def __init__(self, host='localhost', port=4001,
client_id=101, is_use_gateway=False, evaluation_time_secs=20,
resample_interval_secs='30s',
moving_window_period=dt.timedelta(hours=1)):
self.moving_window_period = moving_window_period
self.chart = Chart()
self.ib_util = IBUtil()
# Store parameters for this model
self.strategy_params = StrategyParameters(evaluation_time_secs,
resample_interval_secs)
self.stocks_data = {} # Dictionary storing StockData objects.
self.symbols = None # List of current symbols
self.account_code = ""
self.prices = None # Store last prices in a DataFrame
self.trade_qty = 0
self.order_id = 0
self.lock = threading.Lock()
# Use ibConnection() for TWS, or create connection for API Gateway
self.conn = ibConnection() if is_use_gateway else \
Connection.create(host=host, port=port, clientId=client_id)
self.__register_data_handlers(self.__on_tick_event,
self.__event_handler)
