本文整理汇总了Python中ib.ext.Contract.Contract.m_comboLegs方法的典型用法代码示例。如果您正苦于以下问题：Python Contract.m_comboLegs方法的具体用法？Python Contract.m_comboLegs怎么用？Python Contract.m_comboLegs使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类ib.ext.Contract.Contract的用法示例。
在下文中一共展示了Contract.m_comboLegs方法的3个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: test_008a
# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_comboLegs [as 别名]
def test_008a(connection, options):
c = Contract()
c.m_exchange = 'IDEALPRO'
c.m_symbol = 'MO'
c.m_localSymbol = 'MO1C'
c.m_secType = 'BAG'
c.m_expiry = '200806'
leg1 = ComboLeg()
leg1.m_conId = 123
leg1.m_ratio = 1
leg1.m_exchange = 'ONE'
leg1.m_action = 'SELL'
leg2 = ComboLeg()
leg2.m_conId = 125
leg2.m_ratio = 100
leg2.m_exchange = 'NYSE'
leg2.m_action = 'BUY'
c.m_comboLegs = [leg1, leg2]
connection.reqMktData(1, c, generic_tick_keys, False)示例2: processMsg
# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_comboLegs [as 别名]
#.........这里部分代码省略.........
order.m_eTradeOnly = self.readBoolFromInt()
order.m_firmQuoteOnly = self.readBoolFromInt()
order.m_nbboPriceCap = self.readDoubleMax()
if version >= 10:
order.m_parentId = self.readInt()
order.m_triggerMethod = self.readInt()
if version >= 11:
order.m_volatility = self.readDoubleMax()
order.m_volatilityType = self.readInt()
if version == 11:
receivedInt = self.readInt()
order.m_deltaNeutralOrderType = ("NONE" if (receivedInt == 0) else "MKT")
else:
# version 12 and up
order.m_deltaNeutralOrderType = self.readStr()
order.m_deltaNeutralAuxPrice = self.readDoubleMax()
if version >= 27 and not Util.StringIsEmpty(order.m_deltaNeutralOrderType):
order.m_deltaNeutralConId = self.readInt()
order.m_deltaNeutralSettlingFirm = self.readStr()
order.m_deltaNeutralClearingAccount = self.readStr()
order.m_deltaNeutralClearingIntent = self.readStr()
order.m_continuousUpdate = self.readInt()
if self.m_parent.serverVersion() == 26:
order.m_stockRangeLower = self.readDouble()
order.m_stockRangeUpper = self.readDouble()
order.m_referencePriceType = self.readInt()
if version >= 13:
order.m_trailStopPrice = self.readDoubleMax()
if version >= 30:
order.m_trailingPercent = self.readDoubleMax()
if version >= 14:
order.m_basisPoints = self.readDoubleMax()
order.m_basisPointsType = self.readIntMax()
contract.m_comboLegsDescrip = self.readStr()
if version >= 29:
comboLegsCount = self.readInt()
if comboLegsCount > 0:
contract.m_comboLegs = []
i = 0
while i < comboLegsCount:
conId = self.readInt()
ratio = self.readInt()
action = self.readStr()
exchange = self.readStr()
openClose = self.readInt()
shortSaleSlot = self.readInt()
designatedLocation = self.readStr()
exemptCode = self.readInt()
comboLeg = ComboLeg(conId, ratio, action, exchange, openClose, shortSaleSlot, designatedLocation, exemptCode)
contract.m_comboLegs.append(comboLeg)
i += 1
orderComboLegsCount = self.readInt()
if orderComboLegsCount > 0:
order.m_orderComboLegs = []
i = 0
while i < orderComboLegsCount:
price = self.readDoubleMax()
orderComboLeg = OrderComboLeg(price)
order.m_orderComboLegs.append(orderComboLeg)
i += 1
if version >= 26:
smartComboRoutingParamsCount = self.readInt()
if smartComboRoutingParamsCount > 0:
order.m_smartComboRoutingParams = []
i = 0
while i < smartComboRoutingParamsCount:示例3: ComboLeg
# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_comboLegs [as 别名]
for conId in contractIds:
leg = ComboLeg()
leg.m_conId = conId
leg.m_ratio = 1
leg.m_action = "BUY"
leg.m_exchange = "SMART"
legs.append(leg)
#-------- create a contract with required legs
contract = Contract()
contract.m_symbol = "USD"
contract.m_secType = "BAG"
contract.m_exchange = "SMART"
contract.m_currency = "USD"
contract.m_comboLegs = legs
#----- create and place order
print('Placing order')
order = createOrder(orderId,shares=1) # create order
tws.placeOrder(orderId, contract, order) # place order
sleep(1) # wait before disconnecting
print('All done')
tws.disconnect()