Example #1
0
    except KeyboardInterrupt:
        print 'Interrupted with Ctrl-c'

    logger.close()
    tws.disconnect()
    print 'All done'


#--------------main script------------------

if __name__ == '__main__':

    #-----------parse command line arguments
    parser = argparse.ArgumentParser(
        description='Log ticks for a set of stocks')

    parser.add_argument("symbols", help='symbols separated by coma: SPY,VXX')
    parser.add_argument("-v",
                        "--verbose",
                        help="show all incoming messages",
                        action="store_true")

    args = parser.parse_args()

    symbols = args.symbols.strip().split(',')
    print 'Logging ticks for:', symbols

    contracts = [createContract(symbol) for symbol in symbols]

    logTicks(contracts, verbose=args.verbose)
        print 'Interrupted with Ctrl-c'    
    
    logger.close()             
    tws.disconnect()
    print 'All done'    

#--------------main script------------------

if __name__ == '__main__':
    
    #-----------parse command line arguments    
    parser = argparse.ArgumentParser(description='Log ticks for a set of stocks')
    
    
    parser.add_argument("symbols",help = 'symbols separated by coma: SPY,VXX')
    parser.add_argument("-v", "--verbose", help="show all incoming messages",
                    action="store_true")    
    
    args = parser.parse_args()

    symbols = args.symbols.strip().split(',')
    print 'Logging ticks for:',symbols
    
    contracts = [createContract(symbol) for symbol in symbols]
    
    logTicks(contracts, verbose=args.verbose)
        
    
    
   
    
        ''' return number of requests in past timespan (s) '''
        delta = dt.timedelta(seconds=timeSpan)
        now = dt.datetime.now()
        requests = 0

        with open(self.dataFile,'r') as f:
            lines = f.readlines()
            
        for line in lines:
            if now-dt.datetime.strptime(line.strip(),self._timeFormat) < delta:
                requests+=1
    
        if requests==0: # erase all contents if no requests are relevant
            open(self.dataFile,'w').close() 
            
        self._log.debug('past requests: {0}'.format(requests))
        return requests


if __name__ == '__main__':
 
    from extra import createContract
     
    dl = Downloader(debug=True) # historic data downloader class
     
    contract = createContract('SPY') # create contract using defaults (STK,SMART,USD)
    data = dl.requestData(contract,"20141208 16:00:00 EST") # request 30-second data bars up till now
     
    data.to_csv('SPY.csv') # write data to csv
     
    print('Done')
Example #4
0
        with open(self.dataFile, 'r') as f:
            lines = f.readlines()

        for line in lines:
            if now - dt.datetime.strptime(line.strip(),
                                          self._timeFormat) < delta:
                requests += 1

        if requests == 0:  # erase all contents if no requests are relevant
            open(self.dataFile, 'w').close()

        self._log.debug('past requests: {0}'.format(requests))
        return requests


if __name__ == '__main__':

    from extra import createContract

    dl = Downloader(debug=True)  # historic data downloader class

    contract = createContract(
        'SPY')  # create contract using defaults (STK,SMART,USD)
    data = dl.requestData(
        contract,
        "20141208 16:00:00 EST")  # request 30-second data bars up till now

    data.to_csv('SPY.csv')  # write data to csv

    print 'Done'