Source code for ccxt_pandas.wrappers.schemas.long_short_ratio_schema
"""Long/short ratio data schema."""
import pandas as pd
import pandera.pandas as pa
from pandera.typing import Series
from ccxt_pandas.wrappers.schemas.base_schemas import BaseExchangeSchema
[docs]
class LongShortRatioSchema(BaseExchangeSchema):
"""Long/short ratio data schema.
Used by methods like fetch_long_short_ratio.
Returns the ratio of long positions to short positions for a trading pair.
"""
# Required fields
symbol: Series[str] = pa.Field(title="Symbol", description="Trading pair")
timestamp: Series[pd.Timestamp] = pa.Field(
title="Timestamp", description="Long/short ratio timestamp"
)
datetime: Series[pd.Timestamp] = pa.Field(
title="Datetime", description="Long/short ratio datetime (alias)"
)
longShortRatio: Series[float] = pa.Field(
ge=0,
title="Long/Short Ratio",
description="Ratio of long positions to short positions",
)
# Note: exchange field comes from BaseExchangeSchema (Optional)