def init_historicprices(self, tickerid):
if "data_historicdata" not in dir(self):
histdict=dict()
else:
histdict=self.data_historicdata
histdict[tickerid]=autodf("date", "open", "high", "low", "close", "volume")
setattr(self, "data_historicdata", histdict)
setattr(self, "flag_historicdata_finished", False)
def init_historicprices(self, tickerid):
if "data_historicdata" not in dir(self):
histdict=dict()
else:
histdict=self.data_historicdata
if histdict.get(tickerid, None) is None:
EMPTY_HDATA=autodf("symbol", "sdate", "open", "high", "low", "close", "volume", "barcount", "wap", "hasgaps")
histdict[tickerid]=EMPTY_HDATA
print 'init_historicprices histdict: ', histdict
setattr(self, "data_historicdata", histdict)
setattr(self, "flag_historicdata_finished", False)
def init_historicprices(self, tickerid):
if "data_historicdata" not in dir(self):
histdict = dict()
else:
histdict = self.data_historicdata
EMPTY_HDATA = autodf("price_date", "open_price", "high_price",
"low_price", "close_price", "volume")
histdict[tickerid] = EMPTY_HDATA
setattr(self, "data_historicdata", histdict)
setattr(self, "flag_historicdata_finished", False)
import time
import datetime
import numpy as np
from swigibpy import EWrapper
from swigibpy import EPosixClientSocket
from IButils import autodf
MEANINGLESS_NUMBER = 999
EMPTY_HDATA = autodf("date", "open", "high", "low", "close", "volume")
timeout = 30 # seconds
class IBWrapper(EWrapper):
"""
Callback object passed to TWS, these functions will be called directly
by TWS.
"""
def init_error(self):
setattr(self, "flag_iserror", False)
setattr(self, "error_msg", "")
def error(self, id, errorCode, errorString):
"""
error handling, simple for now
Here are some typical IB errors
INFO: 2107, 2106