def __init__(self, ib: IB, settings: OptionTickGetterSettings):
        self.settings = settings
        self.logger = my_log.SetupLogger(self.settings.log_filename)
        self.logger.setLevel(logging.INFO)
        self.logger.info("now is %s", datetime.datetime.now())

        self.ib = ib
        self.request_ids = []
        self.option_tick_sema = asyncio.Semaphore(1)
    def __init__(self, ib, settings: OptionBarGetterSettings):
        self.settings = settings
        self.logger = my_log.SetupLogger(self.settings.log_filename)
        self.logger.setLevel(logging.INFO)
        self.logger.info("now is %s", datetime.datetime.now())

        self.ib = ib
        self.daily_bars_sema = asyncio.Semaphore(1)
        self.request_ids = []

        self.ib.errorEvent.connect(self.onError, weakRef=False)
Пример #3
0
    def __init__(self, ib, settings):
        self.settings = settings

        self.logger = my_log.SetupLogger(self.settings.log_filename)
        self.logger.setLevel(logging.INFO)
        self.logger.info("now is %s", datetime.datetime.now())

        self.ib = ib
        self.request_ids = []

        self.equity_historical_bar_sema = asyncio.Semaphore(1)
Пример #4
0
    def __init__(self, ib, settings: FirstTimestampSettings):
        self.settings = settings
        self.logger = my_log.SetupLogger(self.settings.log_filename)
        self.logger.setLevel(logging.INFO)
        self.logger.info("now is %s", datetime.datetime.now())

        self.ib = ib
        self.first_trade_date_sema = asyncio.Semaphore(1)
        self.request_ids = []

        if not self.onError in self.ib.barUpdateEvent:
            self.ib.errorEvent.connect(self.onError, weakRef=False)
Пример #5
0
    def __init__(self, ib: IB, futures_settings: LiveFuturesSettings):
        self.settings = futures_settings

        self.logger = my_log.SetupLogger(self.settings.log_filename)
        self.logger.setLevel(logging.INFO)
        self.logger.info("now is %s", datetime.datetime.now())

        self.ib = ib

        #These help keep track of which event handler applies
        self.request_ids = []

        if not self.onBarUpdate in self.ib.barUpdateEvent:
            self.ib.barUpdateEvent.connect(self.onBarUpdate, weakRef=False)