Example #1
0
class PriceCondition(ContractCondition):
    TriggerMethodEnum = Enum(
        "Default",  # = 0,
        "DoubleBidAsk",  # = 1,
        "Last",  # = 2,
        "DoubleLast",  # = 3,
        "BidAsk",  # = 4,
        "N/A1",
        "N/A2",
        "LastBidAsk",  #= 7,
        "MidPoint")  #= 8

    def __init__(self,
                 triggerMethod=None,
                 conId=None,
                 exch=None,
                 isMore=None,
                 price=None):
        ContractCondition.__init__(self, OrderCondition.Price, conId, exch,
                                   isMore)
        self.price = price
        self.triggerMethod = triggerMethod

    def decode(self, fields):
        ContractCondition.decode(self, fields)
        self.triggerMethod = decode(int, fields)

    def make_fields(self):
        flds = ContractCondition.make_fields(self) + \
            [comm.make_field(self.triggerMethod), ]
        return flds

    def valueToString(self) -> str:
        return str(self.price)

    def setValueFromString(self, text: str) -> None:
        self.price = float(text)

    def __str__(self):
        return "%s price of %s " % (PriceCondition.TriggerMethodEnum.to_str(
            self.triggerMethod), ContractCondition.__str__(self))
Example #2
0
from ibapi.enum_implem import Enum
from ibapi.object_implem import Object


NO_VALID_ID = -1
MAX_MSG_LEN = 0xFFFFFF # 16Mb - 1byte

UNSET_INTEGER = 2 ** 31 - 1
UNSET_DOUBLE = sys.float_info.max

TickerId = int
OrderId  = int
TagValueList = list

FaDataType = int
FaDataTypeEnum = Enum("N/A", "GROUPS", "PROFILES", "ALIASES")

MarketDataType = int
MarketDataTypeEnum = Enum("N/A", "REALTIME", "FROZEN", "DELAYED", "DELAYED_FROZEN")

Liquidities = int
LiquiditiesEnum = Enum("None", "Added", "Remove", "RoudedOut")

SetOfString = set
SetOfFloat = set
ListOfOrder = list
ListOfFamilyCode = list
ListOfContractDescription = list
ListOfDepthExchanges = list
ListOfNewsProviders = list
SmartComponentMap = dict
Example #3
0
 def test_enum(self):
     e = Enum("ZERO", "ONE", "TWO")
     print(e.ZERO)
     print(e.to_str(e.ZERO))
Example #4
0
from ibapi.enum_implem import Enum

# TickType
TickType = int
TickTypeEnum = Enum(
    "BID_SIZE", "BID", "ASK", "ASK_SIZE", "LAST", "LAST_SIZE", "HIGH", "LOW",
    "VOLUME", "CLOSE", "BID_OPTION_COMPUTATION", "ASK_OPTION_COMPUTATION",
    "LAST_OPTION_COMPUTATION", "MODEL_OPTION", "OPEN", "LOW_13_WEEK",
    "HIGH_13_WEEK", "LOW_26_WEEK", "HIGH_26_WEEK", "LOW_52_WEEK",
    "HIGH_52_WEEK", "AVG_VOLUME", "OPEN_INTEREST", "OPTION_HISTORICAL_VOL",
    "OPTION_IMPLIED_VOL", "OPTION_BID_EXCH", "OPTION_ASK_EXCH",
    "OPTION_CALL_OPEN_INTEREST", "OPTION_PUT_OPEN_INTEREST",
    "OPTION_CALL_VOLUME", "OPTION_PUT_VOLUME", "INDEX_FUTURE_PREMIUM",
    "BID_EXCH", "ASK_EXCH", "AUCTION_VOLUME", "AUCTION_PRICE",
    "AUCTION_IMBALANCE", "MARK_PRICE", "BID_EFP_COMPUTATION",
    "ASK_EFP_COMPUTATION", "LAST_EFP_COMPUTATION", "OPEN_EFP_COMPUTATION",
    "HIGH_EFP_COMPUTATION", "LOW_EFP_COMPUTATION", "CLOSE_EFP_COMPUTATION",
    "LAST_TIMESTAMP", "SHORTABLE", "FUNDAMENTAL_RATIOS", "RT_VOLUME", "HALTED",
    "BID_YIELD", "ASK_YIELD", "LAST_YIELD", "CUST_OPTION_COMPUTATION",
    "TRADE_COUNT", "TRADE_RATE", "VOLUME_RATE", "LAST_RTH_TRADE",
    "RT_HISTORICAL_VOL", "IB_DIVIDENDS", "BOND_FACTOR_MULTIPLIER",
    "REGULATORY_IMBALANCE", "NEWS_TICK", "SHORT_TERM_VOLUME_3_MIN",
    "SHORT_TERM_VOLUME_5_MIN", "SHORT_TERM_VOLUME_10_MIN", "DELAYED_BID",
    "DELAYED_ASK", "DELAYED_LAST", "DELAYED_BID_SIZE", "DELAYED_ASK_SIZE",
    "DELAYED_LAST_SIZE", "DELAYED_HIGH", "DELAYED_LOW", "DELAYED_VOLUME",
    "DELAYED_CLOSE", "DELAYED_OPEN", "RT_TRD_VOLUME", "CREDITMAN_MARK_PRICE",
    "CREDITMAN_SLOW_MARK_PRICE", "DELAYED_BID_OPTION", "DELAYED_ASK_OPTION",
    "DELAYED_LAST_OPTION", "DELAYED_MODEL_OPTION", "LAST_EXCH",
    "LAST_REG_TIME", "FUTURES_OPEN_INTEREST", "AVG_OPT_VOLUME",
    "DELAYED_LAST_TIMESTAMP", "NOT_SET")
Example #5
0
from ibapi.enum_implem import Enum
from ibapi.object_implem import Object

NO_VALID_ID = -1
MAX_MSG_LEN = 0xFFFFFF  # 16Mb - 1byte

UNSET_INTEGER = 2**31 - 1
UNSET_DOUBLE = sys.float_info.max

TickerId = int
OrderId = int
TagValueList = list

FaDataType = int
FaDataTypeEnum = Enum("N/A", "GROUPS", "PROFILES", "ALIASES")

MarketDataType = int
MarketDataTypeEnum = Enum("N/A", "REALTIME", "FROZEN", "DELAYED",
                          "DELAYED_FROZEN")

SetOfString = set
SetOfFloat = set
ListOfOrder = list
ListOfFamilyCode = list
ListOfContractDescription = list
ListOfDepthExchanges = list
ListOfNewsProviders = list
SmartComponentMap = dict
HistogramData = list
Example #6
0
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Time    : 2018/3/2 14:19
# @Author  : [email protected]
# @Site    :
# @File    : ttttt.py
# @Software: PyCharm

from ibapi.enum_implem import Enum

TickTypeEnum = Enum("BID_SIZE", "BID", "ASK", "ASK_SIZE", "LAST", "LAST_SIZE")

print('Done')