Tradomate Data

The TradomateData object is passed to your strategy function as the second argument. This allows you to access the selected symbol’s data from within your strategy function.

Data options

Option	Type	Description	Value
symbol	str	Symbol of the data.	The symbol selected to trade on.
interval	str	Interval of the data.	The interval selected to trade on.
open	pd.Series	Open prices of the data.	Open prices of the selected symbol.
high	pd.Series	High prices of the data.	High prices of the selected symbol.
low	pd.Series	Low prices of the data.	Low prices of the selected symbol.
close	pd.Series	Close prices of the data.	Close prices of the selected symbol.
volume	pd.Series	Volume of the data.	Volume of the selected symbol.
timestamps	pd.Series	Timestamps of the data.	Timestamps of the selected symbol.
first	pd.Series	First prices of the data.	First prices of the selected symbol.
last	pd.Series	Last prices of the data.	Last prices of the selected symbol.
last_timestamp	datetime	Last timestamp of the data.	Last timestamp of the selected symbol.
last_open	float	Last open price of the data.	Last open price of the selected symbol.
last_high	float	Last high price of the data.	Last high price of the selected symbol.
last_low	float	Last low price of the data.	Last low price of the selected symbol.
last_close	float	Last close price of the data.	Last close price of the selected symbol.
last_volume	float	Last volume of the data.	Last volume of the selected symbol.

Example usage

strategy.py

import tradomate as tm

def strategy_info(config: tm.TradomateConfig):
    config.initial_capital = 1000

@tm.strategy()
def my_handler(config: tm.TradomateConfig, data: tm.TradomateData):
    # Build your Trading Strategy here.

    # Get the last close price
    last_close = data.close.iloc[-1]

    # Get the last timestamp
    last_timestamp = data.timestamps.iloc[-1]

    # Get the last open price
    last_open = data.open.iloc[-1]

    # Get the last high price
    last_high = data.high.iloc[-1]

    # Get the last low price
    last_low = data.low.iloc[-1]

    # Get the last volume
    last_volume = data.volume.iloc[-1]

    # Get the last first price
    last_first = data.first.iloc[-1]

    # Get the last last price
    last_last = data.last.iloc[-1]

    # Get the symbol
    symbol = data.symbol

    # Get the interval
    interval = data.interval

    # Get the last close price
    last_close = data.last_close

    # Get the last timestamp
    last_timestamp = data.last_timestamp

    # Get the last open price
    last_open = data.last_open

    # Get the last high price
    last_high = data.last_high

    # Get the last low price
    last_low = data.last_low

    # Get the last volume
    last_volume = data.last_volume

    # Get the last first price
    last_first = data.last_first

    # Get the last last price
    last_last = data.last_last