def create_ticksym(symbol_id,sym):
libsyms = EXE + 'library.syms.csv'
symdict = rpu_rp.create_dict(libsyms,0,1)
exchdict = rpu_rp.create_dict(libsyms,0,2)
typedict = rpu_rp.create_dict(libsyms,0,5)
currdict = rpu_rp.create_dict(libsyms,0,3)
expiredict = rpu_rp.create_dict(libsyms,0,4)
dboostdict = rpu_rp.create_dict(libsyms,0,6)
tickdict = rpu_rp.create_dict(libsyms,0,8)
tsizedict = rpu_rp.create_dict(libsyms,0,7)
roundfactordict = rpu_rp.create_dict(libsyms,0,9)
entrywiderdict = rpu_rp.create_dict(libsyms,0,10)
symib = symdict[sym]
ibsecType = typedict[sym] #'CASH'
ibexchange = exchdict[sym] #'IDEALPRO'
cashcurr = currdict[sym] #'USD'
expiry = expiredict[sym] #'ignore'
contract = Contract()
contract.m_symbol = symib
contract.m_secType = ibsecType
contract.m_exchange = ibexchange
contract.m_currency = cashcurr
if ibsecType == 'FUT':
contract.m_expiry = expiry
sleep(2)
return contract
def create_ticksym(symbol_id, sym):
libsyms = EXE + 'library.syms.csv'
symdict = rpu_rp.create_dict(libsyms, 0, 1)
exchdict = rpu_rp.create_dict(libsyms, 0, 2)
typedict = rpu_rp.create_dict(libsyms, 0, 5)
currdict = rpu_rp.create_dict(libsyms, 0, 3)
expiredict = rpu_rp.create_dict(libsyms, 0, 4)
dboostdict = rpu_rp.create_dict(libsyms, 0, 6)
tickdict = rpu_rp.create_dict(libsyms, 0, 8)
tsizedict = rpu_rp.create_dict(libsyms, 0, 7)
roundfactordict = rpu_rp.create_dict(libsyms, 0, 9)
entrywiderdict = rpu_rp.create_dict(libsyms, 0, 10)
symib = symdict[sym]
ibsecType = typedict[sym] #'CASH'
ibexchange = exchdict[sym] #'IDEALPRO'
cashcurr = currdict[sym] #'USD'
expiry = expiredict[sym] #'ignore'
contract = Contract()
contract.m_symbol = symib
contract.m_secType = ibsecType
contract.m_exchange = ibexchange
contract.m_currency = cashcurr
if ibsecType == 'FUT':
contract.m_expiry = expiry
sleep(2)
return contract
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message ##??
#############################
import rpu_rp, rpInd#, ibutiles #########remove after test
#############################
def error_handler(msg):
print "Server Error: %s" % msg
##############################
global today
today = rpu_rp.todaysdateunix()
from datetime import datetime
###########################
libticks = EXE + 'library.snapshotfields.csv'
fielddict = rpu_rp.create_dict(libticks,0,2)
##############################
global nextorderID
rpu_rp.WriteArrayToCsvfile('pricenow',[])
def reply_handler(msg):
if msg.typeName == 'nextValidId':
nextorderID = msg.orderId
rpu_rp.WriteStringsToFile('OrderIdsSaved.csv',str(nextorderID)+ ',')
print 'the next #############is ', nextorderID, ' #######'
if msg.typeName == 'tickPrice' and 'field=1,' in str(msg) :
pricenow = float(msg.price)
bla = str(pricenow) +','
rpu_rp.WriteStringsToFile('pricenow',bla)
sleep(1)
print "Server Response: %s, %s" % (msg.typeName, msg)
####################
from time import sleep, strftime, localtime
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message ##??
############################################3
## MODE #######
mode = 'intraday' #'intraday' #'hourly' ## 'daily' 'intraday'
global today
global sym
today = rpu_rp.todaysdateunix()
newDataList = []
#################################
libbars = EXE + 'library.bars.csv'
libsyms = EXE + 'library.syms.csv'
bardict = rpu_rp.create_dict(libbars, 0, 1)
modedict = rpu_rp.create_dict(libbars, 0, 5)
barlistall = bardict.keys()
barlist = []
for b in barlistall:
if modedict[b] == mode:
barlist.append(b)
##########################
rpsymdict = rpu_rp.create_dict(libsyms, 0, 1)
exchdict = rpu_rp.create_dict(libsyms, 0, 2)
typedict = rpu_rp.create_dict(libsyms, 0, 5)
currdict = rpu_rp.create_dict(libsyms, 0, 3)
expiredict = rpu_rp.create_dict(libsyms, 0, 4)
symdict = rpu_rp.create_dict(libsyms, 0, 1)
symbol_list = rpsymdict.keys()
##symbol_list = ['ZD']
from time import sleep, strftime, localtime
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message #
############################################
global today
global sym
today = rpu_rp.todaysdateunix()
newDataList = []
########
mode = 'intraday'#'intraday' #'hourly' ## 'daily' 'intraday'
#################################
libbars = EXE + 'library.bars.spaced.csv'
libsyms = EXE + 'library.syms.csv'
bardict = rpu_rp.create_dict(libbars,0,1)
modedict = rpu_rp.create_dict(libbars,0,5)
ticktypedict = rpu_rp.create_dict(libsyms,0,11)
barlistall = bardict.keys()
barlist =[]
for b in barlistall:
if b=='1 min':
## if modedict[b] != 'special': #mode:
barlist.append(b)
##########################
##barlist = ['5 secs']
symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = symdict.keys()
symbol_list = ['ES']
print symbol_list
print barlist
DataDownNoSlash = 'C:/TS/TSIBData'
########################
import rpu_rp, rpInd, ibutiles
from time import sleep, strftime, localtime
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message ##??
#############################
global today, sym, quotearray
global symbol_list
today = rpu_rp.todaysdateunix()
from datetime import datetime
libbars = EXE + 'library.bars.csv'
libsyms = EXE + 'library.syms.csv'
symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = symdict.keys()
##ibsymbol_list = symdict.values()
#################################
quotearray =[1,0,0,0,0,'bla','somedate',1,1,1,1,1,1,1,222,333]
#####################################
libticks = EXE + 'library.snapshotfields.csv'
fielddict = rpu_rp.create_dict(libticks,0,2)
global symTickerIddict
value = 'empty'
########################################
def local_reply_handler(msg):
value = 'empty'
fnum = 45
if msg.typeName == 'tickString':
fnum = msg.tickType
soundarea = path + 'sounds/' ####################################### global recentlimit, time_format,today,timedate_format, nextorderID #################### from time import sleep, strftime, localtime import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) tickvaluedict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7) showdecimaldict = rpu_rp.create_dict(libsyms,0,9) entrywiderdict = rpu_rp.create_dict(libsyms,0,10) libsymlines = EXE + 'library.symlines.csv'
################################## # Connect to the Trader Workstation (TWS) running on the # usual port of 7496, with a clientId of 69 # (The clientId is chosen by us and we will need # separate IDs for both the execution connection and # market data connection) ##global tws_conn ##def connectallTWS(): tws_conn = Connection.create(port=7496, clientId=69) tws_conn.connect() tws_conn.register(error_handler, 'Error') tws_conn.registerAll(reply_handler) ##connectallTWS() ################ libsyms = EXE + 'library.syms.csv' rpsymdict = rpu_rp.create_dict(libsyms, 0, 1) exchdict = rpu_rp.create_dict(libsyms, 0, 2) typedict = rpu_rp.create_dict(libsyms, 0, 5) currdict = rpu_rp.create_dict(libsyms, 0, 3) expiredict = rpu_rp.create_dict(libsyms, 0, 4) dboostdict = rpu_rp.create_dict(libsyms, 0, 6) tickdict = rpu_rp.create_dict(libsyms, 0, 8) tsizedict = rpu_rp.create_dict(libsyms, 0, 7) roundfactordict = rpu_rp.create_dict(libsyms, 0, 9) symdict = rpu_rp.create_dict(libsyms, 0, 1) symbol_list = rpsymdict.keys() ################################### timelimit = 2 timer = 1 ################# while timer < timelimit:
## print '...',modulestripped,'xxx',titleself
my_module = importlib.import_module(modulestripped)
pass
else:
print 'is self'
######################
downloads = 'C:/Users/bob/Downloads/'
fname = 'bingos py - Sheet1.csv'
fname = 'BINGO RPADV - Sheet1.csv'
fname = 'bingorpinv - Sheet1.csv'
f= downloads + fname
for b in rpu_rp.TxtToLines(f):
if 'UE' in b:
print b
dictbingos = rpu_rp.create_dict(f,0,1)
##print dictbingos.items()
keys = raw_input('enterkeys here with . separator... ')
##key1 = '155'
##key2 = '134'
key1=keys.split('.')[0]
key2=keys.split('.')[1]
fullkey = dictbingos[key1] + dictbingos[key2] + ' '
##print 'here is the key...\n'
rpu_rp.WriteStringsToFile('bingoforahk',fullkey)
print fullkey
batfile = 'C:/Users/bob/Google Drive/EXE_RP/copybingos.bat'
locals()[var] = nd[var]
####################
import rpu_rp, rpInd, ibutiles, TicksUtile
from time import sleep, strftime, localtime
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message ##??
#############################
global today, sym
global symbol_list
today = rpu_rp.todaysdateunix()
from datetime import datetime
libbars = EXE + 'library.bars.csv'
libsyms = EXE + 'library.syms.csv'
symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = symdict.keys()
symbol_list =['ES']
ticktypedict = rpu_rp.create_dict(libsyms,0,11)
########################################
##########
def sum_array(array):
c=0
suma =0
while c < len(array):
suma+=int(array[c])
c+=1
return suma
symTickerIddict ={}
contractdict ={}
sym = 'ES'
global recentlimit, time_format,today,timedate_format, nextorderID #################### from time import sleep, strftime, localtime import rpu_rp, rpInd, ibutiles, TicksUtile today = rpu_rp.todaysdateunix() ##today ='20150826' from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) tickvaluedict = rpu_rp.create_dict(libsyms,0,8) libsymlines = EXE + 'library.symlines.csv' symlinedict = rpu_rp.create_dict(libsymlines,0,1) symbol_list = symdict.keys() barlistall = bardict.keys() ## barlist =[] for b in barlistall:
nd ={}
nd = ENVdicts.ENVdicts(localtag)
for var in nd.keys():
locals()[var] = nd[var]
####################
import rpu_rp
downloads = 'C:/Users/bob/Downloads/'
fname = 'bingos py - Sheet1.csv'
fname = 'BINGO RPADV - Sheet1.csv'
f= EXE + fname
for b in rpu_rp.TxtToLines(f):
if 'UT' in b:
print b
dictbingos = rpu_rp.create_dict(f,0,1)
##print dictbingos.items()
keys = raw_input('enterkeys here with . separator... ')
##key1 = '155'
##key2 = '134'
key1=keys.split('.')[0]
key2=keys.split('.')[1]
fullkey = dictbingos[key1] + dictbingos[key2]
print 'here is the key...\n'
##print fullkey
os.system('echo ' + fullkey + ' > '+AS + 'tempkey.txt')
##from subprocess import call
from time import sleep, strftime, localtime
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message ##??
############################################3
## MODE #######
mode = 'intraday'#'intraday' #'hourly' ## 'daily' 'intraday'
global today
global sym
today = rpu_rp.todaysdateunix()
newDataList = []
#################################
libbars = EXE + 'library.bars.csv'
libsyms = EXE + 'library.syms.csv'
bardict = rpu_rp.create_dict(libbars,0,1)
modedict = rpu_rp.create_dict(libbars,0,5)
barlistall = bardict.keys()
barlist =[]
for b in barlistall:
if modedict[b] == mode:
barlist.append(b)
##########################
rpsymdict = rpu_rp.create_dict(libsyms,0,1)
exchdict = rpu_rp.create_dict(libsyms,0,2)
typedict = rpu_rp.create_dict(libsyms,0,5)
currdict = rpu_rp.create_dict(libsyms,0,3)
expiredict = rpu_rp.create_dict(libsyms,0,4)
symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = rpsymdict.keys()
##symbol_list = ['ZD']
def ENVdicts(localtag):
## print 'loading envars from AALIVE DIR'
import os, sys
import rpu_rp
libticks = EXE + 'library.snapshotfields.csv'
fielddict = rpu_rp.create_dict(libticks,0,2)
libbars = EXE + 'library.bars.csv'
libbarsweekly = EXE + 'library.bars.spaced.weekly.csv'
libsyms = EXE + 'library.syms.csv'
cpfname = EXE + 'signalcontroller.txt'
libticks = EXE + 'library.snapshotfields.csv'
libsymlines = EXE + 'library.symlines.csv'
libsymNEWS = EXE + 'library.symNEWSTIMES.csv'
ESlines = EXE + 'library.symlines.ES.csv'
fielddict = rpu_rp.create_dict(libticks,0,2)
bardict = rpu_rp.create_dict(libbars,0,1)
bardictweekly = rpu_rp.create_dict(libbarsweekly,0,1)
secdict = rpu_rp.create_dict(libbars,0,4)
modedict = rpu_rp.create_dict(libbars,0,5)
symdict = rpu_rp.create_dict(libsyms,0,1)
tickvaluedict = rpu_rp.create_dict(libsyms,0,8)
tsizedict = rpu_rp.create_dict(libsyms,0,7)
showdecimaldict = rpu_rp.create_dict(libsyms,0,9)
entrywiderdict = rpu_rp.create_dict(libsyms,0,10)
ticktypedict = rpu_rp.create_dict(libsyms,0,11)
symlinedict = rpu_rp.create_dict(libsymlines,0,1)
symNEWSdict = rpu_rp.create_dict(libsymlines,0,2)
######################################
varlist = ['ESlines','bardict','fielddict','secdict','modedict','symdict','tickvaluedict',\
'tsizedict','showdecimaldict','entrywiderdict', 'ticktypedict','bardictweekly']
vardict ={}
for var in varlist:
vardict[var] = locals()[var]
return vardict
###############################
loopmax = 3000
loop = 0
global command
command = read_vars('Setting',cpfname)
recentlimit = int(read_vars('TimeLimitRecentSigs',cpfname))
cycledelay = 15 #int(read_vars('CycleTime',cpfname))
########################
import datetime as dt
################################
##rpu_rp.WriteStringsToFile(TMP +'Entry.orders.Sent.csv','')
sizemult = 2
print 'starting prof sender...'
##############################
libsyms = EXE + 'library.syms.csv'
symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = symdict.keys()
######################
##print
symcontrdict = {}
counter = 0
for sym in symbol_list:
counter +=1
symcontract = ibutiles.create_ticksym(counter,sym)
sleep (1)
dict2 = {sym : symcontract}
symcontrdict.update(dict2)
print 'adding to dict', sym
#################
print 'done with dict'
loopmax = 3000
loop = 0
global command
command = read_vars('Setting', cpfname)
recentlimit = int(read_vars('TimeLimitRecentSigs', cpfname))
cycledelay = 15 #int(read_vars('CycleTime',cpfname))
########################
import datetime as dt
################################
##rpu_rp.WriteStringsToFile(TMP +'Entry.orders.Sent.csv','')
sizemult = 2
print 'starting prof sender...'
##############################
libsyms = EXE + 'library.syms.csv'
symdict = rpu_rp.create_dict(libsyms, 0, 1)
symbol_list = symdict.keys()
######################
##print
symcontrdict = {}
counter = 0
for sym in symbol_list:
counter += 1
symcontract = ibutiles.create_ticksym(counter, sym)
sleep(1)
dict2 = {sym: symcontract}
symcontrdict.update(dict2)
print 'adding to dict', sym
#################
print 'done with dict'
soundarea = path + 'sounds/' ####################################### global recentlimit, time_format,today,timedate_format, nextorderID #################### from time import sleep, strftime, localtime import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) tickvaluedict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7) showdecimaldict = rpu_rp.create_dict(libsyms,0,9) entrywiderdict = rpu_rp.create_dict(libsyms,0,10) libsymlines = EXE + 'library.symlines.csv'
locals()[var] = nd[var]
####################
import rpu_rp, rpInd, ibutiles, TicksUtile
from time import sleep, strftime, localtime
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message ##??
#############################
global today, sym
global symbol_list
today = rpu_rp.todaysdateunix()
from datetime import datetime
libbars = EXE + 'library.bars.csv'
libsyms = EXE + 'library.syms.csv'
symdict = rpu_rp.create_dict(libsyms, 0, 1)
symbol_list = symdict.keys()
symbol_list = ['ES']
ticktypedict = rpu_rp.create_dict(libsyms, 0, 11)
########################################
##########
def sum_array(array):
c = 0
suma = 0
while c < len(array):
suma += int(array[c])
c += 1
return suma
from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import datetime as dt import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" spaceYtime_format = " %Y-%m-%d %H:%M:%S" time_format = "%H:%M:%S" dateFormat = "%Y%m%d" ############################## cpfname = EXE + 'signalcontroller.txt' libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) dboostdict = rpu_rp.create_dict(libsyms,0,6) tickdict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7)
DATA = rootpath + 'DATA' + localtagSLASH TMP = rootpath + 'TMP' + localtagSLASH DataDown = 'C:/TS/TSIBData/' DataDownNoSlash = 'C:/TS/TSIBData' ####################################### today = rpu_rp.todaysdateunix() ##today ='20150605' ############################################## ## from datetime import timedelta ## date_format = "%d-%m-%Y" from datetime import datetime current_time = datetime.now().time() print current_time.isoformat() ############################## libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) barlist = bardict.keys() ## barlist = ['15 mins', '15 secs', '1 min', '1 hour', '5 mins'] ########################## rpsymdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) dboostdict = rpu_rp.create_dict(libsyms,0,6) symdict = rpu_rp.create_dict(libsyms,0,1) symbol_list = rpsymdict.keys() ##['GBP.USD', 'EUR.USD', 'USD.JPY', 'AUD.USD', 'NQ', 'ES'] print symbol_list print barlist loopmax = 400 ##<<<<<<<<<<<<<
today = rpu_rp.todaysdateunix()
newDataList = []
########
mode = 'intraday' #'intraday' #'hourly' ## 'daily' 'intraday'
##answer = raw_input('1. intraday \n 2. hourly \n 3. daily')
answer = '1'
if answer == '1':
mode = 'intraday'
elif answer == '2':
mode = 'hourly'
else:
mode = 'daily'
#################################
libbars = EXE + 'library.bars.csv'
libsyms = EXE + 'library.syms.csv'
bardict = rpu_rp.create_dict(libbars, 0, 1)
modedict = rpu_rp.create_dict(libbars, 0, 5)
barlistall = bardict.keys()
barlist = []
for b in barlistall:
if modedict[b] == mode:
barlist.append(b)
##########################
barlist = ['5 mins']
symdict = rpu_rp.create_dict(libsyms, 0, 1)
symbol_list = symdict.keys()
symbol_list = ['NQ', 'ES']
print symbol_list
print barlist
#################################################
count = 0
today = rpu_rp.todaysdateunix()
newDataList = []
########
mode = 'intraday'#'intraday' #'hourly' ## 'daily' 'intraday'
##answer = raw_input('1. intraday \n 2. hourly \n 3. daily')
answer = '1'
if answer == '1':
mode = 'intraday'
elif answer == '2':
mode = 'hourly'
else:
mode = 'daily'
#################################
libbars = EXE + 'library.bars.csv'
libsyms = EXE + 'library.syms.csv'
bardict = rpu_rp.create_dict(libbars,0,1)
modedict = rpu_rp.create_dict(libbars,0,5)
barlistall = bardict.keys()
barlist =[]
for b in barlistall:
if modedict[b] == mode:
barlist.append(b)
##########################
barlist = ['5 mins']
symdict = rpu_rp.create_dict(libsyms,0,1)
symbol_list = symdict.keys()
symbol_list = ['NQ', 'ES']
print symbol_list
print barlist
#################################################
count =0
#################### from time import sleep, strftime, localtime from ib.ext.Contract import Contract from ib.opt import ibConnection, message from ib.ext.Order import Order from ib.opt import Connection, message ##?? import rpu_rp, rpInd, ibutiles, TicksUtile from datetime import datetime import ctypes ####################### timedateFormat = "%Y%m%d %H:%M:%S" time_format = "%H:%M:%S" dateFormat = "%Y%m%d" ############################## libticks = EXE + 'library.snapshotfields.csv' fielddict = rpu_rp.create_dict(libticks,0,2) libbars = EXE + 'library.bars.csv' libsyms = EXE + 'library.syms.csv' bardict = rpu_rp.create_dict(libbars,0,1) secdict = rpu_rp.create_dict(libbars,0,4) modedict = rpu_rp.create_dict(libbars,0,5) symdict = rpu_rp.create_dict(libsyms,0,1) exchdict = rpu_rp.create_dict(libsyms,0,2) typedict = rpu_rp.create_dict(libsyms,0,5) currdict = rpu_rp.create_dict(libsyms,0,3) expiredict = rpu_rp.create_dict(libsyms,0,4) dboostdict = rpu_rp.create_dict(libsyms,0,6) tickdict = rpu_rp.create_dict(libsyms,0,8) tsizedict = rpu_rp.create_dict(libsyms,0,7)
from time import sleep, strftime, localtime
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message #
############################################
global today
global sym
today = rpu_rp.todaysdateunix()
newDataList = []
########
mode = 'intraday' #'intraday' #'hourly' ## 'daily' 'intraday'
#################################
libbars = EXE + 'library.bars.spaced.csv'
libsyms = EXE + 'library.syms.csv'
bardict = rpu_rp.create_dict(libbars, 0, 1)
modedict = rpu_rp.create_dict(libbars, 0, 5)
ticktypedict = rpu_rp.create_dict(libsyms, 0, 11)
barlistall = bardict.keys()
barlist = []
for b in barlistall:
if b == '1 min':
## if modedict[b] != 'special': #mode:
barlist.append(b)
##########################
##barlist = ['5 secs']
symdict = rpu_rp.create_dict(libsyms, 0, 1)
symbol_list = symdict.keys()
symbol_list = ['ES']
print symbol_list
print barlist
