Contracts

This module contains all contract classes as well as helper methods for working with these.

class algotradepy.contracts.AContract(symbol, con_id=None, exchange=<Exchange.SMART: 'SMART'>, currency=<Currency.USD: 'USD'>)

The abstract contract class defining the basic contract properties.

Parameters

  • symbol (str) – The symbol for the contract.

  • con_id (int, optional, default None) – The contract ID.

  • exchange (~algotradepy.contracts.Exchange, default Exchange.SMART) – The exchange on which this contract is traded.

  • currency (~algotradepy.contracts.Currency, default Currency.USD) – The currency of the contract.

property con_id
property symbol
property exchange
property currency
class algotradepy.contracts.StockContract(symbol, con_id=None, exchange=None, currency=<Currency.USD: 'USD'>)

Defines a stock contract.

Parameters

  • symbol –

  • con_id –

  • exchange –

  • currency –

class algotradepy.contracts.OptionContract(symbol, strike, right, multiplier, last_trade_date, con_id=None, exchange=None, currency=<Currency.USD: 'USD'>)

Defines an option contract.

Parameters

  • symbol –

  • strike (float) – The option’s strike price.

  • right (Right) – The option’s right.

  • multiplier (float) – The option’s multiplier.

  • last_trade_date (datetime.date) – The option contract’s expiration date.

  • con_id –

  • exchange –

  • currency –

property strike
property right
property multiplier
property last_trade_date
class algotradepy.contracts.Right(value)

Option right.

  • CALL

  • PUT

class algotradepy.contracts.ForexContract(symbol, con_id=None, exchange=<Exchange.FOREX: 'FOREX'>, currency=<Currency.USD: 'USD'>)
class algotradepy.contracts.PriceType(value)

The price type.

Used when requesting price updates for a given contract.

  • MARKET

  • ASK

  • BID

class algotradepy.contracts.Exchange(value)

The available exchanges.

  • Automatic

    • SMART

  • North America

    • NYSE

    • NASDAQ

    • AMEX

    • ARCA

    • TSE

  • Europe

    • FWB

    • IBIS

    • VSE

    • LSE

    • BATEUK

    • ENEXT_BE

    • SBF

    • AEB

  • Asia/Pacific

    • SEHK

    • ASX

    • TSEJ

  • Global

    • FOREX

class algotradepy.contracts.Currency(value)

The available currencies.

  • North America

    • USD

    • CAD

  • Europe

    • EUR

    • GBP

  • Asia/Pacific

    • AUD

    • HKD

    • JPY

algotradepy.contracts.are_loosely_equal_contracts(loose, well_defined)

Used to compare a loosely- and a well-defined contract.

This method is useful for tasks such as getting all positions for a given stock symbol, irrespective of the exchange.

Parameters

  • loose (AContract) – The loosely-defined contract.

  • well_defined (AContract) – The more strictly-defined contract.