def placeOneOrder(self):
con = Contract()
con.symbol = "AMD"
con.secType = "STK"
con.currency = "USD"
con.exchange = "SMART"
order = Order()
order.action = "BUY"
order.orderType = "LMT"
order.tif = "GTC"
order.totalQuantity = 3
order.lmtPrice = 1.23
self.placeOrder(self.nextOrderId(), con, order)
def main():
cmdLineParser = argparse.ArgumentParser("api tests")
#cmdLineParser.add_option("-c", action="store_true", dest="use_cache", default = False, help = "use the cache")
#cmdLineParser.add_option("-f", action="store", type="string", dest="file", default="", help="the input file")
cmdLineParser.add_argument("-p",
"--port",
action="store",
type=int,
dest="port",
default=4005,
help="The TCP port to use")
args = cmdLineParser.parse_args()
print("Using args", args)
import logging
logging.debug("Using args %s", args)
#print(args)
logging.debug("now is %s", datetime.datetime.now())
logging.getLogger().setLevel(logging.ERROR)
#enable logging when member vars are assigned
import utils
from order import Order
Order.__setattr__ = utils.setattr_log
from contract import Contract, DeltaNeutralContract
Contract.__setattr__ = utils.setattr_log
DeltaNeutralContract.__setattr__ = utils.setattr_log
from tag_value import TagValue
TagValue.__setattr__ = utils.setattr_log
TimeCondition.__setattr__ = utils.setattr_log
ExecutionCondition.__setattr__ = utils.setattr_log
MarginCondition.__setattr__ = utils.setattr_log
PriceCondition.__setattr__ = utils.setattr_log
PercentChangeCondition.__setattr__ = utils.setattr_log
VolumeCondition.__setattr__ = utils.setattr_log
#from inspect import signature as sig
#import code; code.interact(local=dict(globals(), **locals()))
#sys.exit(1)
app = TestApp()
app.connect("127.0.0.1", args.port, 0)
app.reqCurrentTime()
app.reqManagedAccts()
app.reqAccountSummary(reqId=2, groupName="All", tags="NetLiquidation")
app.reqAllOpenOrders()
contract = Contract()
contract.symbol = "AMD"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
#app.reqMarketDataType(1)
#app.reqMktData(1001, contract, "", snapshot=True)
#app.cancelMktData(1001)
#app.reqExecutions(2001, ExecutionFilter())
#app.reqContractDetails(3001, contract)
#app.reqPositions()
#app.reqIds(2)
#app.reqMktDepth(4001, contract, 5, "")
#app.cancelMktDepth(4001)
#app.reqNewsBulletins(allMsgs=True)
#app.cancelNewsBulletins()
#app.requestFA(FaDataTypeEnum.GROUPS)
#app.reqHistoricalData(5001, contract, "20161215 16:00:00", "2 D",
# "1 hour", "TRADES", 0, 1, [])
#app.cancelHistoricalData(5001)
#app.reqFundamentalData(6001, contract, "ReportSnapshot")
#app.cancelFundamentalData(6001)
#app.queryDisplayGroups(7001)
#app.subscribeToGroupEvents(7002, 1)
#app.unsubscribeFromGroupEvents(7002)
#app.reqScannerParameters()
ss = ScannerSubscription()
ss.instrument = "STK"
ss.locationCode = "STK.US"
ss.scanCode = "TOP_PERC_LOSE"
#app.reqScannerSubscription(8001, ss, [])
#app.cancelScannerSubscription(8001)
#app.reqRealTimeBars(9001, contract, 5, "TRADES", 0, [])
#app.cancelRealTimeBars(9001)
#app.reqSecDefOptParams(10001, "AMD", "", "STK", 4391)
#app.reqSoftDollarTiers(11001)
#app.reqFamilyCodes()
#app.reqMatchingSymbols(12001, "AMD")
contract = Contract()
contract.symbol = "AMD"
contract.secType = "OPT"
contract.exchange = "SMART"
contract.currency = "USD"
contract.lastTradeDateOrContractMonth = "20170120"
contract.strike = 10
contract.right = "C"
contract.multiplier = "100"
#Often, contracts will also require a trading class to rule out ambiguities
contract.tradingClass = "AMD"
#app.calculateImpliedVolatility(13001, contract, 1.3, 10.85)
#app.calculateOptionPrice(13002, contract, 0.65, 10.85)
app.run()
