예제 #1
0
파일: IbHw.py 프로젝트: jtbuttram/Mammoth
def newContract(symbol, sec_type, exch='SMART', prim_exch='SMART', curr='USD',
                expiry=None, strike=None, opt_type=None):
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = sec_type
    contract.m_expiry = expiry
    contract.m_strike = strike
    contract.m_right = opt_type
    contract.m_exchange = exch
    contract.m_primaryExchange = prim_exch
    contract.m_currency = curr
    return contract
예제 #2
0
def newContract(symbol, secType, optType="", strike=0, expiry=""):
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = secType
    contract.m_exchange = "SMART"
    contract.m_primaryExchange = "SMART"
    contract.m_currency = "USD"
    contract.m_expiry = expiry  # dateString
    contract.m_strike = float(strike)
    contract.m_multiplier = 100
    contract.m_right = optType
    return contract