Python Contract.m_symbol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_symbol [as 别名]
    def inner():

        #con.reqAccountUpdates(1, '')
        qqqq = Contract()
        qqqq.m_symbol = 'QQQ'
        qqqq.m_secType = 'STK'
        qqqq.m_exchange = 'SMART'

        contract = Contract() #
        contract.m_symbol = 'AUD'
        contract.m_currency = 'USD'
        contract.m_secType = 'CASH'
        contract.m_exchange = 'IDEALPRO'

        fut = Contract() #
        fut.m_localSymbol = 'CLM6'
        #fut.m_symbol = 'CL'
        fut.m_currency = 'USD'
        fut.m_secType = 'FUT'
        fut.m_exchange = 'NYMEX'
        #fut.m_expiry = '201606'
        #fut.m_multiplier = '1000'

        #con.reqMktData(1, qqqq, '', False)
        #con.reqMktData(1, contract, '', False)
        con.reqMktData(1, fut, '', False)

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [as 别名]
 def inner():
     con.reqAccountUpdates(1, '')
     qqqq = Contract()
     qqqq.m_symbol = 'QQQQ'
     qqqq.m_secType = 'STK'
     qqqq.m_exchange = 'SMART'
     con.reqMktData(1, qqqq, '', False)

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [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_symbol [as 别名]
 def sendOrder(self, orderReq):
     """发单"""
     # 增加报单号1，最后再次进行查询
     # 这里双重设计的目的是为了防止某些情况下，连续发单时，nextOrderId的回调推送速度慢导致没有更新
     self.orderId += 1
     
     # 创建合约对象
     contract = Contract()
     contract.m_symbol = str(orderReq.symbol)
     contract.m_exchange = exchangeMap.get(orderReq.exchange, '')
     contract.m_secType = productClassMap.get(orderReq.productClass, '')
     contract.m_currency = currencyMap.get(orderReq.currency, '')
     
     contract.m_expiry = orderReq.expiry
     contract.m_strike = orderReq.strikePrice
     contract.m_right = optionTypeMap.get(orderReq.optionType, '')
     
     # 创建委托对象
     order = Order()
     order.m_orderId = self.orderId
     order.m_clientId = self.clientId
     
     order.m_action = directionMap.get(orderReq.direction, '')
     order.m_lmtPrice = orderReq.price
     order.m_totalQuantity = orderReq.volume
     order.m_orderType = priceTypeMap.get(orderReq.priceType, '')
     
     # 发送委托
     self.connection.placeOrder(self.orderId, contract, order)
     
     # 查询下一个有效编号
     self.connection.reqIds(1)

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [as 别名]
def create_ib_futures_contract(symbol, exp_month=1, exp_year=2016, exchange='NYMEX', currency='USD'):
    """
    Creates a futures contract used for IB orders.
    :param symbol: (string) base symbol e.g. 'CL'
    :param type: (string) 'FUT' --> futures
    :param exp_month: (int) e.g. 6 --> June
    :param exp_year: (int) e.g. 2016
    :param exchange:
    :param currency:
    :return:
    """
    # TODO: create IBContract class
    exp_month = str(exp_month)
    if len(exp_month) == 1:
        exp_month = '0' + exp_month
    exp_year = str(exp_year)
    expiry = exp_year + exp_month

    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = 'FUT'
    contract.m_expiry = expiry
    contract.m_exchange = exchange
    contract.m_currency = 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_symbol [as 别名]
    def subscribe(self, subscribeReq):
        """订阅行情"""
        # 订阅行情
        self.tickerId += 1
        
        contract = Contract()
        contract.m_symbol = str(subscribeReq.symbol)
        contract.m_exchange = exchangeMap.get(subscribeReq.exchange, '')
        contract.m_secType = productClassMap.get(subscribeReq.productClass, '')
        contract.m_currency = currencyMap.get(subscribeReq.currency, '')
        contract.m_expiry = subscribeReq.expiry
        contract.m_strike = subscribeReq.strikePrice
        contract.m_right = optionTypeMap.get(subscribeReq.optionType, '')
        
        # 考虑设计为针对期货用代码_到期日的方式来代替单纯的代码
        if contract.m_secType == 'FUT' and not subscribeReq.expiry:
            # 期货 如果没有设置过期时间, 默认设置为下个月
            dt_obj = datetime.now()
            days = calendar.monthrange(dt_obj.year, dt_obj.month)[1]
            nextMonth = dt_obj + timedelta(days=(days - dt_obj.day + 1))
            contract.m_expiry = nextMonth.strftime('%Y%m')

        self.connection.reqMktData(self.tickerId, contract, '', False)
        
        # 获取合约详细信息
        self.connection.reqContractDetails(self.tickerId, contract)
        
        # 创建Tick对象并保存到字典中
        tick = VtTickData()
        tick.symbol = subscribeReq.symbol
        tick.exchange = subscribeReq.exchange
        tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
        tick.gatewayName = self.gatewayName
        tick.__setattr__('m_secType', productClassMap.get(subscribeReq.productClass, ''))
        self.tickDict[self.tickerId] = tick

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [as 别名]
def makeStkContract(symbol, cur = 'USD'):
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = 'STK'
    contract.m_exchange = 'SMART'
    contract.m_currency = cur
    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_symbol [as 别名]
def main():
  symbol = sys.argv[1]
  exch = sys.argv[2]
  expiry = convert_date(sys.argv[3])
  date = pd.to_datetime(convert_date(sys.argv[4])) - pd.DateOffset(days=1)
  to_date = pd.to_datetime(convert_date(sys.argv[5]))
  timeframe = sys.argv[6] + ' '
  units = sys.argv[7]
  duration = to_date - date

  contract = Contract()
  contract.m_symbol = symbol
  contract.m_secType = 'FUT'
  contract.m_exchange = exch
  contract.m_currency = 'USD'
  contract.m_expiry = expiry
  print 'Collecting', date, 'data for', contract.m_symbol, 'expiration', contract.m_expiry

  outfile = open('from %s to %s' % (sys.argv[4], sys.argv[5])+'.bars', 'w')

#  for h in xrange(20,24,2):
 #   broker = Datacol(contract, prev_date, ('%02d:00:00' % h), 7200, outfile)
  #  broker.close()

#  for h in xrange(0,18,2):
 #   broker = Datacol(contract, date, ('%02d:00:00' % h), 7200, outfile)
  #  broker.close()

  for h in range(duration.days):
      date = date + pd.DateOffset(days=1)
      broker = Datacol(contract, '%04d%02d%02d 21:59:00' % (date.year, date.month, date.day), timeframe+units, outfile)
      broker.close()

  outfile.close()

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [as 别名]
 def start(self):
     """Start the connection and read the realtime bars for the specified 
     tickers.
     """
     # connection and handler
     self.connection = ibConnection(
                                    host=self.host, 
                                    port=self.port, 
                                    clientId=self.client_id)
     
     # registration
     self.connection.register( self.ticker_updated, message.RealtimeBar )
     
     # connect
     self.connection.connect()
     
     for inx,stock in enumerate(self.stocks):
         print "Requesting:\t%d = %s" % (inx,stock)
         # create the contract
         contract = Contract()
         contract.m_symbol = stock
         contract.m_secType = 'STK'
         contract.m_exchange = self.exchange
         contract.m_currency = 'USD'
         self.connection.reqRealTimeBars(inx, contract, 5, 'TRADES', False)

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [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]
    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_symbol [as 别名]
def main():
  symbol = sys.argv[1]
  exch = sys.argv[2]
  expiry = sys.argv[3]
  date = sys.argv[4]
  d = pd.to_datetime(date) - pd.DateOffset(1)
  prev_date = '%04d%02d%02d' % (d.year, d.month, d.day)

  contract = Contract()
  contract.m_symbol = symbol
  contract.m_secType = 'FUT'
  contract.m_exchange = exch
  contract.m_currency = 'USD'
  contract.m_expiry = expiry
  print 'Collecting', date, 'data for', contract.m_symbol, 'expiration', contract.m_expiry

  outfile = open(date+'.bars', 'w')

  for h in xrange(20,24,2):
    broker = datacol.Datacol(contract, prev_date, ('%02d:00:00' % h), 7200, outfile)
    broker.close()

  for h in xrange(0,18,2):
    broker = datacol.Datacol(contract, date, ('%02d:00:00' % h), 7200, outfile)
    broker.close()

  broker = datacol.Datacol(contract, date, '17:15:00', 4500, outfile)
  broker.close()

  outfile.close()

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [as 别名]
 def reqMktData(self):
     contract = Contract() #
     contract.m_symbol = 'AUD'
     contract.m_currency = 'USD'
     contract.m_secType = 'CASH'
     contract.m_exchange = 'IDEALPRO'
     self.connection.reqMktData(1, contract, '', False)

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

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [as 别名]
    def subscribe_to_market_data(self,
                                 symbol,
                                 sec_type='STK',
                                 exchange='SMART',
                                 currency='USD'):
        if symbol in self.symbol_to_ticker_id:
            # Already subscribed to market data
            return

        contract = Contract()
        contract.m_symbol = symbol
        contract.m_secType = symbol_to_sec_type[symbol]
        contract.m_exchange = symbol_to_exchange[symbol]
        contract.m_currency = currency
        ticker_id = self.next_ticker_id

        self.symbol_to_ticker_id[symbol] = ticker_id
        self.ticker_id_to_symbol[ticker_id] = symbol

        # INDEX tickers cannot be requested with market data. The data can,
        # however, be requested with realtimeBars. This change will make
        # sure we can request data from INDEX tickers like SPX, VIX, etc.
        if contract.m_secType == 'IND':
            self.reqRealTimeBars(ticker_id, contract, 60, 'TRADES', True)
        else:
            tick_list = "233"  # RTVolume, return tick_type == 48
            self.reqMktData(ticker_id, contract, tick_list, False)
            sleep(11)

# 需要导入模块: from ib.ext.Contract import Contract [as 别名]
# 或者: from ib.ext.Contract.Contract import m_symbol [as 别名]
def addfutur(ticker, exchg, expiry):
    c = Contract()
    c.m_symbol = ticker
    c.m_secType = 'FUT'
    c.m_exchange = exchg
    c.m_expiry = expiry
    addcontract(c, "Fut(" + exchg + ", " + expiry + ")")