def run_fullfile_loop(barsize,duration,ibsecType,ibexchange,cashcurr):
symbol_id = 1
for i in symbol_list:
global mode
mode = 'fullfile'
### if fullmode, remember to delete the tick mode single files before tickmode restart
mode = 'single'
## global symbol_list
## symbol_list = ['EUR', 'GBP', 'AUD', 'ES', 'USD']
##symbol_list = ['ES']
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'USD'
expiry = '20150619'
global today
today = rpu_rp.todaysdateunix()
##########################
barlist = ['5 secs']#'5 mins', '15 mins', '1 hour', '1 day']
barlist = ['15 mins', '1 hour', '1 day']
##barlist = ['5 mins']
for bar in barlist:
print i
if i == 'EUR':
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'USD'
elif i == 'ES':
ibsecType = 'FUT'
ibexchange = 'GLOBEX'
cashcurr = 'USD'
expiry = '20150619'
elif i == 'USD':
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'CHF'
else:
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'USD'
if bar == '5 mins' or bar == '15 mins':
duration = '2 D'
pass
elif bar == '1 hour':
duration = '7 D'
pass
elif bar == '5 secs':
duration = '7200 S'
else:
duration = '3 M'
newqqq = build_qqq_msg(symbol_id,i,ibsecType,ibexchange,cashcurr)
global filename
filename = 'ibdata.' + barsize.replace(' ','') + '.' + duration.replace(' ','') + '.' + today +'.'+ i + '.csv'
con.reqHistoricalData(symbol_id, newqqq, '', duration, barsize, 'BID_ASK', 0, 2)
symbol_id = symbol_id + 1
sleep(20)
run_fullfile_loop(bar,duration,ibsecType,ibexchange,cashcurr)
def GetBars(arrayin,sym,Indtitle,dur,threshold): #add barr age from last cross here
bscloses = strip1float(arrayin,5,sym) ##raw close price
date = rpu_rp.todaysdateunix() ##
bsopens = strip1float(arrayin,2,sym) ##raw open price
bshighs = strip1float(arrayin,3,sym)
bslows = strip1float(arrayin,4,sym)
timestamparray = strip1string(arrayin,1)
arraybars = make_bars(timestamparray,bsopens,bshighs,bslows,bscloses)
return arraybars
def GetBars(arrayin, sym, Indtitle, dur,
threshold): #add barr age from last cross here
bscloses = strip1float(arrayin, 5, sym) ##raw close price
date = rpu_rp.todaysdateunix() ##
bsopens = strip1float(arrayin, 2, sym) ##raw open price
bshighs = strip1float(arrayin, 3, sym)
bslows = strip1float(arrayin, 4, sym)
timestamparray = strip1string(arrayin, 1)
arraybars = make_bars(timestamparray, bsopens, bshighs, bslows, bscloses)
return arraybars
entrywiderdict = rpu_rp.create_dict(libsyms,0,10)
libsymlines = EXE + 'library.symlines.csv'
symlinedict = rpu_rp.create_dict(libsymlines,0,1)
symbol_list = symdict.keys()
##symbol_list = ['AUD.USD']
barlistall = bardict.keys() ##
barlist =[]
for b in barlistall:
if modedict[b] == 'intraday':
barlist.append(b)
barlist = ['1 hour']
print barlist
##################
prevsigid = ''
mode = 'livescan'
today = rpu_rp.todaysdateunix()
##today ='20150618'
current_time = datetime.now().time()
print current_time.isoformat()
##########################################
def read_vars(): ##read variables from the control panel file
cpfile = TMP + 'signalcontroller.txt'
paramlines = rpu_rp.CsvToLines(cpfile)
varstrings = ['TimeLimitRecentSigs','SignalsToShow','DurationToShow']
var = {}
for varstring in varstrings:
for line in paramlines:
if len(line) > 0:
if line[0] == varstring:
var[varstring] = line[1]
## return int(var['TimeLimitRecentSigs'])
moduleNames = open('importmodlist.txt').readlines()
print moduleNames
for module in moduleNames:
if module != titleself:
my_module = importlib.import_module(module.strip())
######################
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.Order import Order
from ib.opt import Connection, message ##??
#############################
########################################
date = today
symbol_list = symlistTicker
now = datetime.strftime(datetime.now(),spaceYtime_format)
today = rpu_rp.todaysdateunix()
todaysigs = sigarea + today+ '.recentsigs.csv'
todaypos = sigarea + today +'.positionstate.csv'
currentpos = rpu_rp.CsvToLines(todaypos)
addon = rpu_rp.CsvToLines(todaysigs)
rpu_rp.WriteArrayToCsvfileAppend(todaypos,addon)
os.system('cat ' + todaysigs + ' >> ' + todaysigs + 'bu')
filelist = glob.glob(sigarea + '*recent*')
for f in filelist:
print f
if os.path.isfile(f):
os.remove(f)
filelist = glob.glob(TMP + '*')
for f in filelist:
print f
def run_fullfile_loop(barsize, duration, ibsecType, ibexchange, cashcurr):
symbol_id = 1
for i in symbol_list:
global mode
mode = 'fullfile'
### if fullmode, remember to delete the tick mode single files before tickmode restart
mode = 'single'
## global symbol_list
## symbol_list = ['EUR', 'GBP', 'AUD', 'ES', 'USD']
##symbol_list = ['ES']
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'USD'
expiry = '20150619'
global today
today = rpu_rp.todaysdateunix()
##########################
barlist = ['5 secs'] #'5 mins', '15 mins', '1 hour', '1 day']
barlist = ['15 mins', '1 hour', '1 day']
##barlist = ['5 mins']
for bar in barlist:
print i
if i == 'EUR':
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'USD'
elif i == 'ES':
ibsecType = 'FUT'
ibexchange = 'GLOBEX'
cashcurr = 'USD'
expiry = '20150619'
elif i == 'USD':
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'CHF'
else:
ibsecType = 'CASH'
ibexchange = 'IDEALPRO'
cashcurr = 'USD'
if bar == '5 mins' or bar == '15 mins':
duration = '2 D'
pass
elif bar == '1 hour':
duration = '7 D'
pass
elif bar == '5 secs':
duration = '7200 S'
else:
duration = '3 M'
newqqq = build_qqq_msg(symbol_id, i, ibsecType, ibexchange,
cashcurr)
global filename
filename = 'ibdata.' + barsize.replace(
' ', '') + '.' + duration.replace(
' ', '') + '.' + today + '.' + i + '.csv'
con.reqHistoricalData(symbol_id, newqqq, '', duration, barsize,
'BID_ASK', 0, 2)
symbol_id = symbol_id + 1
sleep(20)
run_fullfile_loop(bar, duration, ibsecType, ibexchange, cashcurr)
path = os.getcwd() + '/'
rootpath = ((path.replace('EXE','|')).split('|'))[0]
localtagSLASH = '_RP/'
localtag = '_RP'
EXEnoslash = rootpath + 'EXE' + localtag
sys.path[0:0] = [EXEnoslash]
#####################
import rpu_rp, rpInd
################################
EXE = EXEnoslash + '/'
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)