def testCreateEquityContract(self):
ibContract = IBcontract()
ibContract.secType = "STK"
ibContract.symbol = "AMC"
ibContract.currency = "USD"
ibContract.exchange = "SMART"
ibContract.primaryExchange = "NYSE"
return (ibContract)
def stock_order(symbol): contract = Contract() contract.symbol = symbol contract.secType = "STK" contract.currency = "USD" contract.exchange = "SMART" contract.primaryExchange = "ISLAND" return contract
def get_contract(self, symdct):
ibcontract = Contract()
ibcontract.symbol = symdct['symbol'].upper()
ibcontract.secType = symdct['sectype'].upper()
ibcontract.exchange = symdct['exchange'].upper()
ibcontract.currency = symdct['currency'].upper()
ibcontract.primaryExchange = symdct['priexg'].upper()
return ibcontract
def create_nasdaq_contract(ticker):
contract = Contract()
contract.symbol = row['ticker']
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
return contract
def ASX_contract(ticker):
contract = Contract()
contract.symbol = ticker
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'AUD'
contract.primaryExchange = 'ASX'
return contract
def start(self):
contract = Contract()
contract.symbol = "TGP"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
self.reqMarketDataType(4)
self.reqMktData(1, contract, '258,456', False, False, [])
def basic_contract(symbol, sec_type, exch, prim_exch, curr):
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.exchange = exch
contract.primaryExchange = exch
contract.currency = curr
return contract
def OptionWithLocalSymbol():
contract = Contract()
contract.localSymbol = "C SPX JAN 16 2450"
contract.secType = "OPT"
contract.exchange = "SMART"
contract.primaryExchange = "SMART"
contract.currency = "USD"
return contract
def AAPLStockContract():
# ! [usstockcfd_conract]
contract = Contract()
contract.symbol = "AMZN"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
contract.primaryExchange = "SMART"
# ! [usstockcfd_conract]
return contract
def defineContract(self, symbol, secType, exchange, currency, primaryExchange):
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.exchange = exchange
contract.currency = currency
contract.primaryExchange = primaryExchange
return contract
def USStockWithPrimaryExch():
contract = Contract()
contract.symbol = "MSFT"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
# Specify the Primary Exchange attribute to avoid contract ambiguity
# (there is an ambiguity because there is also a MSFT contract with primary exchange = "AEB")
contract.primaryExchange = "ISLAND"
return contract
def start(self):
contract = Contract()
contract.symbol = "TGP PRb"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
self.reqHistoricalData(1, contract, "", "26 W", "1 day", "MIDPOINT", 0,
1, False, [])
def make_contract(symbol, exchange):
if symbol.startswith('US.'):
symbol = ''.join(symbol[3:])
contract = Contract()
contract.symbol = symbol
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = exchange
contract.primaryExchange = "ISLAND"
return contract
def processPortfolioValueMsg(self, fields):
sMsgId = next(fields)
version = decode(int, fields)
# read contract fields
contract = Contract()
contract.conId = decode(int, fields) # ver 6 field
contract.symbol = decode(str, fields)
contract.secType = decode(str, fields)
contract.lastTradeDateOrContractMonth = decode(str, fields)
contract.strike = decode(float, fields)
contract.right = decode(str, fields)
if version >= 7:
contract.multiplier = decode(str, fields)
contract.primaryExchange = decode(str, fields)
contract.currency = decode(str, fields)
contract.localSymbol = decode(str, fields) # ver 2 field
if version >= 8:
contract.tradingClass = decode(str, fields)
if self.serverVersion >= MIN_SERVER_VER_FRACTIONAL_POSITIONS:
position = decode(float, fields)
else:
position = decode(int, fields)
marketPrice = decode(float, fields)
marketValue = decode(float, fields)
averageCost = decode(float, fields) # ver 3 field
unrealizedPNL = decode(float, fields) # ver 3 field
realizedPNL = decode(float, fields) # ver 3 field
accountName = decode(str, fields) # ver 4 field
if version == 6 and self.serverVersion == 39:
contract.primaryExchange = decode(str, fields)
self.wrapper.updatePortfolio( contract,
position, marketPrice, marketValue, averageCost,
unrealizedPNL, realizedPNL, accountName)
def main():
app = TestApp()
app.connect("127.0.0.1", 4002, 0) # 7497 live
# Crete a contract
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
def contract_spx_option(self):
contract = Contract()
contract.symbol = 'SPX'
contract.secType = "OPT"
contract.exchange = "SMART"
contract.primaryExchange = "SMART"
contract.currency = "USD"
contract.strike = 2800
contract.lastTradeDateOrContractMonth = "20190329"
contract.right = "C"
return contract
def streaming():
app = TestApp("0.0.0.0", 4001, 9)
contract = IBcontract()
contract.symbol = 'AAPL'
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
app.reqMarketDataType(4)
req = app.reqMktData(1, contract, "", False, False, [])
print(req)
def get_contract_object(symbol: str,
security_type: "SecurityType") -> Contract:
contract = Contract()
contract.symbol = symbol
contract.secType = security_type.value
contract.exchange = "SMART"
contract.currency = "USD"
from ibkr.models import SecurityType
if security_type == SecurityType.STOCK:
contract.primaryExchange = "NASDAQ"
return contract
def start(self):
contract = Contract()
contract.symbol = "TGP"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
wb = Workbook.load_workbook(
'D:\\TWS API\\source\\pythonclient\\ibapi\\Accounting Info TGP.xlsx'
)
range = wb['Accounting Info']
wb_1 = Workbook.load_workbook(
'D:\\TWS API\\source\\pythonclient\\ibapi\\StockPrice TGP.xlsx')
range_1 = wb_1['stock yield TGP']
wb_2 = Workbook.load_workbook(
'D:\\TWS API\\source\\pythonclient\\ibapi\\Dividend Info TGP.xlsx')
range_2 = wb_2['Dividend Info']
wb_3 = Workbook.load_workbook(
'D:\\TWS API\\source\\pythonclient\\ibapi\\StockPrice TGP PRa.xlsx'
)
range_3 = wb_3['stock yield TGP PRa']
wb_4 = Workbook.load_workbook(
'D:\\TWS API\\source\\pythonclient\\ibapi\\YTC TGP.xlsx')
range_4 = wb_4['YTC TGP']
TGP_Dividend_PRa = float(input('please enter Dividend of TGP PRa'))
TGP_Dividend_PRb = float(input('please enter Dividend of TGP PRb'))
Outstanding_share = float(
input('please enter Outstanding share of PRa'))
condition_1 = TGP_Dividend_PRa > TGP_Dividend_PRb
condition_2 = float(str(range_4['A1'].value)) > 0.7
condition_3 = float(str(range_3['A1'].value)) < float(
str(range_1['A1'].value))
condition_4 = (float(str(range['A1'].value)) -
float(str(range_2['B1'].value)) * Outstanding_share) / (
TGP_Dividend_PRa + TGP_Dividend_PRb) > 2.0
if condition_1:
if condition_2 and condition_3 and condition_4:
order = Order()
order.action = "BUY"
order.orderType = "LMT"
order.totalQuantity = 400
order.lmtPrice = 210
if not (condition_1 and condition_2 and condition_3 and condition_4):
print('doesnt meet criteria cant place order')
else:
self.placeOrder(self.nextOrderId, contract, order)
def update(config, symbol):
conn_cred = config['conn_cred']
app = TestApp("127.0.0.1", 7497, 1)
ibcontract = IBcontract()
ibcontract.secType = "STK"
# ibcontract.lastTradeDateOrContractMonth="202011"
ibcontract.symbol = symbol
ibcontract.exchange = "SMART"
ibcontract.currency = "USD"
ibcontract.primaryExchange = "NASDAQ"
resolved_ibcontract = app.resolve_ib_contract(ibcontract)
# print(resolved_ibcontract)
historic_data = app.get_IB_historical_data(resolved_ibcontract,
durationStr="1 W",
barSizeSetting="5 secs")
print('pulled historical data. converting data to something mysql expects')
df = pd.DataFrame(
historic_data,
columns=['datetime', 'open', 'high', 'low', 'close', 'volume'])
df['symbol'] = symbol
df['datetime'] = pd.to_datetime(df['datetime'], format='%Y%m%d %H:%M:%S')
df['epoch'] = (df['datetime'] -
datetime(1970, 1, 1)).dt.total_seconds() + (480 * 60)
list_vals = df[[
'symbol', 'epoch', 'open', 'high', 'low', 'close', 'volume'
]].values.tolist()
# list_vals = (tuple(i) for i in list_vals) # for executemany()
print('inserting to sql database')
## robust one-by-one insertion
for i in range(len(list_vals)):
query = "INSERT INTO {dbname}.bar_data (symbol, epoch,\
open, high,low, close, volume\
) VALUES ({csv})".format(dbname=conn_cred['dbname'],
csv=','.join(
map(lambda x: "'" + str(x) + "'",
list_vals[i])))
run_query(conn_cred, query)
## executemany (supposed to be a gajillion times faster)
## dunno how to make this work tho
# query = "INSERT INTO {dbname}.bar_data (symbol, epoch,\
# open, high,low, close, volume\
# ) VALUES (%s)".format(dbname=conn_cred['dbname'],
# symbol=symbol)
# dbconn, cursor = mysql_conn(conn_cred['dbname'])
# cursor.executemany(query, list_vals)
# db_conn_close()
print('done updating')
quit()
def main():
app=TestApp()
app.connect("127.0.0.1",7497,0)
contract= Contract()
contract.symbol= "AAPL"
contract.secType= "STK"
contract.exchange="SMART"
contract.currency= "USD"
contract.primaryExchange="NASDAQ"
app.reqMarketDataType(4)
app.reqMktData(1, contract, "",False,False, [])
app.run()
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
app.reqMarketDataType(1) # switch to delayed-frozen data if live is not available
app.reqMktData(1, contract, "", False, False, [])
app.run()
def OptionWithTradingClass():
contract = Contract()
contract.symbol = "SPX"
contract.secType = "OPT"
contract.exchange = "SMART"
contract.primaryExchange = "SMART"
contract.currency = "USD"
contract.lastTradeDateOrContractMonth = "20190219"
contract.strike = 2520
contract.right = "C"
contract.multiplier = "100"
contract.tradingClass = "SPX"
return contract
def basicContract(symbol,
secType='STK',
exchange='SMART',
currency='USD',
primaryExchange='NASDAQ'):
# for the most part, the stock of interest share the same basic details,
# so just setting a bunch of defaults
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.exchange = exchange
contract.currency = currency
contract.primaryExchange = primaryExchange
return contract
def start(self):
contract = Contract()
contract.symbol = self.sec_id
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
order = Order()
order.action = self.buy_or_sell
order.totalQuantity = self.qty
order.orderType = "MKT"
self.placeOrder(self.nextOrderId, contract, order)
def ib_stock_api(stocks, action):
if action == RUN_API:
print(f"*************** START API RUN ****************")
global app
app = TestApp()
app.connect("127.0.0.1", 4004, clientId=0)
# app.connect("127.0.0.1", 7497, clientId=17)
thread1App = myThread(app, 1, "T1") # define thread for running app
thread1App.start(
) # start app.run(] as infitnite loop in separate thread
elif action == UPADATE_STOCKS:
global contract
for c in range(len(stocks)):
app.cancelMktData(c)
contract = Contract()
rStatus = 200
for i in range(len(stocks)):
contract.symbol = stocks[i]
print(f"*************** UPDATE: {stocks[i]} ****************")
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
app.reqStatus[rStatus] = 'Sent'
app.reqMktData(i, contract, "", False, False, [])
# app.done = True # this stops app.run() loop
return
elif action == STOP_API:
print(f"***************Stopping app****************")
app.stop()
# app.disconnect()
return
else:
print('ERROR: Wrong action entered.')
return
def main1():
global app1
global var1
global var2
global myList
print("Se supone que elimine conexion del objeto anterior de la clase TestApp que es global")
myList.remove(myList[0])
myList.remove(myList[0])
if len(myList) == 0:
print("Termine todos los contratos")
#self.disconnect()#Da error el codigo
# app.disconnect()
app1.disconnect()##ESTE ESTARIA BIEN ESO CREO
# app.cancelMktData(0)
# app1.cancelMktData(0)
#del app# local variable 'app' referenced before assignment
#del app1 #Que pasa si no borro este objeto##NADA EL CODIGO SIGUE CORRIENDO
# sys.exit(1) #ME LLEVAN A OTRO SITIO
# sys.exit()
# quit()
# exit(0)
exitContratos()
#return #ESTE ES EL QUE ME REGRESA A "otroContrato"##SI FUNCIONA PARA EL REGRESO A LA OTRA FUNCION
var1 = myList[0]
var2 = myList[1]
print(myList)
print("La lista que se muestra en pantalla ya tiene menos dos elementos")
print("Se supone que voy a crear un nuevo contrato, por eso vuelvo a llamar a la clase,Inicio nueva conexion")
app1 = TestApp()
app1.connect("127.0.0.1", 7497, 0)
time.sleep(3)
contract = Contract()
contract.symbol = var2 #variable 2
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = var1 #variable 1
app1.reqMarketDataType(4)
app1.reqMktData(0,contract,"",False,False,[])
app1.run()
app1.disconnect()##ESTA LINEA SE VE AFECTADA POR EL IF DE == 0
#self.disconnect() # self is not defined
print("Termino el objeto de la clase app1")# Pasa por aqui luego de que termino todos los contratos, No deberia
def main():
# Create the client and Connect to TWS API
client = TestLimitOrder('127.0.0.1', 7497, 7)
time.sleep(3)
client.orderId = None
# Define a Contract
contract = Contract()
contract.symbol = 'SBIN'
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'INR'
contract.primaryExchange = "NSE"
# Define the Limit Order for BUY/SELL
order = Order()
order.action = 'BUY'
order.totalQuantity = 42
order.orderType = 'LMT'
order.lmtPrice = '10.2' # Place the limit order far off from the actaul market price. For Test
#order.transmit = False # when set to false, the order wont actually be executed when the program is run
# Request from TWS, the next valid ID for the order
client.reqIds(1)
time.sleep(3)
# Place the order
if client.orderId:
client.placeOrder(client.orderId, contract, order)
time.sleep(3)
else:
print ('Order ID not received. Terminating Application')
sys.exit()
# Obtain information about open positions
client.reqPositions()
time.sleep(3)
# Obtain information about Account
client.reqAccountSummary(7, 'All', 'AccountType')
time.sleep(3)
# Cancel Order
print ('Cancelling the Order')
client.cancelOrder(client.orderId) # Cancel the above order which has been placed
# Disconnect from TWS
time.sleep(3)
client.disconnect()
def Dict_to_Contract(data: dict):
con = Contract()
con.symbol = data['symbol']
con.conId = data['conID']
con.secType = data['secType']
con.currency = data['currency']
con.exchange = data['exchange']
con.primaryExchange = data['primaryExchange']
con.multiplier = data['multiplier']
con.tradingClass = data['tradingClass']
con.localSymbol = data['localSymbol']
con.right = data['right']
con.lastTradeDateOrContractMonth = data['lastTradeDateOrContractMonth']
con.strike = data['strike']
return con
def make_contract(self, symbol):
"""Create a contract for the given symbol.
Arguments:
symbol (str): Ticker symbol
"""
contract_info = self.get_contract_details(symbol)
contract = Contract()
contract.symbol = symbol
contract.currency = contract_info['currency']
contract.exchange = contract_info['exchange']
contract.primaryExchange = contract_info['primaryExchange']
contract.secType = contract_info['secType']
contract.secId = contract_info['secId']
return contract
