try:

input = raw_input

except:

pass

###

orderId = None

availableFunds = 0

netLiquidationValue = 0

QUOTE_LAST = 3

class PlaceOrderExample(EWrapper):

'''Callback object passed to TWS, these functions will be called directly

by TWS.

'''

def openOrderEnd(self):

'''Not relevant for our example'''

pass

def execDetails(self, id, contract, execution):

'''Not relevant for our example'''

pass

def managedAccounts(self, openOrderEnd):

'''Not relevant for our example'''

pass

###############

def nextValidId(self, validOrderId):

'''Capture the next order id'''

#global orderId

Trader.orderId = validOrderId

def orderStatus(self, id, status, filled, remaining, avgFillPrice, permId,

parentId, lastFilledPrice, clientId, whyHeld):

print(("Order #%s - %s (filled %d, remaining %d, avgFillPrice %f,"

"last fill price %f)") % (

id, status, filled, remaining, avgFillPrice, lastFilledPrice))

def openOrder(self, orderID, contract, order, orderState):

print("Order opened for %s" % contract.symbol)

####account value

def updateAccountValue(self, key, value, currency, accountName):

#print 'key %s' % (key)

#print 'value: %s' % (value)

#get how much current available funds we have, also our net liquidation value

if currency == 'USD':

if key == 'AvailableFunds':

Trader.availableFunds = float(value)

elif key=='NetLiquidation':

Trader.netLiquidationValue = float(value)

def accountDownloadEnd(self,accountName):

print 'account download ended for %s' % (accountName)

def __init__(self,accountNumber):

self.accountNumber = accountNumber

@staticmethod

def get_quote(symbols):

data = []

url = 'http://finance.yahoo.com/d/quotes.csv?s='

for s in symbols:

url += s+"+"

url = url[0:-1]

url += "&f=sb3b2l1l"

f = u.urlopen(url,proxies = {})

rows = f.readlines()

for r in rows:

values = [x for x in r.split(',')]

symbol = values[0][1:-1]

bid = string.atof(values[1])

ask = string.atof(values[2])

last = string.atof(values[3])

data.append([symbol,bid,ask,last,values[4]])

return data

def enterPositions(self,weights,execution_sleep=True):

print "----------------------MAKING TRADES ON IB---------------------------"

# Instantiate our callback object

callback = self.PlaceOrderExample()

# Instantiate a socket object, allowing us to call TWS directly. Pass our

# callback object so TWS can respond.

tws = EPosixClientSocket(callback)

# Connect to tws running on localhost

tws.eConnect("", 7496, 42)

#account updates

tws.reqAccountUpdates(True,self.accountNumber)

sleep(1)

print 'available funds: %s' % (self.availableFunds)

print 'net liquidation value: %s' % (self.netLiquidationValue)

###DELAY UNTIL MARKET HOURS

if execution_sleep:

day_of_week = datetime.now().isoweekday()

#if weekday, and we scanned after midnight, set execution time to this morning at 10:30 am

time_now = datetime.now()

if day_of_week in range(1,6) and (time_now.hour >= 0 and time_now.hour<10) and (time_now.minute>=0 and time_now.minute<30):

execution_time = datetime(year=time_now.year,month=time_now.month,day=time_now.day,hour=10,minute=30)

#otherwise, set to next trading day, morning at 10:30am

else:

execution_time = datetime.now()

execution_time = execution_time+dt.timedelta(days=1)

while execution_time.isoweekday()>5:

execution_time = execution_time+dt.timedelta(days=1)

execution_time = datetime(year=execution_time.year,month=execution_time.month,day=execution_time.day,hour=10,minute=30)

to_sleep = (execution_time-datetime.now()).total_seconds()

print "----------sleeping until execution time of %s---------------" % (execution_time)

#sleep until that time

sleep(to_sleep)

for stock in weights:

print("\n=====================================================================")

print(" Trading "+stock)

print("=====================================================================\n")

stock_price = Trader.get_quote([stock])[0][self.QUOTE_LAST]

print "%s last stock price: %s" % (stock, stock_price)

contract = Contract()

contract.symbol = stock

contract.secType = "STK"

contract.exchange = "SMART"

contract.currency = "USD"

if self.orderId is None:

print('Waiting for valid order id')

sleep(1)

while self.orderId is None:

print('Still waiting for valid order id...')

sleep(1)

# Order details

order = Order()

order.action = 'BUY'

#order.lmtPrice = 140

order.orderType = 'MKT'

dollar_value = self.availableFunds*weights[stock]

order.totalQuantity = int(round(dollar_value/stock_price,0))

#order.algoStrategy = "AD"

order.tif = 'DAY'

#order.algoParams = algoParams

order.transmit = True

print("Placing order for %d %s's, dollar value $%s (id: %d)" % (order.totalQuantity, contract.symbol, dollar_value, self.orderId))

# Place the order

tws.placeOrder(

self.orderId, # orderId,

contract, # contract,

order # order

)

print("\n=====================================================================")

print(" Order placed, waiting for TWS responses")

print("=====================================================================\n")

sleep(3)

#reset orderid for next

self.orderId=self.orderId+1

print("\n=====================================================================")

print(" Trade done.")

print("=====================================================================\n")

print("******************* Press ENTER to quit when done *******************\n")

input()

print("\nDisconnecting...")

tws.eDisconnect()