def hist():
#print to console
print("%s" %ticker )
print("%s" %type)
print("%s" %exc)
print ("%s" %cur)
print("%s" %enddate1)
print("%s" %expiry)
print("%s" %fetch)
print("%s" %ds)
#functionality
#retrieve functions from other files
create = contract()
callback.initiate_variables()
#fetch from TWS
contract_Details1 = create.create_contract(ticker,type,exc,cur,'','',expiry,mul)#,'','',exp4,multi) #"", "",
#"20170317",
#"50") # ('NG', 'FUT', 'NYMEX', 'USD')
data_endtime = datetime.now().strftime("%Y%m%d %H:%M:%S")
tws.reqHistoricalData(9000, contract_Details1,enddate1 ,
fetch,
ds,
"TRADES",
0,
1)
time.sleep(1)
data = pd.DataFrame(callback.historical_Data,
columns=["reqId", "date", "open",
"high", "low", "close",
"volume", "count", "WAP",
"hasGaps"])
#data['DateTime'] = data['date'].apply(lambda x: pd.to_datetime(str(x), format='%Y%m%d'))
#data = data.drop('date', 1)
#global dat
#dat=data.drop(data.index[len(data) - 1])
#print("%s" %data)
df=data
df[['DateTime']] = df[['date']].applymap(str).applymap(lambda s: "{}/{}/{} {}".format(s[0:4], s[4:6], s[6:8], s[8:]))
data=df[["DateTime","close"]]
print("%s" % data)
base_dir = dir
filename = fname + '.csv'
data.to_csv(os.path.join(base_dir, filename))
return render_template('trades.html', ticker=ticker, type=type, exc=exc, enddate1=enddate1, cur=cur,
expiry=expiry, mul=mul, ds=ds)
def make_contract(self):
#Initialised contract object from IB library.
create = contract()
#Create contract info.
contract_info = create.create_contract(symbol=self._underlying,
secType=self._sec_type,
exchange=self._exchange,
currency=self._currency)
return contract_info
def option(self, opt_type, opt_strike, month_expiry, year_expiry): ''' Argument: opt_type: This is a string either a 'Call' or 'Put' opt_strike: the option strike month_expiry: an integer for the expiry month year_expiry: an integer for the expiry year ''' #Initiate variables. self.opt_type = opt_type self.opt_strike = opt_strike self.month_expiry = month_expiry self.year_expiry = year_expiry #Create contract object create = contract() #=================================================== #*************************************************** #Create the expiry. #Convert the month with leading zero. if (self.month_expiry <= 9): self.month_expiry = "%02d" % (self.month_expiry) #convert the year to expiry to string. self.year_expiry = str(self.year_expiry) #Create the expiry. expiry = self.year_expiry + self.month_expiry #*************************************************** #=================================================== #Create the data for VIX option. #If the expiry is provided, then the VIX code name is not required. symbol = 'VIX' sec_type = 'OPT' exchange = 'SMART' currency = 'USD' right = self.opt_type strike = self.opt_strike contract_info = create.create_contract(symbol = 'VIX', secType = 'OPT', exchange = 'SMART', currency = 'USD', right = self.opt_type, strike = str(self.opt_strike), expiry = expiry, multiplier = 100, tradingClass = 'VIX') return contract_info
def __init__(self, account_name: str, host: str, port: int,
client_id: int):
self.account_name = account_name
# Instantiate IBWrapper callback.
self.callback = IBWrapper()
# Instantiate EClientSocket and return data to callback
self.tws = EClientSocket(self.callback)
# Connect to TWS.
self.tws.eConnect(host, port, client_id)
# Instantiate contract class.
self.create = contract()
self.callback.initiate_variables()
def __init__(self, datadecoder):
self.accountName = "asd781820"
self.callback = IBWrapper()
self.tws = EClientSocket(self.callback)
self.host = ""
self.port = 4002
self.clientId = 8
self.tws.eConnect(self.host, self.port, self.clientId)
self.dd = datadecoder
self.create = contract()
self.callback.initiate_variables()
self.callback.initiate_variables()
self.tws.reqAccountSummary(8, 'All', 'TotalCashValue')
self.filedf = datadecoder.usabledf
self.datadecoder = datadecoder
contract_Details = self.create.create_contract('EUR', 'CASH',
'IDEALPRO', 'USD')
tickerId = 10000
self.tws.reqRealTimeBars(tickerId, contract_Details, 5, "MIDPOINT", 0)
self.tickerId = 9010
self.df = pd.read_csv('df.csv')
self.RbinDict = bqe.makeRDf(self.df)
self.column_index_value_dict, self.binDict = bqe.makeDf(self.df)
def futures(self, month_expiry, year_expiry): #Initiate arguments. self.month_expiry = month_expiry self.year_expiry = year_expiry #Create contract object create = contract() #=================================================== #*************************************************** #Create the expiry. #Convert the month with leading zero. if (self.month_expiry <= 9): self.month_expiry = "%02d" % (self.month_expiry) #convert the year to expiry to string. self.year_expiry = str(self.year_expiry) #Create the expiry. expiry = self.year_expiry + self.month_expiry #*************************************************** #=================================================== #Create contract info. #If the expiry is provided, then the VIX code name is not required. contract_info = create.create_contract(symbol = 'VIX', secType = 'FUT', exchange = 'CFE', currency = 'USD', right = None, strike = None, expiry = expiry, multiplier = None, tradingClass = 'VX') return contract_info
wdw = 25
ctime = 0
r_sflag = 0
r_qty = 0
cnt = 0
global o_type ,order_id
# end of intializations
callback = IBWrapper()
tws = EClientSocket(callback)
host = ""
port = 7497
clientId = 100
create = contract()
callback.initiate_variables()
tws.eConnect(host, port, clientId)
print("connected")
####dummy data request
contract_Details1 = create.create_contract("ES" ,"FUT" ,"GLOBEX" ,"USD" ,'' ,'' ,'20170616' ,'50')
tickerId = random.randint(1, 1000000)
# print(datetime.now())
tws.reqRealTimeBars(tickerId,
contract_Details1,
5,
"TRADES",
0)
ddata = list(callback.real_timeBar)
ddata = pd.DataFrame(callback.real_timeBar,
columns=["reqId", "time", "open", "high", "low", "close", "volume", "wap",
from datetime import datetime
from IBWrapper import IBWrapper, contract
from ib.ext.EClientSocket import EClientSocket
from ib.ext.ScannerSubscription import ScannerSubscription
from __future__ import print_function
if __name__ == "__main__":
callback = IBWrapper() # Instantiate IBWrapper
tws = EClientSocket(callback) # Instantiate EClientSocket
host = ""
port = 7496
clientId = 5000
tws.eConnect(host, port, clientId) # Connect to TWS
tws.setServerLogLevel(5)
accountName = "DU123456" # Change to your own account
create = contract() # Instantiate contract class
# Initiate attributes to receive data. At some point we need a separate class for this
callback.initiate_variables()
# Account and Portfolio ##############################################################
# reqAccountUpdates ---> updateAccountTime self.update_AccountTime
# updateAccountValue self.update_AccountValue
# updatePortfolio self.update_Portfolio
# accountDownloadEnd self.accountDownloadEnd_flag
# reqAccountSummary ---> accountSummary self.account_Summary
# cancelAccountSummary
# accountSummaryEnd self.account_SummaryEnd_flag
# reqPositions ---> position self.update_Position
# cancelPositions
# positionEnd self.positionEnd_flag
def getdata():
# ticker
global tick
global mySymbol
global optionmenus
mySymbol = tick.get()
# type
global box_value
global type
type = box_value.get()
#EXCHANGE
global box_value2
global exch1
exch1 = box_value2.get()
# currency
global box_value3
global cur
cur = box_value3.get()
#enddate
global box_value11
global yr1
yr1 = box_value11.get()
global box_value12
global yr2
yr2 = box_value12.get()
global box_value13
global yr3
yr3 = box_value13.get()
global yr4
yr4 = yr1 + yr2 + yr3 + " "
global yr5
yr5 = "12:00:00" + " " + "IST"
global yr6
yr6 = yr4 + yr5
#expiry
global box_value14
global exp1
exp1 = box_value14.get()
global box_value15
global exp2
exp2 = box_value15.get()
global box_value16
global exp3
exp3 = box_value16.get()
global exp4
exp4 = exp1 + exp2 + exp3
#multiplier
global multp
global multi
multi = multp.get()
#fetch data for
global bar1
global bar2
bar2 = bar1.get()
global box_value4
global bar3
bar3 = box_value4.get()
global bardat
bardat = bar2 + " " + bar3
#barsize
global box_value5
global bar4
bar4 = box_value5.get()
#directory
global box_value6
global ent
global pat
pat = box_value6.get()
global pat2
pat2 = ent.get()
global pat3
pat3 = pat + pat2
create = contract()
callback.initiate_variables()
# calling historical_Data attribute from intiate_variable function under IBWrapper class
print("Testing Historical Data\n")
contract_Details1 = create.create_contract(mySymbol, type, exch1, cur, '',
'', exp4, multi) #"", "",
#"20170317",
#"50") # ('NG', 'FUT', 'NYMEX', 'USD')
data_endtime = datetime.now().strftime("%Y%m%d %H:%M:%S")
tws.reqHistoricalData(9000, contract_Details1, yr6, bardat, bar4, "TRADES",
0, 1)
time.sleep(1)
data = pd.DataFrame(callback.historical_Data,
columns=[
"reqId", "date", "open", "high", "low", "close",
"volume", "count", "WAP", "hasGaps"
])
dat = data.drop(data.index[len(data) - 1])
base_dir = pat3
global fname
global ffname
ffname = fname.get()
filename = ffname + '.csv'
#filename = mySymbol + '.csv'
dat.to_csv(os.path.join(base_dir, filename))
- accountName cannot be changed (is set for papar252)
- port and clientId are arbitrary but must match values in TWS/IB Gateway config file
'''
accountName = "DU603835"
callback = IBWrapper()
tws = EClientSocket(callback)
host = ""
port = 7497
clientId = 100
################################################################################
tws.eConnect(host, port, clientId)
#outputs server information to commandline
#tws.setServerLogLevel(5)
contract = contract()
callback.initiate_variables()
################################################################################
'''
https://www.interactivebrokers.com/en/software/api/api.htm
Requesting Account Changes:
- I believe this allows you to subcribe to changes to your account after orders
- this could also be implemented by an explicit call to Account Summary
'''
tws.reqAccountUpdates(1, accountName)
time.sleep(2)
df_account_updates = pd.DataFrame(callback.update_AccountValue, columns = ['key', 'value', 'currency', 'accountName'])
print('df_account_updates:\n',df_account_updates,'\n\n')
from datetime import datetime
from IBWrapper import IBWrapper, contract
from ib.ext.EClientSocket import EClientSocket
from ib.ext.ScannerSubscription import ScannerSubscription
if __name__=="__main__":
callback = IBWrapper() # Instantiate IBWrapper
tws = EClientSocket(callback) # Instantiate EClientSocket
host = ""
port = 7496
clientId = 5000
tws.eConnect(host, port, clientId) # Connect to TWS
tws.setServerLogLevel(5)
accountName = "DU123456" # Change to your own account
create = contract() # Instantiate contract class
# Initiate attributes to receive data. At some point we need a separate class for this
callback.initiate_variables()
# Account and Portfolio ##############################################################
# reqAccountUpdates ---> updateAccountTime self.update_AccountTime
# updateAccountValue self.update_AccountValue
# updatePortfolio self.update_Portfolio
# accountDownloadEnd self.accountDownloadEnd_flag
# reqAccountSummary ---> accountSummary self.account_Summary
# cancelAccountSummary
# accountSummaryEnd self.account_SummaryEnd_flag
# reqPositions ---> position self.update_Position
# cancelPositions
# positionEnd self.positionEnd_flag
