def newTrade(self, contractSymbol:str, entryPrice:float, stopPrice:float ):
# TEMP
contractSymbol="EURUSD"
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.currency = "GBP"
contract.exchange = "IDEALPRO"
contract.tickSize = 0.00005
contract.lotSize = 20000
# TEMP
#if( self.trades[contractSymbol] )
'''
contractDetails = s.getContractDetails( contractSymbol )
contract = Contract()
contract.exchange = contractDetails.exchange
contract.secType = contractDetails.secType
contract.symbol = contractSymbol
contract.lastTradeDateOrContractMonth = contractDetails.expiry
contract.tickSize = contractDetails.tickSize # Custom field
contract.lotSize = contractDetails.lotSize # Custom field
'''
diff = abs(entryPrice-stopPrice)
qty = self.capital * s.RiskPerTrade / diff
t = trade.Trade( self.ib, contract )
t.placeNewTrade( qty, entryPrice, stopPrice )
self.trades[contractSymbol] = t
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 setup(self):
# contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate, chartOptions
# Create a contract object
for symbol in self.symbols:
contract = Contract()
contract.symbol = symbol
contract.secType = "STK"
# Make a data request
self.reqHistoricalData(contract, "", f"{self.days_required} D",
"5 min", "BID_ASK", 0, 1, True, [])
def OptionAtBOX():
contract = Contract()
contract.symbol = "GOOG"
contract.secType = "OPT"
contract.exchange = "BOX"
contract.currency = "USD"
contract.lastTradeDateOrContractMonth = "20170120"
contract.strike = 615
contract.right = "C"
contract.multiplier = "100"
return contract
def makeStkContract(contractTuple):
newContract = Contract()
newContract.symbol = contractTuple[0]
newContract.secType = contractTuple[1]
newContract.exchange = contractTuple[2]
newContract.currency = contractTuple[3]
#newContract.expiry = contractTuple[4]
#newContract.strike = contractTuple[5]
#newContract.right = contractTuple[6]
print('Contract Values:%s,%s,%s,%s,%s,%s,%s:' % contractTuple)
return newContract
def create_contract(symbol, secType, currency, exchange, expiry):
contract = IBcontract()
contract.symbol = symbol
contract.secType = secType
contract.currency = currency
contract.exchange = exchange
if expiry is not None:
contract.lastTradeDateOrContractMonth = expiry
return contract
def makeSimpleContract(symbol,
secType="STK",
currency="USD",
exchange="SMART"):
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.currency = currency
contract.exchange = exchange
return contract
def optContract():
contract = Contract()
contract.symbol = 'GOOG'
contract.secType = 'OPT'
contract.exchange = 'SMART'
contract.currency = 'USD'
contract.lastTradeDateOrContractMonth = '20190823'
contract.strike = 1190
contract.right = 'C'
contract.multiplier = '100'
return contract
def __init__(self):
self.ids = []
self.lots = 5
self.params = pd.read_csv(r'C:/Users/JD/Google Drive/Quantitative Trading/Trading Params/UsoXle Params.csv', header=0, index_col=0)
xleC, usoC = Contract(), Contract()
xleC.secType, usoC.secType = 'STK', 'STK'
xleC.symbol, usoC.symbol = 'XLE', 'USO'
xleC.currency, usoC.currency = 'USD', 'USD'
xleC.exchange, usoC.exchange = 'ARCA', 'ARCA'
self.contracts = (xleC, usoC)
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 closePosition(self, symbol, volume):
contract = Contract()
contract.symbol = symbol
contract.secType = "STK"
order = Order()
order.action = "SELL"
order.totalQuantity = volume
order.orderType = "MKT"
self.placeOrder(contract, order)
def start(self):
contract = Contract()
contract.symbol = 'TGP'
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 defineContract(self, symbol, secType, exchange, currency,
primaryExchange):
contract = IBcontract()
contract.symbol = symbol
contract.secType = secType
contract.exchange = exchange
contract.currency = currency
contract.primaryExchange = primaryExchange
return contract
def Stock_contract(symbol,
secType='STK',
exchange='SMART',
currency='USD'):
''' custom function to create stock contract '''
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.exchange = exchange
contract.currency = currency
return contract
def createOptionContract(self, symbol, currency, exchange):
contract = Contract()
contract.symbol = symbol
contract.secType = "OPT"
contract.exchange = exchange
contract.currency = currency
contract.lastTradeDateOrContractMonth = "201901"
contract.strike = 150
contract.right = "C"
contract.multiplier = "100"
return contract
def contract(self) -> Contract:
out = Contract()
out.symbol = self.symbol
out.secType = "STK"
out.currency = "USD"
out.exchange = "SMART"
if self.pex == "NASDAQ":
out.primaryExchange = "ISLAND"
else:
out.primaryExchange = self.pex
return out
def stock_contract(self,
symbol,
secType='STK',
exchange='ISLAND',
currency='USD'):
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.exchange = exchange
contract.currency = currency
return contract
def createContract(symbol,
sec_type='STK',
exch='SMART',
prim_exch='ISLAND',
currency='USD'):
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.exchange = exch
contract.primaryExch = prim_exch
contract.currency = currency
return contract
def test_req_pnl_single_blocking(self):
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = 'USD'
result = self.app.req_contract_details(contract)
contract_id = result[0]['contract']['conId']
contract_pnl = self.app.req_pnl_single_blocking(
self.account_id, '', contract_id)
print(contract_pnl)
def subscribe_to_asset(ticker):
logger = logging.getLogger(__name__)
try:
contract = Contract()
contract.symbol = ticker
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'USD'
app_ib.req_mkt_data(contract)
except Exception as e:
logger.error(e)
return jsonify('success')
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 2)
time.sleep(2)
# contract = Contract()
# contract.symbol = "IBEX35" # No market data permissions for NYSE STK -->> For Live TWS
# contract.secType = "IND"
# contract.exchange = "MEFFRV"
# contract.currency = "EUR"
#contract = Contract()
#contract.symbol = "MGM" # No market data permissions for NYSE STK -->> For Live TWS
#contract.secType = "STK"
#contract.exchange = "SMART"
#contract.currency = "USD"
#contract = Contract()
#contract.symbol = "UAVS" #No market data permissions for AMEX STK-->> For Live TWS
#contract.secType = "STK"
#contract.exchange = "SMART" # Este contrato no corre si estoy en la sesion de tfm2020le, pero si corre en la sesion "demo TWS"
#contract.currency = "USD"
#contract = Contract()
#contract.symbol = "IBKR"
#contract.secType = "STK"
#contract.exchange = "SMART" # Este contrato no corre si estoy en la sesion de tfm2020le, pero si corre en la sesion "demo TWS"
#contract.currency = "USD"
#contract = Contract()
#contract.symbol = "GBP"
#contract.secType = "CASH"
#contract.exchange = "IDEALPRO" #Este contrato no corre si estoy en la sesion de tfm2020le, pero si corre en la sesion "demo TWS"
#contract.currency = "USD"
#contract = Contract() #Con este tipo de contrato no funciona
#contract.symbol = "AAPL" #No market data permissions for ISLAND STK en version DEMO
#contract.secType = "STK" #No market data permissions for ISLAND STK en version tfm2020le
#contract.exchange = "SMART"
#contract.currency = "USD"
#contract.primaryExchange = "NASDAQ"
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.exchange = "IDEALPRO" #Este contrato no corre si estoy en la sesion de tfm2020le, pero si corre en la sesion "demo TWS"
contract.currency = "USD"
#idRequest,contract,EndDay(Se puede especificar el dia que queremos data)",Duration,Bar(size),typeData(BID,ASK,etc),0(trading hours),1(format data), Bool,Attribute
app.reqHistoricalData(1, contract, "", "1 D", "1 min", "MIDPOINT", 0, 1,
False, [])
app.run()
def contract(symbol="ES",
secType="FUT",
exchange="GLOBEX",
lastTradeDateOrContractMonth="202103"):
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.currency = "USD"
contract.exchange = exchange
contract.lastTradeDateOrContractMonth = lastTradeDateOrContractMonth
print('Contract details are retrieved', contract)
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 create_contract(mysymbol, sec_type, exch, prim_exch, currency):
"""
亲测可用
全局使用。按照标准的自带的Contract()格式制作，没啥可调的，按规矩做就是了。
"""
contract = Contract() # 自己的
contract.symbol = mysymbol
contract.secType = sec_type
contract.exchange = exch
contract.primaryExch = prim_exch
contract.currency = currency
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 futures(symbol="ES",
sec_type="FUT",
currency="USD",
exchange="GLOBEX",
lastTradeDateOrContractMonth="202103"):
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.currency = currency
contract.exchange = exchange
contract.lastTradeDateOrContractMonth = lastTradeDateOrContractMonth
return contract
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 main():
app = DemoApp()
app.connect("127.0.0.1", 4001, 0) # 7496 4001
print("serverVersion:%s connectionTime:%s" %
(app.serverVersion(), app.twsConnectionTime()))
# id = app.reqIds(0)
contract1 = Contract()
contract1.symbol = "OXLC"
contract1.secType = "STK"
contract1.exchange = "SMART"
contract1.currency = "USD"
contract2 = Contract()
contract2.symbol = "FRC PRG"
contract2.secType = "STK"
contract2.exchange = "SMART"
contract2.currency = "USD"
# app.reqHistoricalData(1, contract1, endDateTime="", durationStr="1 Y", barSizeSetting="1 day",
# whatToShow="TRADES", useRTH=1, formatDate=1, keepUpToDate=False, chartOptions=[]) # TRADES ADJUSTED_LAST
# app.reqHistoricalData(2, contract2, "", "5 W", "1 day", "TRADES", 0, 1, False, [])
# app.reqContractDetails(1, contract1)
# app.reqContractDetails(2, contract2)
# ReportsFinSummary
# ReportsOwnership
# ReportSnapshot
# ReportsFinStatements
# RESC
# CalendarReport
# app.reqFundamentalData(11, contract1, "ReportsFinSummary", [])
# genericTickList:
# - Fundamental Ratios - 258
# - IB Dividends - 456
app.reqMktData(1, contract1, "258, 456", False, False, [])
app.run()
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 gen_contract(self,
symbol,
secType="STK",
currency="USD",
exchange="ISLAND"):
contract = Contract()
contract.symbol = symbol
contract.secType = secType
contract.currency = currency
# In the API side, NASDAQ is always defined as ISLAND in the exchange
# field
contract.exchange = exchange
return contract
def form_option_contract(symbol, strike, type):
contract1 = Contract() # Creates a contract object from the import
contract1.symbol = symbol # Sets the ticker symbol
contract1.secType = "OPT" # Defines the security type as stock
contract1.currency = "USD" # Currency is US dollars
contract1.exchange = "SMART"
contract1.strike = strike
contract1.right = type # call not put
contract1.expiry = "20200717"
contract1.lastTradeDateOrContractMonth = "20200717"
# contract1.PrimaryExch = "NYSE"
return contract1 # Returns the contract object
def _fetchFutureMonth(self):
contract = Contract()
'''
contract.secType = "CONTFUT"
#contract.lastTradeDateOrContractMonth="201812" # CONTFUT can be used to get details of contract from which we can get month for order
contract.symbol="SBIN"
contract.exchange="NSE"
'''
contract.secType = "FUT"
contract.lastTradeDateOrContractMonth="201805"
contract.symbol="SBIN"
contract.exchange="NSE"
## resolve the contract
self.ib.reqContractDetails(213, contract)
