def nextValidId(self, orderId: int):
scanSub = ScannerSubscription()
scanSub.instrument = 'STK'
scanSub.locationCode = 'STK.US'
scanSub.scanCode = 'HIGH_OPT_IMP_VOLAT'
scanSub.abovePrice = 100
scanSub.numberOfRows = 1000
scanSub.scannerSettingPairs = 'Annual, true'
self.reqScannerSubscription(1, scanSub, [], [])
def assemble_stock_list(client, sentiment):
''' Use scanner to obtain stock list '''
# Define scanner subscription
ss = ScannerSubscription()
ss.instrument = 'STK'
ss.locationCode = 'STK.US.MAJOR'
ss.abovePrice = 10.0
ss.belowPrice = client.funds / 200.0
ss.aboveVolume = 20000
ss.numberOfRows = 5
# Set scan code according to sentiment
if sentiment == Sentiment.BULLISH:
ss.scanCode = 'HIGH_VS_13W_HL'
else:
ss.scanCode = 'LOW_VS_13W_HL'
# Request securities
client.reqScannerSubscription(4, ss, [], [])
time.sleep(3)