Python Contract.m_primaryExch方法代码示例

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
    def request_market_data(self, timeframe, interval, symbol, sectype, \
                                        exchange, currency=None, expiry=None, \
                                        primexch=None, latestdate=None):
        # Establish a connection
        sys.stdout.write("\nCalling connection\n")
        connection = ibConnection()
        connection.register(self.ibhndl.my_callback_handler, \
                                                        message.historicalData)
        connection.connect()
 
        #Contract
        contract = Contract()
        contract.m_symbol = symbol
        contract.m_secType = sectype
        contract.m_exchange = exchange
        contract.m_currency = currency
 
        if primexch:
            contract.m_primaryExch = primexch
 
        if expiry:
            contract.m_expiry = expiry
 
        # Get historical data
        rtnData = self.ibhndl.reqHistoricalData(contract, interval, connection,\
                                                        timeframe, latestdate)
        connection.disconnect()
 
        if not rtnData[0]:
            sys.stderr.write("ERROR: No data return for %s : %s\n" % (symbol,\
                                                                    interval)) 
            return rtnData, ""

        dateList = list()
        stockFile = list()
        for data, volume in zip(rtnData[0], rtnData[1]):
            dateList = dateList + [data[0]]
            dataStr = '%s, %s, %s, %s, %s, %s' % \
                        (strftime("%Y-%m-%d %H:%M:%S", \
                              localtime(int(str(data[0]))/1000)), data[1], \
                              data[2], data[3], data[4], str(volume[1]))
        
            stockFile = stockFile + [dataStr]
        
        convertStr = '%Y-%m-%d %H:%M:%S'
        date, _, _, _, closep, volume = \
                        np.loadtxt(stockFile, delimiter=',', unpack=True, \
                       converters={0:mdates.strpdate2num(convertStr)})
        
        #PATTERNS
        retpat = []
        try:
            patterndb = PatternDB()
            patterndb.add(HS())
            patterndb.add(IHS())
        
            retpat = patterndb.check(closep[-60:], date[-60:])
        except Exception, excp:
            sys.stderr.write("ERROR: PATTERNS failed with exception " \
                                                            "%s\n" % excp)

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def create_contract(symbol, sec_type, exch, prim_exch, curr):
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = sec_type
    contract.m_exchange = exch
    contract.m_primaryExch = prim_exch
    contract.m_currency = curr
    return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
 def makeContract(self, symbol):
     contract = Contract()
     contract.m_symbol = symbol
     contract.m_secType = 'STK'
     contract.m_exchange = 'SMART'
     contract.m_primaryExch = 'SMART'
     contract.m_currency = 'USD'
     contract.m_localSymbol = symbol
     return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
 def _create_security_contract(self):
     """To pass into IB messages"""
     contract = Contract()
     contract.m_symbol = self.symbol
     contract.m_secType = self.secType
     contract.m_exchange = self.exchange
     if self.primaryExch != None: #don't set m_primaryExch at all if None
         contract.m_primaryExch = self.primaryExch
     contract.m_currency = self.currency
     return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def create_contract(symbol, sec_type='STK', expiry='', strike=0.0, right=''):
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = sec_type
    contract.m_exchange = 'SMART'
    contract.m_primaryExch = 'SMART'
    contract.m_currency = 'USD'
    contract.m_expiry = expiry
    contract.m_strike = strike
    contract.m_right = right
    return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
 def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
     """ Create a contract object defining purchase specifications. To 
     transact a trade it is necessary to create an IbPy Contract instance 
     and pair it with an IbPy Order instance to send to the IB API.
     """
     contract = Contract()
     contract.m_symbol = symbol # ticker
     contract.m_secType = sec_type # security type ('STK' = stock)
     contract.m_exchange = exch # exchange
     contract.m_primaryExch = prim_exch # primary exchange 
     contract.m_currency = curr # currency in which to purchase asset
     return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
    def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
        """Create a Contract object defining what will
        be purchased, at which exchange and in which currency.
    
        symbol - The ticker symbol for the contract
        sec_type - The security type for the contract ('STK' is 'stock')
        exch - The exchange to carry out the contract on
        prim_exch - The primary exchange to carry out the contract on
        curr - The currency in which to purchase the contract

        In cases where SMART exchange results in ambiguity SYMBOL:PRIMARY_EXCHANGE can be passed."""

        contract = Contract()
        contract.m_symbol = symbol
        contract.m_secType = sec_type
        contract.m_exchange = exch
        if symbol in self.primary_exchange_map.keys():
            contract.m_primaryExch = self.primary_exchange_map[symbol]
        else:
            contract.m_primaryExch = prim_exch
        contract.m_currency = curr
        return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def makeStkContract(contractTuple):
    newContract = Contract()
    newContract.m_symbol = contractTuple[0]
    newContract.m_secType = contractTuple[1]
    newContract.m_exchange = contractTuple[2]
    newContract.m_currency = contractTuple[3]
    newContract.m_expiry = contractTuple[4]
    newContract.m_strike = contractTuple[5]
    newContract.m_right = contractTuple[6]
    if contractTuple[0]=='ASHR':
        newContract.m_primaryExch = 'ARCA'
    print 'Contract Values:%s,%s,%s,%s,%s,%s,%s:' % contractTuple
    return newContract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def craft_contract_stock(details):
	if isinstance(details, dict):
		try:			
			newContract = Contract()
			newContract.m_symbol = details['symbol']
			newContract.m_secType = details['security_type']
			newContract.m_primaryExch = details['primary_exchange']
			newContract.m_exchange = details['exchange']
			newContract.m_currency = details['currency']
			return newContract
		except:
			raise TypeError
	else:
		raise TypeError

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def create_contract(symbol, sec_type, exch, prim_exch, curr):
    """Create a Contract object defining what will
    be purchased, at which exchange and in which currency.
    symbol - The ticker symbol for the contract
    sec_type - The security type for the contract ('STK' is 'stock')
    exch - The exchange to carry out the contract on
    prim_exch - The primary exchange to carry out the contract on
    curr - The currency in which to purchase the contract"""
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = sec_type
    contract.m_exchange = exch
    contract.m_primaryExch = prim_exch
    contract.m_currency = curr
    return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def create_contract(security):
    if security.split('.')[0]=='FUT':
        contract = Contract()
        contract.m_symbol = security.split('.')[1]
        contract.m_secType = 'FUT'
        contract.m_exchange = 'GLOBEX'
        contract.m_currency = security.split('.')[2]
        contract.m_expiry= security.split('.')[3]
        contract.m_primaryExch='GLOBEX'
    elif security.split('.')[0]=='CASH':
        contract = Contract()
        contract.m_symbol = security.split('.')[1]
        contract.m_secType = 'CASH'
        contract.m_exchange = 'IDEALPRO'
        contract.m_currency = security.split('.')[2]
        contract.m_primaryExch='IDEALPRO'
    elif security.split('.')[0]=='STK':
        contract = Contract()
        contract.m_symbol = security.split('.')[1]
        contract.m_secType = 'STK'
        contract.m_exchange = 'SMART'
        contract.m_currency = 'USD'
        contract.m_primaryExch='SMART'
    return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def newContract_GUI(contractTuple):
    newContract = Contract()
    symbol=contractTuple[0]
    newContract.m_symbol = symbol
    newContract.m_secType = contractTuple[1]
    newContract.m_exchange='SMART'
    #download exchange information from yahoo finance
    url='http://download.finance.yahoo.com/d/quotes.csv?s='+symbol+'&f=x'
    primexchange=pd.read_csv(url,header=None)
    primexchange=primexchange.iloc[0,0]
    if primexchange=='NasdaqNM' or primexchange=='NGM':
        primexchange='NASDAQ'
    #print primexchange
    newContract.m_primaryExch=primexchange

    return newContract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def create_ib_stock_contract(symbol, exch='NASDAQ', prim_exch='NASDAQ', curr='USD'):
    """
    Create a stock contract used for IB orders.
    :param symbol:
    :param exch:
    :param prim_exch:
    :param curr:
    :return:
    """
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = 'STK'
    contract.m_exchange = exch
    contract.m_primaryExch = prim_exch
    contract.m_currency = curr
    print contract.__dict__
    return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
    def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
        """
        Create a Contract object defining what will
        be purchased, at which exchange and in which currency.

        :param symbol: (str) The ticker symbol for the contract.
        :param sec_type: (str)  The security type for the contract.
        :param exch: (str) The exchange to carry out the contract on.
        :param prim_exch: The primary exchange to carry out the contract on.
        :param curr: The currency in which to purchase the contract.
        """
        contract = Contract()
        contract.m_symbol = symbol
        contract.m_secType = sec_type
        contract.m_exchange = exch
        contract.m_primaryExch = prim_exch
        contract.m_currency = curr
        return contract

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_primaryExch [as 别名]
def craft_contract_option(details, strike, expiry):
	print(strike)
	print(expiry)
	if isinstance(details, dict):
		try:			
			newContract = Contract()
			newContract.m_symbol = details['symbol']
			newContract.m_secType = details['security_type']
			newContract.m_primaryExch = details['primary_exchange']
			newContract.m_exchange = details['exchange']
			newContract.m_currency = details['currency']
			newContract.m_multiplier = details['multiplier']
			newContract.m_right = details['right']
			newContract.m_expiry = expiry
			newContract.m_strike = strike # not sure how comfortable I am with float representation...anyway...
			return newContract
		except:
			raise TypeError
	else:
		raise TypeError