class App:
def __init__(self, ib: IB):
self.ib = ib
self.root = tk.Tk()
self.loop = asyncio.get_event_loop()
self.root.title("ModelTrader Indicators")
self.root.protocol('WM_DELETE_WINDOW', self._onDeleteWindow)
self.root.minsize(width=250, height=50)
self.qtrhour = Indicator(self.root, "Time of Check","")
self.connected = Indicator(self.root, "Connected", "True")
self.contract = Indicator(self.root, "Contract", "")
#self.root.sub1("current period")
self.cci15 = Indicator(self.root, "CCI (15m)", "")
self.cci15_av = Indicator(self.root, "CCI Avg (15m)", "")
self.atr15 = Indicator(self.root, "ATR (15m)", "")
self.bband15_width = Indicator(self.root, "BBAND Width (15m)", "")
self.bband15_b = Indicator(self.root, "BBAND %B (15m)", "")
self.cci15p = Indicator(self.root, "CCI (15p)", "")
self.cci15p_av = Indicator(self.root, "CCIP Avg (15m)", "")
self.ib.connectedEvent += self.connectEvent
self.ib.disconnectedEvent += self.disconnectEvent
def run(self):
self._onTimeout()
logic.Algo(self.ib, self).run()
self.loop.run_forever()
def _onTimeout(self):
self.root.update()
self.loop.call_later(0.03, self._onTimeout)
def _onDeleteWindow(self):
self.loop.stop()
def connectEvent(self):
self.connected.update("Connected")
logger.getLogger().info("Connected.")
def disconnectEvent(self):
self.connected.update("Disconnected")
logger.getLogger().info("Disconnected.")
class App:
def __init__(self, ib: IB):
self.ib = ib
self.root = tk.Tk()
#new code
#ibc = IBC(twsVersion=972, gateway=True, tradingMode='paper')
#ib.connectedEvent += onConnected
#watchdog = Watchdog(ibc, ib, port=4002)
#watchdog.start()
#end new code
#self.loop = asyncio.get_event_loop()
self.root.title("ModelTrader Indicators")
self.root.protocol('WM_DELETE_WINDOW', self._onDeleteWindow)
self.root.minsize(width=250, height=100)
self.label4 = Indicator(self.root, "Positions","",1)
self.shares = Indicator(self.root, "Shares", "",1)
self.qtrhour = Indicator(self.root, "Time of Check","",1)
self.connected = Indicator(self.root, "Connected", "True",1)
self.contract = Indicator(self.root, "Contract", "",1)
self.label3 = Indicator(self.root, "15 Minutes ","",1)
self.crossover = Indicator(self.root, "Crossover", "False",1)
self.spread = Indicator(self.root, "CCI/CCIA Spread","",1)
self.cci15 = Indicator(self.root, "CCI ", "",1)
self.cci15_av = Indicator(self.root, "CCI Avg ", "",1)
self.atr15 = Indicator(self.root, "ATR ", "",1)
self.bband15_width = Indicator(self.root, "BBAND Width", "",1)
self.bband15_b = Indicator(self.root, "BBAND %B ", "",1)
self.label1 = Indicator(self.root, " ","",1)
self.cci15p = Indicator(self.root, "CCI ", "",1)
self.cci15p_av = Indicator(self.root, "CCIP Avg", "",1)
self.label2 = Indicator(self.root, "1 Hour ","",1)
self.cci1h = Indicator(self.root, "CCI ", "",2)
self.cci1h_av = Indicator(self.root, "CCI Avg ","",2)
self.atr1h = Indicator(self.root, "ATR ","",2)
self.bband1h_width = Indicator(self.root, "BBand Width ","",2)
self.bband1h_b = Indicator(self.root, "BBand %p ","",2)
self.label1 = Indicator(self.root, "1 Day ","",1)
self.cci1d = Indicator(self.root, "CCI ", "",3)
self.cci1d_av = Indicator(self.root, "CCI Avg ","",3)
self.atr1d = Indicator(self.root, "ATR ","",3)
self.bband1d_width = Indicator(self.root, "BBand Width ","",3)
self.bband1d_b = Indicator(self.root, "BBand %p ","",3)
self.status1 = Indicator(self.root, "Status1 ","",0)
self.ib.disconnectedEvent += self.disconnectEvent
self.ib.connectedEvent += self.connectEvent
self.ib.orderStatusEvent += self.orderStatusEvent
self.ib.newOrderEvent += self.newOrderEvent
self.ib.execDetailsEvent += self.execDetailsEvent
self.ib.errorEvent += self.onError
#self.ib.newOrderEvent += self.newOrderEvent
def run(self):
self._onTimeout()
# check for command line arguments
if len(sys.argv) > 1:
dt = datetime(int(sys.argv[1]),int(sys.argv[2]),int(sys.argv[3]),int(sys.argv[4]),0,0)
if isinstance(dt,datetime):
print("VALID number of arguments ",len(sys.argv))
print("argument list",str(sys.argv))
print("datetime", datetime.now())
backTest = True
commandParam = dt
print(commandParam)
else:
backTest = False
else:
commandParam = ""
backTest = False
logic.Algo(self.ib, self,backTest,commandParam).run()
#self.loop.run_forever()
def _onTimeout(self):
self.root.update()
#self.loop.call_later(0.03, self._onTimeout)
def _onDeleteWindow(self):
self.loop.stop()
def connectEvent(self):
self.connected.update("Connected")
logger.getLogger().info("Connected.")
def disconnectEvent(self):
self.connected.update("Disconnected")
logger.getLogger().info("Disconnected.")
def profitandloss(self):
pandl = self.objects.PnL()
log.info("main.py:PNL {p}".format(p=pandl))
def orderStatusEvent(self, Trade):
log.info("main.py:orderStatusEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType = "Update")
def newOrderEvent(self, Trade):
log.info("main.py:newOrderEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType = "New")
def execDetailsEvent(self, Trade, Fill):
log.info("main.py:execDetailsEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType = "Update")
def onError(self, reqId, errorCode, errorString, contract):
log.info("main.py:onError:: errorcode: {ec} errorstring: {es}".format(ec=errorCode,es=errorString))
if errorCode == 200 or errorCode == 1100 or errorCode == 2100 or errorCode == 162 or errorCode == 2110:# or errorCode == 2107:
try:
log.info("main.py:Error 200, 1100, 2100, 162, 2110:onError:: errorcode going to disconnect")
self.ib.disconnect()
self.connected.update("DError 200, 1100, 2100, 162, 2110:isconnected")
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110: finished disconnect going into sleep")
self.ib.sleep(750)
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110:: waking up")
self.ib.connect(config.HOST, config.PORT, clientId=config.CLIENTID,timeout=0)
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110:: attempted reconnect")
except:
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110:: in except - try wasn't successful. Going to sleep a bit")
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110:: errorcode going to disconnect")
self.ib.disconnect()
self.connected.update("Error 200, 1100, 2100, 162, 2110:Disconnected")
self.ib.sleep(750)
log.info("main.py:onError:: waking up")
self.ib.connect(config.HOST, config.PORT, clientId=config.CLIENTID,timeout=0)
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110: attempted reconnect")
finally:
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110: Finally exiting - but firs try to reconnect one more time")
self.ib.disconnect()
self.connected.update("Error 200, 1100, 2100, 162, 2110:Disconnected")
self.ib.sleep(750)
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110: waking up")
self.ib.connect(config.HOST, config.PORT, clientId=config.CLIENTID,timeout=0)
log.info("main.py:onError:Error 200, 1100, 2100, 162, 2110: attempted reconnect")
class App:
def __init__(self, ib: IB):
self.ib = ib
self.root = tk.Tk()
self.loop = asyncio.get_event_loop()
self.root.title("ModelTrader Indicators")
self.root.protocol('WM_DELETE_WINDOW', self._onDeleteWindow)
self.root.minsize(width=250, height=50)
self.qtrhour = Indicator(self.root, "Time of Check", "", 1)
self.connected = Indicator(self.root, "Connected", "True", 1)
self.contract = Indicator(self.root, "Contract", "", 1)
self.shares = Indicator(self.root, "Shares", "", 1)
self.label3 = Indicator(self.root, "15 Minutes ", "", 1)
self.crossover = Indicator(self.root, "Crossover", "False", 1)
self.spread = Indicator(self.root, "Spread", "", 1)
self.cci15 = Indicator(self.root, "CCI ", "", 1)
self.cci15_av = Indicator(self.root, "CCI Avg ", "", 1)
self.atr15 = Indicator(self.root, "ATR ", "", 1)
#self.bband15_width = Indicator(self.root, "BBAND Width", "",1)
#self.bband15_b = Indicator(self.root, "BBAND %B ", "",1)
self.label1 = Indicator(self.root, " ", "", 1)
self.cci15p = Indicator(self.root, "CCI ", "", 1)
self.cci15p_av = Indicator(self.root, "CCIP Avg", "", 1)
self.label2 = Indicator(self.root, "1 Hour ", "", 1)
self.cci1h = Indicator(self.root, "CCI ", "", 2)
self.cci1h_av = Indicator(self.root, "CCI Avg ", "", 2)
self.atr1h = Indicator(self.root, "ATR ", "", 2)
#self.bband1h_width = Indicator(self.root, "BBand Width ","",2)
#self.bband1h_b = Indicator(self.root, "BBand %p ","",2)
self.label1 = Indicator(self.root, "1 Day ", "", 1)
self.cci1d = Indicator(self.root, "CCI ", "", 3)
self.cci1d_av = Indicator(self.root, "CCI Avg ", "", 3)
self.atr1d = Indicator(self.root, "ATR ", "", 3)
#self.bband1d_width = Indicator(self.root, "BBand Width ","",3)
#self.bband1d_b = Indicator(self.root, "BBand %p ","",3)
self.status1 = Indicator(self.root, "Status1 ", "", 0)
self.ib.disconnectedEvent += self.disconnectEvent
self.ib.connectedEvent += self.connectEvent
self.ib.orderStatusEvent += self.orderStatusEvent
self.ib.newOrderEvent += self.newOrderEvent
self.ib.execDetailsEvent += self.execDetailsEvent
self.ib.errorEvent += self.onError
self.ib.newOrderEvent += self.newOrderEvent
def run(self):
self._onTimeout()
# check for command line arguments
if len(sys.argv) > 1:
dt = datetime(int(sys.argv[1]), int(sys.argv[2]), int(sys.argv[3]),
int(sys.argv[4]), 0, 0)
if isinstance(dt, datetime):
print("VALID number of arguments ", len(sys.argv))
print("argument list", str(sys.argv))
print("datetime", datetime.now())
backTest = True
commandParam = dt
print(commandParam)
else:
backTest = False
else:
commandParam = ""
backTest = False
logic.Algo(self.ib, self, backTest, commandParam).run()
self.loop.run_forever()
def _onTimeout(self):
self.root.update()
self.loop.call_later(0.03, self._onTimeout)
def _onDeleteWindow(self):
self.loop.stop()
def connectEvent(self):
self.connected.update("Connected")
logger.getLogger().info("Connected.")
def disconnectEvent(self):
self.connected.update("Disconnected")
logger.getLogger().info("Disconnected.")
def profitandloss(self):
pandl = self.objects.PnL()
log.info("main.py:PNL {p}".format(p=pandl))
def orderStatusEvent(self, Trade):
log.info("main.py:orderStatusEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType="Update")
def newOrderEvent(self, Trade):
log.info("main.py:newOrderEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType="New")
def execDetailsEvent(self, Trade, Fill):
log.info("main.py:execDetailsEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType="Update")
def onError(self, reqId, errorCode, errorString, contract):
log.info("main.py:onError:: errorcode: {ec} errorstring: {es}".format(
ec=errorCode, es=errorString))
class App:
def __init__(self, ib: IB):
self.ib = ib
self.root = tk.Tk()
self.loop = asyncio.get_event_loop()
self.root.title("ModelTrader Indicators")
self.root.protocol('WM_DELETE_WINDOW', self._onDeleteWindow)
self.root.minsize(width=250, height=50)
self.qtrhour = Indicator(self.root, "Time of Check", "", 1)
self.connected = Indicator(self.root, "Connected", "True", 1)
self.contract = Indicator(self.root, "Contract", "", 1)
self.label3 = Indicator(self.root, "15 Minutes ", "", 1)
self.crossover = Indicator(self.root, "Crossover", "False", 1)
self.cci15 = Indicator(self.root, "CCI ", "", 1)
self.cci15_av = Indicator(self.root, "CCI Avg ", "", 1)
self.atr15 = Indicator(self.root, "ATR ", "", 1)
self.bband15_width = Indicator(self.root, "BBAND Width", "", 1)
self.bband15_b = Indicator(self.root, "BBAND %B ", "", 1)
self.label1 = Indicator(self.root, " ", "", 1)
self.cci15p = Indicator(self.root, "CCI ", "", 1)
self.cci15p_av = Indicator(self.root, "CCIP Avg", "", 1)
self.label2 = Indicator(self.root, "1 Hour ", "", 1)
self.cci1h = Indicator(self.root, "CCI ", "", 2)
self.cci1h_av = Indicator(self.root, "CCI Avg ", "", 2)
self.atr1h = Indicator(self.root, "ATR ", "", 2)
self.bband1h_width = Indicator(self.root, "BBand Width ", "", 2)
self.bband1h_b = Indicator(self.root, "BBand %p ", "", 2)
self.label1 = Indicator(self.root, "1 Day ", "", 1)
self.cci1d = Indicator(self.root, "CCI ", "", 3)
self.cci1d_av = Indicator(self.root, "CCI Avg ", "", 3)
self.atr1d = Indicator(self.root, "ATR ", "", 3)
self.bband1d_width = Indicator(self.root, "BBand Width ", "", 3)
self.bband1d_b = Indicator(self.root, "BBand %p ", "", 3)
self.status1 = Indicator(self.root, "Status1 ", "", 0)
self.ib.disconnectedEvent += self.disconnectEvent
self.ib.connectedEvent += self.connectEvent
self.ib.orderStatusEvent += self.orderStatusEvent
self.ib.newOrderEvent += self.newOrderEvent
self.ib.execDetailsEvent += self.execDetailsEvent
self.ib.errorEvent += self.onError
self.ib.newOrderEvent += self.newOrderEvent
def run(self):
self._onTimeout()
# check for command line arguments
if len(sys.argv) > 1:
dt = datetime(int(sys.argv[1]), int(sys.argv[2]), int(sys.argv[3]),
int(sys.argv[4]), 0, 0)
if isinstance(dt, datetime):
print("VALID number of arguments ", len(sys.argv))
print("argument list", str(sys.argv))
print("datetime", datetime.now())
backTest = True
commandParam = dt
print(commandParam)
else:
backTest = False
else:
commandParam = ""
backTest = False
logic.Algo(self.ib, self, backTest, commandParam).run()
self.loop.run_forever()
def _onTimeout(self):
self.root.update()
self.loop.call_later(0.03, self._onTimeout)
def _onDeleteWindow(self):
self.loop.stop()
def connectEvent(self):
self.connected.update("Connected")
logger.getLogger().info("Connected.")
def disconnectEvent(self):
self.connected.update("Disconnected")
logger.getLogger().info("Disconnected.")
def profitandloss(self):
pandl = self.objects.PnL()
log.info("main.py:PNL {p}".format(p=pandl))
def orderStatusEvent(self, Trade):
log.info("main.py:orderStatusEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType="Update")
def newOrderEvent(self, Trade):
log.info("main.py:newOrderEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType="New")
def execDetailsEvent(self, Trade, Fill):
log.info("main.py:execDetailsEvent: we had with the following trade")
orders.createTradesCSVFromEvent(self.ib, Trade, eventType="Update")
def onError(self, reqId, errorCode, errorString, contract):
log.info("main.py:onError:: errorcode: {ec} errorstring: {es}".format(
ec=errorCode, es=errorString))
if errorCode == 200 or errorCode == 1100 or errorCode == 2100 or errorCode == 162 or errorCode == 2110:
try:
log.info("main.py:onError:: errorcode going to disconnect")
self.ib.disconnect()
log.info(
"main.py:onError:: finished disconnect going into sleep")
self.ib.sleep(50)
log.info("main.py:onError:: waking up")
self.ib.connect(config.HOST,
config.PORT,
clientId=config.CLIENTID)
log.info("main.py:onError:: attempted reconnect")
except:
log.info(
"main.py:onError:: in except - try wasn't successful. Going to sleep a bit"
)
log.info("main.py:onError:: errorcode going to disconnect")
self.ib.disconnect()
self.ib.sleep(50)
log.info("main.py:onError:: waking up")
self.ib.connect(config.HOST,
config.PORT,
clientId=config.CLIENTID)
log.info("main.py:onError:: attempted reconnect")
finally:
log.info(
"main.py:onError:: Finally exiting - but firs try to reconnect one more time"
)
self.ib.disconnect()
self.ib.sleep(50)
log.info("main.py:onError:: waking up")
self.ib.connect(config.HOST,
config.PORT,
clientId=config.CLIENTID)
log.info("main.py:onError:: attempted reconnect")
#global timeout_retry_flag
#if timeout_retry_flag >= 5:
# log.info("onerror: Request timed out. Setting flag.")
# print("onerror: Request timed out. Setting flag.")
# set_timeout_flag(True, contract.conId)
# timeout_retry_flag = 0
#else:
# timeout_retry_flag += 1
# print(f"onerror: Timeout try {timeout_retry_flag}")
# raise TimeoutError
elif errorCode == 2105:
log.info(
"main.py:onError: not an error we want to restart - doing a quick sleep"
)
self.ib.disconnect()
log.info("main.py:onError:: finished disconnect going into sleep")
self.ib.sleep(10)
log.info("main.py:onError:: waking up")
self.ib.connect(config.HOST, config.PORT, clientId=config.CLIENTID)
log.info("main.py:onError:: attempted reconnect")
class App:
def __init__(self, ib: IB):
self.ib = ib
self.root = tk.Tk()
self.loop = asyncio.get_event_loop()
self.root.title("ModelTrader Indicators")
self.root.protocol('WM_DELETE_WINDOW', self._onDeleteWindow)
self.root.minsize(width=250, height=50)
self.qtrhour = Indicator(self.root, "Time of Check", "", 1)
self.connected = Indicator(self.root, "Connected", "True", 1)
self.contract = Indicator(self.root, "Contract", "", 1)
self.label3 = Indicator(self.root, "15 Minutes ", "", 1)
self.crossover = Indicator(self.root, "Crossover", "False", 1)
self.cci15 = Indicator(self.root, "CCI ", "", 1)
self.cci15_av = Indicator(self.root, "CCI Avg ", "", 1)
self.atr15 = Indicator(self.root, "ATR ", "", 1)
self.bband15_width = Indicator(self.root, "BBAND Width", "", 1)
self.bband15_b = Indicator(self.root, "BBAND %B ", "", 1)
self.label1 = Indicator(self.root, " ", "", 1)
self.cci15p = Indicator(self.root, "CCI ", "", 1)
self.cci15p_av = Indicator(self.root, "CCIP Avg", "", 1)
self.label2 = Indicator(self.root, "1 Hour ", "", 1)
self.cci1h = Indicator(self.root, "CCI ", "", 2)
self.cci1h_av = Indicator(self.root, "CCI Avg ", "", 2)
self.atr1h = Indicator(self.root, "ATR ", "", 2)
self.bband1h_width = Indicator(self.root, "BBand Width ", "", 2)
self.bband1h_b = Indicator(self.root, "BBand %p ", "", 2)
self.label1 = Indicator(self.root, "1 Day ", "", 1)
self.cci1d = Indicator(self.root, "CCI ", "", 3)
self.cci1d_av = Indicator(self.root, "CCI Avg ", "", 3)
self.atr1d = Indicator(self.root, "ATR ", "", 3)
self.bband1d_width = Indicator(self.root, "BBand Width ", "", 3)
self.bband1d_b = Indicator(self.root, "BBand %p ", "", 3)
self.status1 = Indicator(self.root, "Status1 ", "", 0)
self.ib.disconnectedEvent += self.disconnectEvent
self.ib.connectedEvent += self.connectEvent
self.ib.errorEvent += self.errorEvent
def run(self):
self._onTimeout()
# check for command line arguments
if len(sys.argv) > 1:
dt = datetime(int(sys.argv[1]), int(sys.argv[2]), int(sys.argv[3]),
int(sys.argv[4]), 0, 0)
if isinstance(dt, datetime):
print("VALID number of arguments ", len(sys.argv))
print("argument list", str(sys.argv))
print("datetime", datetime.now())
backTest = True
commandParam = dt
print(commandParam)
else:
backTest = False
else:
commandParam = ""
backTest = False
logic.Algo(self.ib, self, backTest, commandParam).run()
self.loop.run_forever()
def _onTimeout(self):
self.root.update()
self.loop.call_later(0.03, self._onTimeout)
def _onDeleteWindow(self):
self.loop.stop()
def connectEvent(self):
self.connected.update("Connected")
logger.getLogger().info("Connected.")
def disconnectEvent(self):
self.connected.update("Disconnected")
logger.getLogger().info("Disconnected.")
def profitandloss(self):
pandl = self.objects.PnL()
logger.getLogger().info("PNL", pandl)
def errorEvent(reqId: int, errorCode: int, errorString: str, contract):
print(f"GOT ERROR CODE {errorCode}")