def rx_subscribe(node, data_class=String, parse=unpickle, buffer_size=1):
source = ReplaySubject(buffer_size)
rospy.Subscriber(
node,
data_class,
lambda msg: source.on_next(parse(msg) if parse is not None else msg),
queue_size=buffer_size)
return source.as_observable()
def ib_bars_import(hint_date, hint_sym, bar_size="1 min", verbose=False):
if bar_size == 5:
bar_size=='5 mins'
""" Hint_date => YYYYMMD format """
# Generate Event to wait for
e = threading.Event()
# Generate Observable for results
retObservable = ReplaySubject()
# Connect To IB
global CONN, TICKER_ID
conn = CONN
# Register input processing function
def processInput(x):
tz = tzlocal.get_localzone()
if isinstance(x, conn.messageTypes['historicalData']):
if x.date.startswith("finished"):
retObservable.on_completed()
else:
nextValue = dict([(k, getattr(x, k)) for k in x.keys() if k !=
"reqId"])
nextValue['date'] = tz.localize(datetime.strptime(nextValue['date'], '%Y%m%d %H:%M:%S'))
nextValue['date'] = nextValue['date'].astimezone(pytz.utc).replace(tzinfo=None)
retObservable.on_next(nextValue)
elif isinstance(x, conn.messageTypes['error']):
if "data farm connection is OK" in x.errorMsg:
return
print (x, file=sys.stderr)
if x.errorCode != None:
retObservable.on_error(Exception(x.errorMsg));
elif verbose:
print (x)
# Register it and connect
conn.registerAll(processInput)
# Request data from server
endtime = "%s 17:20:00" % hint_date
conn.reqHistoricalData(
tickerId=TICKER_ID,
contract=make_contract(hint_sym),
endDateTime=endtime,
durationStr='1800 S',
barSizeSetting=bar_size,
whatToShow='TRADES',
useRTH=1,
formatDate=1)
TICKER_ID += 1
def on_complete(err=None):
e.set()
# Register on observable to hear "Complete" event.
retObservable.subscribe(None, on_complete, on_complete)
# Wait until data completed
e.wait()
return retObservable.as_observable()