def get_metal_data(symbol="XAUUSD",
duration="20 D",
period="30 mins",
is_simulated=False):
config = config_loader.load()
ip = config.get("ib-gateway", "ip")
#ip = "127.0.0.1"
if (is_simulated):
app = TestApp(ip, 4002, ClientID.HIST_METAL.value)
else:
app = TestApp(ip, 4001, ClientID.HIST_METAL.value)
ibcontract = IBcontract()
#ibcontract.lastTradeDateOrContractMonth="201803"
ibcontract.secType = "CMDTY"
ibcontract.symbol = symbol
ibcontract.exchange = "SMART"
resolved_ibcontract = app.resolve_ib_contract(ibcontract)
historic_data = app.get_IB_historical_data(resolved_ibcontract, duration,
period)
#print(historic_data)
#out_tup = resample.filter_data(historic_data, period)
#historic_data = out_tup
try:
app.disconnect()
except:
print("Disconnect with errors (no harm)!")
return historic_data
def get_fx_data(symbol,
currency,
duration="2 M",
period="4 hours",
is_simulated=False):
config = config_loader.load()
ip = config.get("ib-gateway", "ip")
#ip = "127.0.0.1"
if (is_simulated):
app = TestApp(ip, 4002, ClientID.HIST_FX.value)
else:
app = TestApp(ip, 4001, ClientID.HIST_FX.value)
ibcontract = IBcontract()
#ibcontract.lastTradeDateOrContractMonth="201809"
#ibcontract.secType = "FUT"
#ibcontract.symbol="GE"
#ibcontract.exchange="GLOBEX"
ibcontract.symbol = symbol
ibcontract.secType = "CASH"
ibcontract.currency = currency
ibcontract.exchange = "IDEALPRO"
resolved_ibcontract = app.resolve_ib_contract(ibcontract)
historic_data = app.get_IB_historical_data(resolved_ibcontract, duration,
period)
#print(historic_data)
out_tup = resample.filter_data("FX", historic_data, period)
historic_data = out_tup
try:
app.disconnect()
except:
print("Disconnect with errors (no harm)!")
return historic_data
def get_hkfe_data(contractMonth,
symbol="MHI",
duration="20 D",
period="30 mins",
is_simulated=False):
config = config_loader.load()
ip = config.get("ib-gateway", "ip")
#ip = "127.0.0.1"
if (is_simulated):
app = TestApp(ip, 4002, ClientID.HIST_HKFE.value)
else:
app = TestApp(ip, 4001, ClientID.HIST_HKFE.value)
ibcontract = IBcontract()
#YYYYMM
ibcontract.lastTradeDateOrContractMonth = contractMonth
ibcontract.secType = "FUT"
ibcontract.symbol = symbol
ibcontract.exchange = "HKFE"
resolved_ibcontract = app.resolve_ib_contract(ibcontract)
historic_data = app.get_IB_historical_data(resolved_ibcontract, duration,
period, "TRADES")
#print(historic_data)
out_tup = resample.filter_data("HKFE", historic_data, period)
historic_data = out_tup
#print(historic_data)
try:
app.disconnect()
except:
print("Disconnect with errors (no harm)!")
return historic_data
TestWrapper.__init__(self)
TestClient.__init__(self, wrapper=self)
self.connect(ipaddress, portid, clientid)
thread = Thread(target = self.run)
thread.start()
setattr(self, "_thread", thread)
self.init_error()
if __name__ == '__main__':
config = config_loader.load()
ip = config.get("ib-gateway","ip")
port = 4001
#ip = "127.0.0.1"
#port = 4002
app = TestApp(ip, port, 59)
print("Open orders (#################)")
open_orders = app.get_open_orders()
keys = open_orders.keys()
for k in keys:
orderInfo = open_orders[k]