コード例 #1
0
 def test_futures_ibcontract_from_string_2(self):
     contract_string = "0,,FUT,,0.0,,,GLOBEX,,USD,ESU6,,False,,combo:"
     ibcontract = IBContract.from_string(contract_string)
     self.assertEqual(ibcontract.secType, "FUT")
     self.assertEqual(ibcontract.security_type, SecurityType.FUTURE)
     self.assertEqual(ibcontract.exchange, "GLOBEX")
     self.assertEqual(ibcontract.currency, "USD")
     self.assertEqual(ibcontract.localSymbol, "ESU6")
コード例 #2
0
    def test_index_ibcontract_from_string(self):
        contract_string = "0,DAX,IND,,0.0,,,DTB,,EUR,,,False,,combo:"
        ibcontract = IBContract.from_string(contract_string)

        self.assertEqual(ibcontract.symbol, "DAX")
        self.assertEqual(ibcontract.secType, "IND")
        self.assertEqual(ibcontract.security_type, SecurityType.INDEX)
        self.assertEqual(ibcontract.exchange, "DTB")
        self.assertEqual(ibcontract.currency, "EUR")
コード例 #3
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    def test_stock_ibcontract_from_string(self):
        contract_string = "0,MSFT,STK,,0.0,,,SMART,ISLAND,USD,,,False,,combo:"
        ibcontract = IBContract.from_string(contract_string)

        self.assertEqual(ibcontract.symbol, "MSFT")
        self.assertEqual(ibcontract.secType, "STK")
        self.assertEqual(ibcontract.security_type, SecurityType.STOCK)
        self.assertEqual(ibcontract.exchange, "SMART")
        self.assertEqual(ibcontract.currency, "USD")
        self.assertEqual(ibcontract.primaryExchange, "ISLAND")
コード例 #4
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    def test_futures_ibcontract_from_string(self):
        contract_string = "0,ES,FUT,20190307,0.0,,5,GLOBEX,,USD,,,False,,combo:"
        ibcontract = IBContract.from_string(contract_string)

        self.assertEqual(ibcontract.symbol, "ES")
        self.assertEqual(ibcontract.secType, "FUT")
        self.assertEqual(ibcontract.security_type, SecurityType.FUTURE)
        self.assertEqual(ibcontract.exchange, "GLOBEX")
        self.assertEqual(ibcontract.currency, "USD")
        self.assertEqual(ibcontract.lastTradeDateOrContractMonth, "20190307")
        self.assertEqual(ibcontract.last_trade_date, datetime(2019, 3, 7))
        self.assertEqual(ibcontract.multiplier, "5")
コード例 #5
0
    def test_futures_spread_ibcontract_from_string(self):
        string = "0,VIX,BAG,,0.0,,,CFE,,USD,,,False,,combo:;326501438,1,BUY,CFE,0,0,,-1;323072528,1,SELL,CFE,0,0,,-1"
        ibcontract = IBContract.from_string(string)

        self.assertEqual(ibcontract.symbol, "VIX")
        self.assertEqual(ibcontract.security_type, SecurityType.SPREAD)
        self.assertEqual(ibcontract.secType, "BAG")
        self.assertEqual(ibcontract.currency, "USD")
        self.assertEqual(ibcontract.exchange, "CFE")
        self.assertEqual(len(ibcontract.comboLegs), 2)

        self.assertEqual(ibcontract.comboLegs[0].conId, 326501438)
        self.assertEqual(ibcontract.comboLegs[0].ratio, 1)
        self.assertEqual(ibcontract.comboLegs[0].action, "BUY")
        self.assertEqual(ibcontract.comboLegs[0].exchange, "CFE")

        self.assertEqual(ibcontract.comboLegs[1].conId, 323072528)
        self.assertEqual(ibcontract.comboLegs[1].ratio, 1)
        self.assertEqual(ibcontract.comboLegs[1].action, "SELL")
        self.assertEqual(ibcontract.comboLegs[1].exchange, "CFE")