def tick_data_req_parameter(self, args_symbol, args_date, args_ip="127.0.0.1", args_cid=1, args_port=4002, args_sectype='STK', args_expiry=None,
args_strike=None, args_right=None):
try:
# app = TickHistory()
self.SYMBOL = args_symbol
self.HDATE = args_date
self.IP = args_ip
self.PORT = args_port
self.SECTYPE = args_sectype
print("\n## Started ##")
print("\nUsing args", args_symbol, args_date, args_ip, args_port, args_sectype, args_expiry, args_strike, args_right)
self.connect(self.IP, self.PORT, args_cid)
print("\nIB Gateway Time:%s connectionTime:%s" % (self.serverVersion(),
self.twsConnectionTime()))
print("\n~~ Recorded HRHD for "+self.SYMBOL+", DATE : "+str(self.HDATE))
self.contract.symbol = self.SYMBOL
self.contract.currency = "INR"
self.contract.exchange = "NSE"
if self.SECTYPE == "STK":
self.contract.secType = self.SECTYPE
elif self.SECTYPE == "FUT":
self.EXPIRY = args_expiry
self.contract.secType = self.SECTYPE
self.contract.lastTradeDateOrContractMonth = self.EXPIRY
elif self.SECTYPE == "OPT":
self.STRIKE = args_strike
self.RIGHT = args_right
self.EXPIRY = args_expiry
self.contract.secType = self.SECTYPE
self.contract.lastTradeDateOrContractMonth = self.EXPIRY
self.contract.strike = self.STRIKE
self.contract.right = self.RIGHT
if not os.path.exists(hrhdObj.get_with_base_path('common', 'tick_bank')+"/"+str(self.HDATE)+"/"):
os.makedirs(hrhdObj.get_with_base_path('common', 'tick_bank')+"/"+str(self.HDATE)+"/")
tickbank_path = hrhdObj.get_with_base_path('common', 'tick_bank')+"/"+str(self.HDATE)+"/"
with open(tickbank_path+self.SYMBOL + "_" + self.SECTYPE + ".csv", 'w') as csvfile:
filewriter = csv.writer(csvfile, delimiter=',',
quotechar='|', quoting=csv.QUOTE_MINIMAL)
filewriter.writerow(["TIME", "PRICE", "SIZE"])
self.reqHistoricalTicks(random.randint(1,100), self.contract,
str(self.HDATE) + " 09:10:00", "", 1000, "TRADES", 1, True, [])
self.run()
except Exception:
logging.error(traceback.format_exc())
print("\n")
print("\n~~~~~~~~~~~~~~~~~~~~~~~~ Error ~~~~~~~~~~~~~~~~~~~~~~~")
print("\nError : " + traceback.format_exc())
print("\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~")
finally:
self.dumpTestCoverageSituation()
self.dumpReqAnsErrSituation()
print("\n## Completed ##")
def __init__(self):
try:
logger.info("Initiating connection to fire base")
FireBaseUtils.cred = credentials.Certificate(
hrdObj.get_with_base_path("firebase", "firebase_key"))
firebase_admin.initialize_app(FireBaseUtils.cred, {
'storageBucket':
hrdObj.get_value('firebase', 'firebase_app_name')
})
logger.info("Connected to firebase bucket")
FireBaseUtils.bucket = storage.bucket()
except Exception as ex:
logger.error(ex)
def ohlc_data_req_parameter(self, args_symbol, args_date, args_ip="127.0.0.1", args_cid=1, args_port=4002, args_sectype='STK', args_expiry=None,
args_strike=None, args_right=None, args_durationString=None, args_endDateTime=None):
try:
# app = TickHistory()
self.SYMBOL = args_symbol
self.HDATE = args_date
self.IP = args_ip
self.PORT = args_port
self.SECTYPE = args_sectype
print("\n## Started ##")
print("\nUsing args", args_symbol, args_date, args_ip, args_port, args_sectype, args_expiry, args_strike, args_right)
self.connect(self.IP, self.PORT, args_cid)
print("\nIB Gateway Time:%s connectionTime:%s" % (self.serverVersion(),
self.twsConnectionTime()))
print("\n~~ Recorded HRHD for "+self.SYMBOL+", DATE : "+str(self.HDATE))
self.contract.symbol = self.SYMBOL
self.contract.currency = "INR"
self.contract.exchange = "NSE"
if self.SECTYPE == "STK":
self.contract.secType = self.SECTYPE
elif self.SECTYPE == "FUT":
self.EXPIRY = args_expiry
self.contract.secType = self.SECTYPE
self.contract.lastTradeDateOrContractMonth = self.EXPIRY
elif self.SECTYPE == "OPT":
self.STRIKE = args_strike
self.RIGHT = args_right
self.EXPIRY = args_expiry
self.contract.secType = self.SECTYPE
self.contract.lastTradeDateOrContractMonth = self.EXPIRY
self.contract.strike = self.STRIKE
self.contract.right = self.RIGHT
if not os.path.exists(hrhdObj.get_with_base_path('common', 'tick_bank')+"/"+str(self.HDATE)+"/"):
os.makedirs(hrhdObj.get_with_base_path('common', 'tick_bank')+"/"+str(self.HDATE)+"/")
tickbank_path = hrhdObj.get_with_base_path('common', 'tick_bank')+"/"+str(self.HDATE)+"/"
self.reqHistoricalData(random.randint(4000,5000), self.contract, str(self.HDATE) + " 15:20:00",
args_endDateTime, args_durationString, "TRADES", 1, 1, False, [])
self.run()
except Exception:
logging.error(traceback.format_exc())
print("\n")
print("\n~~~~~~~~~~~~~~~~~~~~~~~~ Error ~~~~~~~~~~~~~~~~~~~~~~~")
print("\nError : " + traceback.format_exc())
print("\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~")
finally:
self.dumpTestCoverageSituation()
self.dumpReqAnsErrSituation()
print("\n## Completed ##")
def fulldaydata(self, ticks):
try:
tickbank_path = hrhdObj.get_with_base_path('common', 'tick_bank') + "/" + str(self.HDATE) + "/"
with open(tickbank_path+self.SYMBOL + "_" + self.SECTYPE + ".csv", 'a', newline='') as csvfile:
filewriter = csv.writer(csvfile, delimiter=',',
quotechar='|', quoting=csv.QUOTE_MINIMAL)
if len(ticks) >= 1000:
i = 0
for tick in ticks:
print(str(time.strftime("%D %H:%M:%S", time.localtime(int(tick.time)))) + "," + str(
tick.price) + "," + str(tick.size))
filewriter.writerow(
[tick.time, str(tick.price),
str(tick.size)])
i = i + 1
if i == 1000:
self.reqHistoricalTicks(randint(100, 200), self.contract,
str(self.HDATE) + " " + str(
time.strftime("%H:%M:%S", time.localtime(int(tick.time)))), "",
1000, "TRADES", 1, True, [])
else:
for tick in ticks:
print(str(time.strftime("%D %H:%M:%S", time.localtime(int(tick.time))))+","+str(tick.price)+","+str(tick.size))
filewriter.writerow(
[tick.time, str(tick.price),
str(tick.size)])
except Exception as e:
logging.error(traceback.format_exc())
print(traceback.format_exc())
finally:
self.dumpTestCoverageSituation()
self.dumpReqAnsErrSituation()
def nifty_list(list_config_name):
try:
with open(hrhdObj.get_with_base_path("common", list_config_name),
'r') as json_file:
nse_dict = json.load(json_file)
return nse_dict
except Exception as ex:
logger.error(traceback.format_exc())
def historicalDataEnd(self, reqId: int, start: str, end: str):
super().historicalDataEnd(reqId, start, end)
tickbank_path = hrhdObj.get_with_base_path('common', 'tick_bank') + "/" + str(self.HDATE) + "/"
keys = self.full_day_ohlc[0].keys()
with open(tickbank_path + self.SYMBOL + "_" + self.SECTYPE + ".csv", 'w', newline='') as csvfile:
filewriter = csv.DictWriter(csvfile,keys)
filewriter.writeheader()
filewriter.writerows(self.full_day_ohlc)
print("HistoricalDataEnd. ReqId:", reqId, "Completed Bar Request and genrated csv")
print("OHLC Date retrival completed for :" + self.SYMBOL)
def get_ib_symbol_from_map(nse_symbol):
try:
map_json = json.loads(
open(str(hrhdObj.get_with_base_path('common',
'ib_nse_map'))).read())
for sym in map_json:
if sym['NSE_Symbol'] == nse_symbol:
return sym['IB_Symbol']
return nse_symbol
except Exception as ex:
logger.error("No mapping value found for NSE Symbol:%s" %
nse_symbol)
logger.error(traceback.format_exc())
def main_tick_data():
cmdLineParser = argparse.ArgumentParser("Vuk History Data Bot :")
cmdLineParser.add_argument("-ip",
"--ip",
action="store",
type=str,
dest="ip",
default=hrhdObj.get_value(
"common", "gateway_ip"),
help="The IP to get IB Gateway connection")
cmdLineParser.add_argument("-d",
"--date",
action="store",
type=str,
dest="date",
default=hrhdObj.get_value(
"common", "hrhd_date"),
help="Date (yyyymmdd) For eg: 20190131")
cmdLineParser.add_argument("-cid",
"--cid",
action="store",
type=int,
dest="cid",
default=random.randint(1, 10),
help="Unique client id do request")
cmdLineParser.add_argument("-list",
"--list",
action="store",
type=str,
dest="list",
default='nifty50',
help="nifty list 50 or 200")
args = cmdLineParser.parse_args()
hrhd_obj = Hrhd()
logger.info("**HRHD Worker Initiated")
if args.list is not None:
if args.list == "nifty50":
nse_dict_list = hrhd_obj.nifty_list('nifty50_list')
elif args.list == "nifty200":
nse_dict_list = hrhd_obj.nifty_list('nifty200_list')
else:
nse_dict_list = hrhd_obj.nifty_list('nifty_custom_list')
else:
nse_dict_list = hrhd_obj.nifty_list('nifty_custom_list')
logger.info("Read Nifty instruments")
i = 1
# print(len(args.))
if args.ip is not None:
gateway_ip = args.ip
hdate = args.date
cid = args.cid
else:
gateway_ip = hrhdObj.get_value('common', 'gateway_ip')
hdate = hrhdObj.get_value('common', 'hrhd_date')
cid = 1
for ins in nse_dict_list:
logger.info(str(i) + " Of Nifty list " + "(" + ins['Symbol'] + ")")
hrhd_obj.worker_as_process_ohlc_data(
gateway_ip, hrhd_obj.get_ib_symbol_from_map(ins['Symbol']), hdate,
random.randint(1, 3))
i = i + 1
fbuObj = FireBaseUtils()
tick_bank_path = hrhdObj.get_with_base_path(
'common', 'tick_bank') + "/" + str(hdate) + "/"
fbuObj.upload_all_file_in_dir_to_firebaseStorage(tick_bank_path,
str(hdate))