volume_row

The volume_row namespace reads one price row of a volume footprint: its price boundaries and the buy and sell volume traded inside them. A row comes from footprint.poc(), footprint.vah() or footprint.val().

PyneCore has no footprint data: request.footprint() always returns na, so every row derived from it is na too. Guard the footprint with na() before reading its rows.

Quick Example 

from pynecore.lib import script, request, footprint, volume_row, na, high, low, plot


@script.indicator(title="Value Area", overlay=True)
def main():
    fp = request.footprint(100, 70)

    if na(fp):
        # No order-flow data: fall back to the bar's range
        va_high: float = high
        va_low: float = low
    else:
        va_high = volume_row.up_price(footprint.vah(fp))
        va_low = volume_row.down_price(footprint.val(fp))

    plot(va_high, title="VA High")
    plot(va_low, title="VA Low")

Functions

Every function takes the row object as its only argument.

ParameterTypeDescription
idVolumeRowA row from footprint.poc(), footprint.vah() or footprint.val()

up_price()

Upper price boundary of the row.

Returns: float

down_price()

Lower price boundary of the row.

Returns: float

buy_volume()

Buy volume traded in the row.

Returns: float

sell_volume()

Sell volume traded in the row.

Returns: float

delta()

Volume delta of the row: buy volume minus sell volume.

Returns: float

total_volume()

Total volume traded in the row.

Returns: float

poc = footprint.poc(fp)
poc_delta: float = volume_row.delta(poc)   # na when fp is na

Missing data

  • Called with an na row, every volume_row.* function returns na instead of raising. Since request.footprint() always returns na, so do footprint.poc(), footprint.vah() and footprint.val(), and every value read through this namespace is na.
  • Calling a method on an actual VolumeRow object raises NotImplementedError; PyneCore never creates one.

Compatibility

The volume_row functions and the VolumeRow type have the Pine v6 signatures, so scripts that use them compile and run. There is no order-flow data source behind them; see footprint.