def __init__(self):
EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
def __init__(self):
EClient.__init__(self, self)
self.lastStamp = datetime.datetime.utcnow()
def __init__(self, wrapper):
## Set up with a wrapper inside
EClient.__init__(self, wrapper)
def __init__(self):
EClient.__init__(self, self)
self.df = pd.DataFrame(columns=['Time', 'Open', 'Close'])
def __init__(self, wrapper):
## Set up with a wrapper inside
EClient.__init__(self, wrapper)
self._market_data_q_dict = {}
def __init__(self, wrapper):
EClient.__init__(self, wrapper)
def __init__(self):
EClient.__init__(self, self)
self.nextorderId = 1
def __init__(self, callback:Callable[[str, Dict], Any] ):
wrapper.EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
self.sendMessage = callback
self.EVENT_IS_CONNECTED = threading.Event() # Events for main thread
def __init__(self, wrapper, reqIDoffset, log=logtoscreen("ibClient")):
## Set up with a wrapper inside
EClient.__init__(self, wrapper)
self.ib_init_request_id_factory(reqIDoffset)
self.log = log
self.last_historic_price_calltime = datetime.datetime.now()
def __init__(self):
EClient.__init__(self, self)
self.data = []
log('Real time data connection is being established with IB', LOG_PATH)
def options(self,expiry,strike,right,database="Quotes",table=None):
table = self.symbol if table == None else table
global app
app = EClient(Wrapper(self.qdate,self.symbol,self.currency,database,table,expiry,strike,right,self.window))
app.connect(host="127.0.0.1",port=4001,clientId=123)
app.run()
def equities(self,database="Quotes",table="Spot"):
global app
app = EClient(Wrapper(self.qdate,self.symbol,self.currency,database,table,window=self.window))
app.connect(host="127.0.0.1",port=4001,clientId=123)
app.run()
def __init__(self, wrapper):
EClient.__init__(self, wrapper)
self._account_cache = simpleCache(max_staleness_seconds=5 * 60)
self._account_cache.update_data = self._update_accounting_data
self._market_data_q_dict = {}
self._commissions = list_of_execInformation()
def __init__(self):
EClient.__init__(self, self)
self.positions = {}
self.currentDataReqId = 0
self.dataReqIds = {}
def __init__(self, ticker, conid):
self.ticker = ticker
self.conid = conid
self.list = []
EClient.__init__(self, self)
def __init__(self, wrapper):
## Set up with a wrapper inside
EClient.__init__(self, wrapper)
self._market_data_q_dict = {}
self._commissions=list_of_execInformation()
def __init__(self, order_event_queue, market_data_queue):
EClient.__init__(self, self)
self.nextOrderId = None
self._order_event_queue = order_event_queue
self._market_data_queue = market_data_queue
def __init__(self):
EClient.__init__(self, self)
EWrapper.__init__(self)
def __init__(self):
EClient.__init__(self,self)
self.data={}
def __init__(self,TestWrapper):
EClient.__init__(self,TestWrapper)
def __init__(self):
EClient.__init__(self, self)
self.nextValidOrderId = None
self.permId2ord = {}
self.df = pd.DataFrame( columns=['Date', 'Open', 'High', 'Low', 'Close', 'Volume'])
self.s = pd.Series()
def __init__(self):
EClient.__init__(self, self)
self.data = [] #Initialize variable to store candle
def __init__(self):
EClient.__init__(self, self)
self.contract_details = {} #Contract details will be stored here using reqId as a dictionary key
def __init__(self):
EClient.__init__(self, self)
self.posns = []
def historicalDataEnd(self, reqId: int, start: str, end: str):
#8 data is finished
print("HistoricalDataEnd. ReqId:", reqId, "from", start, "to", end)
#9 this is the logical end of your program
app.disconnect()
print("finished")
def error(self, reqId, errorCode, errorString):
# these messages can come anytime.
print("Error. Id: ", reqId, " Code: ", errorCode, " Msg: ",
errorString)
def start(self):
queryTime = (datetime.datetime.today() -
datetime.timedelta(days=180)).strftime("%Y%m%d %H:%M:%S")
fx = Contract()
fx.secType = "CASH"
fx.symbol = "USD"
fx.currency = "JPY"
fx.exchange = "IDEALPRO"
#6 request data, using fx since I don't have Japanese data
app.reqHistoricalData(4102, fx, queryTime, "1 M", "1 day", "MIDPOINT",
1, 1, False, [])
app = EClient(MyWrapper()) #1 create wrapper subclass and pass it to EClient
app.connect("127.0.0.1", 7497, clientId=123) #2 connect to TWS/IBG
app.run() #3 start message thread
def __init__(self):
EClient.__init__(self, self)
self.barsList = []
def __init__(self, tickers, port, cliente, currentDir):
EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
ipaddress = "127.0.0.1"
portid = port # Gateway: 4002, TWS: 7497
clientid = cliente
###################################################################
self.precios = []
self.hora = []
self.nextValidOrderId = None
self.Id_File = currentDir + "/" + "NuevoId_file"
for i in range(5000):
self.precios.append([None, None, None])
self.hora.append(None)
self.commission = None
self.fill_price = None
self.remaining = None
self.errorCode = None
self.marketDataType = None
self.open_position = [None, None]
self.tickers = tickers
###################################################################
self.connect(ipaddress, portid, clientid)
if self.errorCode == 502: # el socket no puede ser abierto
print("########################################")
print(" Yoe, This Socket cannot be opened or ")
print(" IB Wateway is closed")
print("########################################")
exit()
thread = Thread(target=self.run)
thread.start()
setattr(self, "_thread", thread)
###################################################################
#self.reqIds(-1)
tiempo = datetime.now(
) # esperando confirmacion de la conexion con IB Gateway
conti = None
while conti is None:
if datetime.now() > tiempo + timedelta(seconds=5):
print(
"####################################################################"
)
print(
"Yoe, 5 seconds passed waiting to stablish connection with IB wateway"
)
print(" Let's wait 5s more ...")
print(
"####################################################################"
)
tiempo = tiempo + timedelta(seconds=5)
conti = self.nextValidOrderId
# print("AQUI connect", self.nextValidOrderId)
print("########################################")
print(" Yoe, connection with IB Gateway is ok,")
print(" nextValidOrderId: %s" % self.nextValidOrderId)
print("########################################")
def __init__(self): EClient.__init__(self, self)
def __init__(self):
EClient.__init__(self, self)
self.nextValidOrderId = None
self.permId2ord = {}
def __init__(self):
EClient.__init__(self,self) #Esto inicia conexion con los servidores de TWS IB
def __init__(self, wrapper):
## Set up with a wrapper inside
EClient.__init__(self, wrapper)
