Collections

=Collections= module

A type representing a collection of asset instances.

• data

This type is used to store and manage a collection of asset instances. Each instance is linked to an asset and an exchange identifier. Elements from AssetCollection can be accessed using getindex and setindex! which accepts different types including ExchangeID, AbstractAsset, AbstractString, MatchString, or a combination of base, quote currency, and exchange. Iterating over the collection only iterates over the instances within.

Makes a date range that spans the common minimum and maximum dates of the collection.

DateRange(
    ac::Collections.AssetCollection;
    ...
) -> TimeTicks.DateRange
DateRange(
    ac::Collections.AssetCollection,
    tf;
    skip_empty
) -> TimeTicks.DateRange

The DateRange function takes the following parameters:

• ac: an AssetCollection object which encapsulates a collection of assets.
• tf (optional): a TimeFrame object that represents a specific time frame. If not provided, the function will calculate the date range based on all time frames in the AssetCollection.
• skip_empty (optional, default is false): a boolean that indicates whether to skip empty data frames in the calculation of the date range.

Dispatch based on either base, quote currency, or exchange.

Returns a dictionary of all the OHLCV dataframes present in the asset collection.

flatten(
    ac::Collections.AssetCollection
) -> SortedDict{TimeFrames.TimeFrame, Vector{DataFrames.DataFrame}, Base.Order.ForwardOrdering}

The flatten function takes the following parameter:

• ac: an AssetCollection object which encapsulates a collection of assets.

The function returns a SortedDict where the keys are TimeFrame objects and the values are vectors of DataFrames that represent OHLCV (Open, High, Low, Close, Volume) data. The dictionary is sorted by the TimeFrame keys.

Checks that all assets in the universe match the cash currency.

iscashable(
    c::Instruments.AbstractCash,
    ac::Collections.AssetCollection
) -> Bool

The iscashable function takes the following parameters:

• c: an AbstractCash object which encapsulates a representation of cash.
• ac: an AssetCollection object which encapsulates a collection of assets.

Pretty prints the AssetCollection DataFrame.

prettydf(
    ac::Collections.AssetCollection;
    full
) -> DataFrames.DataFrame

The prettydf function takes the following parameters:

• ac: an AssetCollection object which encapsulates a collection of assets.
• full (optional, default is false): a boolean that indicates whether to print the full DataFrame. If true, the function prints the full DataFrame. If false, it prints a truncated version.