class PriceCondition(ContractCondition):
TriggerMethodEnum = Enum(
"Default", # = 0,
"DoubleBidAsk", # = 1,
"Last", # = 2,
"DoubleLast", # = 3,
"BidAsk", # = 4,
"N/A1",
"N/A2",
"LastBidAsk", #= 7,
"MidPoint") #= 8
def __init__(self,
triggerMethod=None,
conId=None,
exch=None,
isMore=None,
price=None):
ContractCondition.__init__(self, OrderCondition.Price, conId, exch,
isMore)
self.price = price
self.triggerMethod = triggerMethod
def decode(self, fields):
ContractCondition.decode(self, fields)
self.triggerMethod = decode(int, fields)
def make_fields(self):
flds = ContractCondition.make_fields(self) + \
[comm.make_field(self.triggerMethod), ]
return flds
def valueToString(self) -> str:
return str(self.price)
def setValueFromString(self, text: str) -> None:
self.price = float(text)
def __str__(self):
return "%s price of %s " % (PriceCondition.TriggerMethodEnum.to_str(
self.triggerMethod), ContractCondition.__str__(self))
from ibapi.enum_implem import Enum
from ibapi.object_implem import Object
NO_VALID_ID = -1
MAX_MSG_LEN = 0xFFFFFF # 16Mb - 1byte
UNSET_INTEGER = 2 ** 31 - 1
UNSET_DOUBLE = sys.float_info.max
TickerId = int
OrderId = int
TagValueList = list
FaDataType = int
FaDataTypeEnum = Enum("N/A", "GROUPS", "PROFILES", "ALIASES")
MarketDataType = int
MarketDataTypeEnum = Enum("N/A", "REALTIME", "FROZEN", "DELAYED", "DELAYED_FROZEN")
Liquidities = int
LiquiditiesEnum = Enum("None", "Added", "Remove", "RoudedOut")
SetOfString = set
SetOfFloat = set
ListOfOrder = list
ListOfFamilyCode = list
ListOfContractDescription = list
ListOfDepthExchanges = list
ListOfNewsProviders = list
SmartComponentMap = dict
def test_enum(self):
e = Enum("ZERO", "ONE", "TWO")
print(e.ZERO)
print(e.to_str(e.ZERO))
from ibapi.enum_implem import Enum
# TickType
TickType = int
TickTypeEnum = Enum(
"BID_SIZE", "BID", "ASK", "ASK_SIZE", "LAST", "LAST_SIZE", "HIGH", "LOW",
"VOLUME", "CLOSE", "BID_OPTION_COMPUTATION", "ASK_OPTION_COMPUTATION",
"LAST_OPTION_COMPUTATION", "MODEL_OPTION", "OPEN", "LOW_13_WEEK",
"HIGH_13_WEEK", "LOW_26_WEEK", "HIGH_26_WEEK", "LOW_52_WEEK",
"HIGH_52_WEEK", "AVG_VOLUME", "OPEN_INTEREST", "OPTION_HISTORICAL_VOL",
"OPTION_IMPLIED_VOL", "OPTION_BID_EXCH", "OPTION_ASK_EXCH",
"OPTION_CALL_OPEN_INTEREST", "OPTION_PUT_OPEN_INTEREST",
"OPTION_CALL_VOLUME", "OPTION_PUT_VOLUME", "INDEX_FUTURE_PREMIUM",
"BID_EXCH", "ASK_EXCH", "AUCTION_VOLUME", "AUCTION_PRICE",
"AUCTION_IMBALANCE", "MARK_PRICE", "BID_EFP_COMPUTATION",
"ASK_EFP_COMPUTATION", "LAST_EFP_COMPUTATION", "OPEN_EFP_COMPUTATION",
"HIGH_EFP_COMPUTATION", "LOW_EFP_COMPUTATION", "CLOSE_EFP_COMPUTATION",
"LAST_TIMESTAMP", "SHORTABLE", "FUNDAMENTAL_RATIOS", "RT_VOLUME", "HALTED",
"BID_YIELD", "ASK_YIELD", "LAST_YIELD", "CUST_OPTION_COMPUTATION",
"TRADE_COUNT", "TRADE_RATE", "VOLUME_RATE", "LAST_RTH_TRADE",
"RT_HISTORICAL_VOL", "IB_DIVIDENDS", "BOND_FACTOR_MULTIPLIER",
"REGULATORY_IMBALANCE", "NEWS_TICK", "SHORT_TERM_VOLUME_3_MIN",
"SHORT_TERM_VOLUME_5_MIN", "SHORT_TERM_VOLUME_10_MIN", "DELAYED_BID",
"DELAYED_ASK", "DELAYED_LAST", "DELAYED_BID_SIZE", "DELAYED_ASK_SIZE",
"DELAYED_LAST_SIZE", "DELAYED_HIGH", "DELAYED_LOW", "DELAYED_VOLUME",
"DELAYED_CLOSE", "DELAYED_OPEN", "RT_TRD_VOLUME", "CREDITMAN_MARK_PRICE",
"CREDITMAN_SLOW_MARK_PRICE", "DELAYED_BID_OPTION", "DELAYED_ASK_OPTION",
"DELAYED_LAST_OPTION", "DELAYED_MODEL_OPTION", "LAST_EXCH",
"LAST_REG_TIME", "FUTURES_OPEN_INTEREST", "AVG_OPT_VOLUME",
"DELAYED_LAST_TIMESTAMP", "NOT_SET")
from ibapi.enum_implem import Enum
from ibapi.object_implem import Object
NO_VALID_ID = -1
MAX_MSG_LEN = 0xFFFFFF # 16Mb - 1byte
UNSET_INTEGER = 2**31 - 1
UNSET_DOUBLE = sys.float_info.max
TickerId = int
OrderId = int
TagValueList = list
FaDataType = int
FaDataTypeEnum = Enum("N/A", "GROUPS", "PROFILES", "ALIASES")
MarketDataType = int
MarketDataTypeEnum = Enum("N/A", "REALTIME", "FROZEN", "DELAYED",
"DELAYED_FROZEN")
SetOfString = set
SetOfFloat = set
ListOfOrder = list
ListOfFamilyCode = list
ListOfContractDescription = list
ListOfDepthExchanges = list
ListOfNewsProviders = list
SmartComponentMap = dict
HistogramData = list
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Time : 2018/3/2 14:19 # @Author : [email protected] # @Site : # @File : ttttt.py # @Software: PyCharm from ibapi.enum_implem import Enum TickTypeEnum = Enum("BID_SIZE", "BID", "ASK", "ASK_SIZE", "LAST", "LAST_SIZE") print('Done')
