def dbcontract_to_ibcontract(dbcontract):
symbol = str(dbcontract.sym)
localSym = str(dbcontract.local_sym)
if str(dbcontract.secType) == 'CASH':
symbol = str(dbcontract.sym) + str(dbcontract.cur)
if str(dbcontract.secType) == 'FUT':
year = str(dbcontract.contractMonth)[0:4]
mon = str(dbcontract.contractMonth)[4:6]
addSym = ''
print symbol, year, int(mon)
if int(mon) == 1:
addSym = 'F'
print addSym
if int(mon) == 2:
addSym = 'G'
if int(mon) == 3:
addSym = 'H'
if int(mon) == 4:
addSym = 'J'
if int(mon) == 5:
addSym = 'K'
if int(mon) == 6:
addSym = 'M'
if int(mon) == 7:
addSym = 'N'
if int(mon) == 8:
addSym = 'Q'
if int(mon) == 9:
addSym = 'U'
if int(mon) == 10:
addSym = 'V'
if int(mon) == 11:
addSym = 'X'
if int(mon) == 12:
addSym = 'Z'
addSym += year[3:4]
print addSym
localSym += addSym
print 'Found', localSym
contract = Contract()
contract.symbol = str(symbol)
contract.secType = str(dbcontract.secType)
contract.exchange = str(dbcontract.exch)
contract.primaryExchange = str(dbcontract.exch)
contract.currency = str(dbcontract.cur)
contract.expiry = str(dbcontract.expiry)
#contract.strike= # Strike Price
contract.localSymbol = localSym
return contract
def get_cash_contracts():
symList = dict()
systemdata = pd.read_csv('./data/systems/system.csv')
print systemdata.columns
systemdata = systemdata.reset_index()
for i in systemdata.index:
#print 'Read: ',i
system = systemdata.ix[i]
#print system
contract = Contract()
symbol = system['ibsym']
if system['ibtype'] == 'CASH':
symbol = system['ibsym'] + system['ibcur']
if system['ibtype'] != 'BITCOIN':
contract.symbol = system['ibsym']
contract.secType = system['ibtype']
contract.exchange = system['ibexch']
contract.currency = system['ibcur']
if system['ibtype'] == 'FUT':
contract.localSymbol = system['iblocalsym']
symList[symbol] = contract
return symList.values()
