def test_historical_data(self, con):
import time
from twspy import Contract
def callback(msg):
if msg.date.startswith('finished'):
seen.append(msg)
def error(msg):
if msg.errorCode == 2105: # hist data farm is not connected
seen.append(msg)
seen = []
con.register('historicalData', callback)
con.register('error', error)
con.connect()
c = Contract()
c.m_symbol = 'AAPL'
c.m_secType = 'STK'
c.m_exchange = 'SMART'
c.m_primaryExch = 'NYSE'
e = time.strftime('%Y%m%d %H:%M:%S')
con.reqHistoricalData(1, c, e, "5 D", "1 hour", "TRADES", 1, 1, None)
assert sleep_until(lambda: seen, 5.0)
if type(seen[0]).__name__ == 'error':
pytest.xfail(seen[0].errorMsg)
def test_place_cancel_order(self, con):
from twspy import Contract, Order, TagValue
@con.listener('nextValidId')
def nextValidId(msg):
global next_order_id
next_order_id = msg.orderId
global next_order_id
next_order_id = None
con.connect()
assert sleep_until(lambda: next_order_id is not None, 1.0)
c = Contract()
c.m_symbol = 'BRK B'
c.m_secType = 'STK'
c.m_exchange = 'SMART'
c.m_primaryExch = 'NYSE'
o = Order()
o.m_action = 'BUY'
o.m_totalQuantity = 1
o.m_orderType = 'LMT'
o.m_lmtPrice = 0.01
o.m_algoStrategy = 'Vwap'
o.m_algoParams = [TagValue('maxPctVol', '0.10')]
@con.listener('openOrder')
def openOrder(msg):
if msg.orderId == next_order_id:
seen.append(msg)
seen = []
con.placeOrder(next_order_id, c, o)
assert sleep_until(lambda: seen, 1.0)
assert seen[0].orderState.m_status == "PreSubmitted"
seen = []
con.cancelOrder(next_order_id)
assert sleep_until(lambda: seen, 1.0)
assert seen[0].orderState.m_status == "PendingCancel"
def test_historical_data(self, con):
import time
from twspy import Contract
def callback(msg):
if msg.date.startswith('finished'):
seen.append(msg)
def error(msg):
if msg.errorCode == 2105: # hist data farm is not connected
seen.append(msg)
seen = []
con.register('historicalData', callback)
con.register('error', error)
con.connect()
c = Contract()
c.m_symbol = 'AAPL'
c.m_secType = 'STK'
c.m_exchange = 'SMART'
c.m_primaryExch = 'NYSE'
e = time.strftime('%Y%m%d %H:%M:%S')
con.reqHistoricalData(1, c, e, "5 D", "1 hour", "TRADES", 1, 1, None)
assert sleep_until(lambda: seen, 5.0)
if type(seen[0]).__name__ == 'error':
pytest.xfail(seen[0].errorMsg)
def test_place_cancel_order(self, con):
from twspy import Contract, Order, TagValue
@con.listener('nextValidId')
def nextValidId(msg):
global next_order_id
next_order_id = msg.orderId
global next_order_id
next_order_id = None
con.connect()
assert sleep_until(lambda: next_order_id is not None, 1.0)
c = Contract()
c.m_symbol = 'BRK B'
c.m_secType = 'STK'
c.m_exchange = 'SMART'
c.m_primaryExch = 'NYSE'
o = Order()
o.m_action = 'BUY'
o.m_totalQuantity = 1
o.m_orderType = 'LMT'
o.m_lmtPrice = 0.01
o.m_algoStrategy = 'Vwap'
o.m_algoParams = [TagValue('maxPctVol', '0.10')]
@con.listener('openOrder')
def openOrder(msg):
if msg.orderId == next_order_id:
seen.append(msg)
seen = []
con.placeOrder(next_order_id, c, o)
assert sleep_until(lambda: seen, 1.0)
assert seen[0].orderState.m_status in ["PreSubmitted", "Submitted"]
con.unregister('openOrder', openOrder)
@con.listener('orderStatus')
def orderStatus(msg):
if msg.orderId == next_order_id:
seen.append(msg)
seen = []
con.cancelOrder(next_order_id)
assert sleep_until(lambda: seen, 1.0)
assert seen[0].status == "Cancelled"