def ib_get_contract_chain(self, ibcontract_pattern, log=None):
"""
Get all the IB contracts matching a pattern.
:param ibcontract_pattern: ibContract which may not fully specify the contract
:param log: log object
:return: list of ibContracts
"""
if log is None:
log=self.log
reqId = self.ib_next_req_id()
## Make a place to store the data we're going to return
contract_details_queue = finishableQueue(self.init_contractdetails(reqId))
self.reqContractDetails(reqId, ibcontract_pattern)
## Run until we get a valid contract(s) or get bored waiting
new_contract_details_list = contract_details_queue.get(timeout=MAX_WAIT_HISTORICAL_DATA_SECONDS)
self.ib_clear_req_id(reqId)
while self.broker_is_error():
log.warn(self.broker_get_error()) ## WHITELIST?
if contract_details_queue.timed_out():
self.log.msg("Exceeded maximum wait for wrapper to confirm finished - seems to be normal behaviour")
ibcontract_list = [contract_details.contract for contract_details in new_contract_details_list]
return ibcontract_list
def ib_get_historical_data(self,
ibcontract,
durationStr="1 Y",
barSizeSetting="1 day",
whatToShow="TRADES",
log=None):
"""
Returns historical prices for a contract, up to today
ibcontract is a Contract
:returns list of prices in 4 tuples: Open high low close volume
"""
if log is None:
log = self.log
last_call = self.last_historic_price_calltime
avoid_pacing_violation(last_call, log=log)
tickerid = self.ib_next_req_id()
## Make a place to store the data we're going to return
historic_data_queue = finishableQueue(
self.init_historicprices(tickerid))
# Request some historical data. Native method in EClient
self.reqHistoricalData(
tickerid, # tickerId,
ibcontract, # contract,
datetime.datetime.today().strftime(
"%Y%m%d %H:%M:%S %Z"), # endDateTime,
durationStr, # durationStr,
barSizeSetting, # barSizeSetting,
whatToShow, # whatToShow,
1, # useRTH,
1, # formatDate
False, # KeepUpToDate <<==== added for api 9.73.2
[] ## chartoptions not used
)
## Wait until we get a completed data, an error, or get bored waiting
log.msg(
"Getting historical data from the server... could take %d seconds to complete "
% MAX_WAIT_HISTORICAL_DATA_SECONDS)
historic_data = historic_data_queue.get(
timeout=MAX_WAIT_HISTORICAL_DATA_SECONDS)
while self.wrapper.broker_is_error():
# WHITELIST
log.warn(self.broker_get_error())
if historic_data_queue.timed_out():
log.msg(
"Exceeded maximum wait for wrapper to confirm finished - seems to be normal behaviour"
)
self.cancelHistoricalData(tickerid)
self.ib_clear_req_id(tickerid)
self.last_historic_price_calltime = datetime.datetime.now()
return historic_data
def ib_resolve_contract(self, ibcontract, log=None):
if log is None:
log = self.log
reqId = self.ib_next_req_id()
## Make a place to store the data we're going to return
contract_details_queue = finishableQueue(
self.init_contractdetails(reqId))
log.msg("Getting full contract details from the server... ")
self.reqContractDetails(reqId, ibcontract)
## Run until we get a valid contract(s) or get bored waiting
new_contract_details = contract_details_queue.get(
timeout=MAX_WAIT_SECONDS)
self.ib_clear_req_id(reqId)
while self.broker_is_error():
self.log.warn(self.broker_get_error()) ## WHITELIST?
if contract_details_queue.timed_out():
self.log.msg(
"Exceeded maximum wait for wrapper to confirm finished - seems to be normal behaviour"
)
if len(new_contract_details) == 0:
self.log.warn(
"Failed to get additional contract details: returning unresolved contract"
)
return ibcontract
if len(new_contract_details) > 1:
self.log.warn("Got multiple contracts using first one")
new_contract_details = new_contract_details[0]
resolved_ibcontract = new_contract_details.contract
return resolved_ibcontract