def __init__(self):
self.accountNumber = ''
self.optionExpiry = '20121221' # This needs manual updating!
self.maxAskBidRatio = 1.25
self.maxAskLastPriceRatio = 1.02
self.maxOrderQueueLength = 3
# Create a file for TWS logging
self.twslog_fh = open('/home/mchan/git/Artemis/twslog.txt', 'a', 0)
self.twslog_fh.write("Session Started " + str(datetime.datetime.now()) + "\n")
self.callback = ArtemisIBWrapperSilent.ArtemisIBWrapper()
self.tws = EPosixClientSocket(self.callback)
self.orderIdCount = 1 # This will be updated automatically
self.requestIdCount = 1
self.invested = False
self.maxLimitPriceFactor = 1.02 # No limit orders above 2% of current ask price
# Connect the socket
self.socketnum = 30
self.tws.eConnect("", 7496, self.socketnum, poll_interval=1)
# Strategy Generic object, has methods for interpreting consensus out/under performance
self.Strat = strategy.Strategy()
# Queue for orders
self.orderQueue = []
# Setup DB connector
self.db = dbutil.db(h='127.0.0.1', schema='mchan')
# Query Cash Account Balance
self.updateBuyingPowerNextId()
def __init__(self):
self.accountNumber = ''
self.optionExpiry = '20121221' # This needs manual updating!
self.maxAskBidRatio = 1.25
self.maxAskLastPriceRatio = 1.02
self.maxOrderQueueLength = 3
# Create a file for TWS logging
self.twslog_fh = open('/home/mchan/git/Artemis/twslog.txt', 'a', 0)
self.twslog_fh.write("Session Started " +
str(datetime.datetime.now()) + "\n")
self.callback = ArtemisIBWrapperSilent.ArtemisIBWrapper()
self.tws = EPosixClientSocket(self.callback)
self.orderIdCount = 1 # This will be updated automatically
self.requestIdCount = 1
self.invested = False
self.maxLimitPriceFactor = 1.02 # No limit orders above 2% of current ask price
# Connect the socket
self.socketnum = 30
self.tws.eConnect("", 7496, self.socketnum, poll_interval=1)
# Strategy Generic object, has methods for interpreting consensus out/under performance
self.Strat = strategy.Strategy()
# Queue for orders
self.orderQueue = []
# Setup DB connector
self.db = dbutil.db(h='127.0.0.1', schema='mchan')
# Query Cash Account Balance
self.updateBuyingPowerNextId()
###
tickTypeHash = {0:"bid size", 1:"bid price", 2:"ask price", 3:"ask size", 4:"last price", \
5:"last size", 6:"high", 7:"low", 8:"volume", 9:"close price", 10:"bid option computation", \
11:"ask option computation", 12:"last option computation", 13:"model option computation", \
14:"open tick", 15:"low 13 week", 16:"high 13 week", 17:"low 26 week", 18:"high 26 week", \
19:"low 52 week", 20:"high 52 week", 21:"avg volume", 22:"open interest", \
23:"option historical vol", 24:"option implied vol", 25:"option bid exch", \
26:"option ask exch", 27:"option call open interest", 28:"option put open interest", \
29:"option call volume", 30:"option put volume", 31:"index future premium", \
32:"bid exch", 33:"ask exch", 37:"mark price", 45:"last timestamp", \
46:"shortable", 47:"fundamental ratios", 48:"rt volume", 49:"halted", \
53:"cust option computation", 54:"trade count", 55:"trade rate", \
56:"volume rate"}
wrapper_db = dbutil.db(h='127.0.0.1', schema='mchan')
class ArtemisIBWrapper(EWrapper):
'''Callback object passed to TWS, these functions will be called directly
by TWS.
'''
def deltaNeutralValidation(self, reqId, underComp):
pass
def marketDataType(self, reqid, marketDataType):
print "Market Data Type: ", reqId, " ", marketDataType
def winError(self, mesg, errorCode):
print "Win error message: ", mesg, " ", errorCode
def error(self, orderId, errorCode, errorString):
import sys
from datetime import datetime, date
theurl = "http://www.theflyonthewall.com/beta/news.php"
theurl2 = "http://www.theflyonthewall.com/beta/paraDesarrollar/getNews.php"
loginurl = "http://www.theflyonthewall.com/login.php"
loginurl2 = "http://www.theflyonthewall.com/beta/paraDesarrollar/login.php"
username = ""
password = ""
txheader = {'User-Agent': 'Mozilla/4.0 (compatible; MSIE 5.5; Windows NT)'}
data = {'username': username, 'password': password}
import dbutil
__homeserv = dbutil.db(h='127.0.0.1', schema='mchan')
__cursor = __homeserv.cursor
txdata = urllib.urlencode(data)
# Setup Cookie manager
cj = cookielib.CookieJar()
opener = urllib2.build_opener(urllib2.HTTPCookieProcessor(cj))
resp = opener.open(theurl)
resp = opener.open(loginurl2, txdata)
# Now get the unlocked data
try:
resp2 = opener.open(theurl)
except urllib2.HTTPError, e:
print 'The server couldn\'t fulfill the request.'
print 'Error code: ', e.code
except urllib2.URLError, e:
import sys
from datetime import datetime, date
theurl = "http://www.theflyonthewall.com/beta/news.php"
theurl2 = "http://www.theflyonthewall.com/beta/paraDesarrollar/getNews.php"
loginurl = "http://www.theflyonthewall.com/login.php"
loginurl2 = "http://www.theflyonthewall.com/beta/paraDesarrollar/login.php"
username = ""
password = ""
txheader = {'User-Agent' : 'Mozilla/4.0 (compatible; MSIE 5.5; Windows NT)'}
data = {'username':username, 'password':password}
import dbutil
__homeserv = dbutil.db(h='127.0.0.1', schema='mchan')
__cursor = __homeserv.cursor
txdata = urllib.urlencode(data)
# Setup Cookie manager
cj = cookielib.CookieJar()
opener = urllib2.build_opener(urllib2.HTTPCookieProcessor(cj))
resp = opener.open(theurl)
resp = opener.open(loginurl2, txdata)
# Now get the unlocked data
try:
resp2 = opener.open(theurl)
except urllib2.HTTPError, e:
print 'The server couldn\'t fulfill the request.'
print 'Error code: ', e.code
###
tickTypeHash = {0:"bid size", 1:"bid price", 2:"ask price", 3:"ask size", 4:"last price", \
5:"last size", 6:"high", 7:"low", 8:"volume", 9:"close price", 10:"bid option computation", \
11:"ask option computation", 12:"last option computation", 13:"model option computation", \
14:"open tick", 15:"low 13 week", 16:"high 13 week", 17:"low 26 week", 18:"high 26 week", \
19:"low 52 week", 20:"high 52 week", 21:"avg volume", 22:"open interest", \
23:"option historical vol", 24:"option implied vol", 25:"option bid exch", \
26:"option ask exch", 27:"option call open interest", 28:"option put open interest", \
29:"option call volume", 30:"option put volume", 31:"index future premium", \
32:"bid exch", 33:"ask exch", 37:"mark price", 45:"last timestamp", \
46:"shortable", 47:"fundamental ratios", 48:"rt volume", 49:"halted", \
53:"cust option computation", 54:"trade count", 55:"trade rate", \
56:"volume rate"}
wrapper_db = dbutil.db(h='127.0.0.1', schema='mchan')
wrapper_db.execute('SET autocommit=0;')
class ArtemisIBWrapper(EWrapper):
'''Callback object passed to TWS, these functions will be called directly
by TWS.
'''
def deltaNeutralValidation(self, reqId, underComp):
pass
def marketDataType(self, reqid, marketDataType):
print "Market Data Type: ", reqId, " ", marketDataType
def winError(self, mesg, errorCode):
print "Win error message: ", mesg, " ", errorCode
31: "index future premium",
32: "bid exch",
33: "ask exch",
37: "mark price",
45: "last timestamp",
46: "shortable",
47: "fundamental ratios",
48: "rt volume",
49: "halted",
53: "cust option computation",
54: "trade count",
55: "trade rate",
56: "volume rate",
}
wrapper_db = dbutil.db(h="127.0.0.1", schema="mchan")
class ArtemisIBWrapper(EWrapper):
"""Callback object passed to TWS, these functions will be called directly
by TWS.
"""
def deltaNeutralValidation(self, reqId, underComp):
pass
def marketDataType(self, reqid, marketDataType):
print "Market Data Type: ", reqId, " ", marketDataType
def winError(self, mesg, errorCode):
def __init__(self):
self.rank = None
self.db = dbutil.db(h='127.0.0.1', schema='mchan')
self.cursor = self.db.cursor
def __init__(self, c, master):
self.local = threading.local()
self.db = dbutil.db()
threading.Thread.__init__(self)
self.c = c
self.master = master
def __init__(self):
self.rank = None
self.db = dbutil.db(h='127.0.0.1', schema='mchan')
self.cursor = self.db.cursor