def makeScannerSubscription(self, code, limit):
sub = ScannerSubscription()
sub.numberOfRows(limit)
sub.instrument("STK")
sub.scanCode(code)
sub.locationCode("STK.US.MAJOR")
return sub
def test_001(connection, options):
ticker_id = gen_tick_id()
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
connection.reqScannerSubscription(ticker_id, subscript)
connection.reqScannerParameters()
short_sleep()
connection.cancelScannerSubscription(ticker_id)
def test_001(connection, options):
ticker_id = gen_tick_id()
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
connection.reqScannerSubscription(ticker_id, subscript)
connection.reqScannerParameters()
short_sleep()
connection.cancelScannerSubscription(ticker_id)
def mostactive(self, location, pricemin, pricemax):
global scan
scan = []
subscript = ScannerSubscription()
subscript.numberOfRows(200)
subscript.m_scanCode = 'MOST_ACTIVE'
subscript.m_instrument = 'STK'
subscript.m_averageOptionVolumeAbove = ''
subscript.m_couponRateAbove = ''
subscript.m_couponRateBelow = ''
subscript.m_abovePrice = pricemin
subscript.m_belowPrice = pricemax
subscript.m_marketCapAbove = ''
subscript.m_marketCapBelow = ''
subscript.m_aboveVolume = ''
subscript.m_stockTypeFilter = 'ALL'
#subscript.locationCode('STK.NASDAQ.NMS')
#subscript.locationCode('STK.NYSE')
#subscript.locationCode('STK.AMEX')
subscript.locationCode(location)
con.reqScannerSubscription(qqqq_id, subscript)
sleep(10)
return(scan)
data_endtime = datetime.now().strftime("%Y%m%d %H:%M:%S")
tws.reqHistoricalData(9000, contract_Details10, data_endtime, "1 M",
"1 day", "BID", 0, 1)
time.sleep(3)
tws.cancelHistoricalData(9000)
# Market Scanners ####################################################################
# reqScannerParameters ---> scannerParameters self.scanner_Parameters
# ---> scannerData self.scanner_Data
# ---> scannerDataEnd self.scanner_Data_End_reqID
# self.scanner_Data_reqID
###################################################################################'''
print "Testing Market Scanners Group \n"
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
tws.reqScannerSubscription(700, subscript)
tws.reqScannerParameters()
time.sleep(3)
tws.cancelScannerSubscription(700)
# Real Time Bars #####################################################################
# reqRealTimeBars ---> realtimeBar self.real_timeBar
###################################################################################'''
print "Testing Real Time Bars Group \n"
contract_Details11 = create.create_contract('EUR', 'CASH', 'IDEALPRO',
'USD')
tws.reqRealTimeBars(10000, contract_Details11, 5, "MIDPOINT", 0)
time.sleep(10)
tws.cancelRealTimeBars(10000)
tws.cancelHistoricalData(9000)
# Market Scanners ####################################################################
# reqScannerParameters ---> scannerParameters self.scanner_Parameters
# ---> scannerData self.scanner_Data
# ---> scannerDataEnd self.scanner_Data_End_reqID
# self.scanner_Data_reqID
###################################################################################'''
print "Testing Market Scanners Group \n"
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
tws.reqScannerSubscription(700, subscript)
tws.reqScannerParameters()
time.sleep(3)
tws.cancelScannerSubscription(700)
# Real Time Bars #####################################################################
# reqRealTimeBars ---> realtimeBar self.real_timeBar
###################################################################################'''
print "Testing Real Time Bars Group \n"
contract_Details11 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
tws.reqRealTimeBars(10000, contract_Details11, 5, "MIDPOINT", 0)
from utils import Logger
log = Logger('scanner')
msgs = queue.Queue()
wrapper = Wrapper({}, msgs)
connection = EClientSocket(wrapper)
host = "54.197.15.42"
port = 7496
connection.eConnect(host, port, 1)
subscription = ScannerSubscription()
subscription.numberOfRows(100)
subscription.instrument('STK')
subscription.locationCode('STK.US')
subscription.scanCode('TOP_PERC_GAIN')
subscription.abovePrice(1.0)
subscription.aboveVolume(1)
subscription.marketCapBelow(1000000000.0)
ticker_id = 10
log.operation('Requesting subscription')
connection.reqScannerSubscription(ticker_id, subscription)
while True:
msg = msgs.get()
if msg['type'] == 'scannerDataEnd':
log.operation('Received end scanner data end signal')
