Prepare and read market data¶
Pass one asset's chronological OHLC bars as a pandas DataFrame. Exact columns are Open, High, Low, Close, and optional Volume. Prices must be finite and positive; index values must be unique and increasing. See CSV loading, timezones, and instrument rules for complete examples.
Choose the right access¶
| Need | Use |
|---|---|
| Current close | self.close[-1] |
| Previous close | self.close[-2], after checking at least two bars exist |
| Current timestamp | self.data_index[-1] |
| Current zero-based position | self.bar_index |
| Full currently visible table | self.df |
| An additional column | self.data.MyColumn |
| A pandas snapshot of a handle | self.close.s |
In init(), history is complete. In next(), reads stop at the current bar. Saved handles continue following that cursor; saved pandas/NumPy snapshots do not. Preprocess before registering indicators and do not mutate market prices during the run.
self.hl2, hlc3, and hlcc4 supply (H+L)/2, (H+L+C)/3, and (H+L+2*C)/4. Quantity steps and price ticks come from InstrumentSpec, not from the data's apparent decimal precision.