def initialize_Function(self): self.log.notset(__name__ + '::initialize_Function') self.log.info('IBridgePy version %s' % (str(self.versionNumber), )) self.qData = QDataClass(self) self.request_data(ReqData.reqPositions(), ReqData.reqCurrentTime(), ReqData.reqIds()) self.request_data(ReqData.reqAccountUpdates(True, self.accountCode), ReqData.reqAllOpenOrders()) self.initialize_quantopian( self.context) # function name was passed in. self.log.info('#### Starting to initialize trader ####') if type(self.accountCode) == type(''): self.display_all() else: for acctCode in self.accountCode: self.display_all(acctCode) self.log.info('#### Initialize trader COMPLETED ####') if self.before_trading_start_quantopian != None: self.schedule_function( func=self.before_trading_start_quantopian, time_rule=time_rules.market_open(minutes=-10), calendar=calendars.US_EQUITIES) tmp = self.get_datetime() self.check_date_rules(tmp) self.stime_previous = tmp
def initialize_Function(self): self.log.notset(__name__ + '::initialize_Function') self.log.info('IBridgePy version %s' % (self.versionNumber, )) self.log.info('fileName = %s' % (self.fileName, )) self.qData = QDataClass(self) self.request_data(ReqData.reqIds()) self.request_data(ReqData.reqCurrentTime()) if self.multiAccountFlag: self.request_data(ReqData.reqAccountSummary(), ReqData.reqAllOpenOrders(), ReqData.reqPositions()) else: self.request_data( ReqData.reqAccountUpdates(True, self.accountCode), ReqData.reqAllOpenOrders(), ReqData.reqPositions()) self.log.debug( __name__ + '::initialize_Function::start to run customers init function') self.initialize_quantopian( self.context) # function name was passed in. self.log.info('#### Starting to initialize trader ####') if self.multiAccountFlag: for acctCode in self.accountCode: self.display_all(acctCode) else: self.display_all() self.log.info('#### Initialize trader COMPLETED ####')
def initialize_Function(self): self.log.notset(__name__+'::initialize_Function') self.log.info('IBridgePy version %s' %(self.versionNumber,)) self.log.info('fileName = %s' %(self.fileName,)) self.qData=QDataClass(self) self.request_data(ReqData.reqCurrentTime(), ReqData.reqIds()) self.request_data(ReqData.reqAccountUpdates(True, self.accountCode), ReqData.reqAllOpenOrders(), ReqData.reqPositions()) self.log.debug(__name__+'::initialize_Function::start to run customers init function') self.initialize_quantopian(self.context) # function name was passed in. self.log.info('#### Starting to initialize trader ####') if type(self.accountCode)==type(''): self.display_all() else: for acctCode in self.accountCode: self.display_all(acctCode) self.log.info('#### Initialize trader COMPLETED ####') # In order to trigger check_date_rule in marketManagerBase.py # self.stime_previous.date != timeNow.date # So, minus 1 day here. self.stime_previous = self.get_datetime() - dt.timedelta(days=1)