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Candles

Reference

For your first indicator, you only need Candle.from_dicts([...]). See Quick Start. This page covers every way to create and configure candles.

Hexital uses its own Candle type. Indicators read from a shared list of candles and store readings on each candle.

Required fields: open, high, low, close, volume.

Optional: timestamp, timeframe (bar-size label — see Timeframes below).

Creating candles

from hexital import Candle

candle = Candle.from_dict({
    "open": 1.2345,
    "high": 1.2500,
    "low": 1.2300,
    "close": 1.2450,
    "volume": 10000,
})

candles = Candle.from_dicts([
    {"open": 1.0, "high": 1.2, "low": 0.9, "close": 1.1, "volume": 1000},
    {"open": 1.1, "high": 1.3, "low": 1.0, "close": 1.2, "volume": 1200},
])

from datetime import datetime
from hexital import Candle

candle = Candle(
    open=1.2345,
    high=1.2500,
    low=1.2300,
    close=1.2450,
    volume=10000,
    timestamp=datetime(2023, 12, 1, 14, 30),
)

Order: [timestamp (optional), open, high, low, close, volume, timeframe (optional)]

from datetime import datetime
from hexital import Candle

candle = Candle.from_list(
    [datetime(2023, 12, 1, 14, 30), 1.2345, 1.2500, 1.2300, 1.2450, 10000]
)

Use from_lists for a list of lists.

Indicators accept dicts and lists directly — no need to wrap in Candle first:

from datetime import datetime
from hexital import EMA

ema = EMA(candles=[])
ema.append([datetime(2023, 12, 1, 14, 30), 1.2345, 1.2500, 1.2300, 1.2450, 10000])
ema.append({"open": 1.1, "high": 1.2, "low": 1.0, "close": 1.15, "volume": 500})

import pandas as pd
from hexital import Candle, EMA

df = pd.read_csv("path/to/symbol.csv")
candles = Candle.from_dicts(df.to_dict("records"))

ema = EMA(candles=candles)
ema.calculate()

TODO ⧉

Memory: candle_life

For long-running feeds, pass candle_life to drop candles older than a threshold:

from datetime import timedelta
from hexital import EMA, Candle

ema = EMA(candles=candles, period=10, candle_life=timedelta(hours=2))

Culled candles take their indicator readings with them. Useful for memory limits; not needed for backtests on fixed datasets.

Timeframes

Hexital separates what your data is from what you transform it into.

Where Purpose
Label candle.timeframe Metadata: the native bar size of this OHLCV row (e.g. 1-minute). Set when you create or load candles.
Transform indicator.timeframe= or hexital.timeframe= Enables resampling in the manager (e.g. build 5-minute bars from 1-minute input).

candle.timeframe does not turn on resampling, change indicator names, or configure managers. Only an explicit transform does.

Resampling

Pass timeframe= on an indicator or Hexital strategy to compress incoming candles (e.g. build 5-minute bars from 1-minute data). See Features for multi-timeframe examples.

from datetime import timedelta
from hexital import EMA, TimeFrame

ema = EMA(candles=[], timeframe=TimeFrame.MINUTE_5)

The indicator name picks up the transform suffix (e.g. EMA_10_T5). Indicators with no timeframe= keep an unqualified name regardless of candle labels.

Label your input candles

Resampling managers only accept candles that carry a label equal to or finer than the manager transform. A 1-minute candle feeds a 5-minute EMA; a 5-minute candle does not feed a 1-minute passthrough manager's resample path.

from datetime import timedelta
from hexital import EMA, Candle, TimeFrame

candles = Candle.from_dicts([
    {
        "open": 1.0, "high": 1.2, "low": 0.9, "close": 1.1, "volume": 1000,
        "timeframe": timedelta(minutes=1),  # or TimeFrame.MINUTE / "T1"
    },
])

ema = EMA(candles=[], timeframe=TimeFrame.MINUTE_5)
ema.append(candles[0])

Passthrough managers (no timeframe= on the indicator or strategy) accept any candle, labelled or not. Use these for raw 1:1 feeds.

Unlabeled candles are ignored by resampling managers — label at source (CSV column, exchange metadata, or when building Candle objects).

Multi-timeframe strategies

Hexital broadcasts each append() to every manager. Each manager applies its own filter and transform. You do not pass timeframe= to append() — routing is driven by candle labels and each manager's transform.

from datetime import timedelta
from hexital import EMA, Hexital, Candle

strategy = Hexital("Demo", [], [EMA(), EMA(timeframe="T5")])

candle = Candle.from_dict({
    "open": 1.0, "high": 1.2, "low": 0.9, "close": 1.1, "volume": 1000,
    "timeframe": timedelta(minutes=1),
})
strategy.append(candle)  # passthrough manager + T5 resample manager

Readings on candles

Each Candle stores calculated values in two dicts:

Dict Contents
candle.indicators Top-level strategy indicators — what you added to Hexital or run standalone
candle.sub_indicators Child and internal indicators — building blocks attached via add_child()

When you export or persist candles, both dicts are included:

candle.as_dict(readings=True)
# {"open": ..., "indicators": {"SMA_10": 1.23}, "sub_indicators": {"EMA_10": 1.21}, ...}

That split tells you what is strategy-facing vs what is internal without inferring from names alone.

Lookup helpers (reading_by_candle, strategy.reading()) search both dicts transparently. Use the dict keys directly when serialising or inspecting raw candle data.

Shared readings by name

Readings are keyed by generated indicator name, not by Python object identity. Two indicators with the same config write to the same slot — e.g. DEMA and TEMA both use sub_indicators["EMA_10"] when their child EMAs share settings.

Benefit Tradeoff
Same config → calculate once, reuse everywhere purge() on one composite clears a slot another may share until recalc
Simple storage and export Two separate child objects can share one candle slot

This is intentional memoisation, not accidental collision. Identical generated names mean identical configuration.

A top-level EMA(10) writes to indicators["EMA_10"]. The same EMA as a child of DEMA writes to sub_indicators["EMA_10"] — same name, different buckets. Lookups check indicators first, then sub_indicators.

Nested readings

Dict outputs (e.g. MACD, BBANDS) are read with : between the indicator name and the field:

strategy.reading("MACD_12_26_9:signal")
strategy.reading("NATR:nested")  # if the dict key is "nested"

This matches [NESTED_DELI][hexital.core.constants.NESTED_DELI] (:). Generated indicator names never contain : — it is replaced with - in the name string itself.

See Design for the full rationale.