def setUp(self):
self.__testTWS = TestEClientSocket(self)
self.__conn = Connection(eClientSocket=self.__testTWS)
self.__conn.nextValidId(100) # Start with order id 100
class IBConnectionTestCase(unittest.TestCase):
def setUp(self):
self.__testTWS = TestEClientSocket(self)
self.__conn = Connection(eClientSocket=self.__testTWS)
self.__conn.nextValidId(100) # Start with order id 100
def testOrders(self):
instrument = 'XXX'
trailingPct = 12
totalQty = 100
minQty = 50
goodTillDate = '20120420'
whatif = False
trailStopPrice = 13
secType = 'STK'
exchange = 'SMART'
for currency in ('USD', 'EUR', 'GBP', 'HKD'):
for action in ('BUY', 'SELL', 'SSHORT'):
for orderType in ('MKT', 'LMT', 'STP', 'STP LMT'):
for transmit in (True, False):
for tif in ('DAY', 'GTC', 'IOC', 'GTD'):
if orderType == 'MKT':
lmtPrice = 0
auxPrice = 0
elif orderType == 'LMT':
lmtPrice = 10
auxPrice = 0
elif orderType == 'STP':
lmtPrice = 0
auxPrice = 11
elif orderType == 'STP LMT':
lmtPrice = 11
auxPrice = 12
orderId = self.__conn.createOrder(instrument, action, lmtPrice, auxPrice, orderType, totalQty, minQty,
tif, goodTillDate, trailingPct, trailStopPrice, transmit, whatif,
secType, exchange, currency)
self.assertEqual(instrument, self.__testTWS.orderContract.m_symbol)
self.assertEqual(action, self.__testTWS.order.m_action)
self.assertEqual(lmtPrice, self.__testTWS.order.m_lmtPrice)
self.assertEqual(auxPrice, self.__testTWS.order.m_auxPrice)
self.assertEqual(orderType, self.__testTWS.order.m_orderType)
self.assertEqual(totalQty, self.__testTWS.order.m_totalQuantity)
self.assertEqual(minQty, self.__testTWS.order.m_minQuantity)
self.assertEqual(tif, self.__testTWS.order.m_tif)
self.assertEqual(goodTillDate, self.__testTWS.order.m_goodTillDate)
self.assertEqual(trailingPct, self.__testTWS.order.m_trailingPct)
self.assertEqual(trailStopPrice, self.__testTWS.order.m_trailStopPrice)
self.assertEqual(transmit, self.__testTWS.order.m_transmit)
self.assertEqual(whatif, self.__testTWS.order.m_whatif)
self.assertEqual(secType, self.__testTWS.orderContract.m_secType)
self.assertEqual(exchange, self.__testTWS.orderContract.m_exchange)
self.assertEqual(currency, self.__testTWS.orderContract.m_currency)
self.assertEqual(orderId, self.__testTWS.orderId)
self.assertGreaterEqual(self.__testTWS.orderId, 100)
self.__conn.cancelOrder(orderId)
assert self.__testTWS.order == None
assert self.__testTWS.orderId == None
assert self.__testTWS.orderContract == None
def testRealtimeBars(self):
global testHandlerCalls
global testHandlerBar
testHandlerCalls = 0
testHandlerBar = None
def testHandler(instrumentBar):
instrument, bar = instrumentBar
global testHandlerCalls
global testHandlerBar
testHandlerBar = bar
testHandlerCalls += 1
instrument = 'XXX'
secType = 'STK'
exchange = 'SMART'
barSize = 5
for currency in ('USD', 'EUR', 'GBP', 'HKD'):
for whatToShow in ('TRADES', 'BID', 'ASK', 'MIDPOINT'):
for useRTH in (0, 1):
self.__conn.subscribeRealtimeBars(instrument, testHandler, secType, exchange, currency,
barSize, whatToShow, useRTH)
self.assertEqual(instrument, self.__testTWS.realtimeContract.m_symbol)
self.assertEqual(secType, self.__testTWS.realtimeContract.m_secType)
self.assertEqual(exchange, self.__testTWS.realtimeContract.m_exchange)
self.assertEqual(currency, self.__testTWS.realtimeContract.m_currency)
self.assertEqual(barSize, self.__testTWS.realtimeBarSize)
self.assertEqual(whatToShow, self.__testTWS.realtimeWhatToShow)
self.assertEqual(useRTH, self.__testTWS.realtimeUseRTH)
# Test for handler callback
tickerId = self.__testTWS.realtimeTickerId
time_ = time.mktime(datetime.datetime(2012, 04, 20, 15, 30, 05).utctimetuple())
self.__conn.realtimeBar(tickerId, time_,
open_=1.1, high=1.5, low=1.0, close=1.3, volume=15, vwap=1.2, tradeCount=5)
# Check if callback is reached the testHandler
self.assertEqual(testHandlerCalls, 1)
self.assertIsInstance(testHandlerBar, Bar)
# self.assertEqual(testHandlerBar.getDateTime(), datetime.datetime(2012, 04, 20, 15, 30, 05))
self.assertEqual(testHandlerBar.getOpen(), 1.1)
self.assertEqual(testHandlerBar.getHigh(), 1.5)
self.assertEqual(testHandlerBar.getLow(), 1.0)
self.assertEqual(testHandlerBar.getClose(), 1.3)
self.assertEqual(testHandlerBar.getVolume(), 15)
self.assertEqual(testHandlerBar.getVWAP(), 1.2)
self.assertEqual(testHandlerBar.getTradeCount(), 5)
self.__conn.unsubscribeRealtimeBars(instrument, testHandler)
# Should not dispatch after unsubscription
self.__conn.realtimeBar(tickerId, time_,
open_=2.1, high=2.5, low=2.0, close=2.3, volume=12, vwap=2.2, tradeCount=2)
self.assertEqual(testHandlerCalls, 1)
self.assertIsInstance(testHandlerBar, Bar)
# self.assertEqual(testHandlerBar.getDateTime(), datetime.datetime(2012, 04, 20, 15, 30, 05))
self.assertEqual(testHandlerBar.getOpen(), 1.1)
self.assertEqual(testHandlerBar.getHigh(), 1.5)
self.assertEqual(testHandlerBar.getLow(), 1.0)
self.assertEqual(testHandlerBar.getClose(), 1.3)
self.assertEqual(testHandlerBar.getVolume(), 15)
self.assertEqual(testHandlerBar.getVWAP(), 1.2)
self.assertEqual(testHandlerBar.getTradeCount(), 5)
testHandlerCalls = 0
testHandlerBar = None
def testHistoricalData(self): pass
def testMarketScanner(self): pass
def testAccountUpdates(self): pass
def testGetCash(self): pass
def testGetAccountValues(self): pass
def testGetPortfolio(self): pass
