def run(self, symbols):
symbols = [i.upper() for i in symbols]
# Instantiate API class
config = ib_web_api.Configuration()
config.verify_ssl = False
client = ib_web_api.ApiClient(config)
api = MarketDataApi(client)
for symbol in symbols:
print('===> ' + symbol)
# Get last 15 minutes data
# TODO: Catch here
points = api.iserver_marketdata_history_get(
Company(symbol).get_conid(), '15min', bar='1min').data
# Get just volume
vol = [p.to_dict()['v'] for p in points]
# Min/max/mean volume points, perc increase from mean to hi
lo = min(i for i in vol if i > 0)
hi = max(vol)
m = mean(vol)
perc = ((hi - m) / m) * 100
# Print stats
print('LO: ' + str(lo))
print('HI: ' + str(hi))
print('ME: ' + str(round(m, 2)))
print('PERC: ' + str(round(perc, 2)) + '%')
print('CONID: ' + Company(symbol).get_conid())
def get_contracts_cheaper_than(price, redownload=False):
try:
# Get cheap symbols
# returns:
# - price
# - category
# - industry
symbols = get_symbols_cheaper_than(price)
except Exception as e:
raise Exception('Could not get cheap symbols:', e)
res = {}
for symbol, price in symbols.items():
# Get contracts
try:
company = Company(symbol)
contract = company.get_contract(redownload=redownload)
res[symbol] = {
'price': price,
'category': contract['category'],
'industry': contract['industry'],
}
except Exception as e:
print('Could not get contract', symbol, ':', e)
return res
def get_quote(symbol):
global debug
# Download conid and quote from IB
# Also, update count percentage
if debug:
log('Start %s' % symbol)
try:
global count_done
global count_perc
global count_total
global dir_quote
ret = {}
c = Company(symbol)
quote = c.get_quote(period='3d', bar='1d')
count_done += 1
if (count_done / count_total) * 10 >= count_perc:
log(str(count_perc * 10) + '%')
count_perc = count_perc + 1
with open(dir_quote + '/' + symbol + '.json', 'w') as f:
# Save quote to dir
f.write(json.dumps(quote))
if debug:
log('End %s' % symbol)
return {
'symbol': symbol,
'data': quote,
}
except Exception as e:
# Failed to get conid, print the ticker
raise Exception('symbol: %s: %s' % (symbol, e))
def get_quote(symbol):
# Init client
conid = Company(symbol).get_conid()
company = ICompany(conid)
try:
quote = ICompany(conid).get_quote('2d', '1min')
except Exception as e:
raise Exception('Could not get symbol %s' % symbol)
return {symbol: quote}
def get_winners_lt_perc(price, perc_increase):
# Winners price less than PRICE, increase higher than PERC
# TODO: Finish this
# Return: { symbol: { price, perc }, ... }
out = {}
try:
# Get cheap symbols
symbols = get_symbols_cheaper_than(price)
except Exception as e:
print('Could not get winners', price, ',', perc_increase, ':', e)
# TODO: Get here the difference, perc, hi/lo
# Wrong. Need to use the day data
for symbol in symbols:
company = Company(symbol)
quote = company.get_quote_single()
print('l', quote['l'])
print('h', quote['h'])
pass
return symbols
def down_day(symbol):
global count_total
global count_progress
log('%s: Down' % symbol)
try:
quote = Company(symbol).get_quote(period='1d', bar='1min')
# Log progress
count_progress += 1
log('Progress: %i/%i' % (count_progress, count_total))
except Exception as e:
raise Exception('%s: Could not get symbol: %s' % (symbol, e))
return {'symbol': symbol, 'data': quote}
def __init__(self,
description="",
price=0.0,
cost=0.0,
actual_balance=0.0,
weight=0.0,
getin="",
cod="",
min_sales=0.0,
company=Company()):
self.description = description
self.price = price
self.cost = cost
self.actual_balance = actual_balance
self.weight = weight
self.getin = getin
self.cod = cod
self.min_sales = min_sales
self.company = company
def get_conid(symbol):
# Download conid and quote from IB
# Also, update count percentage
if debug is True:
log('Start %s' % symbol)
try:
global count_done
global count_perc
global count_total
global dir_quote
ret = {}
c = Company(symbol)
conid = c.conid
count_done += 1
if (count_done / count_total) * 10 >= count_perc:
log(str(count_perc * 10) + '%')
count_perc = count_perc + 1
if debug:
log('End %s' % symbol)
return conid
except Exception as e:
# Failed to get conid, print the ticker
raise Exception('symbol: %s: %s' % (symbol, e))
# Parse args
parser = argparse.ArgumentParser(
description='Display last day data for symbol')
parser.add_argument('symbol',
metavar='SYMBOL',
type=str,
help='Symbol, e.g. AAPL')
parser.add_argument('-s',
dest='small',
action='store_true',
help='Print only result (category), without the symbol')
args = parser.parse_args()
symbol = args.symbol
### MAIN ###
c = Company(symbol)
day = Company(symbol).get_quote(period='1d', bar='1min')
#print(json.dumps(day))
vol_non_zero = [e['v'] for e in day if e['v'] != 0.0]
vol = [e['v'] for e in day]
stats = {
'vol_len': len(day),
'vol_non_zero_len': len(vol_non_zero),
'vol_avg': round(mean(vol), 2),
'vol_median': round(median(vol), 2),
'vol_median_non_zero': round(median(vol_non_zero), 2),
'vol_min': min(vol_non_zero),
'vol_max': max(vol),
}
print(json.dumps(stats))
# Run as: ./script.py TICKER
# Example: ./script.py AAPL
# OS
import argparse
import json
import os
import urllib3
# Local
import sys, os
sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../'))
from lib.company import Company
# Config
urllib3.disable_warnings()
### MAIN ###
# Parse args
parser = argparse.ArgumentParser(
description='Get quote for symbol')
parser.add_argument('symbol', metavar='SYMBOL', type=str,
help='Symbol, e.g. AAPL')
args = parser.parse_args()
symbol = args.symbol
# Get quote
c = Company(symbol)
quote = c.get_quote(period='3d', bar='1d')
print(quote)
debug = False
# Parse args
parser = argparse.ArgumentParser(
description='Display last day data for ticker')
parser.add_argument('symbol',
metavar='SYMBOL',
type=str,
help='Symbol, e.g. AACG')
args = parser.parse_args()
symbol = args.symbol
# Main
try:
# Get symbol day data
# ret: ?
company = Company(symbol)
data = company.disk_find('day')
except Exception as e:
print('ERROR: Could not get day data:', e)
exit(1)
try:
# Get perc increase
for point in data:
print(point['l'])
pass
except Exception as e:
print('ERROR: Could not get day perc increase:', e)
exit(1)
symbol: info
for symbol, info in contracts.items() if info['industry'] == industry
}
symbols = symbols_contracts.keys()
print(symbols_contracts)
print('Got %i symbols' % len(symbols))
except Exception as e:
print('ERROR: Could not get contracts:', e)
exit(1)
try:
# Generate JSON data
days_info = {}
print('Generate report data')
for symbol in symbols:
c = Company(symbol)
day = c.get_day_cache()
vol_non_zero = [e['v'] for e in day if e['v'] != 0.0]
vol = [e['v'] for e in day]
days_info[symbol] = {
'price': symbols_contracts[symbol]['price'],
'vol_len': len(day),
'vol_non_zero_len': len(vol_non_zero),
'vol_avg': round(mean(vol), 2),
'vol_median': round(median(vol), 2),
'vol_median_non_zero': round(median(vol_non_zero), 2),
'vol_min': min(vol_non_zero),
'vol_max': max(vol),
}
except Exception as e:
print('ERROR: Could not build report: %s' % e)
def __init__(self, product=Product(), company=Company()):
self.product = product
self.company = company
self.model = None
self.product_learning = ProductLearning()
#!/usr/bin/env python3
# Get ohlc history for given symbol
# Run as: ./$0 TICKERS
# Example: ./$0 HTBX
import argparse
import json
# Local
from lib.company import Company
# Parse args
parser = argparse.ArgumentParser(
description='Display last day data for symbol')
parser.add_argument('symbol',
metavar='SYMBOL',
type=str,
help='Symbol, e.g. HTBX')
args = parser.parse_args()
symbol = args.symbol
## MAIN
history = Company(symbol).get_quote('1m', '5min')
print(json.dumps(history, indent=2))
#!/usr/bin/env python3
# Download contracts
# TODO: Make this about re-downloading contracts, as already getting
# in download-conids
# run time: 3m47s
# Local
import sys, os
sys.path.append(
os.path.join(os.path.dirname(os.path.realpath(__file__)), '../'))
from lib.company import Company
from lib.filters import get_contracts_cheaper_than
from lib.util import get_symbols
# Main
try:
print('Get symbols')
symbols = get_symbols()
except Exception as e:
print('ERROR: Could not get symbols:', e)
exit(1)
try:
print('Get contracts')
for symbol in symbols:
c = Company(symbol)
except Exception as e:
print('ERROR: Could not get contracts:', e)
exit(1)
# TODO: get_winners_lt_perc does not actually use perc_increase
winner_symbols = get_winners_lt_perc(price_max, perc_increase)
if debug:
print('Got %i winner symbols' % len(winner_symbols))
except Exception as e:
print('ERROR: Could not get winners:', e)
exit(1)
# Populate data
out = {}
for symbol, price in winner_symbols.items():
out[symbol] = {
'price': price,
'industry': None,
}
try:
# Get industry from symbols
for symbol, price in winner_symbols.items():
try:
out[symbol].update({'industry': Company(symbol).industry})
except Exception as e:
error('ERROR: Could not get industry', e)
except Exception as e:
error('ERROR: Could not get industries', e)
exit(1)
# Final print
print(len(out))
print(out['REFR'])
#print(json.dumps(out))