def _setup_dataProviderService(userConfig):
dataProviderName = userConfig.projectConfig.dataProviderName
if dataProviderName == DataProviderName.TD:
userConfigDataProvider = UserConfig.get_config('TD')
elif dataProviderName == DataProviderName.IB:
userConfigDataProvider = UserConfig.get_config('IB')
elif dataProviderName == DataProviderName.ROBINHOOD:
userConfigDataProvider = UserConfig.get_config('ROBINHOOD')
elif dataProviderName in [
DataProviderName.RANDOM, DataProviderName.LOCAL_FILE
]:
userConfigDataProvider = UserConfig.get_config('LOCAL')
else:
raise RuntimeError(
'cannot handle userConfig.projectConfig.dataProviderName=%s' %
(dataProviderName, ))
userConfigDataProvider.projectConfig.logLevel = LogLevel.ERROR
userConfigDataProvider.projectConfig.dataProviderName = dataProviderName # Do NOT delete. This is not necessary because settings.py is applied but just make sure it is effective
userConfigDataProvider.brokerClientFactory = userConfig.brokerClientFactory # userConfig.brokerClientFactory is used as a singleton manager so that userConfigDataProvider will not create extra copy of brokerClients
userConfigDataProvider.timeGeneratorFactory = userConfig.timeGeneratorFactory # make sure timeGenerator is singleton
userConfigDataProvider = setup_services(userConfigDataProvider, None)
userConfigDataProvider.dataProviderService.setAsDataProviderService(
) # set brokerService instance as a dataProviderService instance
userConfigDataProvider.dataProviderService.getBrokerClient(
).setAsDataProviderClient()
userConfig.trader.dataProviderService = userConfigDataProvider.dataProviderService # use the created dataProviderService as the dataProviderService of the trader
userConfig.dataProviderService = userConfigDataProvider.dataProviderService # use the created dataProviderService as the dataProviderService of the main userConfig
return userConfig
def run_me(fileName,
userManualInput,
userConfig=None,
autoReconnectPremium=False):
restart = None
autoReconnectPremium = autoReconnectPremium
while True:
try:
if not userConfig or restart:
userConfig = UserConfig.get_config('IB')
userConfig = _build_config(userConfig, userManualInput, fileName)
if userConfig.projectConfig.brokerServiceName != userConfig.projectConfig.dataProviderName:
print(
'!!! Data provider is %s but the broker service is %s. They are NOT same. !!!'
% (userConfig.projectConfig.dataProviderName,
userConfig.projectConfig.brokerServiceName))
userConfig = _setup_dataProviderService(userConfig)
autoReconnectPremium = userConfig.projectConfig.autoReconnectPremium
finally_run(userConfig, LiveBacktest.LIVE)
break
except CustomError as e:
if e.error_code in [509, 504, 502, 10141] and autoReconnectPremium:
print('IBridgePy will sleep 10 seconds and reconnect again.')
restart = True
time.sleep(10)
else:
raise e
def build_active_IBridgePy_plus(accountCode=None):
userConfig = UserConfig().get_config('IBinsync')
if accountCode:
userConfig.projectConfig.accountCode = accountCode
userConfig.projectConfig.logLevel = 'INFO'
userConfig = _build_config(userConfig)
userConfig.trader.display_all()
return userConfig.trader
def build_active_TD_trader(accountCode=None):
userConfig = UserConfig.get_config('TD')
userConfig.projectConfig.logLevel = 'INFO'
if accountCode:
userConfig.projectConfig.accountCode = accountCode
userConfig = _build_config(userConfig)
userConfig.trader.connect()
return userConfig.trader
def run_me_at_HFT(fileName, userManualInput):
userConfig = UserConfig.get_config('HFT')
userConfig.traderConfig.runMode = TraderRunMode.HFT # Prevent that runMode is overridden by settings.py
_helper(userConfig, userManualInput, fileName)
def run_me_at_td_ameritrade(fileName, userManualInput, userConfig=None):
if not userConfig:
userConfig = UserConfig.get_config('TD')
_helper(userConfig, userManualInput, fileName)
def run_me_at_robinhood(fileName, userManualInput, userConfig=None):
if not userConfig:
userConfig = UserConfig.get_config('ROBINHOOD')
_helper(userConfig, userManualInput, fileName)
def test_me(fileName, userManualInput, userConfig=None):
if not userConfig:
userConfig = UserConfig.get_config('BACKTEST')
# print(__name__ + '::test_me: id of userConfig=%s' % (id(userConfig),))
userConfig = _build_config(userConfig, userManualInput, fileName)
finally_run(userConfig, LiveBacktest.BACKTEST)