class tdAction(object):
def __init__(self):
"""Constructor"""
self.conKey = CONSUMER_KEY
self.redirect = REDIRECT_URL
self.acct = ACCT_NUM
self.tdClient = TDClient(client_id=self.conKey,
redirect_uri=self.redirect)
self.tdClient.login()
def quote(self, tickerList):
"""Grab quotes"""
retDict = {}
quotes = self.tdClient.get_quotes(instruments=tickerList)
for key in quotes:
if type(quotes[key]['lastPrice']) is not None:
retDict[key] = quotes[key]['lastPrice']
return retDict
def history(self, tickerList):
"""Create real time data for a given list of tickers"""
retDict = {}
for item in tickerList:
tickerHistory = self.tdClient.get_price_history(symbol=item,
period_type='year')
priceHistory = []
for data in tickerHistory['candles']:
priceHistory.append(data['close'])
df = DataFrame({item: priceHistory})
retDict[item] = df
return retDict
from datetime import timedelta
from td.client import TDClient
# Create a new session
TDSession = TDClient(
client_id='<CLIENT_ID>',
redirect_uri='<REDIRECT_URI>',
credentials_path='<CREDENTIALS_PATH>'
)
# Login to the session
TDSession.login()
# `get_quotes` endpoint with single value. Should not return an error.
quotes_single = TDSession.get_quotes(instruments=['SQ'])
# `get_quotes` with a Options Contract
quotes_option_contract = TDSession.get_quotes(instruments=['MSFT_041720C75'])
# `get_quotes` with a Futures Contract
quotes_futures = TDSession.get_quotes(instruments=['/ES'])
# `get_quotes` with Forex
quotes_forex = TDSession.get_quotes(instruments=['AUD/USD'])
# `get_quotes` endpoint with multiple values
quotes_multi = TDSession.get_quotes(instruments=['SQ', 'MSFT'])
# `search_instruments` Endpoint
instrument_search_data = TDSession.search_instruments(
class TDSession(TestCase):
"""Will perform a unit test for the TD session."""
def setUp(self) -> None:
"""Set up the `TDClient`."""
# Grab configuration values.
config = ConfigParser()
config.read('config/config.ini')
# Load the values.
CLIENT_ID = config.get('main', 'CLIENT_ID')
REDIRECT_URI = config.get('main', 'REDIRECT_URI')
JSON_PATH = config.get('main', 'JSON_PATH')
ACCOUNT_NUMBER = config.get('main', 'ACCOUNT_NUMBER')
# Initalize the session.
self.td_session = TDClient(client_id=CLIENT_ID,
redirect_uri=REDIRECT_URI,
credentials_path=JSON_PATH,
account_number=ACCOUNT_NUMBER)
def test_creates_instance_of_session(self):
"""Create an instance and make sure it's a `TDClient` object."""
self.assertIsInstance(self.td_session, TDClient)
def test_login(self):
"""Test whether the session is authenticated or not."""
self.assertTrue(self.td_session.login())
self.assertTrue(self.td_session.authstate)
def test_state(self):
"""Make sure the state is updated."""
self.assertIsNotNone(self.td_session.state['refresh_token'])
self.assertIsNotNone(self.td_session.state['access_token'])
self.assertNotEqual(self.td_session.state['refresh_token_expires_at'],
0)
self.assertNotEqual(self.td_session.state['access_token_expires_at'],
0)
def test_single_get_quotes(self):
"""Test Getting a Single quote."""
# Grab a single quote.
quotes = self.td_session.get_quotes(instruments=['MSFT'])
# See if the Symbol is in the Quotes.
self.assertIn('MSFT', quotes)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_single_quotes.jsonc',
'w+') as data_file:
json.dump(obj=quotes, fp=data_file, indent=3)
def test_get_quotes(self):
"""Test Getting Multiple Quotes."""
# Grab multiple Quotes.
quotes = self.td_session.get_quotes(instruments=['MSFT', 'AAPL'])
# See if the Symbols are in the Quotes.
self.assertTrue(set(['MSFT', 'AAPL']).issuperset(set(quotes.keys())))
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_multiple_quotes.jsonc',
'w+') as data_file:
json.dump(obj=quotes, fp=data_file, indent=3)
def test_get_accounts(self):
"""Test Get Accounts."""
accounts = self.td_session.get_accounts(account='all',
fields=['orders', 'positions'])
self.assertIn('positions', accounts[0]['securitiesAccount'])
self.assertIn('currentBalances', accounts[0]['securitiesAccount'])
# self.assertIn('orderStrategies', accounts[0]['securitiesAccount'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_accounts.jsonc',
'w+') as data_file:
json.dump(obj=accounts, fp=data_file, indent=3)
def test_create_stream_session(self):
"""Test Creating a new streaming session."""
stream_session = self.td_session.create_streaming_session()
self.assertIsInstance(stream_session, TDStreamerClient)
def test_get_transactions(self):
"""Test getting transactions."""
# `get_transactions` Endpoint. Should not return an error
transaction_data_multi = self.td_session.get_transactions(
account=self.td_session.account_number, transaction_type='ALL')
# Make sure it's a list.
self.assertIsInstance(transaction_data_multi, list)
self.assertIn('type', transaction_data_multi[0])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_transaction_data.jsonc',
'w+') as data_file:
json.dump(obj=transaction_data_multi, fp=data_file, indent=3)
def test_get_market_hours(self):
"""Test get market hours."""
# `get_market_hours` Endpoint with multiple values
market_hours_multi = self.td_session.get_market_hours(
markets=['EQUITY', 'FOREX'], date=datetime.today().isoformat())
# If it's a weekend nothing is returned, so raise an error.
if datetime.today().weekday() in (5, 6):
# Make sure it's a list.
self.assertIsInstance(market_hours_multi, dict)
self.assertIn('isOpen', market_hours_multi['equity']['equity'])
else:
# Make sure it's a list.
self.assertIsInstance(market_hours_multi, dict)
self.assertIn('isOpen', market_hours_multi['equity']['EQ'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_market_hours.jsonc',
'w+') as data_file:
json.dump(obj=market_hours_multi, fp=data_file, indent=3)
def test_get_instrument(self):
"""Test getting an instrument."""
# `get_instruments` Endpoint.
get_instrument = self.td_session.get_instruments(cusip='594918104')
# Make sure it's a list.
self.assertIsInstance(get_instrument, list)
self.assertIn('cusip', get_instrument[0])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_instrument.jsonc',
'w+') as data_file:
json.dump(obj=get_instrument, fp=data_file, indent=3)
def test_chart_history(self):
"""Test getting historical prices."""
# Define a list of all valid periods
valid_values = {
'minute': {
'day': [1, 2, 3, 4, 5, 10]
},
'daily': {
'month': [1, 2, 3, 6],
'year': [1, 2, 3, 5, 10, 15, 20],
'ytd': [1]
},
'weekly': {
'month': [1, 2, 3, 6],
'year': [1, 2, 3, 5, 10, 15, 20],
'ytd': [1]
},
'monthly': {
'year': [1, 2, 3, 5, 10, 15, 20]
}
}
# Define the static arguments.
hist_symbol = 'MSFT'
hist_needExtendedHoursData = False
for frequency_type in valid_values.keys():
frequency_periods = valid_values[frequency_type]
for frequency_period in frequency_periods.keys():
possible_values = frequency_periods[frequency_period]
for value in possible_values:
# Define the dynamic arguments - I want 5 DAYS of historical 1-minute bars.
hist_periodType = frequency_period
hist_period = value
hist_frequencyType = frequency_type
hist_frequency = 1
# make the request
historical_prices = self.td_session.get_price_history(
symbol=hist_symbol,
period_type=hist_periodType,
period=hist_period,
frequency_type=hist_frequencyType,
frequency=hist_frequency,
extended_hours=hist_needExtendedHoursData)
self.assertIsInstance(historical_prices, dict)
self.assertFalse(historical_prices['empty'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_historical_prices.jsonc',
'w+') as data_file:
json.dump(obj=historical_prices, fp=data_file, indent=3)
def test_custom_historical_prices(self):
"""Test getting historical prices for a custom date range."""
# The max look back period for minute data is 31 Days.
lookback_period = 10
# Define today.
today_00 = datetime.now()
# Define 300 days ago.
today_ago = datetime.now() - timedelta(days=lookback_period)
# The TD API expects a timestamp in milliseconds. However, the timestamp() method only returns to seconds so multiply it by 1000.
today_00 = str(int(round(today_00.timestamp() * 1000)))
today_ago = str(int(round(today_ago.timestamp() * 1000)))
# These values will now be our startDate and endDate parameters.
hist_startDate = today_ago
hist_endDate = today_00
# Define the dynamic arguments.
hist_periodType = 'day'
hist_frequencyType = 'minute'
hist_frequency = 1
# Make the request
historical_custom = self.td_session.get_price_history(
symbol='MSFT',
period_type=hist_periodType,
frequency_type=hist_frequencyType,
start_date=hist_startDate,
end_date=hist_endDate,
frequency=hist_frequency,
extended_hours=True)
self.assertIsInstance(historical_custom, dict)
self.assertFalse(historical_custom['empty'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_historical_prices.jsonc',
'w+') as data_file:
json.dump(obj=historical_custom, fp=data_file, indent=3)
def test_search_instruments(self):
"""Test Searching for Instruments."""
# `search_instruments` Endpoint
instrument_search_data = self.td_session.search_instruments(
symbol='MSFT', projection='symbol-search')
self.assertIsInstance(instrument_search_data, dict)
self.assertIn('MSFT', instrument_search_data)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_search_instrument.jsonc',
'w+') as data_file:
json.dump(obj=instrument_search_data, fp=data_file, indent=3)
def test_get_movers(self):
"""Test getting Market movers."""
# `get_movers` Endpoint
movers_data = self.td_session.get_movers(market='$DJI',
direction='up',
change='value')
if datetime.today().weekday() in (5, 6):
self.assertIsInstance(movers_data, list)
self.assertFalse(movers_data)
else:
self.assertIsInstance(movers_data, list)
self.assertIn('symbol', movers_data[0])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_movers.jsonc',
'w+') as data_file:
json.dump(obj=movers_data, fp=data_file, indent=3)
def test_get_user_preferences(self):
"""Test getting user preferences."""
# `get_preferences` endpoint. Should not return an error
preference_data = self.td_session.get_preferences(
account=self.td_session.account_number)
self.assertIsInstance(preference_data, dict)
self.assertIn('expressTrading', preference_data)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_account_preferences.jsonc',
'w+') as data_file:
json.dump(obj=preference_data, fp=data_file, indent=3)
def test_get_user_principals(self):
"""Test getting user principals."""
# `get_preferences` endpoint. Should not return an error
user_principals = self.td_session.get_user_principals(
fields=['preferences', 'surrogateIds'])
self.assertIsInstance(user_principals, dict)
self.assertIn('userId', user_principals)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_user_principals.jsonc',
'w+') as data_file:
json.dump(obj=user_principals, fp=data_file, indent=3)
def test_get_streamer_keys(self):
"""Test getting user preferences."""
# `get_subscription_keys` endpoint. Should not return an error
streamer_keys = self.td_session.get_streamer_subscription_keys(
accounts=[self.td_session.account_number])
self.assertIsInstance(streamer_keys, dict)
self.assertIn('keys', streamer_keys)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_streamer_keys.jsonc',
'w+') as data_file:
json.dump(obj=streamer_keys, fp=data_file, indent=3)
def tearDown(self) -> None:
"""Teardown the Robot."""
self.td_session = None
# to the same location. # # See the String Representation of the TDClient Session Object. print(TDSession) # ------------------ # # ENDPOINT TESTING - GET QUOTES # # NOTES: The maximum number of quotes you may request at once is 500. # # ------------------ # TEST - `get_quotes` endpoint with single value. Should not return an error. quotes_single = TDSession.get_quotes(instruments=['SQ']) # TEST - `get_quotes` endpoint with multiple values. Should not return an error. quotes_multi = TDSession.get_quotes(instruments=['SQ', 'MSFT']) # PRINT - `get_quotes` # pprint.pprint(quotes_single) # pprint.pprint(quotes_multi) # ------------------ # # ENDPOINT TESTING - HISTORICAL PRICES # # NOTES: # 1. For historical 1-minute bar data, you can get 1 day, 2 day, 3 day, 4 day, 5 day, or 10 day. #
from pprint import pprint
from configparser import ConfigParser
from td.client import TDClient
# Grab configuration values.
config = ConfigParser()
config.read('config/config.ini')
CLIENT_ID = config.get('main', 'CLIENT_ID')
REDIRECT_URI = config.get('main', 'REDIRECT_URI')
JSON_PATH = config.get('main', 'JSON_PATH')
ACCOUNT_NUMBER = config.get('main', 'ACCOUNT_NUMBER')
# Create a new session
TDSession = TDClient(client_id=CLIENT_ID,
redirect_uri=REDIRECT_URI,
credentials_path=JSON_PATH,
account_number=ACCOUNT_NUMBER)
# Login to the session
TDSession.login()
pprint(TDSession.get_quotes(instruments=['MSFT']))
# Import the client
from td.client import TDClient
from config import account_number, client_id
# Create a new session, credentials path is optional.
TDSession = TDClient(account_number=account_number,
client_id=client_id,
redirect_uri='http://localhost/TDtest',
credentials_path='credentials.json')
# Login to the session
TDSession.login()
# Grab real-time quotes for 'MSFT' (Microsoft)
msft_quotes = TDSession.get_quotes(instruments=['TSLA'])
# Grab real-time quotes for 'AMZN' (Amazon) and 'SQ' (Square)
multiple_quotes = TDSession.get_quotes(instruments=['AMZN,SQ'])
multiple_quotes['AMZN']
#print(msft_quotes)
print(multiple_quotes['AMZN'])
class AmeritradeRebalanceUtils:
def __init__(self):
self.session = None
self.account = None
self.account_id = None
def auth(self, credentials_path='./td_state.json', client_path='./td_client_auth.json'):
with open(client_path) as f:
data = json.load(f)
self.session = TDClient(
client_id=data['client_id'],
redirect_uri=data['callback_url'],
credentials_path=credentials_path
)
self.session.login()
# assuming only 1 account under management
self.account = self.session.get_accounts(fields=['positions'])[0]
self.account_id = self.account['securitiesAccount']['accountId']
return self.session
def get_portfolio(self):
positions = self.account['securitiesAccount']['positions']
portfolio = {}
for position in positions:
portfolio[position['instrument']['symbol']] = position['longQuantity']
return portfolio
def place_orders_dry_run(self, portfolio_diff: dict):
result = portfolio_diff.copy()
prices = self._get_last_prices(result)
for ticker, qty in portfolio_diff.items():
round_qty = round(qty)
abs_rounded_qty = abs(round_qty)
result[ticker] = {
'instruction': ('BUY' if qty > 0 else 'SELL'),
'qty': abs_rounded_qty,
'money_movement': round_qty*prices[ticker]*-1
}
return result
def place_orders(self, place_orders_dry_run: dict):
result = []
for ticker, order in place_orders_dry_run.items():
res = self.session.place_order(account=self.account_id, order=self._get_market_order_payload(ticker, order['qty'], order['instruction']))
result.append(res)
return result
def _get_market_order_payload(self, ticker, quantity, instruction='BUY'):
return {
"orderType": "MARKET",
"session": "NORMAL",
"duration": "DAY",
"orderStrategyType": "SINGLE",
"orderLegCollection": [
{
"instruction": instruction,
"quantity": quantity,
"instrument": {
"symbol": ticker,
"assetType": "EQUITY"
}
}
]
}
def _get_last_prices(self, portfolio: dict):
quotes = self.session.get_quotes(instruments=portfolio.keys())
portfolio_prices = portfolio.copy()
for ticker, _ in portfolio_prices.items():
portfolio_prices[ticker] = quotes[ticker]['lastPrice']
return portfolio_prices
My advice to you is to keep the your "TDAmeritradeState.json" in the same location and make sure any scripts that use it all point
to the same location.
'''
# See the String Representation of the TDClient Session Object.
print(TDSession)
'''
ENDPOINT TESTING - GET QUOTES
NOTES: The maximum number of quotes you may request at once is 500.
'''
# TEST - `get_quotes` endpoint with single value. Should not return an error.
quotes_single = TDSession.get_quotes(instruments=['/ES'])
# TEST - `get_quotes` endpoint with multiple values. Should not return an error.
quotes_multi = TDSession.get_quotes(instruments=['SQ', 'MSFT'])
# PRINT - `get_quotes`
pprint.pprint(quotes_single)
pprint.pprint(quotes_multi)
'''
ENDPOINT TESTING - HISTORICAL PRICES
NOTES: 1. For historical 1-minute bar data, you can get 1 day, 2 day, 3 day, 4 day, 5 day, or 10 day.
'''
#
