def get_bars(self,
symbol,
period=5,
count=100,
fields='DTOHLCV',
start_time='08:00',
end_time='16:30',
fill=True):
"""
SYMBOL,PERIOD,#BARS,[DTOHLCV],{HH:MM-HH:MM},{FILL}
Example: IBM,15,1000,DTOHLCV,09:30-16:00
"""
if self.bars_client is None:
self.bars_client = ddec.DDEClient(self.app_name, 'bars')
# Create main request message
message = "{},{},{},{}".format(symbol, period, count, fields)
# Add start and end times if passed
if start_time and end_time:
message += ",{}-{}".format(start_time, end_time)
# Add fill parameter if passed true
if fill:
message += ",FILL"
response = None
for i in range(QLinkConn.MAX_TRIES + 1, 0, -1):
# Send request to QLink DDE server and decode response byte string
response = self.bars_client.request(message).decode('utf-8')
# Break from loop if response is not empty
if response.count('\n') < len(response):
print("QLinkConn-Bars(%s SUCCESS)" % symbol)
break
# If response was empty then wait and try again
if i <= QLinkConn.MAX_TRIES:
print(
"QLinkConn-Bars(NO DATA RETURNED). Trying %s more time%s..."
% (i - 1, 's' if i > 1 else ''))
time.sleep(QLinkConn.WAIT)
# Get dtypes
column_labels = [QLinkConn.BAR_LABELS[x.lower()] for x in fields]
# Parse response
bars = pd.DataFrame(
[bar_str.split('\t') for bar_str in response.split('\n')],
columns=column_labels).head(count)
# Convert numerical types
for f in fields:
if f.lower() in ['o', 'h', 'l', 'c', 'v']:
bars[QLinkConn.BAR_LABELS[f.lower()]] = pd.to_numeric(
bars[QLinkConn.BAR_LABELS[f.lower()]])
# Return bars
return bars
def get_other(self, field):
if field in self.clients.keys():
return self.clients[field].request(self.symbol)
elif field in OldDDEConn.FIELDS:
self.clients[field] = ddec.DDEClient('WINROS', field)
return self.clients[field].request(self.symbol)
else:
print("'%s' is not in the list of acceptable fields: %s" %
(field, OldDDEConn.FIELDS))
return None
def get_trades(self, symbol, count=100, fields='DTPS'):
"""
SYMBOL,#ROWS,[DTCEPS]
Example: IBM,200,DTPSEC
"""
if self.ts_client is None:
self.ts_client = ddec.DDEClient(self.app_name, 'ts')
# Create main request message
message = "{},{},{}".format(symbol, count, fields)
response = None
for i in range(QLinkConn.MAX_TRIES + 1, 0, -1):
# Send request to QLink DDE server and decode response byte string
response = self.ts_client.request(message).decode('utf-8')
# Break from loop if response is not empty
if response.count('\n') < len(response):
print("QLinkConn-Trades(%s SUCCESS)" % symbol)
break
# If response was empty then wait and try again
if i <= QLinkConn.MAX_TRIES:
print(
"QLinkConn-Trades(NO DATA RETURNED). Trying %s more time%s..."
% (i - 1, 's' if i > 1 else ''))
print('sleeping...')
time.sleep(QLinkConn.WAIT)
# Get dtypes
column_labels = [QLinkConn.TRADE_LABELS[x.lower()] for x in fields]
# Parse response
trades = pd.DataFrame(
[bar_str.split('\t') for bar_str in response.split('\n')],
columns=column_labels).head(count)
# Convert numerical types
for f in fields:
if f.lower() in ['p', 's']:
trades[QLinkConn.TRADE_LABELS[f.lower()]] = pd.to_numeric(
trades[QLinkConn.TRADE_LABELS[f.lower()]])
# Return trades
return trades
def get_totalvol(self):
if 'totalvol' not in self.clients.keys():
self.clients['totalvol'] = ddec.DDEClient('WINROS', 'totalvol')
return self.clients['totalvol'].request(self.symbol)
def get_last(self):
if 'last' not in self.clients.keys():
self.clients['last'] = ddec.DDEClient('WINROS', 'last')
return self.clients['last'].request(self.symbol)
def get_high(self):
if 'high' not in self.clients.keys():
self.clients['high'] = ddec.DDEClient('WINROS', 'high')
return self.clients['high'].request(self.symbol)
def get_open(self):
if 'open' not in self.clients.keys():
self.clients['open'] = ddec.DDEClient('WINROS', 'open')
return self.clients['open'].request(self.symbol)