def __init__(self):
self._log = logger.getLogger('TK')
dataDir = os.path.expanduser('~') + '/twpData'
if not os.path.exists(dataDir):
os.mkdir(dataDir)
self._timeFormat = "%Y%m%d %H:%M:%S"
self.dataFile = os.path.normpath(os.path.join(dataDir, 'requests.txt'))
self._log.debug('Data file: {0}'.format(self.dataFile))
def __init__(self):
self._log = logger.getLogger('TK')
dataDir = os.path.expanduser('~')+'/twpData'
if not os.path.exists(dataDir):
os.mkdir(dataDir)
self._timeFormat = "%Y%m%d %H:%M:%S"
self.dataFile = os.path.normpath(os.path.join(dataDir,'requests.txt'))
self._log.debug('Data file: {0}'.format(self.dataFile))
def __init__(self, name = "broker"):
super(Broker,self).__init__()
self.name = name
self.log = logger.getLogger(self.name)
self.log.debug('Initializing broker. Pandas version={0}'.format(pandas.__version__))
self.contracts = {} # a dict to keep track of subscribed contracts
self._id2symbol = {} # id-> symbol dict
self.tws = None
self._nextId = 1 # tws subscription id
self.nextValidOrderId = None
def __init__(self, name="broker"):
super(Broker, self).__init__()
self.name = name
self.log = logger.getLogger(self.name)
self.log.debug('Initializing broker. Pandas version={0}'.format(
pandas.__version__))
self.contracts = {} # a dict to keep track of subscribed contracts
self._id2symbol = {} # id-> symbol dict
self.tws = None
self._nextId = 1 # tws subscription id
self.nextValidOrderId = None
def __init__(self,debug=False):
self._log = logger.getLogger('DLD')
self._log.debug('Initializing data dwonloader. Pandas version={0}, ibpy version:{1}'.format(pandas.__version__,ib.version))
self.tws = ibConnection()
self._dataHandler = DataHandler(self.tws)
if debug:
self.tws.registerAll(self._debugHandler)
self.tws.unregister(self._debugHandler,message.historicalData)
self._log.debug('Connecting to tws')
self.tws.connect()
self._timeKeeper = TimeKeeper() # keep track of past requests
self._reqId = 1 # current request id
def __init__(self, debug=False):
self._log = logger.getLogger('DLD')
self._log.debug(
'Initializing data dwonloader. Pandas version={0}, ibpy version:{1}'
.format(pandas.__version__, ib.version))
self.tws = ibConnection()
self._dataHandler = DataHandler(self.tws)
if debug:
self.tws.registerAll(self._debugHandler)
self.tws.unregister(self._debugHandler, message.HistoricalData)
self._log.debug('Connecting to tws')
self.tws.connect()
self._timeKeeper = TimeKeeper() # keep track of past requests
self._reqId = 1 # current request id
if now - dt.datetime.strptime(line.strip(),
self._timeFormat) < delta:
requests += 1
if requests == 0: # erase all contents if no requests are relevant
open(self.dataFile, "w").close()
self._log.debug("past requests: {0}".format(requests))
return requests
if __name__ == "__main__":
from .helpers import createContract
from tradingWithPython.lib import logger
log = logger.getLogger("main", logFile="downloader.log")
dl = Downloader(debug=False) # historic data downloader class
contract = createContract(
"SPY") # create contract using defaults (STK,SMART,USD)
data = dl.requestData(
contract,
"20161005 16:00:00 EST") # request 30-second data bars up till now
data.to_csv("SPY.csv") # write data to csv
print("Done")
for line in lines:
if now - dt.datetime.strptime(line.strip(),
self._timeFormat) < delta:
requests += 1
if requests == 0: # erase all contents if no requests are relevant
open(self.dataFile, 'w').close()
self._log.debug('past requests: {0}'.format(requests))
return requests
if __name__ == '__main__':
from helpers import createContract
from tradingWithPython.lib import logger
log = logger.getLogger('main', logFile='downloader.log')
dl = Downloader(debug=False) # historic data downloader class
contract = createContract(
'SPY') # create contract using defaults (STK,SMART,USD)
data = dl.requestData(
contract,
"20161005 16:00:00 EST") # request 30-second data bars up till now
data.to_csv('SPY.csv') # write data to csv
print('Done')
requests = 0
with open(self.dataFile,'r') as f:
lines = f.readlines()
for line in lines:
if now-dt.datetime.strptime(line.strip(),self._timeFormat) < delta:
requests+=1
if requests==0: # erase all contents if no requests are relevant
open(self.dataFile,'w').close()
self._log.debug('past requests: {0}'.format(requests))
return requests
if __name__ == '__main__':
from helpers import createContract
from tradingWithPython.lib import logger
log = logger.getLogger('main',logFile='downloader.log')
dl = Downloader(debug=False) # historic data downloader class
contract = createContract('SPY') # create contract using defaults (STK,SMART,USD)
data = dl.requestData(contract,"20161005 16:00:00 EST") # request 30-second data bars up till now
data.to_csv('SPY.csv') # write data to csv
print('Done')
def __init__(self, tws):
self._log = logger.getLogger('DH')
tws.register(self.msgHandler, message.HistoricalData)
self.reset()
def __init__(self):
self.listeners = {}
self.logger = logger.getLogger()
from tradingWithPython.lib.csvDatabase import HistDataCsv
from tradingWithPython.lib.interactiveBrokers.helpers import createContract
from tradingWithPython.lib.interactiveBrokers.histData import Downloader
import tradingWithPython.lib.yahooFinance as yf
from tradingWithPython.lib import logger
import logging
import argparse
import pandas as pd
import os
import time
import datetime
import yaml
log = logger.getLogger('main',
logFile='downloader.log',
consoleLevel=logging.DEBUG)
def errorLogger(msg):
if msg.typeName == 'error':
log.error(str(msg))
def str2time(s):
return datetime.datetime.strptime(s, "%Y%m%d %H:%M:%S")
def time2str(ts):
return ts.strftime("%Y%m%d %H:%M:%S")
def __init__(self,tws):
self._log = logger.getLogger('DH')
tws.register(self.msgHandler,message.historicalData)
self.reset()
from tradingWithPython.lib.csvDatabase import HistDataCsv
from tradingWithPython.lib.interactiveBrokers.helpers import createContract
from tradingWithPython.lib.interactiveBrokers.histData import Downloader
import tradingWithPython.lib.yahooFinance as yf
from tradingWithPython.lib import logger
import logging
import argparse
import pandas as pd
import os
import time
import datetime
import yaml
log = logger.getLogger("main",
logFile="downloader.log",
consoleLevel=logging.DEBUG)
def errorLogger(msg):
if msg.typeName == "error":
log.error(str(msg))
def str2time(s):
return datetime.datetime.strptime(s, "%Y%m%d %H:%M:%S")
def time2str(ts):
return ts.strftime("%Y%m%d %H:%M:%S")
