def tickPrice(self, tickerId, field, price, canAutoExecute):
msg = EWrapperMsgGenerator.tickPrice(tickerId, field, price,
canAutoExecute)
dt = datetime.now().isoformat()
try:
key, index = self.tickerId_to_symbolKey[tickerId]
bid_histogram = self.bid_histograms[key]
ask_histogram = self.ask_histograms[key]
last_histogram = self.last_histograms[key]
symExp = '_'.join(key)
if field == 1:
bid_histogram.datafile = '%s/BID_%s.dat' % (symExp, dt)
bid_histogram.update_price(price, index)
print bid_histogram.plot_histogram(fname='%s/BID_%s.jpg'\
% (symExp, dt), timestamp=dt)
elif field == 2:
ask_histogram.datafile = '%s/ASK_%s.dat' % (symExp, dt)
ask_histogram.update_price(price, index)
print ask_histogram.plot_histogram(fname='%s/ASK_%s.jpg'\
% (symExp, dt), timestamp=dt)
elif field == 4:
last_histogram.datafile = '%s/LAST_%s.dat' % (symExp, dt)
last_histogram.update_price(price, index)
print last_histogram.plot_histogram(fname='%s/LAST_%s.jpg'\
% (symExp, dt), timestamp=dt)
except KeyError:
pass
self.datahandler(tickerId, msg)
def tickPrice(self, tickerId, field, price, canAutoExecute):
msg = EWrapperMsgGenerator.tickPrice(tickerId, field, price,
canAutoExecute)
dt = datetime.now().isoformat()
try:
symExp, right, index = self.tickerId_to_symbolKey[tickerId]
butterfly_prices = self.butterfly_prices[symExp]
symExp = '_'.join(symExp)
if field in [1, 2]:
butterfly_prices.ocallfile = '%s/buttercalls_%s.dat' % (symExp, dt)
butterfly_prices.oputfile = '%s/butterputs_%s.dat' % (symExp, dt)
butterfly_prices.ufile = '%s/underlying_%s.dat' % (symExp, dt)
butterfly_prices.update_price(price, right, index, field)
print butterfly_prices.plot_prices(fname='%s/%s.jpg'\
% (symExp, dt), timestamp=dt)
except KeyError:
pass
self.datahandler(tickerId, msg)
def tickPrice(self, tickerId, field, price, canAutoExecute):
msg = EWrapperMsgGenerator.tickPrice(tickerId, field, price,
canAutoExecute)
self.datahandler(tickerId, msg)
