def get_IB_historical_data(self,
ibcontract,
durationStr="1 Y",
barSizeSetting="1 day",
tickerid=999):
"""
Returns historical prices for a contract, up to today
tws is a result of calling IBConnector()
"""
global historicdata
global finished
global iserror
finished = False
iserror = False
today = datetime.datetime.now()
historicdata = autodf("date", "open", "high", "low", "close", "volume")
# Request some historical data.
self.tws.reqHistoricalData(
tickerid, # tickerId,
ibcontract, # contract,
today.strftime("%Y%m%d %H:%M:%S %Z"), # endDateTime,
durationStr, # durationStr,
barSizeSetting, # barSizeSetting,
"TRADES", # whatToShow,
1, # useRTH,
1 # formatDate
)
start_time = time.time()
while not finished:
if (time.time() - start_time) > MAX_WAIT:
finished = True
iserror = True
pass
if iserror:
raise Exception("Problem getting historic data")
results = historicdata.to_pandas("date")
return results
def get_IB_historical_data(self, ibcontract, durationStr="1 Y", barSizeSetting="1 day", tickerid=999):
"""
Returns historical prices for a contract, up to today
tws is a result of calling IBConnector()
"""
global historicdata
global finished
global iserror
finished=False
iserror=False
today=datetime.datetime.now()
historicdata=autodf("date", "open", "high", "low", "close", "volume")
# Request some historical data.
self.tws.reqHistoricalData(
tickerid, # tickerId,
ibcontract, # contract,
today.strftime("%Y%m%d %H:%M:%S %Z"), # endDateTime,
durationStr, # durationStr,
barSizeSetting, # barSizeSetting,
"TRADES", # whatToShow,
1, # useRTH,
1 # formatDate
)
start_time=time.time()
while not finished:
if (time.time() - start_time) > MAX_WAIT:
finished=True
iserror=True
pass
if iserror:
raise Exception("Problem getting historic data")
results=historicdata.to_pandas("date")
return results
from swigibpy import EWrapper
import time
import datetime
from swigibpy import EPosixClientSocket
from sysIB.IButils import autodf
MEANINGLESS_NUMBER = 999
EMPTY_HDATA = autodf("date", "open", "high", "low", "close", "volume")
### how many seconds before we give up
MAX_WAIT = 30
def return_IB_connection_info():
"""
Returns the tuple host, port, clientID required by eConnect
"""
host = ""
port = 4001
clientid = 999
return (host, port, clientid)
class IBWrapper(EWrapper):
from swigibpy import EWrapper
import time
import datetime
from swigibpy import EPosixClientSocket
from sysIB.IButils import autodf
MEANINGLESS_NUMBER = 999
EMPTY_HDATA = autodf("date", "open", "high", "low", "close", "volume")
### how many seconds before we give up
MAX_WAIT = 30
def return_IB_connection_info():
"""
Returns the tuple host, port, clientID required by eConnect
"""
host = ""
port = 4001
clientid = 999
return (host, port, clientid)
class IBWrapper(EWrapper):
import time
import datetime
from swigibpy import EWrapper
from swigibpy import EPosixClientSocket
from sysIB.IButils import autodf
MEANINGLESS_NUMBER = 9999
CLIENT_ID = 99999
# collect all available data from IB
EMPTY_HDATA = autodf('date', 'open', 'high', 'low', 'close', 'volume',
'barCount', 'wap', 'hasGaps')
# how many seconds before we give up
MAX_WAIT = 10
TWS_PORT = 7496
GATEWAY_PORT = 4001
PORT = GATEWAY_PORT
def return_IB_connection_info():
"""
Returns the tuple host, port, clientID required by eConnect
"""
host = ""
port = PORT
clientid = CLIENT_ID
