Esempio n. 1
0
    def __init__(self):
        _myClient.__init__(self)
        self.lock = Lock()
        self.buff = None
        self.buff2 = None
        self.reqID = 0
        self.timegapstart = None
        self.timegapstartInit = False
        self.timestamplist = []
        self.start = False
        self.req0 = False
        self.req1 = False
        self.req2 = False
        self.req3 = False
        self.req4 = False
        self.req5 = False
        self.req7 = False
        self.req8 = False
        self.req9 = False
        self.req10 = False
        self.MKTdatabuff = None

        self.superoptdel = {}
        self.optreqidinfo = {}
        self.opthasdel = {}
        self.opthaonotdel = {}
        self.reciveoptdelstatus = {}
        self.optsupercon = []
Esempio n. 2
0
 def __init__(self, symbolslist: list):
     _myClient.__init__(self)
     self.reqConsdict = {}
     self.initdf = True
     self.superdf = ''
     self.recivedreqid = []
     self.non_recivedreqid = []
     self.symbolslist = symbolslist
Esempio n. 3
0
    def __init__(self, ProClient, UDdf: pd.DataFrame):  #: myIB_Pro_Client_2
        _myClient.__init__(self)
        self.ProClient = ProClient
        self.timegapstart = datetime.now()
        self.UDdf = UDdf
        self.dfsymbols = list(self.UDdf['金融产品'])
        self.dfIVs = list(self.UDdf['期权隐含波动率'])
        # self.dfAbsChg = list(self.UDdf['绝对变化'])
        self.dfPrice = list(self.UDdf['最后价'])

        self.excludesymbols_P = ['HYLN']
        self.excludesymbols_O = []

        self.reqID = 0
        self.NextValidID = 0
        self.account = ''
        self._AccontValue = {}
        self._Position = {}
        self._OrderStatus = {}
        self._OpenOrder = {}

        self.AccontValue_details = {}
        self.Position_details = {}
        self.Position_details_exc = {}
        self.OpenOrder_details = {}

        self.nextIdDone = False
        self.accountDone = False
        self.Init_Accot_Pos_OO_OS = False
        self.accountDownloadDone = False
        self.openOrderDone = False
        self.Init_Accot_Pos_OO_OS_Done = False

        self.req0 = False
        self.req1 = False
        self.req2 = False
        self.req4 = False

        self.contractDetails_STK_batch_buff = {}
        self.contractDetails_STK_batch_ID_buff = []
        self.contractDetails_STK_batch_eorr_ID_buff = []

        self.OPT_Params_reqIDs = {}
        self.OPT_Params_recivedIDs = []
        self.OPT_Params_error_reqIDs = []
        self.OPT_Params = {}

        self.pick_OPT_strickes_paramters = {}

        self.existed_OPT_details = {}
        self.OPT_Detail_reqIDs = {}
        self.OPT_Detail_recived_IDs = {}
        self.OPT_Detail_error_IDs = {}
        self.OPT_Detail_Done = {}

        self.Scan_Timer = Timer(0.1, self.Scan)
Esempio n. 4
0
    def __init__(self, RorS=True):
        _myClient.__init__(self)
        self.contracts = {}
        self.id_tick_tab = {}
        self.combo_tick = []
        self.combo_tick_pre = []
        self.RorS = RorS
        self.drawticktypes = [0, 1, 2, 3, 66, 67, 69, 70]
        self.plotstart = False
        self.plotnums = 0
        self.spreadname = ''
        self.filename = ''

        plt.ion()
        plt.figure(1)
        plt.tight_layout()
        plt.grid()
Esempio n. 5
0
    def __init__(self, combo: dict):
        _myClient.__init__(self)
        self.combo = combo
        fname = datapath + os.sep + combo['back'].symbol
        if not os.path.exists(fname):
            os.mkdir(fname)
        self.spreadname = '{}-{}'.format(combo['back'].localSymbol, combo['front'].localSymbol)
        self.filename = fname + os.sep + self.spreadname + '-tick.txt'
        self.id_tick_tab = {0: [None] * 5, 1: [None] * 5}
        self.spread_tab = [None] * 5
        self.spread_tab_p = [None] * 5
        self.plotstart = False
        self.plotnums = 0

        plt.ion()
        plt.figure(1)
        plt.tight_layout()
        plt.grid()
        plt.title(self.spreadname)
Esempio n. 6
0
 def __init__(self, contractlist: list):
     _myClient.__init__(self)
     self.contractlist = contractlist
     self.id_sy_tab = {}
Esempio n. 7
0
 def __init__(self):
     _myClient.__init__(self)
     self.result = []
     self.timrstart = None
Esempio n. 8
0
 def __init__(self):
     _myClient.__init__(self)
     self.reqConsdict = {}
     self.recivedreqid = []
     self.non_recivedreqid = []
Esempio n. 9
0
 def __init__(self):
     _myClient.__init__(self)
     self.bars = []
Esempio n. 10
0
 def __init__(self):
     _myClient.__init__(self)
     self.combolist = []
     self.nextID = None
     self.timer = Timer(1, self.Scan)
     self.timer.start()