def authenticateAndLoad():
print("Authenticating with TDAmeritrade...")
try:
td = tdameritrade.TDClient()
td.quote('SPY')
except tdameritrade.exceptions.InvalidAuthToken:
print("Token Expired: Getting new token.")
getTokens()
td = tdameritrade.TDClient()
except KeyError:
print('Invalid Auth Token. Getting new Token.')
getTokens()
td = tdameritrade.TDClient()
print("\n")
return td
def refresh_tdClient(self):
# Get account details from .env file
client_id = os.getenv('TDAMERITRADE_CLIENT_ID')
account_id = os.getenv('TDAMERITRADE_ACCOUNT_ID')
refresh_token = os.getenv('TDAMERITRADE_REFRESH_TOKEN')
# Refresh Access token
refresh_data = tdameritrade.auth.refresh_token(refresh_token, client_id)
# Set up client
self.tdclient = tdameritrade.TDClient(refresh_data['access_token'], [account_id])
def __init__(self):
self.client_id = os.getenv('TDAMERITRADE_CLIENT_ID',
default='FGCT7QNS3OXYT0R6DZQIDVIAYE3KFQA3')
self.account_id = os.getenv('TDAMERITRADE_ACCOUNT_ID',
default='493918836')
self.refresh_token = os.getenv(
'TDAMERITRADE_REFRESH_TOKEN',
default=
'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212FD3x19z9sWBHDJACbC00B75E'
)
self.access_token = os.getenv(
'TDAMERITRADE_ACCESS_TOKEN',
default=
'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212FD3x19z9sWBHDJACbC00B75E'
)
self.tdclient = td.TDClient(self.client_id, self.refresh_token,
self.account_id)
def main() -> None:
logger.debug("Attempting to create tda-api client")
client = tdameritrade.TDClient(
client_id=API_KEY, refresh_token=read_refresh_token(TOKEN_PATH))
logger.debug("Starting prometheus metrics server")
prometheus_client.start_http_server(int(PROMETHEUS_PORT))
while True:
start_time = current_milli_time()
time_sec = int(time.time())
# Only record data after 9pm and before 5pm
# Not exactly 9:30 so we can sleep for a minute at a time...
# Additionally, if the weekday is 5 (saturday) or 6 (sunday) - sleep.
now = datetime.datetime.now(pytz.utc)
if now.hour < 14 or now.hour > 22 or \
now.weekday() is 6 or now.weekday() is 5:
logger.debug("Not time yet... Sleeping for 60s")
sleeper_inactive.inc()
time.sleep(60)
continue
logger.debug("Getting quotes data")
asyncio.run(
get_and_save_quotes(client, QUOTE_SYMBOLS, start_time, time_sec))
""" Sleeping Calculations """
actual_sleep = 1.0 - ((current_milli_time() - start_time) / 1000.0)
if actual_sleep <= 0.0:
skipped_sleep.inc()
skipped_sleep_duration.inc(abs(actual_sleep) + 1.0)
logger.debug(
"Not sleeping, sleep was too small: '{}'".format(actual_sleep))
continue
logger.debug("Sleeping for: '{}'".format(actual_sleep))
time_slept.inc(actual_sleep)
time.sleep(actual_sleep)
############### TD API functions ###############
import sys, os, time
sys.path.append('./tdameritrade')
sys.path.append('./data')
# sys.path.append('./tdameritrade')
import tdameritrade as td
import pandas as pd
import datetime
import json
## get stored token data
with open('token.json') as json_file:
token = json.load(json_file)
conn = td.TDClient(api_key=token['api_key'],
refresh_token=token['refresh_token'],
access_token=token['access_token'],
accountIds=token['accountIds'])
## update token data with refreshed access token
with open('token.json', 'w') as f:
token['access_token'] = conn._access_token
token['timestamp'] = datetime.datetime.now().strftime('%Y%m%d %H:%M:%S')
json.dump(token, f, indent=4)
# read stock list in excel
equitylist_file = './EquityList.xlsx'
elist = pd.read_excel(equitylist_file)
# read stock list in csv
# equitylist_file = './data/Instrument.csv'
# elist = pd.read_csv(equitylist_file)
def get_client(self):
self.ensureAuth()
# Return the client
return td.TDClient(access_token=self.config['_oauth2']['access_token'],
accountIds=None)
f.close()
return mensaje
pToken = get_token()
client_id_ = os.getenv('TDAMERITRADE_CLIENT_ID',
default='FGCT7QNS3OXYT0R6DZQIDVIAYE3KFQA3')
account_id_ = os.getenv('TDAMERITRADE_ACCOUNT_ID', default='493918836')
refresh_token_ = os.getenv(
'TDAMERITRADE_REFRESH_TOKEN',
default=
'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212FD3x19z9sWBHDJACbC00B75E'
)
access_token_ = os.getenv('TDAMERITRADE_ACCESS_TOKEN', default=pToken)
tc = td.TDClient(access_token=access_token_, accountIds=[account_id_])
MY_SECRET = os.getenv(
'TDAMERITRADE_ACCOUNT_ID',
default=
'eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJlbWFpbCI6ImVsdG91Y2hAZ21haWwuY29tIiwiaWF0IjoxNTkwMjUxMDU2LCJleHAiOjc4OTc0NTEwNTZ9.vQtvoFRLaTbAe935CRZHPr-gjalbVAuCYXbv7GgE_f4'
)
# import time
# import asyncio
# from threading import Thread
# # async def cor1(jsonData):
# # texto = jsonData["texto"]
# # print("texto", texto)
# # print(f"cor{texto} start")
# # for i in range(10):
tdapass=config['tda_pass']))
config['_oauth2']['access_token_timestamp'] = now
config['_oauth2']['refresh_token_timestamp'] = now
elif (now > int(config['_oauth2']['access_token_timestamp']) +
int(config['_oauth2']['expires_in']) - (5 * 60)):
print(
"Refresh Authentication Required: Access Token Expired, Exchanging Valid Refresh Token"
)
config['_oauth2'].update(
tdauth.refresh_token(refresh_token=config['_oauth2']['refresh_token'],
client_id=config['client_id']))
config['_oauth2']['access_token_timestamp'] = now
else:
print("Current Authentication Tokens Valid")
# Write back to the configuration file
if YamlUtils.yaml_dict_to_string(config) != YamlUtils.yaml_dict_to_string(
YamlUtils.yaml_dict_from_file(CONFIG_FILE)):
print(f"Updating configuration file at {CONFIG_FILE}")
YamlUtils.yaml_dict_to_file(config, CONFIG_FILE)
#
c = td.TDClient(access_token=config['_oauth2']['access_token'],
accountIds=None)
df = c.optionsDF('SPY')
import ipdb
ipdb.set_trace()
def main():
# Read TDA credentials file.
with open(args.credentials_path, "r") as fileh:
config = yaml.safe_load(fileh.read())
# Connect to TDA's API.
client = td.TDClient(client_id=config["client_id"],
refresh_token=config["refresh_token"])
# Set the max DTE for options chains.
max_exp = dt.datetime.now() + dt.timedelta(days=args.dte_max)
# Get the options chain as a pandas dataframe. (Thanks dobby. 🤗)
chains = []
for ticker in args.ticker:
try:
chain = client.optionsDF(
ticker,
contractType="PUT",
includeQuotes=True,
toDate=max_exp.strftime("%Y-%m-%d"),
optionType="S",
)
chains.append(chain)
except KeyError:
sys.exit(f"Could not find ticker: {ticker}")
options = pd.concat(chains)
# Calculate a return for the trade and an annualized return.
options["putReturn"], options["annualReturn"] = get_returns(
options["bid"], options["strikePrice"], options["daysToExpiration"])
# Handle situations where 'delta' is NaN for a certain strike. Usually all
# of the greeks are missing for these.
options["delta"] = pd.to_numeric(options["delta"], errors="coerce")
# Calculate PoP based on the delta.
options["pop"] = (1 - options["delta"].abs()) * 100
# Remove the time of day information from the expiration date.
options["expirationDate"] = options["expirationDate"].dt.strftime(
"%Y-%m-%d")
# Select options that meet all of our requirements.
selected = options[(options["annualReturn"] >= args.min_return)
& (args.pop_min <= options["pop"])
& (options["pop"] <= args.pop_max)].sort_values(
"annualReturn", ascending=False)
# Create a view with the columns we care about.
view = selected[[
"symbol",
"strikePrice",
"expirationDate",
"daysToExpiration",
"bid",
"pop",
"putReturn",
"annualReturn",
]]
print(
view.rename(
columns={
"symbol": "💸",
"strikePrice": "Strike",
"expirationDate": "Exp Date",
"daysToExpiration": "DTE",
"bid": "Bid",
"pop": "PoP %",
"putReturn": "Ret. %",
"annualReturn": "Annual %",
}).to_markdown(index=False))
############### test functions ###############
import tdameritrade as td
import pandas as pd
token={
"access_token": "as+I4Am/9jXgvNQZdQUTjjv14e1IMk6LwuI/RT6WVaoHt2FXVetix6Faw7pyMZYoGICqh5Vec0rwsck57TQ8/trzR9E2sf06fW+NheCeELWldW1yJaTklTMntkmhiOrXSU+2lb4Tco2I13zfhnnGSc4s6WlpqaqrRth3WMqAh0a1FZlCKNnLeJiaid089+Zm8t9WJ13syGp0QvbDTkKFbOWaU1FhQXs9/gz6lSrxTudiPkiLWyZmSyNtQWzRU3TldI4jYWjfrUxBzTjxaRxtZp1MfrkVmJPVI5IOkcNeD/yVdRuUULg2Wwoo2wru8lhI3ncXrglDOp1keOV3prn1nShWtqllPDSosFMcUEZXvsSsicOEAgKNyiCWbaHqjM5SoMlyAzEFeqYBgx3lNtvdt0RkaOCtJfxVRkKvZQOy2kq3v23R+aHnvXeBQ7Ve8eQAge/DTp1ExdVqbtW1SKduF/tq92gD/fvHqFWSwx7vDVgP3paoj64CmOo1/vQCLbyucOKQDgLwu3KoBnnabdJBU4otTRcD8yKAx83fpq7zSHDcbAkpa100MQuG4LYrgoVi/JHHvlP0pkRWfyFDazgom5gI8/yrOwlg1cC3cwPLdvz+UYbKu3NzZ9LTWIloV7XR4nFBZ4RTYUNuK2WmLxopddSu/VegBIqsPc/JoWxpQ3UQzx8VzU/Qi9NzWaqyubpaCYRzQmeuNGruzR5gjDt4xo9WOIFhZNVPmb+YpErLZq+X3m9bbNJomWOwnAGBfZTELZbAfQYq1Xx4uZxuOHPj6ATDe3qVFotioEt6zhho5RyPF+t4VzLuWwurzlEij40aeLkCMF7D4C5+w/y9L4U52tl7yCJ+xEm04N+T/RtZ9xrWaM9dVvqnH1M3e+ptCj/r0RPu1JQo3EqUOUMjvTCNuXvrdBySDEZImhXFCacGyHQBsLTn72FeOTAvxDD86v2Q9wZPpOOyG83iUsIpGojEuG3nF4fLp8TX8v8rdHqmTar9dO/i5wyIUALLIMEGht1w/P70JI4OY1qf6A6NDEqLwBQtS6soOIex857qI7K5iTSiOQZsqtDZMOKC4+ktRXleefgj3/BMBkL0sYmDr1f9T1zf9+pce/ndJ+lK+prT+4Bd5j65FX8/Fg==212FD3x19z9sWBHDJACbC00B75E",
"refresh_token": "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212FD3x19z9sWBHDJACbC00B75E",
"scope": "PlaceTrades AccountAccess MoveMoney",
"expires_in": 1800,
"refresh_token_expires_in": 7776000,
"token_type": "Bearer"
}
token['accountIds'] = ['ziran1206']
c = td.TDClient(access_token=token['access_token'], accountIds=token['accountIds'])
## 1. Search instrument
symbols = ['AAPL', 'GOOG']
c.search(symbols)
c.searchDF(symbols)
## 2. Fundamentals
symbols = ['AAPL', 'GOOG']
c.fundamental(symbols)
x = c.fundamentalDF(symbols)
x['fundamental']
## 3. Get Instrument by CUSIP
cusip = '88160R101'
c.fundamental(cusip)
c.fundamentalDF(cusip)
import tdameritrade as td
import os
import csv
from datetime import datetime as dt
from pprint import pprint
client_id = os.getenv('TDAMERITRADE_CLIENT_ID')
account_id = os.getenv('TDAMERITRADE_ACCOUNT_ID')
refresh_token = os.getenv('TDAMERITRADE_REFRESH_TOKEN')
# tdclient = td.TDClient(client_id=client_id, refresh_token=refresh_token, account_ids=[account_id])
c = td.TDClient()
# symbol = 'GLD'
def create_ticker_candles_dict(symbol):
periodType = 'day'
period = 1
frequencyType = 'minute'
tkrhist = c.history(symbol, periodType, period, frequencyType)
ticker_candles = dict(datetime=[], open=[], close=[])
for candle in tkrhist['candles']:
date = candle['datetime'] / 1e3
ticker_candles['datetime'].append(dt.fromtimestamp(date))
ticker_candles['open'].append(candle['open'])
ticker_candles['close'].append(candle['close'])
return ticker_candles
def start_client_session(self):
self.td_client = tdameritrade.TDClient(self.access_token)
def __init__(self):
self.client = td.TDClient(consumer_id, refresh_token, access_token,
[account_id])