def get_executions(self, reqId=MEANINGLESS_NUMBER):
"""
Returns a list of all executions done today
"""
assert type(reqId) is int
if reqId==FILL_CODE:
raise Exception("Can't call get_executions with a reqId of %d as this is reserved for fills %d" % reqId)
self.cb.init_fill_data()
self.cb.init_error()
## We can change ExecutionFilter to subset different orders
self.tws.reqExecutions(reqId, ExecutionFilter())
iserror=False
finished=False
start_time=time.time()
while not finished and not iserror:
finished=self.cb.flag_fill_data_finished
iserror=self.cb.flag_iserror
if (time.time() - start_time) > MAX_WAIT_SECONDS:
finished=True
pass
if iserror:
print self.cb.error_msg
print "Problem getting executions"
execlist=self.cb.data_fill_data[reqId]
return execlist
def get_fills(self, reqId=MEANINGLESS_NUMBER):
print("Getting fills...")
assert type(reqId) is int
self.cb.init_fill_data()
self.cb.init_error()
self.cb.init_time()
self.tws.reqExecutions(reqId, ExecutionFilter())
start_time = time.time()
iserror = False
finished = False
while not finished and not iserror:
finished = self.cb.flag_fill_data_finished
iserror = self.cb.flag_iserror
if (time.time() - start_time) > MAX_WAIT:
finished = True
pass
if iserror:
print("Error happened")
print(self.cb.error_msg)
execlist = self.cb.data_fill_data[reqId]
commlist = 1 #self.cb.data_comm_data[reqId]
return (execlist, commlist)
def get_executions(self, reqId=MEANINGLESS_NUMBER):
try:
"""
Returns a list of all executions done today
"""
assert type(reqId) is int
if reqId == FILL_CODE:
raise Exception(
"Can't call get_executions with a reqId of %d as this is reserved for fills %d"
% reqId)
self.cb.init_fill_data()
self.cb.init_error()
## We can change ExecutionFilter to subset different orders
ef = ExecutionFilter()
#ef.m_time="20160101"
#ef.client_id=0;
t = 2
while t > 1:
reqId = reqId + 1
self.tws.reqExecutions(reqId, ef)
iserror = False
finished = False
start_time = time.time()
while not finished and not iserror:
finished = self.cb.flag_fill_data_finished
iserror = self.cb.flag_iserror
if (time.time() - start_time) > MAX_WAIT_SECONDS:
finished = True
pass
if iserror:
print self.cb.error_msg
print "Problem getting executions"
t = t - 1
execlist = self.cb.data_fill_data.values()
return execlist
except Exception as e:
logging.error("get_execution", exc_info=True)
def get_executions(self):
"""
Returns a list of all executions done today
"""
global finished
global iserror
global execlist
global getting_executions
iserror = False
finished = False
execlist = []
## Tells the wrapper we are getting executions, not expecting fills
## Note that if you try and get executions when fills should be coming will be confusing!
## BE very careful with fills code
getting_executions = True
start_time = time.time()
## We can change ExecutionFilter to subset different orders
self.tws.reqExecutions(MEANINGLESS_NUMBER, ExecutionFilter())
while not finished:
if (time.time() - start_time) > MAX_WAIT_SECONDS:
finished = True
iserror = True
pass
## Change this flag back so that the process gets fills properly
getting_executions = False
if iserror:
raise Exception("Problem getting executions")
return execlist