def Stop(self):
mes = toMessage("stop5sec", None)
self.gui.toWat.put(mes)
for items in self.activeStocks:
toTWS = toMessage('Stop5SecWatch', items)
self.gui.toTws.put(toTWS)
def historicalDataEnd(self, reqId: int, start: str, end: str):
""" Marks the ending of the historical bars reception. """
#msg=toMessage('DownloadFinish')
#self.toGui.put(msg)
EWrapper.historicalDataEnd(self, reqId, start, end)
#translate back
#print("translate back",reqId,self.nextIDconID[reqId])
conID=self.nextIDconID[reqId]
#print('reqId after transalation ',conID)
if self.downloadHistInfo[conID].whatToDownload=='histnew5secOneTime':
msg = toMessage('5secHist')
#we must send the reaId besides the list
msg.obj =[conID,self.downloadHistInfo[conID]]
self.toWat.put(msg) # we send to watch,
print('histnew5secOneTime - finished',conID)
#must clear the downloadHistInfo
self.downloadHistInfo.pop(conID)
## maybe we should send some message to gui too to inform the user that we are ready
return
ret=self.dbLite.addOneStock(self.downloadHistInfo[conID])
start = self.downloadHistInfo[conID].oneStock.bars1min[0].date
del self.downloadHistInfo[conID].oneStock.bars1min[:]
if ret=='stop': #we don't need to download anymore in case of a newhist
if self.downloadHistInfo[conID].whatToDownload=='histnewLevel1':
msg=toMessage('histnewLevel1End')
msg.obj=conID
self.toGui.put(msg) #let's anounce that we can go to level 2
#print('hist new Level1 end')
self.downloadHistInfo.pop(conID) # removed from dictionary - no sens to stay there
print('finish new download')
return
#delete all the bars
self.downloadHistInfo[conID].count += 1
if self.downloadHistInfo[conID].count>=10 and self.downloadHistInfo[conID].whatToDownload=='histold':
#we already download 60 for history so do not send anymore messages
self.downloadHistInfo.pop(conID)
return
self.downloadHistInfo[conID].dateToDownload = start
msg=toMessage('HistFinish')
msg.obj=self.downloadHistInfo[conID]
self.toGui.put(msg)
return
def Start(self):
disLog(
getframeinfo(currentframe()).filename + ":" +
sys._getframe().f_code.co_name + ":" +
str(getframeinfo(currentframe()).lineno), "start in watch")
if self.activeStocks == None:
self.activeStocks = self.gui.dbLite.getActive()
#let's verify if the 1 min data is update in the last 60 minute otherwise don't start the watch
mes = toMessage("CreatePorfolio", self.activeStocks)
self.gui.toWat.put(mes)
for item in self.activeStocks:
dt = self.gui.dbLite.getMaxDateTime(item.contractID)
FMT1 = '%Y%m%d %H:%M:%S'
s1 = datetime.strftime(datetime.now(), FMT1)
tdelta = datetime.strptime(s1, FMT1) - datetime.strptime(dt, FMT1)
#we need to have download 1 minute less than 1 hours 3600 seconds
#we set to 3400 because the download of 5 seconds can take some time
if tdelta.seconds > 3000:
print(
"you don't have enough data on 1 minute, please download 1 minute first"
)
return
else:
print('start sending to load 1 min', item.contractID)
#toGui = toMessage('load1min', item.contractID)
#self.gui.toGui.put(toGui)
self.gui.load1min(item.contractID)
time.sleep(1)
time.sleep(3)
print('I finish to upload 1 min')
# mes = toMessage("start5sec", self.activeStocks)
# self.gui.toWat.put(mes)
#print(len(self.activeStocks),self.activeStocks[0].symbol)
for item in self.activeStocks:
toTWS = toMessage('Start5SecWatch', item)
self.gui.toTws.put(toTWS)
#break
time.sleep(5) #we need time to be able to have continuous series
for item in self.activeStocks:
toTWS = toMessage('histnew5secOneTime', item)
self.gui.toTws.put(toTWS)
def realtimeBar(self, reqId: TickerId, time:int, open_: float, high: float, low: float, close: float,
volume: int, wap: float, count: int):
super().realtimeBar(reqId, time, open_, high, low, close, volume, wap, count)
#print("TickerId:", reqId, "time:",datetime.datetime.fromtimestamp(time).strftime("%Y%m%d %H:%M:%S"), "Open: ", open_, "Jigh: ",high,
# "Low: ", low, "Close: ", close, "volume: ",volume, "Wap:", wap,"Count: ", count)
#onetick=OneTickWithInfo(reqId,OneTick(time, open_, high, low, close, volume, wap,count))
#we need to put two spaces between date and time to be consistent with historical data format
#onetick = OneTickWithInfo(reqId, OneTick(datetime.datetime.fromtimestamp(time).strftime("%Y%m%d %H:%M:%S"), open_, high, low, close, volume, wap, count))
# translate back
#print("translate back", reqId, self.nextIDconID[reqId])
conID = self.nextIDconID[reqId]
#print('reqId after transalation ', conID)
oneBar=BarData()
oneBar.date=datetime.datetime.fromtimestamp(time).strftime("%Y%m%d %H:%M:%S")
oneBar.open=open_
oneBar.high=high
oneBar.low=low
oneBar.close=close
oneBar.volume=volume
oneBar.average=wap
oneBar.barCount=count
msg=toMessage('5sec')
#msg.obj=onetick
msg.obj=[conID,oneBar]
self.toWat.put(msg)
def exit(self):
msg=toMessage('exit')
self.toGui.put(msg)
"""
Exit from the application
"""
self.done = True
self._onStop()
def Activate(self):
self.timeframe = self.eTimeFrame.get().split(",")
if self.gui.dbLite == None:
print("load the database")
return
mes = toMessage("timeframe", self.timeframe)
self.gui.toWat.put(mes)
if self.activeStocks == None:
self.activeStocks = self.gui.dbLite.getActive()
mes = toMessage("CreatePorfolio", self.activeStocks)
self.gui.toWat.put(mes)
self.GridPanel = tk.PanedWindow(self.gui.tab_watch,
height="500",
width="700",
bg='blue')
self.GridPanel.place(x=10, y=50)
maxrow = 30
maxcol = 1
self.activeStocks = self.gui.dbLite.getActive()
OnePanel.master = self.GridPanel
OnePanel.height = 20
OnePanel.width = 300
row = 1
col = 1
for item in self.activeStocks:
pn = OnePanel(row, col, self.gui, self.timeframe)
row += 1
if row > maxrow:
col += 1
row = 1
if row > maxrow and col > maxcol:
print("too many items")
break
pn.create(item)
#print('item.contractID in activate',item.contractID)
self.Panels[item.contractID] = pn
def load1min(self, item):
if self.dbLite == None:
print('Database is not loaded - load1min')
return
if isinstance(item, int) == True:
item = self.dbLite.getItem(item)
print('item is integer', item)
else:
print('item is item')
#let's verify if we really need data
dt = self.dbLite.getMaxDateTime(item.contractID)
print('load1min in gui', dt)
FMT1 = '%Y%m%d %H:%M:%S'
s1 = datetime.datetime.strftime(datetime.datetime.now(), FMT1)
tdelta = datetime.datetime.strptime(
s1, FMT1) - datetime.datetime.strptime(dt, FMT1)
if tdelta.seconds > 3000:
print('load1min', 'we need to take the 1 minute data in level1')
toTWS = toMessage('histnewLevel1', item)
self.toTws.put(toTWS)
else:
print('load1min', 'we have the data load and go level2')
#let's download only 3000 bars
#oneMin:OneStock=self.dbLite.getOneStock2(item.contractID,3000)
#panda1min=self.dbLite.getOneStockPandas(item.contractID,3000)
if item.sectype == 'FUT':
RTH = 'NO'
else:
RTH = 'YES'
print('security type', item.sectype)
dic1min = self.dbLite.getOneStockDic(item.contractID, 3000, RTH)
#mes=toMessage('data1min',[item.contractID,oneMin,panda1min])
mes = toMessage('data1min', [item.contractID, dic1min])
self.toWat.put(mes)
time.sleep(1) # not sure if necessary
self.watch.Panels[item.contractID].panelQue.put(
toMessage('level2'))
def error(self, reqId: TickerId, errorCode: int, errorString: str):
"""This event is called when there is an error with the
communication or when TWS wants to send a message to the client."""
EWrapper.error(self, reqId, errorCode, errorString)
#self.tws2gui.put(f'ERROR {errorCode}: {errorString}')
# Error messages with codes (2104, 2106, 2107, 2108) are not real errors but information messages
if errorCode not in (2104, 2106, 2107, 2108,2158):
msg=toMessage('ERROR')
msg.obj=str(errorCode)+':'+str(errorString)
#self.toGui.put(f'ERROR {errorCode}: {errorString}')
self.toGui.put(msg)
def tickByTickBidAsk(self, reqId: int, time: int, bidPrice: float, askPrice: float,
bidSize: int, askSize: int, tickAttribBidAsk: TickAttribBidAsk):
#EWrapper.tickByTickBidAsk(reqId, time, bidPrice, askPrice,bidSize, askSize, tickAttribBidAsk)
super().tickByTickBidAsk(reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk)
#print("tickByTickBidAsk ReqId:", reqId, "Time:", datetime.datetime.fromtimestamp(time).strftime("%Y%m%d %H:%M:%S"), "askPrice:",
# askPrice, "askSize:", askSize, "bidPrice:", bidPrice, "bidSize:", bidSize,"tickAttribBidAsk:",tickAttribBidAsk )
self.realTickData[self.nextIDconID[reqId]].append([datetime.datetime.fromtimestamp(time).strftime("%Y%m%d %H:%M:%S"),bidPrice,askPrice])
return
msg = toMessage('tickbytick')
# msg.obj=onetick
msg.obj = [self.nextIDconID[reqId],datetime.datetime.fromtimestamp(time).strftime("%Y%m%d %H:%M:%S"),askPrice,bidPrice ]
self.toWat.put(msg)
def ex(self):
print('exit now')
self.watch.StopPanelEngines()
mes = toMessage("exit", None)
#self.watch.myQueue.queue.clear()
#self.watch.myQueue.clear()
self.dlQueToLimit.put(mes)
time.sleep(1)
self.toTws.put(mes)
self.toWat.put(mes)
self.exit = True
#time.sleep(1)
self.root.destroy()
def loaddb(self):
dbname = self.eLoadDB.get()
self.dbLite = DB(dbname)
#self.dbLite.connect()
rows = self.dbLite.populateContract()
for row in rows:
# print(row[0])
self.contract.treeContracts.insert("",
"end",
row[0],
text="",
values=row)
toTWS = toMessage('database', dbname)
self.toTws.put(toTWS)
def marketdata(self):
item = self.treeContracts.selection()
if not item:
print("nothing selected")
else:
id = self.treeContracts.item(item)['values'][0]
ct = OneContract(self.eCurrency.get(), self.eSymbol.get(),
self.eExpire.get(), self.cbExchange.get(),
self.cbSecType.get(), self.cbBarSize.get(),
self.cbWhatToShow.get(), self.cbActive.get(), id)
#mrkdt=toTWSMarketData(ct)
#toTWS = self.gui.toTws('marketdata',id)
toTWS = toMessage('marketdata', id)
# print(self.dbLite.getDateTimeToDownload())
self.gui.toTws.put(toTWS)
def stopWatch(self):
item = self.treeContracts.selection()
if not item:
print("nothing selected")
else:
conID = self.treeContracts.item(item)['values'][0]
ct = OneContract(self.eCurrency.get(), self.eSymbol.get(),
self.eExpire.get(), self.cbExchange.get(),
self.cbSecType.get(), self.cbBarSize.get(),
self.cbWhatToShow.get(), self.cbActive.get(),
self.eOrderSize.get(), self.eStopSize.get(),
self.eOrderExtra.get(), conID)
#toTWS = self.gui.toTws('stopStart', ct)
toTWS = toMessage('watchStop', ct)
# print(self.dbLite.getDateTimeToDownload())
self.gui.toTws.put(toTWS)
def doOrder(self, action, instrument: OneStock):
contract = Contract()
contract.symbol = instrument.contract.symbol
contract.secType = instrument.contract.sectype
contract.currency = instrument.contract.currency
contract.exchange = instrument.contract.exchange
contract.lastTradeDateOrContractMonth = instrument.contract.expire
#print(contract.symbol, contract.secType, contract.currency, contract.exchange,
# contract.lastTradeDateOrContractMonth)
order = Order()
#order.action = "BUY"
order.action = action
# order.orderType = "LMT"
order.orderType = "MKT"
#order.totalQuantity = 1
ordersize = int(instrument.contract.ordersize)
if instrument.order['Position'] == 0:
order.totalQuantity = ordersize
if action == 'BUY':
instrument.order['Position'] = ordersize
else:
instrument.order['Position'] = -ordersize
elif instrument.order['Position'] == ordersize and action == 'SELL':
order.totalQuantity = ordersize * 2
instrument.order['Position'] = -ordersize
elif instrument.order['Position'] == -ordersize and action == 'BUY':
order.totalQuantity = ordersize * 2
instrument.order['Position'] = ordersize
else:
return #nothing to do
# order.lmtPrice = 100
# order.account="U146642"
print("action=", action, "size=", order.totalQuantity, ordersize,
"symbol=", contract.symbol, 'Position=',
instrument.order['Position'])
toTWS = toMessage('PlaceOrder', ['Nothing', contract, order])
# print(self.dbLite.getDateTimeToDownload())
self.toTws.put(toTWS)
def placeOrder(self):
print("this place order")
item = self.treeContracts.selection()
if not item:
print("nothing selected")
else:
val = (item[0], self.eCurrency.get(), self.eSymbol.get(),
self.eExpire.get(), self.cbExchange.get(),
self.cbSecType.get(), self.cbBarSize.get(),
self.cbWhatToShow.get(), self.cbActive.get(),
self.eOrderSize.get(), self.eStopSize.get(),
self.eOrderExtra.get())
print(val)
contract = Contract()
contract.symbol = self.eSymbol.get()
contract.secType = self.cbSecType.get()
contract.currency = self.eCurrency.get()
contract.exchange = self.cbExchange.get()
contract.lastTradeDateOrContractMonth = self.eExpire.get()
print(contract.symbol, contract.secType, contract.currency,
contract.exchange, contract.lastTradeDateOrContractMonth)
order = Order()
order.action = "BUY"
#order.orderType = "LMT"
order.orderType = "MKT"
order.totalQuantity = 1
#order.lmtPrice = 100
#order.account="U146642"
print(int(item[0]))
toTWS = toMessage('PlaceOrder', [int(item[0]), contract, order])
# print(self.dbLite.getDateTimeToDownload())
self.gui.toTws.put(toTWS)
return
def cancelmarketdata(self):
#toTWS = self.gui.toTws('cancelmarketdata')
toTWS = toMessage('cancelmarketdata')
self.gui.toMessage.put(toTWS)
def StopPanelEngines(self):
for key, value in self.Panels.items():
print(key, value.x, value.y)
msg = toMessage('exit')
value.panelQue.put(msg)
def Start1min(self):
self.activeStocks = self.gui.dbLite.getActive()
for item in self.activeStocks:
toTWS = toMessage('histnew', item)
self.gui.toTws.put(toTWS)
def updateOneStock(self, tickID, item: BarData):
'''
dt=self.oneportfolio.stocks[tickID].bars1min[len(self.oneportfolio.stocks[tickID].bars1min) - 1].date
dt_obj=datetime.strptime(dt, '%Y%m%d %H:%M:%S')
dt_obj+=timedelta(seconds=60)
dt=dt_obj.strftime("%Y%m%d %H:%M:%S")
'''
#print('updateOneStock- is 1minUpToDate?',self.oneportfolio.stocks[tickID].is1minUpToDate)
d = self.oneportfolio.stocks[tickID].data
symbol = self.oneportfolio.stocks[tickID].contract.symbol
#print('symbol=', symbol)
if (self.oneportfolio.stocks[tickID].is1minUpToDate == False):
#res=convertToHigherBarData(self.oneportfolio.stocks[tickID].bars5sec,'1min')
#convert from 5sec to 1 min
print('is1minUpToDate is false')
convertToHigherBarDataDic(d, '5sec', '1min')
for item in self.timeframe:
if item not in ['1min', 'info', 'info2']:
#print('item in update one stock',item)
convertToHigherBarDataDic(d, '1min', item)
self.oneportfolio.stocks[tickID].is1minUpToDate = True
#let's find the open on one minute
find = False
i = -1
while find == False:
if d['D1min'][i][
10:] == '06:30:00': # we can find the end of previous day but ZS is not ending at 13:00
#print('find open ',d['D1min'][i][10:],d['O1min'][i])
d['Open'] = float(d['C1min'][i])
find = True
i -= 1
#lets do WT
start = time.time()
end = time.time()
#next time we don't want to repopulate everything
else:
#print('do 5 sec',item)
self.add_one_bar_to_dict(item, d, "1min")
calculateWT2(self.oneportfolio.stocks[tickID].data, "1min")
for key in self.timeframe:
if key not in ['1min', 'info', 'info2']:
#print('i add one item to dictionary', key)
self.add_one_bar_to_dict(item, d, key)
calculateWT2(d, key)
'''
self.add_one_bar_to_dict(item,d,1)
self.add_one_bar_to_dict(item, d, 5)
self.add_one_bar_to_dict(item, d, 30)
calculateWT2(self.oneportfolio.stocks[tickID].data, "1min")
calculateWT2(self.oneportfolio.stocks[tickID].data, "5min")
calculateWT2(self.oneportfolio.stocks[tickID].data, "30min")
'''
today_change = float(item.close) - d['Open']
diclabel = {}
#print('position ',self.oneportfolio.stocks[tickID].order['Position'])
for key in self.timeframe:
if key == 'info':
diclabel[key] = [
str(item.close) + " " + item.date[15:], 'white'
]
elif key == 'info2':
diclabel[key] = [
"{:+.2f}".format(today_change),
"green" if today_change > 0 else "red"
]
else:
str2 = str(d['WT2val' + key][0]) + " " + "{:.2f}".format(
abs(d['WT2val' + key][1] - d['WT2val' + key][2]))
if key == self.oneportfolio.stocks[
tickID].contract.orderextra:
#print("key ",key)
if d['WT2val' + key][0] == 1 and d['WT2col' +
key] == 'lime':
self.doOrder("BUY",
self.oneportfolio.stocks[tickID])
print('buy')
elif d['WT2val' + key][0] == 1 and d['WT2col' +
key] == 'pink':
print('sell')
self.doOrder("SELL",
self.oneportfolio.stocks[tickID])
'''
if key in ["1min","5min","10min"]:
if d['WT2val' + key][0]==1 and d['WT2col'+key]=='lime':
if d['position'+key]==-100:
str1='buy at '+key+' tickID=' + str(tickID)+' price= '+str(item.close)+' datetime= '+item.date+' position=0'
print(str1)
self.writetofile(symbol+key,str1)
d['position'+key] = 0
if d['position'+key]==0:
str1='buy at ' + key + ' tickID='+ str(tickID)+ ' price= '+ str(item.close)+ ' datetime= '+ item.date+ ' position=100'
print(str1)
self.writetofile(symbol+key, str1)
d['position'+key] = 100
elif d['WT2val' + key][0] == 1 and d['WT2col' + key] == 'pink':
if d['position'+key]==100:
str1='sell at '+key+' tickID='+str(tickID)+' price= '+str(item.close)+' datetime= '+item.date+' position=0'
print(str1)
self.writetofile(symbol+key, str1)
d['position'+key] = 0
if d['position'+key]==0:
str1='sell at ' + key + ' tickID='+ str(tickID)+ ' price= '+ str(item.close)+ ' datetime= '+ item.date+ ' position=-100'
print(str1)
self.writetofile(symbol+key, str1)
d['position'+key] = -100
'''
diclabel[key] = [str2, d['WT2col' + key]]
toGui = toMessage('UpdatePanels', [tickID, diclabel])
'''
toGui = toMessage('UpdatePanels', [tickID,\
[d['WT2val30min'],d['WT2col30min']],
[d['WT2val5min'],d['WT2col5min']],
[d['WT2val1min'],d['WT2col1min']],[str(item.close)+" "+item.date[15:],'white'],
["{:+.2f}".format(today_change),"green" if today_change>0 else "red"]])
'''
#20201201 07:24:12
self.toGui.put(toGui)
def disconnect(self):
to_tws = toMessage("disconnect", None)
self.toTws.put(to_tws)
print('i disconect')
