def test_001(connection, options):
ticker_id = gen_tick_id()
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
connection.reqScannerSubscription(ticker_id, subscript)
connection.reqScannerParameters()
short_sleep()
connection.cancelScannerSubscription(ticker_id)
def makeScannerSubscription(self, code, limit):
sub = ScannerSubscription()
sub.numberOfRows(limit)
sub.instrument("STK")
sub.scanCode(code)
sub.locationCode("STK.US.MAJOR")
return sub
def test_001(connection, options):
ticker_id = gen_tick_id()
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
connection.reqScannerSubscription(ticker_id, subscript)
connection.reqScannerParameters()
short_sleep()
connection.cancelScannerSubscription(ticker_id)
contract_Details10 = create.create_contract('EUR', 'CASH', 'IDEALPRO',
'USD')
data_endtime = datetime.now().strftime("%Y%m%d %H:%M:%S")
tws.reqHistoricalData(9000, contract_Details10, data_endtime, "1 M",
"1 day", "BID", 0, 1)
time.sleep(3)
tws.cancelHistoricalData(9000)
# Market Scanners ####################################################################
# reqScannerParameters ---> scannerParameters self.scanner_Parameters
# ---> scannerData self.scanner_Data
# ---> scannerDataEnd self.scanner_Data_End_reqID
# self.scanner_Data_reqID
###################################################################################'''
print "Testing Market Scanners Group \n"
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
tws.reqScannerSubscription(700, subscript)
tws.reqScannerParameters()
time.sleep(3)
tws.cancelScannerSubscription(700)
# Real Time Bars #####################################################################
# reqRealTimeBars ---> realtimeBar self.real_timeBar
###################################################################################'''
print "Testing Real Time Bars Group \n"
contract_Details11 = create.create_contract('EUR', 'CASH', 'IDEALPRO',
'USD')
tws.reqRealTimeBars(10000, contract_Details11, 5, "MIDPOINT", 0)
time.sleep(10)
sleep(5) # displaying the orders status print o.orderStatus(oid1) print o.orderStatus(oid2) # we cancel order 1 o.cancelOrder(oid1) print o.orderStatus(oid1) ############################################# # Test3: Market scanning ############################################# # we create a scanner subscript = ScannerSubscription() subscript.numberOfRows(200) subscript.m_instrument = 'STK' subscript.m_locationCode = 'STK.AMEX' subscript.m_scanCode = "MOST_ACTIVE" subscript.m_stockTypeFilter = 'ALL' subscript.m_m_abovePrice = 0.0 subscript.m_aboveVolume = 0 subscript.m_marketCapAbove = 0.0 # and execute it on the server print str(o.scanMkt(subscript)) ############################################# # Test4: Market Data #############################################
def run_prog(self):
con = ibConnection(host='127.0.0.1', port=7497, clientId=100)
con.connect()
# Assign the error handling function defined above
# to the TWS connection
con.register(self.error_handler, 'Error')
# Assign all of the server reply messages to the
# reply_handler function defined above
#con.registerAll(reply_handler)
con.register(self.scan_results, message.scannerData)
con.register(self.get_valid_order_id, 'NextValidId')
#con.reqIds(-1)
time.sleep(1)
print("Order ID", self.orderid[0])
self.gappingup_id = self.orderid[0]
gappingup = ScannerSubscription()
gappingup.numberOfRows(5)
gappingup.m_scanCode = 'HIGH_OPEN_GAP'
gappingup.m_instrument = 'STK'
gappingup.m_averageOptionVolumeAbove = '0'
gappingup.m_abovePrice = '5'
gappingup.m_aboveVolume = '100000'
self.gappingdown_id = self.gappingup_id + 1
gappingdown = ScannerSubscription()
gappingdown.numberOfRows(5)
gappingdown.m_scanCode = 'LOW_OPEN_GAP'
gappingdown.m_instrument = 'STK'
gappingdown.m_averageOptionVolumeAbove = '0'
gappingdown.m_abovePrice = '5'
gappingdown.m_aboveVolume = '100000'
con.reqScannerSubscription(self.gappingup_id, gappingup)
time.sleep(5)
con.reqScannerSubscription(self.gappingdown_id, gappingdown)
time.sleep(5)
print(self.gapup)
print(self.gapdown)
con.register(scan_results, message.scannerData)
# Create a contract in GOOG stock via SMART order routing
goog_contract = create_contract('GOOG', 'STK', 'SMART', 'SMART', 'USD')
#Get market data stream
#con.reqMktData(1, goog_contract, '', False)
# Go long 100 shares of Google
goog_order = create_order('MKT', 100, 'BUY')
# Use the connection to the send the order to IB
#con.placeOrder(100,goog_contract, goog_order)
gappingup_id = 13851
gappingup = ScannerSubscription()
gappingup.numberOfRows(5)
gappingup.m_scanCode = 'HIGH_OPEN_GAP'
gappingup.m_instrument = 'STK'
gappingup.m_averageOptionVolumeAbove = '0'
gappingup.m_abovePrice = '5'
gappingup.m_aboveVolume = '100000'
gappingdown_id = gappingup_id + 1
gappingdown = ScannerSubscription()
gappingdown.numberOfRows(5)
gappingdown.m_scanCode = 'LOW_OPEN_GAP'
gappingdown.m_instrument = 'STK'
gappingdown.m_averageOptionVolumeAbove = '0'
gappingdown.m_abovePrice = '5'
gappingdown.m_aboveVolume = '100000'
"1 M", "1 day", "BID", 0, 1)
time.sleep(3)
tws.cancelHistoricalData(9000)
# Market Scanners ####################################################################
# reqScannerParameters ---> scannerParameters self.scanner_Parameters
# ---> scannerData self.scanner_Data
# ---> scannerDataEnd self.scanner_Data_End_reqID
# self.scanner_Data_reqID
###################################################################################'''
print "Testing Market Scanners Group \n"
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
tws.reqScannerSubscription(700, subscript)
tws.reqScannerParameters()
time.sleep(3)
tws.cancelScannerSubscription(700)
# Real Time Bars #####################################################################
# reqRealTimeBars ---> realtimeBar self.real_timeBar
###################################################################################'''
print "Testing Real Time Bars Group \n"
from ib.ext.ScannerSubscription import ScannerSubscription
from ib.ext.EClientSocket import EClientSocket
from utils import Logger
log = Logger('scanner')
msgs = queue.Queue()
wrapper = Wrapper({}, msgs)
connection = EClientSocket(wrapper)
host = "54.197.15.42"
port = 7496
connection.eConnect(host, port, 1)
subscription = ScannerSubscription()
subscription.numberOfRows(100)
subscription.instrument('STK')
subscription.locationCode('STK.US')
subscription.scanCode('TOP_PERC_GAIN')
subscription.abovePrice(1.0)
subscription.aboveVolume(1)
subscription.marketCapBelow(1000000000.0)
ticker_id = 10
log.operation('Requesting subscription')
connection.reqScannerSubscription(ticker_id, subscription)
while True:
def mostactive(self, location, pricemin, pricemax):
global scan
scan = []
subscript = ScannerSubscription()
subscript.numberOfRows(200)
subscript.m_scanCode = 'MOST_ACTIVE'
subscript.m_instrument = 'STK'
subscript.m_averageOptionVolumeAbove = ''
subscript.m_couponRateAbove = ''
subscript.m_couponRateBelow = ''
subscript.m_abovePrice = pricemin
subscript.m_belowPrice = pricemax
subscript.m_marketCapAbove = ''
subscript.m_marketCapBelow = ''
subscript.m_aboveVolume = ''
subscript.m_stockTypeFilter = 'ALL'
#subscript.locationCode('STK.NASDAQ.NMS')
#subscript.locationCode('STK.NYSE')
#subscript.locationCode('STK.AMEX')
subscript.locationCode(location)
con.reqScannerSubscription(qqqq_id, subscript)
sleep(10)
return(scan)
