API Reference

Swing Class Properties

on_reversal: Callable or None

A optional function or class method that is called when a trend reversal occurs.

Swing.on_reversal has the below signature:

def on_reversal(cls: Swing, date, close: float, reversal_level: float)

Parameters:

cls - The Swing class instance which provides access to all its properties and methods.

date - The bar date on which the reversal occured.

close - The closing price of the reversal bar.

reversal_level - The coc price level that was broken.

on_breakout: Callable or None

A optional function or class method that is called when a Break of Structure (BOS) or breakout/breakdown occurs.

Swing.on_breakout has the below signature.

def on_breakout(cls: Swing, date, close: float, breakout_level: float)

Parameters:

cls - The Swing class instance which provides access to all its properties and methods.

date - The bar date on which the breakout occured.

close - The closing price of the breakout bar.

breakout_level - The breakout price or SPH/SPL level that was broken.

symbol: str or None

The current symbol name if passed during Swing.run.

df: pandas.DataFrame or None

pandas.DataFrame if passed during Swing.run.

trend: str or None

The current trend as UP or DOWN. Set to None, if too few candles were supplied.

sph: float or None

The current swing point high. Set to None, if trend is Down or sph not yet formed.

spl: float or None

The current swing point low. Set to None, if trend is UP or spl not yet formed.

coc: float or None

Change of Character. It represents the trend reversal level. If trend is None, coc is None.

high: float or None

The highest price reached within the current structure. Reset to None, when SPL is formed or a trend reversal has occured.

low: float or None

The lowest price reached within the current structure. Reset to None, when SPH is formed or a trend reversal has occured.

Note regarding dates

Swing class does not perform any datetime operations.

All properties below are based on the input type. If you passed a str or timestamp or datetime, the same type is returned for the properties.

sph_dt: datetime or None

Date of SPH candle formation.

spl_dt: datetime or None

Date of SPL candle formation.

coc_dt: datetime or None

Date of coc candle.

low_dt: datetime or None

Candle date with lowest price in the current structure.

high_dt: datetime or None

Candle date with highest price in the current structure.