def data_handler(self, reqId, date, open_, high, low, close, volume, count,
WAP, hasGaps=False):
showbase = self.req_map[reqId]
try:
base = '%s_%s' % showbase
except TypeError:
base = showbase
if self.port is None:
msg = EWrapperMsgGenerator.historicalData(reqId, date, open_, high,
low, close, volume,
count, WAP, hasGaps)
print self.mdata['underlying'], base, msg
else:
bar = [('open', open_), ('high', high), ('low', low),
('close', close), ('hasgaps', hasGaps)]
if 'trade' in base:
bar += [('volume', volume), ('count', count), ('wap', WAP)]
data = self.mdatastring + ['timestamp=%s' % date]
data += ['%s_%s=%s' % (base, name, data) for name, data in bar]
sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
sock.connect((self.host, self.port))
sock.sendall('%s,%s\n' % (self.dbinfo, ','.join(data)))
sock.close()
def historicalData(self, reqId, date, open_, high, low, close, volume,
count, WAP, hasGaps):
msg = EWrapperMsgGenerator.historicalData(reqId, date, open_, high,
low, close, volume, count,
WAP, hasGaps)
self.datahandler(reqId, msg, date)
