def initialize_Function(self):
self.log.notset(__name__ + '::initialize_Function')
self.log.info('IBridgePy version %s' % (str(self.versionNumber), ))
self.qData = QDataClass(self)
self.request_data(ReqData.reqPositions(), ReqData.reqCurrentTime(),
ReqData.reqIds())
self.request_data(ReqData.reqAccountUpdates(True, self.accountCode),
ReqData.reqAllOpenOrders())
self.initialize_quantopian(
self.context) # function name was passed in.
self.log.info('#### Starting to initialize trader ####')
if type(self.accountCode) == type(''):
self.display_all()
else:
for acctCode in self.accountCode:
self.display_all(acctCode)
self.log.info('#### Initialize trader COMPLETED ####')
if self.before_trading_start_quantopian != None:
self.schedule_function(
func=self.before_trading_start_quantopian,
time_rule=time_rules.market_open(minutes=-10),
calendar=calendars.US_EQUITIES)
tmp = self.get_datetime()
self.check_date_rules(tmp)
self.stime_previous = tmp
def initialize_Function(self):
self.log.notset(__name__ + '::initialize_Function')
self.log.info('IBridgePy version %s' % (self.versionNumber, ))
self.log.info('fileName = %s' % (self.fileName, ))
self.qData = QDataClass(self)
self.request_data(ReqData.reqIds())
self.request_data(ReqData.reqCurrentTime())
if self.multiAccountFlag:
self.request_data(ReqData.reqAccountSummary(),
ReqData.reqAllOpenOrders(),
ReqData.reqPositions())
else:
self.request_data(
ReqData.reqAccountUpdates(True, self.accountCode),
ReqData.reqAllOpenOrders(), ReqData.reqPositions())
self.log.debug(
__name__ +
'::initialize_Function::start to run customers init function')
self.initialize_quantopian(
self.context) # function name was passed in.
self.log.info('#### Starting to initialize trader ####')
if self.multiAccountFlag:
for acctCode in self.accountCode:
self.display_all(acctCode)
else:
self.display_all()
self.log.info('#### Initialize trader COMPLETED ####')
def get_contract_details(self,
secType,
symbol,
field,
currency='USD',
exchange='',
primaryExchange='',
expiry='',
strike=0.0,
right='',
multiplier='',
conId=0,
localSymbol=''):
security = self.superSymbol(secType=secType,
symbol=symbol,
currency=currency,
exchange=exchange,
primaryExchange=primaryExchange,
expiry=expiry,
strike=strike,
right=right,
multiplier=multiplier,
conId=conId,
localSymbol=localSymbol,
addToQdata=False)
self.request_data(ReqData.reqContractDetails(security))
# Request contractDetails will not be mixed with other request so that only one result will be returned.
if len(self.end_check_list_result) == 1:
for ct in self.end_check_list_result:
return self._extract_contractDetails(
self.end_check_list_result[ct], field)
def initialize_Function(self):
self.log.notset(__name__+'::initialize_Function')
self.log.info('IBridgePy version %s' %(self.versionNumber,))
self.log.info('fileName = %s' %(self.fileName,))
self.qData=QDataClass(self)
self.request_data(ReqData.reqCurrentTime(), ReqData.reqIds())
self.request_data(ReqData.reqAccountUpdates(True, self.accountCode),
ReqData.reqAllOpenOrders(),
ReqData.reqPositions())
self.log.debug(__name__+'::initialize_Function::start to run customers init function')
self.initialize_quantopian(self.context) # function name was passed in.
self.log.info('#### Starting to initialize trader ####')
if type(self.accountCode)==type(''):
self.display_all()
else:
for acctCode in self.accountCode:
self.display_all(acctCode)
self.log.info('#### Initialize trader COMPLETED ####')
# In order to trigger check_date_rule in marketManagerBase.py
# self.stime_previous.date != timeNow.date
# So, minus 1 day here.
self.stime_previous = self.get_datetime() - dt.timedelta(days=1)
def IBridgePyPlaceOrder(self,
an_order,
accountCode='default',
followUpWaiver=False):
self.log.debug(__name__ + '::IBridgePyPlaceOrder')
if not self.validateAccountCode(accountCode):
return
an_order.order.account = self.adjust_accountCode(accountCode)
an_order.orderId = self.nextId
an_order.created = self.get_datetime()
an_order.stop = an_order.order.auxPrice
an_order.limit = an_order.order.lmtPrice
an_order.amount = an_order.order.totalQuantity
an_order.status = 'PreSubmitted'
# in the test_run mode, self.nextId may change after self.placeOrder, so, record it at first place
orderId = self.nextId
self.nextId = self.nextId + 1
self.PORTFOLIO.orderStatusBook[orderId] = an_order
self.request_data(
ReqData.placeOrder(orderId, an_order.contract, an_order.order,
followUpWaiver))
return orderId
def modify_order(self,
orderId,
newQuantity=None,
newLimitPrice=None,
newStopPrice=None,
newTif=None,
newOrderRef=None):
self.log.debug(__name__ + '::modify_order: orderId = %s' % (orderId, ))
if self.PORTFOLIO.orderStatusBook[orderId].status in [
OrderStatus.PRESUBMITTED, OrderStatus.SUBMITTED
]:
an_order = self.PORTFOLIO.orderStatusBook[orderId]
an_order.status = OrderStatus.PRESUBMITTED
if newQuantity is not None:
# amount is the same number as order.totalQuantity. Keep it because Quantopian has it.
an_order.amount = newQuantity
an_order.order.totalQuantity = newQuantity
if newLimitPrice is not None:
an_order.limit = newLimitPrice
an_order.order.lmtPrice = newLimitPrice
if newStopPrice is not None:
an_order.stop = newStopPrice
an_order.order.auxPrice = newStopPrice
if newTif is not None:
an_order.order.tif = newTif
if newOrderRef is not None:
an_order.order.orderRef = newOrderRef
self.request_data(
ReqData.placeOrder(orderId, an_order.contract, an_order.order,
FollowUpRequest.DO_NOT_FOLLOW_UP))
else:
self.log.error(
__name__ +
'::modify_order: Cannot modify order. orderId = %s' %
(orderId, ))
exit()
def get_scanner_results(self, **kwargs):
# numberOfRows=-1, instrument='', locationCode='', scanCode='', abovePrice=0.0,
# belowPrice=0.0, aboveVolume=0, marketCapAbove=0.0, marketCapBelow=0.0, moodyRatingAbove='',
# moodyRatingBelow='', spRatingAbove='', spRatingBelow='', maturityDateAbove='', maturityDateBelow='',
# couponRateAbove=0.0, couponRateBelow=0.0, excludeConvertible=0, averageOptionVolumeAbove=0,
# scannerSettingPairs='', stockTypeFilter=''
tagList = [
'numberOfRows', 'instrument', 'locationCode', 'scanCode',
'abovePrice', 'belowPrice', 'aboveVolume', 'marketCapAbove',
'marketCapBelow', 'moodyRatingAbove', 'moodyRatingBelow',
'spRatingAbove', 'spRatingBelow', 'maturityDateAbove',
'maturityDateBelow', 'couponRateAbove', 'couponRateBelow',
'excludeConvertible', 'averageOptionVolumeAbove',
'scannerSettingPairs', 'stockTypeFilter'
]
subscription = IBCpp.ScannerSubscription()
for ct in kwargs:
if ct in tagList:
setattr(subscription, ct, kwargs[ct])
self.request_data(ReqData.reqScannerSubscription(subscription))
reqId = int(self.end_check_list[self.end_check_list['reqType'] ==
'reqScannerSubscription']['reqId'])
ans = ServerResponse(reqId, self.end_check_list_result[int(reqId)])
return ans
def cancel_scanner_request(self, scannerRequestId):
self.request_data(ReqData.cancelScannerSubscription(scannerRequestId))
def get_scanner_parameters(self):
self.request_data(ReqData.reqScannerParameters())
for x in self.end_check_list_result:
return self.end_check_list_result[x]