Indie programming language has several syntactic sugar constructs which simplify a lot writing code of technical analysis indicators for TakeProfit platform.

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Main entry point

Every indicator in Indie has a Main entry point. It could be written in one of two forms: as a Main function definition which is a form of syntactic sugar or as a Main class definition (which is not).

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Main function definition

Here is an example of minimal indicator written in a form of a Main as a function definition:

# indie:lang_version = 4
from indie import indicator

@indicator('Example')
def Main(self):
    return self.close[0]

This form is very compact therefore it is recommended for simple indicators.

When Indie compiler sees a combination of a function definition with name Main decorated with @indicator it transforms it into a Main class definition (i.e. to the second form) according to a few simple rules:

  • function definition is replaced with a Main class definition which is inherited from indie.MainContext base class;
  • the body of Main function becomes Main.calc() method;
  • Main class may optionally have __init__ constructor (only if it is needed).

This transformation is automatic and hidden from user, that is why the first form of Main entry point is considered to be a syntactic sugar. In some cases when indicator needs greater control over what is happening in the code the second form of writing the indicator’s Main entry point with classes syntax can be used explicitly.

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Main written as a class definition

Indicator could be written using the second form of a Main entry point which uses class definition syntax:

# indie:lang_version = 4
from indie import indicator, MainContext

@indicator('Example')
class Main(MainContext):
    def __init__(self):
        pass

    def calc(self):
        return self.close[0]

Writing indicator in the second form using class syntax is less compact but it has it’s advantages, for example user is able to declare __init__ constructor method and place some one-time initialization code there. Therefore for indicators with complex logic you probably would like to use the second form. Constructor __init__ is optional though.

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Functions decorated with @algorithm

Functions decorated with @algorithm are automatically transformed by Indie compiler into classes inherited from indie.Algorithm. For example:

# indie:lang_version = 4
from indie import algorithm, SeriesF
from indie.algorithms import Ema

@algorithm
def DoubleEma(self, src: SeriesF, length: int) -> SeriesF:
    ema1 = Ema.new(src, length)
    ema2 = Ema.new(ema1, length)
    return ema2

Will be transformed into a class form:

# indie:lang_version = 4
from indie import Algorithm, SeriesF, Context
from indie.algorithms import Ema

class DoubleEma(Algorithm):
    def __init__(self, ctx: Context):
        super().__init__(ctx)

    def calc(self, src: SeriesF, length: int) -> SeriesF:
        ema1 = Ema.new(src, length)
        ema2 = Ema.new(ema1, length)
        return ema2

Users are able to choose which form they want to use in their indicators’ code. Of course, as with Main entry point, the decorator-based form is preferred in most cases. Class form should be used only in more complex cases, where a more fine-grained control is needed.

Decorator @algorithm is also a syntactic sugar in Indie language. Here are the simple rules that Indie compiler uses to process it:

  • function definition decorated with @algorithm is replaced with a class with the same name inherited from indie.Algorithm base class;
  • original function becomes a calc method of this class, function body does not change;
  • __init__ constructor is added to the generated class which accepts ctx: indie.Context parameter and forwards it to the parent constructor;

NOTE: to get OHLCV values of the current instrument from the algorithm methods there is a self.ctx property of indie.Context type. For example to get access to close prices use self.ctx.close expression.

The DoubleEma algorithm from the example above could be created and used in two ways:

  • Using DoubleEma.new() static method (new is a method of parent class indie.Algorithm, well… not exactly but kind of). This is a syntactic sugar that allows to use any algorithm right in the place where it is needed in the indicator (e.g. in def Main function, or in the function body of some other algorithm).
  • Using DoubleEma() constructor in __init__ method of a corresponding MainContext, SecContext or other Algorithm. Then, in the calc method of a corresponding MainContext, SecContext or other Algorithm you should explicitly call the DoubleEma’s calc() method.

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Algorithm.new() method

Method Algorithm.new() is used to create and use algorithm objects in Indie. It looks like a static method, but it behaves very differently because it is also a syntactic sugar of the language. When Indie compiler sees a call, e.g. res = Ema.new(src, length), it uses the following rules to transform such a piece of code:

  • a class field is created in corresponding __init__ constructor of the enclosing MainContext, SecContext or other Algorithm. In our example it would be: self._ema1 = Ema(ctx) (in case self is a Context) or self._ema1 = Ema(self.ctx) (in case self is an Algorithm).
  • the call of Ema.new is replaced with self._ema1.calc call. In our example it would be res = self._ema1.calc(src, length).

Here is a full example of such transformation:

# indie:lang_version = 4
from indie import Algorithm, SeriesF, Context
from indie.algorithms import Ema

class DoubleEma(Algorithm):
    def __init__(self, ctx: Context):
        super().__init__(ctx)

    def calc(self, src: SeriesF, length: int) -> SeriesF:
        ema1 = Ema.new(src, length)
        ema2 = Ema.new(ema1, length)
        return ema2

Will be transformed into:

# indie:lang_version = 4
from indie import Algorithm, SeriesF, Context
from indie.algorithms import Ema

class DoubleEma(Algorithm):
    def __init__(self, ctx: Context):
        super().__init__(ctx)
        self._ema1 = Ema(self.ctx)
        self._ema2 = Ema(self.ctx)

    def calc(self, src: SeriesF, length: int) -> SeriesF:
        ema1 = self._ema1.calc(src, length)
        ema2 = self._ema2.calc(ema1, length)
        return ema2

Of course, syntactic sugar of Algorithm.new() works only inside methods of descendants of MainContext, SecContext or other Algorithm classes (except the __init__ constructors). You cannot use this functionality in plain Python-like functions.

Syntactic sugar of Algorithm.new() method can be used with any Indie algorithm regardless of the form in which the algorithm was written (the decorator-based form or the class-based form).

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MutSeries[T].new() method

Method MutSeries[T].new() (or MutSeriesF.new() where MutSeriesF is an alias for MutSeries[float]) is used to create and use mutable series objects in Indie. It looks like a static method, but it behaves very differently because it is also a syntactic sugar of the language. When Indie compiler sees a call, e.g. s = MutSeriesF.new((a + b) / 2), it uses the following rules to transform such a piece of code:

  • a class field is created in corresponding __init__ constructor of the enclosing MainContext, SecContext or Algorithm. In our example it would be: self._ms1 = self.new_mut_series_f() (in case self is a Context) or self.ctx.new_mut_series_f() (in case self is an Algorithm).
  • the call of MutSeriesF.new is replaced with self._ms1.calc call. In our example it would be s = self._ms1.calc((a + b) / 2). Method MutSeriesF.calc writes given expression (a + b) / 2 into the last element of the mutable series object and returns a reference to the mutable series itself.

For example:

# indie:lang_version = 4
from indie import algorithm, SeriesF, MutSeriesF

@algorithm
def Hl2(self) -> SeriesF:
    h = self.ctx.high
    l = self.ctx.low
    return MutSeriesF.new((h[0] + l[0]) / 2)

transforms into:

# indie:lang_version = 4
from indie import Algorithm, SeriesF, MutSeriesF, Context

class Hl2(Algorithm):
    def __init__(self, ctx: Context):
        super().__init__(ctx)
        self._ms1 = self.ctx.new_mut_series_f()

    def calc(self) -> SeriesF:
        h = self.ctx.high
        l = self.ctx.low
        return self._ms1.calc((h[0] + l[0]) / 2)

In this example two transformations took place at once: syntactic sugar of @algorithm and MutSeriesF.new() call.

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Functions decorated with @sec_context

Functions decorated with @sec_context are used to create secondary entry-points (besides Main) which are needed when indicator requests data of additional instruments. And decorator @sec_context is syntactic sugar, because every time Indie compiler sees a function definition decorated with @sec_context it transforms it into a class, inherited from indie.SecContext according to a few simple rules:

  • function definition decorated with @sec_context is replaced with a class with the same name inherited from indie.SecContext base class;
  • the body of the function becomes a calc() method of the generated class;
  • generated class may optionally have __init__ constructor (only if it is needed).

Let us see how it works with an example, this piece of code:

# indie:lang_version = 4
from indie import sec_context

@sec_context
def SecHighLow(self):
    return self.high[0], self.low[0]

transforms into this:

# indie:lang_version = 4
from indie import SecContext

class SecHighLow(SecContext):
    def calc(self):
        return self.high[0], self.low[0]

The code that actually uses the SecHighLow looks like this:

# indie:lang_version = 4
from indie import indicator, tf

# >>> definition of SecHighLow is here <<<

@indicator('MyIndie')
class Main(MainContext):
    def __init__(self):
        self._h, self._l = self.calc_on(SecHighLow, time_frame=tf('1D'))

    def calc(self):
        return self._h[0], self._l[0]

NOTE that in the Indie (since version 4) it is allowed to call Context.calc_on only from __init__ constructors.

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Indicator Code StructureData types in Indie