def from_string_to_security(st):
if ',' not in st:
print(__name__ +
'::from_string_to_security: EXIT, format is not correct')
exit()
stList = st.split(',')
secType = stList[0].strip()
if secType in ['CASH', 'STK']:
primaryExchange = stList[1].strip()
exchange = stList[2].strip()
ticker = stList[3].strip()
currency = stList[4].strip()
return Security(secType=secType,
symbol=ticker,
currency=currency,
exchange=exchange,
primaryExchange=primaryExchange,
symbolStatus=SymbolStatus.STRING_CONVERTED)
elif secType in ['FUT', 'BOND']:
primaryExchange = stList[1].strip()
exchange = stList[2].strip()
ticker = stList[3].strip()
currency = stList[4].strip()
expiry = stList[5].strip()
return Security(secType=secType,
symbol=ticker,
currency=currency,
exchange=exchange,
primaryExchange=primaryExchange,
expiry=expiry,
symbolStatus=SymbolStatus.STRING_CONVERTED)
else:
primaryExchange = stList[1].strip()
exchange = stList[2].strip()
ticker = stList[3].strip()
currency = stList[4].strip()
expiry = stList[5].strip()
strike = float(stList[6].strip())
right = stList[7].strip()
multiplier = stList[8].strip()
return Security(secType=secType,
symbol=ticker,
currency=currency,
exchange=exchange,
primaryExchange=primaryExchange,
expiry=expiry,
strike=strike,
right=right,
multiplier=multiplier,
symbolStatus=SymbolStatus.STRING_CONVERTED)
def superSymbol(secType=None,
ticker=None,
currency='USD',
exchange='',
primaryExchange='',
expiry='',
strike=0.0,
right='',
multiplier='',
includeExpired=False):
return Security(secType=secType, symbol=ticker, currency=currency, exchange=exchange,
primaryExchange=primaryExchange, expiry=expiry, strike=strike, right=right,
multiplier=multiplier, includeExpired=includeExpired, symbolStatus=SymbolStatus.SUPER_SYMBOL)
def from_symbol_to_security(s1):
if ',' not in s1:
s1 = 'STK,%s,USD' % (s1, )
secType = s1.split(',')[0].strip()
ticker = s1.split(',')[1].strip()
currency = s1.split(',')[2].strip()
if secType in ['CASH', 'STK']:
return Security(secType=secType, symbol=ticker, currency=currency)
else:
print('Definition of %s is not clear!' % (s1, ))
print('Please use superSymbol to define a str_security')
print(r'http://www.ibridgepy.com/ibridgepy-documentation/#superSymbol')
exit()
def superSymbol(secType=None,
symbol=None,
currency='USD',
exchange='',
primaryExchange='',
localSymbol='',
expiry='',
strike=0.0,
right='',
multiplier='',
includeExpired=False):
if not isinstance(strike, float):
print(__name__ + '::superSymbol: EXIT, strike must be a float!')
exit()
if not isinstance(expiry, str):
print(__name__ + '::superSymbol: EXIT, expiry must be a string!')
exit()
if not isinstance(localSymbol, str):
print(__name__ + '::superSymbol: EXIT, localSymbol must be a string!')
exit()
if not isinstance(multiplier, str):
print(__name__ + '::superSymbol: EXIT, multiplier must be a string!')
exit()
if secType in ['FUT', 'OPT']:
assert (len(expiry) == 8)
return Security(secType=secType,
symbol=symbol,
currency=currency,
exchange=exchange,
localSymbol=localSymbol,
primaryExchange=primaryExchange,
expiry=expiry,
strike=strike,
right=right,
multiplier=multiplier,
includeExpired=includeExpired,
symbolStatus=SymbolStatus.SUPER_SYMBOL)