regular trading session or `False` if the current bar is not the last in the regular session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). > [!NOTE] > > See also: [`MainContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MainContext)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext)[`SymbolInfo`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SymbolInfo)[`Series[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Series)[`MutSeries[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeries)[`TradingSession`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_TradingSession) *** ### `DataContext[T]` *type* Base class for typed external data contexts. Objects of this class are created by the `@data_context` decorator; the rows of the external data source are available via the `data` property. An external data source carries no candles, so candle members like `close` or `volume` are not available in a `DataContext`. **1. Parent** [`Context`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Context) **2. Fields** [Navigate to field\_DataContext\_data](#field_DataContext_data) data indie.Series\[T] Series of typed rows of the external data source, where `data[0]` is the current row. The row type is the dataclass given as the type argument of `@data_context`. **3. Inherited fields** time indie.Series\[float] Series of timestamps (as unix time UTC seconds) of the context's instrument. Every timestamp corresponds to start time of some bar on a chart. open indie.Series\[float] Series of 'open' prices of the context's instrument. high indie.Series\[float] Series of 'high' prices of the context's instrument. low indie.Series\[float] Series of 'low' prices of the context's instrument. close indie.Series\[float] Series of 'close' prices of the context's instrument. volume indie.Series\[float] Series of 'volume' values of the context's instrument. hl2 indie.Series\[float] Series of '(high + low) / 2' values of the context's instrument. hlc3 indie.Series\[float] Series of '(high + low + close) / 3' values of the context's instrument. ohlc4 indie.Series\[float] Series of '(open + high + low + close) / 4' values of the context's instrument. info indie.SymbolInfo Information about the context's instrument. bar\_index int Index of a last (current) bar in this context's instrument which the indicator has received. The very first bar has index equal to `0` and this is the oldest bar. bar\_count int Current total number of bars in this context's instrument which the indicator has received. It is always true that `self.bar_count` is equal to `self.bar_index + 1`. is\_closed\_bar bool Flag that is `True` if the current bar is a historical bar or it is a final update for a realtime bar. is\_history bool Flag that is `True` if the current bar is a historical bar. is\_last\_bar bool Flag that is `True` if the current bar is the last bar in the history or it is a realtime bar. is\_last\_history\_bar bool Flag that is `True` if the current bar is the last bar of the historical part of prices data. is\_new\_bar bool Flag that is `True` if the current bar is a historical bar or it is a first update for a realtime bar. is\_realtime bool Flag that is `True` if the last (current) bar is a realtime bar. time\_frame indie.TimeFrame Time frame of the context's instrument. trading\_session indie.TradingSession Trading session of the context's instrument. **4. Inherited methods** calc\_on (sec\_context, exchange, ticker, time\_frame, \*, source, lookahead) -> indie.SeriesF | tuple\[indie.SeriesF, ...] Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more `SeriesF` objects which match with the arity of values that `sec_context` function returns. All the returned series values are merged into the timescale of current context's instrument. **parameters info** sec\_context typing.Any required Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one). exchange indie.Optional\[str] default: None Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used. ticker indie.Optional\[str] default: None Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used. time\_frame indie.Optional\[indie.TimeFrame] default: None Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument. For an external candle source (a `@sec_context` callback with the `source` argument) `time_frame` is required and must match the cadence of the rows in the file. source indie.Optional\[indie.data.sources.IExternalSource] default: None External data source descriptor, e.g. `indie.data.sources.Csv`. Mutually exclusive with `exchange` and `ticker`. With a `@sec_context` callback (external candles) an explicit `time_frame` is required. lookahead bool default: False If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history. With an external `source`, `lookahead=True` requires an explicit `time_frame`. > [!NOTE] > > For a market instrument at least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](https://takeprofit.com/docs/indie/Request-additional-instruments.md) chapter. > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext) new\_mut\_series\_f (default, size) -> indie.MutSeries\[float] Creates a `MutSeriesF` (an alias for `MutSeries[float]`) object, which is a container for `float` values in Indie code. The main feature of the `MutSeriesF` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default indie.Optional\[float] default: None Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. > [!NOTE] > > See also: [`MutSeriesF`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeriesF) new\_mut\_series (default, size) -> indie.MutSeries\[T] Creates a `MutSeries[T]` object, which is a container for `T` values in Indie code. The main feature of the `MutSeries[T]` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default T required Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. new\_var (init) -> indie.Var\[T] Creates a `Var[T]` object, which is a container for `T` value in Indie code. The main feature of the `Var[T]` container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar. **parameters info** init T required Value that is written into `Var` object only once after the `Var` object was created. is\_first\_in\_session () -> bool Detects whether the current bar is the first bar of a new trading session (extended session included). Returns `True` if the current bar is the first bar of the trading session or `False` if the current bar is not the first in the session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_first\_in\_regular\_session () -> bool Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns `True` if the current bar is the first bar of the regular trading session or `False` if the current bar is not the first in the regular session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_last\_in\_session () -> bool Detects whether the current bar is the last bar of the trading session (extended session included). Returns `True` if the current bar is the last bar of the trading session or `False` if the current bar is not the last in the session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). is\_last\_in\_regular\_session () -> bool Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns `True` if the current bar is the last bar of the regular trading session or `False` if the current bar is not the last in the regular session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). > [!NOTE] > > See also: [`@data_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_data_context)[`Context.calc_on()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_Context_calc_on) *** ### `IndieError` *type* Data type for Indie errors. **1. Methods** [Navigate to method\_IndieError\_init](#method_IndieError_init) **init** (msg) -> None Class constructor (initializer for the data type). **parameters info** msg str required Error message. *** ### `MainContext` *type* Base class for the class that represents main context. **1. Parent** [`Context`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Context) **2. Fields** [Navigate to field\_MainContext\_chart](#field_MainContext_chart) chart indie.drawings.Chart Chart object for drawing and managing non-series visual elements. **3. Inherited fields** time indie.Series\[float] Series of timestamps (as unix time UTC seconds) of the context's instrument. Every timestamp corresponds to start time of some bar on a chart. open indie.Series\[float] Series of 'open' prices of the context's instrument. high indie.Series\[float] Series of 'high' prices of the context's instrument. low indie.Series\[float] Series of 'low' prices of the context's instrument. close indie.Series\[float] Series of 'close' prices of the context's instrument. volume indie.Series\[float] Series of 'volume' values of the context's instrument. hl2 indie.Series\[float] Series of '(high + low) / 2' values of the context's instrument. hlc3 indie.Series\[float] Series of '(high + low + close) / 3' values of the context's instrument. ohlc4 indie.Series\[float] Series of '(open + high + low + close) / 4' values of the context's instrument. info indie.SymbolInfo Information about the context's instrument. bar\_index int Index of a last (current) bar in this context's instrument which the indicator has received. The very first bar has index equal to `0` and this is the oldest bar. bar\_count int Current total number of bars in this context's instrument which the indicator has received. It is always true that `self.bar_count` is equal to `self.bar_index + 1`. is\_closed\_bar bool Flag that is `True` if the current bar is a historical bar or it is a final update for a realtime bar. is\_history bool Flag that is `True` if the current bar is a historical bar. is\_last\_bar bool Flag that is `True` if the current bar is the last bar in the history or it is a realtime bar. is\_last\_history\_bar bool Flag that is `True` if the current bar is the last bar of the historical part of prices data. is\_new\_bar bool Flag that is `True` if the current bar is a historical bar or it is a first update for a realtime bar. is\_realtime bool Flag that is `True` if the last (current) bar is a realtime bar. time\_frame indie.TimeFrame Time frame of the context's instrument. trading\_session indie.TradingSession Trading session of the context's instrument. **4. Inherited methods** calc\_on (sec\_context, exchange, ticker, time\_frame, \*, source, lookahead) -> indie.SeriesF | tuple\[indie.SeriesF, ...] Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more `SeriesF` objects which match with the arity of values that `sec_context` function returns. All the returned series values are merged into the timescale of current context's instrument. **parameters info** sec\_context typing.Any required Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one). exchange indie.Optional\[str] default: None Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used. ticker indie.Optional\[str] default: None Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used. time\_frame indie.Optional\[indie.TimeFrame] default: None Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument. For an external candle source (a `@sec_context` callback with the `source` argument) `time_frame` is required and must match the cadence of the rows in the file. source indie.Optional\[indie.data.sources.IExternalSource] default: None External data source descriptor, e.g. `indie.data.sources.Csv`. Mutually exclusive with `exchange` and `ticker`. With a `@sec_context` callback (external candles) an explicit `time_frame` is required. lookahead bool default: False If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history. With an external `source`, `lookahead=True` requires an explicit `time_frame`. > [!NOTE] > > For a market instrument at least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](https://takeprofit.com/docs/indie/Request-additional-instruments.md) chapter. > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext) new\_mut\_series\_f (default, size) -> indie.MutSeries\[float] Creates a `MutSeriesF` (an alias for `MutSeries[float]`) object, which is a container for `float` values in Indie code. The main feature of the `MutSeriesF` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default indie.Optional\[float] default: None Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. > [!NOTE] > > See also: [`MutSeriesF`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeriesF) new\_mut\_series (default, size) -> indie.MutSeries\[T] Creates a `MutSeries[T]` object, which is a container for `T` values in Indie code. The main feature of the `MutSeries[T]` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default T required Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. new\_var (init) -> indie.Var\[T] Creates a `Var[T]` object, which is a container for `T` value in Indie code. The main feature of the `Var[T]` container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar. **parameters info** init T required Value that is written into `Var` object only once after the `Var` object was created. is\_first\_in\_session () -> bool Detects whether the current bar is the first bar of a new trading session (extended session included). Returns `True` if the current bar is the first bar of the trading session or `False` if the current bar is not the first in the session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_first\_in\_regular\_session () -> bool Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns `True` if the current bar is the first bar of the regular trading session or `False` if the current bar is not the first in the regular session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_last\_in\_session () -> bool Detects whether the current bar is the last bar of the trading session (extended session included). Returns `True` if the current bar is the last bar of the trading session or `False` if the current bar is not the last in the session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). is\_last\_in\_regular\_session () -> bool Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns `True` if the current bar is the last bar of the regular trading session or `False` if the current bar is not the last in the regular session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). > [!NOTE] > > See also: [`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext)[`Context`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Context)[`Algorithm`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Algorithm) *** ### `MainStrategyContext` *type* Extended context object available in strategy functions decorated with `@strategy`. Inherits from `MainContext` and provides access to trading operations through the `trading()` method. **1. Parent** [`MainContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MainContext) **2. Fields** [Navigate to field\_MainStrategyContext\_trading](#field_MainStrategyContext_trading) trading indie.strategies.Trading Property that returns the `Trading` object for executing trading operations such as creating, updating, and canceling orders. Also provides access to current position and account balance. **3. Inherited fields** chart indie.drawings.Chart Chart object for drawing and managing non-series visual elements. time indie.Series\[float] Series of timestamps (as unix time UTC seconds) of the context's instrument. Every timestamp corresponds to start time of some bar on a chart. open indie.Series\[float] Series of 'open' prices of the context's instrument. high indie.Series\[float] Series of 'high' prices of the context's instrument. low indie.Series\[float] Series of 'low' prices of the context's instrument. close indie.Series\[float] Series of 'close' prices of the context's instrument. volume indie.Series\[float] Series of 'volume' values of the context's instrument. hl2 indie.Series\[float] Series of '(high + low) / 2' values of the context's instrument. hlc3 indie.Series\[float] Series of '(high + low + close) / 3' values of the context's instrument. ohlc4 indie.Series\[float] Series of '(open + high + low + close) / 4' values of the context's instrument. info indie.SymbolInfo Information about the context's instrument. bar\_index int Index of a last (current) bar in this context's instrument which the indicator has received. The very first bar has index equal to `0` and this is the oldest bar. bar\_count int Current total number of bars in this context's instrument which the indicator has received. It is always true that `self.bar_count` is equal to `self.bar_index + 1`. is\_closed\_bar bool Flag that is `True` if the current bar is a historical bar or it is a final update for a realtime bar. is\_history bool Flag that is `True` if the current bar is a historical bar. is\_last\_bar bool Flag that is `True` if the current bar is the last bar in the history or it is a realtime bar. is\_last\_history\_bar bool Flag that is `True` if the current bar is the last bar of the historical part of prices data. is\_new\_bar bool Flag that is `True` if the current bar is a historical bar or it is a first update for a realtime bar. is\_realtime bool Flag that is `True` if the last (current) bar is a realtime bar. time\_frame indie.TimeFrame Time frame of the context's instrument. trading\_session indie.TradingSession Trading session of the context's instrument. **4. Inherited methods** calc\_on (sec\_context, exchange, ticker, time\_frame, \*, source, lookahead) -> indie.SeriesF | tuple\[indie.SeriesF, ...] Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more `SeriesF` objects which match with the arity of values that `sec_context` function returns. All the returned series values are merged into the timescale of current context's instrument. **parameters info** sec\_context typing.Any required Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one). exchange indie.Optional\[str] default: None Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used. ticker indie.Optional\[str] default: None Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used. time\_frame indie.Optional\[indie.TimeFrame] default: None Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument. For an external candle source (a `@sec_context` callback with the `source` argument) `time_frame` is required and must match the cadence of the rows in the file. source indie.Optional\[indie.data.sources.IExternalSource] default: None External data source descriptor, e.g. `indie.data.sources.Csv`. Mutually exclusive with `exchange` and `ticker`. With a `@sec_context` callback (external candles) an explicit `time_frame` is required. lookahead bool default: False If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history. With an external `source`, `lookahead=True` requires an explicit `time_frame`. > [!NOTE] > > For a market instrument at least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](https://takeprofit.com/docs/indie/Request-additional-instruments.md) chapter. > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext) new\_mut\_series\_f (default, size) -> indie.MutSeries\[float] Creates a `MutSeriesF` (an alias for `MutSeries[float]`) object, which is a container for `float` values in Indie code. The main feature of the `MutSeriesF` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default indie.Optional\[float] default: None Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. > [!NOTE] > > See also: [`MutSeriesF`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeriesF) new\_mut\_series (default, size) -> indie.MutSeries\[T] Creates a `MutSeries[T]` object, which is a container for `T` values in Indie code. The main feature of the `MutSeries[T]` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default T required Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. new\_var (init) -> indie.Var\[T] Creates a `Var[T]` object, which is a container for `T` value in Indie code. The main feature of the `Var[T]` container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar. **parameters info** init T required Value that is written into `Var` object only once after the `Var` object was created. is\_first\_in\_session () -> bool Detects whether the current bar is the first bar of a new trading session (extended session included). Returns `True` if the current bar is the first bar of the trading session or `False` if the current bar is not the first in the session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_first\_in\_regular\_session () -> bool Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns `True` if the current bar is the first bar of the regular trading session or `False` if the current bar is not the first in the regular session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_last\_in\_session () -> bool Detects whether the current bar is the last bar of the trading session (extended session included). Returns `True` if the current bar is the last bar of the trading session or `False` if the current bar is not the last in the session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). is\_last\_in\_regular\_session () -> bool Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns `True` if the current bar is the last bar of the regular trading session or `False` if the current bar is not the last in the regular session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). *** ### `MutSeries[T]` *type* Generic data type that represents read-write series of values of type `T`. Type `T` can be float, int, str, or almost any other type. **1. Aliases** ```py theme={null} MutSeriesF = MutSeries[float] ``` **2. Parent** [`Series[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Series) **3. Methods** [Navigate to method\_MutSeries\_setitem](#method_MutSeries_setitem) **setitem** (i, x) -> None Sets value of `MutSeries[T]` object at the specified index. **parameters info** i int required Index to assign value at. x T required New value. ```py Example theme={null} ms = MutSeries[float].new(init=0) ms[0] = 42 # This implicitly calls `ms.__setitem__(0, 42)` ``` > [!NOTE] > > (1) The index must be equal to 0 (because historical values cannot be updated), otherwise the function will raise an error at runtime. Yes, this looks very weird and maybe it would be much better just to have a method `MutSeriesF.set_last(value: float)` but we like the syntax of square brackets. Maybe this will be fixed in the future versions of Indie, hard to say for sure. (2) Method `__setitem__` should never be called directly, instead syntax `series_obj[index] = value` should be used. [Navigate to method\_MutSeries\_calc](#method_MutSeries_calc) calc (reset, init, size) -> indie.MutSeries\[T] Recalculates a `MutSeries[T]` object. In most cases, you can simply use the `s[i] = ...` syntax instead, but this method allows you to pass an initialization value to the series. **parameters info** reset indie.Optional\[T] default: None Value that is written into the most recent element of the `MutSeries` every time `MutSeries.new` function is executed. init indie.Optional\[T] default: None Value that is written into the most recent element of the `MutSeries` object only once after the `MutSeries` object was created. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. **4. Static methods** [Navigate to method\_MutSeries\_new](#method_MutSeries_new) new (reset, size) -> indie.MutSeries\[T] Creates a `MutSeries[T]` object, which is a container for `T` values in Indie code. The main feature of the `MutSeries[T]` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** reset T required Value that is written into the most recent element of the `MutSeries` every time `MutSeries.new` function is executed. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. > [!NOTE] > > See also: [`Context.new_mut_series()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_Context_new_mut_series) new (reset, init, size) -> indie.MutSeries\[T] Creates a `MutSeries[T]` object, which is a container for `T` values in Indie code. The main feature of the `MutSeries[T]` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** reset indie.Optional\[T] default: None Value that is written into the most recent element of the `MutSeries` every time `MutSeries.new` function is executed. init indie.Optional\[T] default: None Value that is written into the most recent element of the `MutSeries` object only once after the `MutSeries` object was created. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. > [!NOTE] > > See also: [`Context.new_mut_series()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_Context_new_mut_series) **5. Inherited methods** get (offset, default, neg\_offset\_ok) -> T Returns value of `Series[T]` object at the specified index or given `default` if the value is missing. **parameters info** offset int required Offset to extract value at. default T required Default value that will be used if an element at the specified index cannot be extracted. neg\_offset\_ok bool default: False If `False` then `get` method raises an error on any `offset < 0`. If `True` then `get` method returns `default` value on negative offsets too. Default value is `False`. request\_size (size) -> None Expands the capacity of `Series[T]` object (number of elements that `Series[T]` object should store in memory). **parameters info** size int required Number of elements that `SeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. set\_size (size) -> None Sets the exact number of values stored by a `Series[T]` object. **parameters info** size int required Exact number of elements that `Series[T]` object should store in memory. **getitem** (i) -> T Returns value of `Series[T]` object at the specified index. If the value is missing, then the default value of type `T` is returned (e.g. `math.nan` if `T` is float). **parameters info** i int required Index to extract value at. ```py Example theme={null} @indicator('Example') def Main(self): return self.close[0] # This implicitly calls `self.close.__getitem__(0)` ``` > [!NOTE] > > Method `__getitem__` should never be called directly. Instead syntax `series_obj[index]` should be used. **len** () -> int Returns length (number of elements) of a `Series[T]` object. ```py Example theme={null} l = len(self.close) # this implicitly calls `self.close.__len__()` ``` > [!NOTE] > > Method `__len__` should never be called directly. Instead syntax `len(series_obj)` should be used. > [!NOTE] > > See also: [`Context.new_mut_series()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_Context_new_mut_series)[`Series[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Series) *** ### `Optional[T]` *type* Builtin Indie type (similar to Python's `typing.Optional`). **1. Methods** [Navigate to method\_Optional\_init](#method_Optional_init) **init** (value) -> None Class constructor (initializer for the data type). **parameters info** value T required Value to cast from. **init** () -> None Class constructor (initializer for the data type). [Navigate to method\_Optional\_value](#method_Optional_value) value () -> T Returns value of `indie.Optional[T]` object. Raises a runtime error if the optional object is `None`. [Navigate to method\_Optional\_value\_or](#method_Optional_value_or) value\_or (default) -> T Returns value of `indie.Optional[T]` object or given `default` if the optional object is `None`. **parameters info** default T required Default value that will be used if there is no value. [Navigate to method\_Optional\_bool](#method_Optional_bool) **bool** () -> bool Casts `Optional` object to bool. \[!NOTE] This method is present for `Optional[T]` only if `T` can be converted to `bool`. [Navigate to method\_Optional\_isnone](#method_Optional_isnone) **isnone** () -> bool Returns `True` if the optional value is `None`, otherwise `False`. ```py Example theme={null} my_val: Optional[int] = 4 my_bool = my_val is None ``` > [!NOTE] > > Method `__isnone__` should never be called directly, instead `val is None` syntax should be used. *** ### `RequestedSeries[T]` *type* A read-only Series\[T] returned by request\_series\[T] with an explicit timeframe, with access to source values inside a chart bar through subperiods. **1. Parent** [`Series[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Series) **2. Methods** [Navigate to method\_RequestedSeries\_request\_subperiods](#method_RequestedSeries_request_subperiods) request\_subperiods (size) -> None Reserves source detail for size chart bars, including offsets that will be read conditionally. **parameters info** size int required Number of chart bars of source detail to reserve. > [!NOTE] > > Call on each calculation before conditional reads. For example, request\_subperiods(3) reserves offsets 0, 1 and 2 for the current chart position. The size must be positive and the detail must fit the subperiods budget. Increasing the reservation cannot recover discarded data; those intervals remain None. > [!NOTE] > > See also: [`RequestedSeries[T].subperiods()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_RequestedSeries_subperiods) [Navigate to method\_RequestedSeries\_subperiods](#method_RequestedSeries_subperiods) subperiods (offset) -> indie.Optional\[list\[T]] Returns Optional\[List\[T]] containing source values fully inside a chart bar, ordered from oldest to newest. Read a present result with value(). **parameters info** offset int default: 0 Chart-bar offset. Zero selects the current bar. > [!NOTE] > > Available on RequestedSeries returned by request\_series with a timeframe. None means the requested interval is not known: it can precede coverage, extend beyond received source data, have been discarded, use a coarser source, or contain a profile crossing the chart boundary. An empty list means there are no source rows inside a gap within known history. Native VF and TPO coverage starts after the first profile, which may have been truncated upstream; coverage does not certify internal feed completeness. Native profiles use their actual boundaries, and cadence-based custom rows use their declared timeframe. An open bar contains only profiles received so far. Closing a chart bar does not close the independent source stream. Re-read earlier offsets when later source data arrives. Call request\_subperiods(n) on each calculation to reserve detail for n chart bars, including offsets used conditionally. Retention adapts to observed gaps up to a budget of 5000 source values and 250000 native profile elements, counting price rows, TPO blocks and block indexes. The element budget uses the largest accepted profile, so denser updates can exceed it. Exceeding the detail budget is an error: choose a coarser source timeframe explicitly. Equal timeframes have no finer intrabar path, and coarse detail can understate extrema. > [!NOTE] > > See also: [`RequestedSeries[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_RequestedSeries)[`request_series()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#func_request_series) **3. Inherited methods** get (offset, default, neg\_offset\_ok) -> T Returns value of `Series[T]` object at the specified index or given `default` if the value is missing. **parameters info** offset int required Offset to extract value at. default T required Default value that will be used if an element at the specified index cannot be extracted. neg\_offset\_ok bool default: False If `False` then `get` method raises an error on any `offset < 0`. If `True` then `get` method returns `default` value on negative offsets too. Default value is `False`. request\_size (size) -> None Expands the capacity of `Series[T]` object (number of elements that `Series[T]` object should store in memory). **parameters info** size int required Number of elements that `SeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. set\_size (size) -> None Sets the exact number of values stored by a `Series[T]` object. **parameters info** size int required Exact number of elements that `Series[T]` object should store in memory. **getitem** (i) -> T Returns value of `Series[T]` object at the specified index. If the value is missing, then the default value of type `T` is returned (e.g. `math.nan` if `T` is float). **parameters info** i int required Index to extract value at. ```py Example theme={null} @indicator('Example') def Main(self): return self.close[0] # This implicitly calls `self.close.__getitem__(0)` ``` > [!NOTE] > > Method `__getitem__` should never be called directly. Instead syntax `series_obj[index]` should be used. **len** () -> int Returns length (number of elements) of a `Series[T]` object. ```py Example theme={null} l = len(self.close) # this implicitly calls `self.close.__len__()` ``` > [!NOTE] > > Method `__len__` should never be called directly. Instead syntax `len(series_obj)` should be used. > [!NOTE] > > See also: [`Series[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Series)[`request_series()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#func_request_series)[`RequestedSeries[T].subperiods()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_RequestedSeries_subperiods) *** ### `SecContext` *type* Base class for the classes that represent additional contexts besides the main one. **1. Parent** [`Context`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Context) **2. Inherited fields** time indie.Series\[float] Series of timestamps (as unix time UTC seconds) of the context's instrument. Every timestamp corresponds to start time of some bar on a chart. open indie.Series\[float] Series of 'open' prices of the context's instrument. high indie.Series\[float] Series of 'high' prices of the context's instrument. low indie.Series\[float] Series of 'low' prices of the context's instrument. close indie.Series\[float] Series of 'close' prices of the context's instrument. volume indie.Series\[float] Series of 'volume' values of the context's instrument. hl2 indie.Series\[float] Series of '(high + low) / 2' values of the context's instrument. hlc3 indie.Series\[float] Series of '(high + low + close) / 3' values of the context's instrument. ohlc4 indie.Series\[float] Series of '(open + high + low + close) / 4' values of the context's instrument. info indie.SymbolInfo Information about the context's instrument. bar\_index int Index of a last (current) bar in this context's instrument which the indicator has received. The very first bar has index equal to `0` and this is the oldest bar. bar\_count int Current total number of bars in this context's instrument which the indicator has received. It is always true that `self.bar_count` is equal to `self.bar_index + 1`. is\_closed\_bar bool Flag that is `True` if the current bar is a historical bar or it is a final update for a realtime bar. is\_history bool Flag that is `True` if the current bar is a historical bar. is\_last\_bar bool Flag that is `True` if the current bar is the last bar in the history or it is a realtime bar. is\_last\_history\_bar bool Flag that is `True` if the current bar is the last bar of the historical part of prices data. is\_new\_bar bool Flag that is `True` if the current bar is a historical bar or it is a first update for a realtime bar. is\_realtime bool Flag that is `True` if the last (current) bar is a realtime bar. time\_frame indie.TimeFrame Time frame of the context's instrument. trading\_session indie.TradingSession Trading session of the context's instrument. **3. Inherited methods** calc\_on (sec\_context, exchange, ticker, time\_frame, \*, source, lookahead) -> indie.SeriesF | tuple\[indie.SeriesF, ...] Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more `SeriesF` objects which match with the arity of values that `sec_context` function returns. All the returned series values are merged into the timescale of current context's instrument. **parameters info** sec\_context typing.Any required Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one). exchange indie.Optional\[str] default: None Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used. ticker indie.Optional\[str] default: None Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used. time\_frame indie.Optional\[indie.TimeFrame] default: None Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument. For an external candle source (a `@sec_context` callback with the `source` argument) `time_frame` is required and must match the cadence of the rows in the file. source indie.Optional\[indie.data.sources.IExternalSource] default: None External data source descriptor, e.g. `indie.data.sources.Csv`. Mutually exclusive with `exchange` and `ticker`. With a `@sec_context` callback (external candles) an explicit `time_frame` is required. lookahead bool default: False If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history. With an external `source`, `lookahead=True` requires an explicit `time_frame`. > [!NOTE] > > For a market instrument at least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](https://takeprofit.com/docs/indie/Request-additional-instruments.md) chapter. > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context)[`SecContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_SecContext) new\_mut\_series\_f (default, size) -> indie.MutSeries\[float] Creates a `MutSeriesF` (an alias for `MutSeries[float]`) object, which is a container for `float` values in Indie code. The main feature of the `MutSeriesF` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default indie.Optional\[float] default: None Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. > [!NOTE] > > See also: [`MutSeriesF`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeriesF) new\_mut\_series (default, size) -> indie.MutSeries\[T] Creates a `MutSeries[T]` object, which is a container for `T` values in Indie code. The main feature of the `MutSeries[T]` container is its ability to store (or 'remember') the historical values of a variable. These values can be accessed later using the square brackets operator (via the `__getitem__` method). **parameters info** default T required Default value that will be used if an element at the specified index cannot be extracted. size int default: 2 Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly. new\_var (init) -> indie.Var\[T] Creates a `Var[T]` object, which is a container for `T` value in Indie code. The main feature of the `Var[T]` container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar. **parameters info** init T required Value that is written into `Var` object only once after the `Var` object was created. is\_first\_in\_session () -> bool Detects whether the current bar is the first bar of a new trading session (extended session included). Returns `True` if the current bar is the first bar of the trading session or `False` if the current bar is not the first in the session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_first\_in\_regular\_session () -> bool Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns `True` if the current bar is the first bar of the regular trading session or `False` if the current bar is not the first in the regular session or if no session has started. \[!NOTE] The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information). is\_last\_in\_session () -> bool Detects whether the current bar is the last bar of the trading session (extended session included). Returns `True` if the current bar is the last bar of the trading session or `False` if the current bar is not the last in the session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). is\_last\_in\_regular\_session () -> bool Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns `True` if the current bar is the last bar of the regular trading session or `False` if the current bar is not the last in the regular session. \[!NOTE] The function will return `False` if the session ends without a valid last bar (e.g., due to missing data). > [!NOTE] > > See also: [`@sec_context()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_sec_context)[`MainContext`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MainContext)[`Algorithm`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Algorithm) *** ### `Series[T]` *type* Generic data type that represents read only series of values of type `T`. Type `T` can be float, int, str, or almost any other type. **1. Aliases** ```py theme={null} SeriesF = Series[float] ``` **2. Methods** [Navigate to method\_Series\_get](#method_Series_get) get (offset, default, neg\_offset\_ok) -> T Returns value of `Series[T]` object at the specified index or given `default` if the value is missing. **parameters info** offset int required Offset to extract value at. default T required Default value that will be used if an element at the specified index cannot be extracted. neg\_offset\_ok bool default: False If `False` then `get` method raises an error on any `offset < 0`. If `True` then `get` method returns `default` value on negative offsets too. Default value is `False`. [Navigate to method\_Series\_request\_size](#method_Series_request_size) request\_size (size) -> None Expands the capacity of `Series[T]` object (number of elements that `Series[T]` object should store in memory). **parameters info** size int required Number of elements that `SeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. [Navigate to method\_Series\_set\_size](#method_Series_set_size) set\_size (size) -> None Sets the exact number of values stored by a `Series[T]` object. **parameters info** size int required Exact number of elements that `Series[T]` object should store in memory. [Navigate to method\_Series\_getitem](#method_Series_getitem) **getitem** (i) -> T Returns value of `Series[T]` object at the specified index. If the value is missing, then the default value of type `T` is returned (e.g. `math.nan` if `T` is float). **parameters info** i int required Index to extract value at. ```py Example theme={null} @indicator('Example') def Main(self): return self.close[0] # This implicitly calls `self.close.__getitem__(0)` ``` > [!NOTE] > > Method `__getitem__` should never be called directly. Instead syntax `series_obj[index]` should be used. [Navigate to method\_Series\_len](#method_Series_len) **len** () -> int Returns length (number of elements) of a `Series[T]` object. ```py Example theme={null} l = len(self.close) # this implicitly calls `self.close.__len__()` ``` > [!NOTE] > > Method `__len__` should never be called directly. Instead syntax `len(series_obj)` should be used. > [!NOTE] > > See also: [`MutSeries[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeries)[`Context`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Context) *** ### `SymbolInfo` *type* Data type to represent information about the context's instrument. **1. Fields** [Navigate to field\_SymbolInfo\_ticker](#field_SymbolInfo_ticker) ticker str Ticker of the context's instrument. [Navigate to field\_SymbolInfo\_exchange\_code](#field_SymbolInfo_exchange_code) exchange\_code str Exchange code of the context's instrument. For stocks it is a [MIC](https://en.wikipedia.org/wiki/Market_Identifier_Code). For crypto instruments it is just some identifier, not commonly recognized as MIC but unique within TakeProfit. For example, `exchange_code` for the New York Stock Exchange, Inc. is `'XNYS'`. [Navigate to field\_SymbolInfo\_exchange\_aliases](#field_SymbolInfo_exchange_aliases) exchange\_aliases list\[str] Commonly recognized (but not exactly standardized) alias for an exchange. For example, an alias for the New York Stock Exchange, Inc. is `'NYSE'`. In most cases exchange alias matches with the exchange acronym (see ISO10383). [Navigate to field\_SymbolInfo\_price\_precision](#field_SymbolInfo_price_precision) price\_precision int Price precision of the context's instrument. For example, price precision of `2` means that prices have two digits after the floating point. [Navigate to field\_SymbolInfo\_tick\_size](#field_SymbolInfo_tick_size) tick\_size float Absolute value of a minimal movement of a price of the context's instrument in corresponding currency. [Navigate to field\_SymbolInfo\_timezone](#field_SymbolInfo_timezone) timezone str Name of the exchange timezone of the context's instrument. For example, `'America/New_York'`. > [!NOTE] > > See also: [`Context`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Context) *** ### `TimeFrame` *type* Data type that represents time frame. **1. Fields** [Navigate to field\_TimeFrame\_count](#field_TimeFrame_count) count int Numeric part of the time frame. [Navigate to field\_TimeFrame\_unit](#field_TimeFrame_unit) unit indie.time\_frame\_unit Unit of the time frame. **2. Methods** [Navigate to method\_TimeFrame\_init](#method_TimeFrame_init) **init** (count, unit) -> None Class constructor (initializer for the data type). **parameters info** count int required Numeric part of time frame. unit indie.time\_frame\_unit required Unit of time frame, can be 's', 'm', 'h', 'D', 'W' or 'M'. [Navigate to method\_TimeFrame\_to\_minutes](#method_TimeFrame_to_minutes) to\_minutes () -> int Converts `TimeFrame` object to corresponding number of minutes. Month is always considered to be of 30 days long, and year is always of 365 days long. [Navigate to method\_TimeFrame\_to\_seconds](#method_TimeFrame_to_seconds) to\_seconds () -> int Converts `TimeFrame` object to corresponding number of seconds. Month is always considered to be of 30 days long, and year is always of 365 days long. [Navigate to method\_TimeFrame\_eq](#method_TimeFrame_eq) **eq** (other) -> bool Returns `True` if the TimeFrame objects are equal. **parameters info** other indie.TimeFrame required Other value to compare. > [!NOTE] > > Method `__eq__` should never be called directly, instead `obj1 == obj2` syntax should be used. [Navigate to method\_TimeFrame\_lt](#method_TimeFrame_lt) **lt** (other) -> bool Returns `True` if the TimeFrame object is less than another TimeFrame object. **parameters info** other indie.TimeFrame required Other value to compare. > [!NOTE] > > Method `__lt__` should never be called directly, instead `obj1 < obj2` syntax should be used. [Navigate to method\_TimeFrame\_le](#method_TimeFrame_le) **le** (other) -> bool Returns `True` if the TimeFrame object is less or equal than another TimeFrame object. **parameters info** other indie.TimeFrame required Other value to compare. > [!NOTE] > > Method `__le__` should never be called directly, instead `obj1 <= obj2` syntax should be used. **3. Static methods** [Navigate to method\_TimeFrame\_from\_str](#method_TimeFrame_from_str) from\_str (tf\_str) -> indie.TimeFrame Converts string representation of time frame to `TimeFrame` type. String representation of `TimeFrame` has a form of `[s|m|h|D|W|M|Y]` where suffixes mean: `s` - seconds, `m` - minutes, `h` - hours, `D` - days, `W` - weeks, `M` - months, `Y` - years. For example `TimeFrame.from_str('15m')` creates a `TimeFrame` object which corresponds to 15 minute time frame. **parameters info** tf\_str str required String representation of time frame. *** ### `TradingSession` *type* Data type to represent different trading periods within a day, including pre-market, regular, and after-hours sessions. Each period is defined by its own schedule. **1. Fields** [Navigate to field\_TradingSession\_pre\_market](#field_TradingSession_pre_market) pre\_market indie.schedule.Schedule Schedule instance that defines the rules and exceptions for the pre-market trading session. [Navigate to field\_TradingSession\_regular](#field_TradingSession_regular) regular indie.schedule.Schedule Schedule instance that defines the rules and exceptions for the regular trading session. [Navigate to field\_TradingSession\_after\_hours](#field_TradingSession_after_hours) after\_hours indie.schedule.Schedule Schedule instance that defines the rules and exceptions for the after-hours trading session. [Navigate to field\_TradingSession\_extended](#field_TradingSession_extended) extended indie.schedule.Schedule Schedule instance that defines the rules and exceptions for the extended session (pre-market + after-hours). **2. Methods** [Navigate to method\_TradingSession\_contains](#method_TradingSession_contains) **contains** (t) -> bool Checks whether a given timestamp falls within the defined trading session. Returns `True` if the timestamp falls within the trading session's active periods, otherwise returns `False`. **parameters info** t float required Timestamp to check in defined trading session. **contains** (d) -> bool Checks whether a given timestamp falls within the defined trading session. Returns `True` if the timestamp falls within the trading session's active periods, otherwise returns `False`. **parameters info** d datetime.datetime required Datetime to check in defined trading session. [Navigate to method\_TradingSession\_is\_same\_period](#method_TradingSession_is_same_period) is\_same\_period (timestamp1, timestamp2) -> bool Determines whether two timestamps fall within the same trading session period on the same day. Returns `True` if both timestamps fall within the same period of the trading session, even if they are in different calendar days. False if the timestamps belong to different periods within the trading session. **parameters info** timestamp1 float required First timestamp to check. timestamp2 float required Second timestamp to check. > [!NOTE] > > This method checks if two timestamps, which may belong to different calendar days, are part of the same trading session period. It handles cases where a trading session spans across two consecutive days (e.g., a trading schedule that extends past midnight) and ensures both timestamps belong to the same logical period within the schedule. [Navigate to method\_TradingSession\_is\_regular](#method_TradingSession_is_regular) is\_regular (timestamp) -> bool Determines whether a given timestamp falls within a regular trading session. **parameters info** timestamp float required Timestamp to check against the specific part of trading sessions. [Navigate to method\_TradingSession\_is\_extended](#method_TradingSession_is_extended) is\_extended (timestamp) -> bool Determines whether a given timestamp falls within an extended trading session (either pre-market or after-hours). **parameters info** timestamp float required Timestamp to check against the specific part of trading sessions. > [!NOTE] > > Returns `True` if the provided timestamp falls within either the pre-market or after-hours session. Returns `False` otherwise. [Navigate to method\_TradingSession\_is\_pre\_market](#method_TradingSession_is_pre_market) is\_pre\_market (timestamp) -> bool Determines whether a given timestamp falls within a pre-market trading session. **parameters info** timestamp float required Timestamp to check against the specific part of trading sessions. [Navigate to method\_TradingSession\_is\_after\_hours](#method_TradingSession_is_after_hours) is\_after\_hours (timestamp) -> bool Determines whether a given timestamp falls within a after-hours trading session. **parameters info** timestamp float required Timestamp to check against the specific part of trading sessions. > [!NOTE] > > See also: [`Context`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_Context)[`Schedule`](https://takeprofit.com/docs/indie/Library-reference/package-indie-schedule#class_Schedule)[`ScheduleRule`](https://takeprofit.com/docs/indie/Library-reference/package-indie-schedule#class_ScheduleRule) *** ### `Var[T]` *type* Generic data type that represents a rollbackable container for value of type `T`. Type `T` can be float, int, str, or almost any other type. **1. Methods** [Navigate to method\_Var\_get](#method_Var_get) get () -> T Returns value of `Var[T]` object. [Navigate to method\_Var\_set](#method_Var_set) set (new\_value) -> None Sets value of `Var[T]` object. The container stores the value on its own, so read it back with `get()` instead of keeping the object that was passed here. **parameters info** new\_value T required New value that will be put to `Var` object. **2. Static methods** [Navigate to method\_Var\_new](#method_Var_new) new (init) -> indie.Var\[T] Creates a `Var[T]` object, which is a container for `T` value in Indie code. The main feature of the `Var[T]` container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar. **parameters info** init T required Value that is written into `Var` object only once after the `Var` object was created. > [!NOTE] > > A `Var[T]` keeps only the latest value and rolls it back on every intrabar update, so each re-execution of a candle starts from the value that candle began with; use `MutSeries[T]` instead when you also need the values of previous candles. For drawings this matters when the next state of a drawing is built from its current one, see [Common drawing patterns](https://takeprofit.com/docs/indie/Code-examples/common-drawing-patterns.md). > [!NOTE] > > See also: [`Context.new_var()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#method_Context_new_var)[`MutSeries[T]`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_MutSeries) *** ## Enums ### `format` *enum* Enum-like class with constants that determine how to format the indicator value on the price scale. **1. Static fields** [Navigate to const\_format\_INHERITED](#const_format_INHERITED) INHERITED indie.format Indicator output values are formatted same as values of the main chart instrument. [Navigate to const\_format\_PRICE](#const_format_PRICE) PRICE indie.format Indicator output values are formatted using fixed number of digits after the floating point. The number of digits is set with additional parameter `precision` of `@indicator()`. The `precision` param has effect only in combination with the `format.PRICE` format. [Navigate to const\_format\_VOLUME](#const_format_VOLUME) VOLUME indie.format Indicator output values are formatted according to the rules of formatting large numbers, such as volumes of trades. For example `100500.0` will be formatted as `100.5K`. > [!NOTE] > > See also: [`@indicator()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_indicator) *** ### `line_style` *enum* Enum-like class with constants of line styles. **1. Static fields** [Navigate to const\_line\_style\_SOLID](#const_line_style_SOLID) SOLID indie.line\_style Built-in line style constant that determines how the line is rendered. [Navigate to const\_line\_style\_DASHED](#const_line_style_DASHED) DASHED indie.line\_style Built-in line style constant that determines how the line is rendered. [Navigate to const\_line\_style\_DOTTED](#const_line_style_DOTTED) DOTTED indie.line\_style Built-in line style constant that determines how the line is rendered. > [!NOTE] > > See also: [`@line()`](https://takeprofit.com/docs/indie/Library-reference/package-indie-plot#decor_line)[`@level()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_level)[`@fill()`](https://takeprofit.com/docs/indie/Library-reference/package-indie-plot#decor_fill) *** ### `source` *enum* Enum-like class with constants for various price sources (it is used in `@indie.param.source`). **1. Static fields** [Navigate to const\_source\_OPEN](#const_source_OPEN) OPEN indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. [Navigate to const\_source\_HIGH](#const_source_HIGH) HIGH indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. [Navigate to const\_source\_LOW](#const_source_LOW) LOW indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. [Navigate to const\_source\_CLOSE](#const_source_CLOSE) CLOSE indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. [Navigate to const\_source\_VOLUME](#const_source_VOLUME) VOLUME indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. [Navigate to const\_source\_HL2](#const_source_HL2) HL2 indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. [Navigate to const\_source\_HLC3](#const_source_HLC3) HLC3 indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. [Navigate to const\_source\_OHLC4](#const_source_OHLC4) OHLC4 indie.source Built-in source kind constant which corresponds to `Context`'s series field and is used to initialize source input parameter. > [!NOTE] > > See also: [`@param.source()`](https://takeprofit.com/docs/indie/Library-reference/package-indie#decor_param_source) *** ### `time_frame_unit` *enum* Enum-like class with constants for time frame units. **1. Static fields** [Navigate to const\_time\_frame\_unit\_SECOND](#const_time_frame_unit_SECOND) SECOND indie.time\_frame\_unit Built-in constants that represent time frame units. [Navigate to const\_time\_frame\_unit\_MINUTE](#const_time_frame_unit_MINUTE) MINUTE indie.time\_frame\_unit Built-in constants that represent time frame units. [Navigate to const\_time\_frame\_unit\_HOUR](#const_time_frame_unit_HOUR) HOUR indie.time\_frame\_unit Built-in constants that represent time frame units. [Navigate to const\_time\_frame\_unit\_DAY](#const_time_frame_unit_DAY) DAY indie.time\_frame\_unit Built-in constants that represent time frame units. [Navigate to const\_time\_frame\_unit\_WEEK](#const_time_frame_unit_WEEK) WEEK indie.time\_frame\_unit Built-in constants that represent time frame units. [Navigate to const\_time\_frame\_unit\_MONTH](#const_time_frame_unit_MONTH) MONTH indie.time\_frame\_unit Built-in constants that represent time frame units. > [!NOTE] > > See also: [`TimeFrame`](https://takeprofit.com/docs/indie/Library-reference/package-indie#class_TimeFrame) *** This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.