def test4():
#global host, port
f = open(
'/home/larry/l1304/workspace/finopt/data/subscription-nov-HSI.txt')
lns = f.readlines()
cs = map(
lambda l: ContractHelper.makeContract(tuple(l.strip('\n').split(','))),
lns)
c = SampleClient(host, port, 'SampleClient-777')
c.connect()
#for contract in cs:
#c.get_command_handler().reqMktData(cs[0])
#
# contract = Contract() #
# contract.m_symbol = 'EUR'
# contract.m_currency = 'USD'
# contract.m_secType = 'CASH'
# contract.m_exchange = 'IDEALPRO'
# c.get_command_handler().reqMktData(contract)
#
# contract.m_symbol = 'HSI'
# contract.m_currency = 'HKD'
# contract.m_secType = 'OPT'
# contract.m_exchange = 'HKFE'
# contract.m_strike = 21000
# contract.m_multiplier = 50.0
# contract.m_includeExpired = False
#
# contract.m_right = 'P'
# contract.m_expiry = '20151127'
contract = Contract()
contract.m_symbol = 'GOOG'
contract.m_currency = 'USD'
contract.m_secType = 'STK'
contract.m_exchange = 'SMART'
#contract.m_strike = 58.5
#contract.m_multiplier = 100
#contract.m_includeExpired = False
#contract.m_right = 'P'
#contract.m_expiry = '20151120'
c.get_command_handler().reqMktData(contract)
contract = Contract()
contract.m_symbol = 'EWT'
contract.m_currency = 'USD'
contract.m_secType = 'STK'
contract.m_exchange = 'SMART'
c.get_command_handler().reqMktData(contract)
sleep(1)
c.get_command_handler().gw_req_subscriptions()
sleep(10)
c.disconnect()
def test_subscription():
s = SubscriptionManager()
contractTuple = ('HSI', 'FUT', 'HKFE', 'HKD', '20151029', 0, '')
c = ContractHelper.makeContract(contractTuple)
print s.is_subscribed(c)
print s.add_subscription(c)
print s.is_subscribed(c)
s.dump()
fr = open('/home/larry-13.04/workspace/finopt/data/subscription-hsio.txt')
for l in fr.readlines():
if l[0] <> '#':
s.add_subscription(
ContractHelper.makeContract(
tuple([t for t in l.strip('\n').split(',')])))
fr.close()
s.dump()
fr = open('/home/larry-13.04/workspace/finopt/data/subscription-hsio.txt')
for l in fr.readlines():
if l[0] <> '#':
print s.add_subscription(
ContractHelper.makeContract(
tuple([t for t in l.strip('\n').split(',')])))
s.dump()
contractTuple = ('HSI', 'FUT', 'HKFE', 'HKD', '20151127', 0, '')
c = ContractHelper.makeContract(contractTuple)
print s.is_subscribed(c)
print s.add_subscription(c)
print s.is_subscribed(c), ContractHelper.printContract(
s.itemAt(s.is_subscribed(c)))
print 'test itemAt:'
contractTuple = ('HSI', 'OPT', 'HKFE', 'HKD', '20151127', 21400, 'C')
c = ContractHelper.makeContract(contractTuple)
print s.is_subscribed(c), ContractHelper.printContract(
s.itemAt(s.is_subscribed(c)))
def test7():
contractTuple = ('VMW', 'STK', 'SMART', 'USD', '', 0, '')
contract = ContractHelper.makeContract(contractTuple)
oc = OptionsChain('t7')
oc.set_underlying(contract)
oc.set_option_structure(contract, 0.5, 100, 0.0012, 0.0328, '20151211')
oc.build_chain(59.3, 0.08, 0.22)
c = SampleClient(host, port, 'SampleClient-777')
c.connect()
#c.get_command_handler().reqIds()
c.get_command_handler().gw_req_subscriptions()
c.get_command_handler().reqMktData(contract)
for ct in oc.get_option_chain():
c.get_command_handler().reqMktData(ct.get_contract())
print ContractHelper.object2kvstring(ct.get_contract())
sleep(3)
c.disconnect()
def test6():
contractTuple = ('HSI', 'FUT', 'HKFE', 'HKD', '20151127', 0, '')
#contractTuple = ('VMW', 'STK', 'SMART', 'USD', '', 0, '')
contract = ContractHelper.makeContract(contractTuple)
oc = OptionsChain('test6')
oc.set_underlying(contract)
oc.set_option_structure(contract, 200, 50, 0.005, 0.003, '20151127')
oc.build_chain(22300, 0.1)
c = SampleClient(host, port, 'SampleClient-777')
c.connect()
#c.get_command_handler().reqIds()
c.get_command_handler().gw_req_subscriptions()
c.get_command_handler().reqMktData(contract)
for ct in oc.get_option_chain():
c.get_command_handler().reqMktData(ct.get_contract())
print ContractHelper.object2kvstring(ct.get_contract())
sleep(8)
c.disconnect()
exit(-1)
cfg_path = sys.argv[1:]
config = ConfigParser.SafeConfigParser()
if len(config.read(cfg_path)) == 0:
raise ValueError, "Failed to open config file"
logconfig = eval(
config.get(
"options_chain",
"options_calculation_engine.logconfig").strip('"').strip("'"))
logconfig['format'] = '%(asctime)s %(levelname)-8s %(message)s'
logging.basicConfig(**logconfig)
contractTuple = ('QQQ', 'STK', 'SMART', 'USD', '', 0, '')
contract = ContractHelper.makeContract(contractTuple)
oc = OptionsChain('QQQ-MAR24')
oc.set_option_structure(contract, 2.5, 100, 0.005, 0.003, '20160324')
oc.build_chain(98.0, 0.025, 0.25)
for c in oc.get_option_chain():
print '%s' % ContractHelper.makeRedisKeyEx(c.get_contract())
near_expiry = '20160226'
contractTuple = ('HSI', 'FUT', 'HKFE', 'HKD', near_expiry, 0, '')
contract = ContractHelper.makeContract(contractTuple)
oc1 = OptionsChain('HSI-%s' % near_expiry)
oc1.set_option_structure(contract, 200, 50, 0.0012, 0.0328, near_expiry)
oc1.build_chain(19200, 0.08, 0.219)
for c in oc1.get_option_chain():
print '%s' % ContractHelper.makeRedisKeyEx(c.get_contract())
def subscribe_tuple(self, tuple):
return self.subscribe(ContractHelper.makeContract(tuple))