def generate_contract(sec_type, filename: str, **kwargs):
ib = get_cached_ib_client(os.environ["TWS_USERNAME"],
os.environ["TWS_PASSWORD"])
[contract
] = ib.qualifyContracts(Contract.create(secType=sec_type, **kwargs))
[details] = ib.reqContractDetails(contract=contract)
with open(CONTRACT_PATH / f"{filename}.pkl".lower(), "wb") as f:
f.write(pickle.dumps(details))
def lookup_futures(self, obj: List[Future]) -> List[Future]:
futures = []
for o in obj:
o.update(includeExpired=True)
futures.append(
[Contract.create(**c.contract.dict())
for c in self.ib.reqContractDetails(o)]
)
return list(itertools.chain(*futures))
def create_objects(self) -> None:
self.objects = [Contract.create(**s) for s in self.symbols]
self.non_futures = [
obj for obj in self.objects if not isinstance(obj, Future)]
log.debug(f'non-futures: {self.non_futures}')
self.futures = [obj for obj in self.objects if isinstance(obj, Future)]
log.debug(f'futures: {self.futures}')
# converting Futures to ContFutures
self.contFutures = []
for obj in self.futures:
params = obj.nonDefaults()
del params['secType']
self.contFutures.append(ContFuture(**params))
log.debug(f'contfutures: {self.contFutures}')
def make_contract(self, **kwargs) -> Contract:
return Contract.create(**kwargs)