def dload(symlist,barlist,strikelist,expirylist):
print symlist
global bar, sym
trans_id = 0
strikelist = [1]
expirylist = [1]
for sym in symlist:
print sym
for bar in barlist:
for strike in strikelist:
for expiry in expirylist:
fname = DataDown+ today + '.' + sym + '.' + bar.replace(' ','')+'.ddload.csv'
TicksUtile.backupTickfiles(fname)
##########
duration = bardict[bar]
barspaced = bardictspaced[bar]
contract = ibutiles.create_contract(sym,strike,expiry)
ticktype = ticktypedict[sym]
print bar, sym, duration,ticktype, barspaced, strike, expiry
tws_conn.reqHistoricalData(trans_id, contract, '', duration, barspaced, ticktype, 0, 2)
trans_id = trans_id + 1
sleep(10)
tmp = DataDown+ today + '.' + 'tempdlfile' + '.ddload.csv'
fname = DataDown+ today + '.' + sym + '.' + bar.replace(' ','')+'.ddload.csv'
shutil.copyfile(tmp,fname)
TicksUtile.throw_out_lastbar(fname)
def dload(symlist, barlist, strikelist, expirylist):
print symlist
global bar, sym
trans_id = 0
strikelist = [1]
expirylist = [1]
for sym in symlist:
print sym
for bar in barlist:
for strike in strikelist:
for expiry in expirylist:
fname = DataDown + today + '.' + sym + '.' + bar.replace(
' ', '') + '.ddload.csv'
TicksUtile.backupTickfiles(fname)
##########
duration = bardict[bar]
barspaced = bardictspaced[bar]
contract = ibutiles.create_contract(sym, strike, expiry)
ticktype = ticktypedict[sym]
print bar, sym, duration, ticktype, barspaced, strike, expiry
tws_conn.reqHistoricalData(trans_id, contract, '',
duration, barspaced, ticktype,
0, 2)
trans_id = trans_id + 1
sleep(10)
tmp = DataDown + today + '.' + 'tempdlfile' + '.ddload.csv'
fname = DataDown + today + '.' + sym + '.' + bar.replace(
' ', '') + '.ddload.csv'
shutil.copyfile(tmp, fname)
TicksUtile.throw_out_lastbar(fname)
def create_con_dict():
symcontrdict = {}
counter = 0
symbol_list = symbol_listall
print symbol_list
for sym in symbol_list:
counter +=1
strike = '2'
expiry ='20154'
symcontract = ibutiles.create_contract(sym,strike,expiry)
print sym, counter
sleep (1)
dict2 = {sym : symcontract}
symcontrdict.update(dict2)
print 'adding to dict', sym
print 'done with dict'
return symcontrdict
def create_con_dict():
symcontrdict = {}
counter = 0
symbol_list = symbol_listall
print symbol_list
for sym in symbol_list:
counter += 1
strike = '2'
expiry = '20154'
symcontract = ibutiles.create_contract(sym, strike, expiry)
print sym, counter
sleep(1)
dict2 = {sym: symcontract}
symcontrdict.update(dict2)
print 'adding to dict', sym
print 'done with dict'
return symcontrdict
##libsyms = EXE + 'library.syms.csv'
##symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = symdict.keys()
######################
print 'starting entry sender...'
##print
symcontrdict = {}
counter = 0
agelimit = 1200
symbol_list = ['ES']
print symbol_list
for sym in symbol_list:
counter += 1
strike = '2'
expiry = '20154'
symcontract = ibutiles.create_contract(sym, strike, expiry)
print sym, counter
sleep(1)
dict2 = {sym: symcontract}
symcontrdict.update(dict2)
print 'adding to dict', sym
#################
print 'done with dict'
while loop < loopmax:
if testmode == 'online':
order_id = get_orderid()
else:
order_id = '888'
#################3
for lastsig in ['1']:
print lastsig
##libsyms = EXE + 'library.syms.csv'
##symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = symdict.keys()
######################
print 'starting entry sender...'
##print
symcontrdict = {}
counter = 0
agelimit = 1200
symbol_list = ['ES']
print symbol_list
for sym in symbol_list:
counter +=1
strike = '2'
expiry ='20154'
symcontract = ibutiles.create_contract(sym,strike,expiry)
print sym, counter
sleep (1)
dict2 = {sym : symcontract}
symcontrdict.update(dict2)
print 'adding to dict', sym
#################
print 'done with dict'
while loop < loopmax:
if testmode == 'online':
order_id = get_orderid()
else:
order_id = '888'
#################3
for lastsig in ['1']:
print lastsig
dataStr = '%s, %s, %s, %s, %s, %s, %s' % (sym, tdate, msg.open, msg.high, msg.low, msg.close, msg.volume)
newDataList = newDataList + [dataStr]
else:
print 'next list'
rpu_rp.WriteStringsToFile(fname,'') #flush the file
for a in newDataList:
if len(a) > 2:
rpu_rp.WriteStringsToFileAppend(fname,a)
newDataList = []
####################################
tws_conn = Connection.create(port=7496, clientId=109)
tws_conn.connect()
tws_conn.register(error_handler, 'Error')
tws_conn.registerAll(reply_handler)
tws_conn.register(historical_data_handler, message.historicalData)
#######################################
for sym in symbol_list:
for bar in barlist:
fname = DataDown+ today + '.' + sym + '.' + bar.replace(' ','')+'.ddload.csv'
os.system('cat ' + fname + ' >> ' + fname + 'bu')
duration = bardict[bar]
print bar, sym
contract = ibutiles.create_contract(sym,'','')
ticktype = ticktypedict[sym]
tws_conn.reqHistoricalData(trans_id, contract, '', duration, bar, ticktype, 0, 2)
trans_id = trans_id + 1
sleep(4)
###############
print 'disconnecting from ib..'
tws_conn.disconnect()
rpu_rp.WriteStringsToFile(fname, '') #flush the file
for a in newDataList:
if len(a) > 2:
rpu_rp.WriteStringsToFileAppend(fname, a)
newDataList = []
####################################
tws_conn = Connection.create(port=7496, clientId=109)
tws_conn.connect()
tws_conn.register(error_handler, 'Error')
tws_conn.registerAll(reply_handler)
tws_conn.register(historical_data_handler, message.historicalData)
#######################################
for sym in symbol_list:
for bar in barlist:
fname = DataDown + today + '.' + sym + '.' + bar.replace(
' ', '') + '.ddload.csv'
os.system('cat ' + fname + ' >> ' + fname + 'bu')
duration = bardict[bar]
print bar, sym
contract = ibutiles.create_contract(sym, '', '')
ticktype = ticktypedict[sym]
tws_conn.reqHistoricalData(trans_id, contract, '', duration, bar,
ticktype, 0, 2)
trans_id = trans_id + 1
sleep(4)
###############
print 'disconnecting from ib..'
tws_conn.disconnect()