def create_ticksym(symbol_id,sym): libsyms = EXE + 'library.syms.csv' symdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) dboostdict = rpu_rp.create_dict(libsyms,0,6) tickdict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7) roundfactordict = rpu_rp.create_dict(libsyms,0,9) entrywiderdict = rpu_rp.create_dict(libsyms,0,10) symib = symdict[sym] ibsecType = typedict[sym] #'CASH' ibexchange = exchdict[sym] #'IDEALPRO' cashcurr = currdict[sym] #'USD' expiry = expiredict[sym] #'ignore' contract = Contract() contract.m_symbol = symib contract.m_secType = ibsecType contract.m_exchange = ibexchange contract.m_currency = cashcurr if ibsecType == 'FUT': contract.m_expiry = expiry sleep(2) return contract
def create_ticksym(symbol_id, sym): libsyms = EXE + 'library.syms.csv' symdict = rpu_rp.create_dict(libsyms, 0, 1) exchdict = rpu_rp.create_dict(libsyms, 0, 2) typedict = rpu_rp.create_dict(libsyms, 0, 5) currdict = rpu_rp.create_dict(libsyms, 0, 3) expiredict = rpu_rp.create_dict(libsyms, 0, 4) dboostdict = rpu_rp.create_dict(libsyms, 0, 6) tickdict = rpu_rp.create_dict(libsyms, 0, 8) tsizedict = rpu_rp.create_dict(libsyms, 0, 7) roundfactordict = rpu_rp.create_dict(libsyms, 0, 9) entrywiderdict = rpu_rp.create_dict(libsyms, 0, 10) symib = symdict[sym] ibsecType = typedict[sym] #'CASH' ibexchange = exchdict[sym] #'IDEALPRO' cashcurr = currdict[sym] #'USD' expiry = expiredict[sym] #'ignore' contract = Contract() contract.m_symbol = symib contract.m_secType = ibsecType contract.m_exchange = ibexchange contract.m_currency = cashcurr if ibsecType == 'FUT': contract.m_expiry = expiry sleep(2) return contract
from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? ############################# import rpu_rp, rpInd#, ibutiles #########remove after test ############################# def error_handler(msg): print "Server Error: %s" % msg ############################## global today today = rpu_rp.todaysdateunix() from datetime import datetime ########################### libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) ############################## global nextorderID rpu_rp.WriteArrayToCsvfile('pricenow',[]) def reply_handler(msg): if msg.typeName == 'nextValidId': nextorderID = msg.orderId rpu_rp.WriteStringsToFile('OrderIdsSaved.csv',str(nextorderID)+ ',') print 'the next #############is ', nextorderID, ' #######' if msg.typeName == 'tickPrice' and 'field=1,' in str(msg) : pricenow = float(msg.price) bla = str(pricenow) +',' rpu_rp.WriteStringsToFile('pricenow',bla) sleep(1) print "Server Response: %s, %s" % (msg.typeName, msg) ####################
from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? ############################################3 ## MODE ####### mode = 'intraday' #'intraday' #'hourly' ## 'daily' 'intraday' global today global sym today = rpu_rp.todaysdateunix() newDataList = [] ################################# libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars, 0, 1) modedict = rpu_rp.create_dict(libbars, 0, 5) barlistall = bardict.keys() barlist = [] for b in barlistall: if modedict[b] == mode: barlist.append(b) ########################## rpsymdict = rpu_rp.create_dict(libsyms, 0, 1) exchdict = rpu_rp.create_dict(libsyms, 0, 2) typedict = rpu_rp.create_dict(libsyms, 0, 5) currdict = rpu_rp.create_dict(libsyms, 0, 3) expiredict = rpu_rp.create_dict(libsyms, 0, 4) symdict = rpu_rp.create_dict(libsyms, 0, 1) symbol_list = rpsymdict.keys() ##symbol_list = ['ZD']
from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message # ############################################ global today global sym today = rpu_rp.todaysdateunix() newDataList = [] ######## mode = 'intraday'#'intraday' #'hourly' ## 'daily' 'intraday' ################################# libbars = EXE + 'library.bars.spaced.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) modedict = rpu_rp.create_dict(libbars,0,5) ticktypedict = rpu_rp.create_dict(libsyms,0,11) barlistall = bardict.keys() barlist =[] for b in barlistall: if b=='1 min': ## if modedict[b] != 'special': #mode: barlist.append(b) ########################## ##barlist = ['5 secs'] symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = symdict.keys() symbol_list = ['ES'] print symbol_list print barlist
DataDownNoSlash = 'C:/TS/TSIBData' ######################## import rpu_rp, rpInd, ibutiles from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? ############################# global today, sym, quotearray global symbol_list today = rpu_rp.todaysdateunix() from datetime import datetime libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = symdict.keys() ##ibsymbol_list = symdict.values() ################################# quotearray =[1,0,0,0,0,'bla','somedate',1,1,1,1,1,1,1,222,333] ##################################### libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) global symTickerIddict value = 'empty' ######################################## def local_reply_handler(msg): value = 'empty' fnum = 45 if msg.typeName == 'tickString': fnum = msg.tickType
soundarea = path + 'sounds/' ####################################### global recentlimit, time_format,today,timedate_format, nextorderID #################### from time import sleep, strftime, localtime import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) tickvaluedict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7) showdecimaldict = rpu_rp.create_dict(libsyms,0,9) entrywiderdict = rpu_rp.create_dict(libsyms,0,10) libsymlines = EXE + 'library.symlines.csv'
################################## # Connect to the Trader Workstation (TWS) running on the # usual port of 7496, with a clientId of 69 # (The clientId is chosen by us and we will need # separate IDs for both the execution connection and # market data connection) ##global tws_conn ##def connectallTWS(): tws_conn = Connection.create(port=7496, clientId=69) tws_conn.connect() tws_conn.register(error_handler, 'Error') tws_conn.registerAll(reply_handler) ##connectallTWS() ################ libsyms = EXE + 'library.syms.csv' rpsymdict = rpu_rp.create_dict(libsyms, 0, 1) exchdict = rpu_rp.create_dict(libsyms, 0, 2) typedict = rpu_rp.create_dict(libsyms, 0, 5) currdict = rpu_rp.create_dict(libsyms, 0, 3) expiredict = rpu_rp.create_dict(libsyms, 0, 4) dboostdict = rpu_rp.create_dict(libsyms, 0, 6) tickdict = rpu_rp.create_dict(libsyms, 0, 8) tsizedict = rpu_rp.create_dict(libsyms, 0, 7) roundfactordict = rpu_rp.create_dict(libsyms, 0, 9) symdict = rpu_rp.create_dict(libsyms, 0, 1) symbol_list = rpsymdict.keys() ################################### timelimit = 2 timer = 1 ################# while timer < timelimit:
## print '...',modulestripped,'xxx',titleself my_module = importlib.import_module(modulestripped) pass else: print 'is self' ###################### downloads = 'C:/Users/bob/Downloads/' fname = 'bingos py - Sheet1.csv' fname = 'BINGO RPADV - Sheet1.csv' fname = 'bingorpinv - Sheet1.csv' f= downloads + fname for b in rpu_rp.TxtToLines(f): if 'UE' in b: print b dictbingos = rpu_rp.create_dict(f,0,1) ##print dictbingos.items() keys = raw_input('enterkeys here with . separator... ') ##key1 = '155' ##key2 = '134' key1=keys.split('.')[0] key2=keys.split('.')[1] fullkey = dictbingos[key1] + dictbingos[key2] + ' ' ##print 'here is the key...\n' rpu_rp.WriteStringsToFile('bingoforahk',fullkey) print fullkey batfile = 'C:/Users/bob/Google Drive/EXE_RP/copybingos.bat'
locals()[var] = nd[var] #################### import rpu_rp, rpInd, ibutiles, TicksUtile from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? ############################# global today, sym global symbol_list today = rpu_rp.todaysdateunix() from datetime import datetime libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = symdict.keys() symbol_list =['ES'] ticktypedict = rpu_rp.create_dict(libsyms,0,11) ######################################## ########## def sum_array(array): c=0 suma =0 while c < len(array): suma+=int(array[c]) c+=1 return suma symTickerIddict ={} contractdict ={} sym = 'ES'
global recentlimit, time_format,today,timedate_format, nextorderID #################### from time import sleep, strftime, localtime import rpu_rp, rpInd, ibutiles, TicksUtile today = rpu_rp.todaysdateunix() ##today ='20150826' from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) tickvaluedict = rpu_rp.create_dict(libsyms,0,8) libsymlines = EXE + 'library.symlines.csv' symlinedict = rpu_rp.create_dict(libsymlines,0,1) symbol_list = symdict.keys() barlistall = bardict.keys() ## barlist =[] for b in barlistall:
nd ={} nd = ENVdicts.ENVdicts(localtag) for var in nd.keys(): locals()[var] = nd[var] #################### import rpu_rp downloads = 'C:/Users/bob/Downloads/' fname = 'bingos py - Sheet1.csv' fname = 'BINGO RPADV - Sheet1.csv' f= EXE + fname for b in rpu_rp.TxtToLines(f): if 'UT' in b: print b dictbingos = rpu_rp.create_dict(f,0,1) ##print dictbingos.items() keys = raw_input('enterkeys here with . separator... ') ##key1 = '155' ##key2 = '134' key1=keys.split('.')[0] key2=keys.split('.')[1] fullkey = dictbingos[key1] + dictbingos[key2] print 'here is the key...\n' ##print fullkey os.system('echo ' + fullkey + ' > '+AS + 'tempkey.txt') ##from subprocess import call
from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? ############################################3 ## MODE ####### mode = 'intraday'#'intraday' #'hourly' ## 'daily' 'intraday' global today global sym today = rpu_rp.todaysdateunix() newDataList = [] ################################# libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) modedict = rpu_rp.create_dict(libbars,0,5) barlistall = bardict.keys() barlist =[] for b in barlistall: if modedict[b] == mode: barlist.append(b) ########################## rpsymdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = rpsymdict.keys() ##symbol_list = ['ZD']
def ENVdicts(localtag): ## print 'loading envars from AALIVE DIR' import os, sys import rpu_rp libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libbarsweekly = EXE + 'library.bars.spaced.weekly.csv' libsyms = EXE + 'library.syms.csv' cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' libsymlines = EXE + 'library.symlines.csv' libsymNEWS = EXE + 'library.symNEWSTIMES.csv' ESlines = EXE + 'library.symlines.ES.csv' fielddict = rpu_rp.create_dict(libticks,0,2) bardict = rpu_rp.create_dict(libbars,0,1) bardictweekly = rpu_rp.create_dict(libbarsweekly,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) tickvaluedict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7) showdecimaldict = rpu_rp.create_dict(libsyms,0,9) entrywiderdict = rpu_rp.create_dict(libsyms,0,10) ticktypedict = rpu_rp.create_dict(libsyms,0,11) symlinedict = rpu_rp.create_dict(libsymlines,0,1) symNEWSdict = rpu_rp.create_dict(libsymlines,0,2) ###################################### varlist = ['ESlines','bardict','fielddict','secdict','modedict','symdict','tickvaluedict',\ 'tsizedict','showdecimaldict','entrywiderdict', 'ticktypedict','bardictweekly'] vardict ={} for var in varlist: vardict[var] = locals()[var] return vardict
############################### loopmax = 3000 loop = 0 global command command = read_vars('Setting',cpfname) recentlimit = int(read_vars('TimeLimitRecentSigs',cpfname)) cycledelay = 15 #int(read_vars('CycleTime',cpfname)) ######################## import datetime as dt ################################ ##rpu_rp.WriteStringsToFile(TMP +'Entry.orders.Sent.csv','') sizemult = 2 print 'starting prof sender...' ############################## libsyms = EXE + 'library.syms.csv' symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = symdict.keys() ###################### ##print symcontrdict = {} counter = 0 for sym in symbol_list: counter +=1 symcontract = ibutiles.create_ticksym(counter,sym) sleep (1) dict2 = {sym : symcontract} symcontrdict.update(dict2) print 'adding to dict', sym ################# print 'done with dict'
loopmax = 3000 loop = 0 global command command = read_vars('Setting', cpfname) recentlimit = int(read_vars('TimeLimitRecentSigs', cpfname)) cycledelay = 15 #int(read_vars('CycleTime',cpfname)) ######################## import datetime as dt ################################ ##rpu_rp.WriteStringsToFile(TMP +'Entry.orders.Sent.csv','') sizemult = 2 print 'starting prof sender...' ############################## libsyms = EXE + 'library.syms.csv' symdict = rpu_rp.create_dict(libsyms, 0, 1) symbol_list = symdict.keys() ###################### ##print symcontrdict = {} counter = 0 for sym in symbol_list: counter += 1 symcontract = ibutiles.create_ticksym(counter, sym) sleep(1) dict2 = {sym: symcontract} symcontrdict.update(dict2) print 'adding to dict', sym ################# print 'done with dict'
soundarea = path + 'sounds/' ####################################### global recentlimit, time_format,today,timedate_format, nextorderID #################### from time import sleep, strftime, localtime import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) tickvaluedict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7) showdecimaldict = rpu_rp.create_dict(libsyms,0,9) entrywiderdict = rpu_rp.create_dict(libsyms,0,10) libsymlines = EXE + 'library.symlines.csv'
locals()[var] = nd[var] #################### import rpu_rp, rpInd, ibutiles, TicksUtile from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? ############################# global today, sym global symbol_list today = rpu_rp.todaysdateunix() from datetime import datetime libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' symdict = rpu_rp.create_dict(libsyms, 0, 1) symbol_list = symdict.keys() symbol_list = ['ES'] ticktypedict = rpu_rp.create_dict(libsyms, 0, 11) ######################################## ########## def sum_array(array): c = 0 suma = 0 while c < len(array): suma += int(array[c]) c += 1 return suma
from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" time_format = "%H:%M:%S" dateFormat = "%Y%m%d" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) dboostdict = rpu_rp.create_dict(libsyms,0,6) tickdict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7)
DATA = rootpath + 'DATA' + localtagSLASH TMP = rootpath + 'TMP' + localtagSLASH DataDown = 'C:/TS/TSIBData/' DataDownNoSlash = 'C:/TS/TSIBData' ####################################### today = rpu_rp.todaysdateunix() ##today ='20150605' ############################################## ## from datetime import timedelta ## date_format = "%d-%m-%Y" from datetime import datetime current_time = datetime.now().time() print current_time.isoformat() ############################## libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) barlist = bardict.keys() ## barlist = ['15 mins', '15 secs', '1 min', '1 hour', '5 mins'] ########################## rpsymdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) dboostdict = rpu_rp.create_dict(libsyms,0,6) symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = rpsymdict.keys() ##['GBP.USD', 'EUR.USD', 'USD.JPY', 'AUD.USD', 'NQ', 'ES'] print symbol_list print barlist loopmax = 400 ##<<<<<<<<<<<<<
today = rpu_rp.todaysdateunix() newDataList = [] ######## mode = 'intraday' #'intraday' #'hourly' ## 'daily' 'intraday' ##answer = raw_input('1. intraday \n 2. hourly \n 3. daily') answer = '1' if answer == '1': mode = 'intraday' elif answer == '2': mode = 'hourly' else: mode = 'daily' ################################# libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars, 0, 1) modedict = rpu_rp.create_dict(libbars, 0, 5) barlistall = bardict.keys() barlist = [] for b in barlistall: if modedict[b] == mode: barlist.append(b) ########################## barlist = ['5 mins'] symdict = rpu_rp.create_dict(libsyms, 0, 1) symbol_list = symdict.keys() symbol_list = ['NQ', 'ES'] print symbol_list print barlist ################################################# count = 0
today = rpu_rp.todaysdateunix() newDataList = [] ######## mode = 'intraday'#'intraday' #'hourly' ## 'daily' 'intraday' ##answer = raw_input('1. intraday \n 2. hourly \n 3. daily') answer = '1' if answer == '1': mode = 'intraday' elif answer == '2': mode = 'hourly' else: mode = 'daily' ################################# libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) modedict = rpu_rp.create_dict(libbars,0,5) barlistall = bardict.keys() barlist =[] for b in barlistall: if modedict[b] == mode: barlist.append(b) ########################## barlist = ['5 mins'] symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = symdict.keys() symbol_list = ['NQ', 'ES'] print symbol_list print barlist ################################################# count =0
#################### from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" time_format = "%H:%M:%S" dateFormat = "%Y%m%d" ############################## libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) dboostdict = rpu_rp.create_dict(libsyms,0,6) tickdict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7)
from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message # ############################################ global today global sym today = rpu_rp.todaysdateunix() newDataList = [] ######## mode = 'intraday' #'intraday' #'hourly' ## 'daily' 'intraday' ################################# libbars = EXE + 'library.bars.spaced.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars, 0, 1) modedict = rpu_rp.create_dict(libbars, 0, 5) ticktypedict = rpu_rp.create_dict(libsyms, 0, 11) barlistall = bardict.keys() barlist = [] for b in barlistall: if b == '1 min': ## if modedict[b] != 'special': #mode: barlist.append(b) ########################## ##barlist = ['5 secs'] symdict = rpu_rp.create_dict(libsyms, 0, 1) symbol_list = symdict.keys() symbol_list = ['ES'] print symbol_list print barlist