本文整理汇总了Python中swigibpy.EPosixClientSocket.cancelMktData方法的典型用法代码示例。如果您正苦于以下问题：Python EPosixClientSocket.cancelMktData方法的具体用法？Python EPosixClientSocket.cancelMktData怎么用？Python EPosixClientSocket.cancelMktData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swigibpy.EPosixClientSocket的用法示例。
在下文中一共展示了EPosixClientSocket.cancelMktData方法的2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: IBBroker
# 需要导入模块: from swigibpy import EPosixClientSocket [as 别名]
# 或者: from swigibpy.EPosixClientSocket import cancelMktData [as 别名]
#.........这里部分代码省略.........
order.orderType = 'LMT'
order.tif = 'DAY'
order.outsideRth = False
order.lmtPrice = lmtPrice
return order
# send the IB (contract, order) order to TWS
def place_order(self, contract, order):
oid = self.get_next_oid()
self.tws.placeOrder(oid, contract, order)
return oid
# send order with Zipline style order arguments
# <TODO> stop_price is not implemented
def order(self, sid, amt, limit_price=None, stop_price=None):
contract = self.get_contract_by_sid(sid)
amt = int(amt)
if limit_price is None:
order = self.get_market_order(sid, amt)
else:
order = self.get_limit_order(sid, amt, limit_price)
return self.place_order(contract, order)
# subscribe to market data ticks
def subscribe(self, sid):
tid = self.get_next_tid()
self.sid_to_tid[sid] = tid
contract = self.get_contract_by_sid(sid)
self.tws.reqMktData(tid, contract, '', False)
return tid
# subscribe to market data ticks for a list of tickers
def subscribe_list(self, tickers):
for tkr in tickers:
self.subscribe(tkr)
# cancel a market data subscription
def unsubscribe(self, sid):
if sid not in self.sid_to_tid.keys():
return
tid = self.sid_to_tid[sid]
self.tws.cancelMktData(tid)
# cancel all market data subscriptions
def unsubscribe_all(self):
sids = self.sid_to_tid.keys()
for sid in sids:
self.unsubscribe(sid)
# fetch a quote by ticker id tid
def get_quote_by_tid(self, tid):
return self.wrapper.tid_to_price[tid]
# fetch a quote by ticker sid
def get_quote(self, sid):
if sid not in self.sid_to_tid:
self.subscribe(sid)
return (None, None)
tid = self.sid_to_tid[sid]
if tid not in self.wrapper.tid_to_price:
price = None
else:
price = self.wrapper.tid_to_price[tid]
if tid not in self.wrapper.tid_to_size:
size = None
else:
size = self.wrapper.tid_to_size[tid]
return (price, size)
# fetch a price by ticker sid
def get_price(self, sid):
if sid not in self.sid_to_tid:
self.subscribe(sid)
return None
tid = self.sid_to_tid[sid]
if tid not in self.wrapper.tid_to_price:
return None
else:
price_dict = self.wrapper.tid_to_price[tid]
if 'price' in price_dict:
return price_dict['price']
return None
# get a Pandas DataFrame of current positions
def get_positions_frame(self):
ib_dict = {}
for sid, position in self.wrapper.portfolio.sid_to_position.iteritems():
# <TODO> don't use vars here
#ib_dict[sid] = vars(position)
ib_dict[sid] = {'marketValue': position.marketValue,
'realizedPNL': position.realizedPNL,
'marketPrice': position.marketPrice,
'unrealizedPNL': position.unrealizedPNL,
'accountName': position.accountName,
'averageCost': position.averageCost,
'sid': position.sid,
'position': position.position}
return pd.DataFrame.from_dict(ib_dict, orient='index')示例2: timedelta
# 需要导入模块: from swigibpy import EPosixClientSocket [as 别名]
# 或者: from swigibpy.EPosixClientSocket import cancelMktData [as 别名]
# "1 hour", #barSizeSetting,
# "BID_ASK", #whatToShow,
# 0, #useRTH,
# 1 #formatDate
# )
#
#while (callback.close is None):
# pass
#callback.accountEnd = False
#tws.reqAccountUpdates(1, '')
#while not callback.accountEnd:
# pass
callback.askPrice = None
callback.lastPrice = None
callback.closePrice = None
callback.tickDataEnd = False
tws.reqMktData(2, contract, "", 0)
max_wait = timedelta(seconds=30) + datetime.now()
while callback.askPrice is None:
time.sleep(0.0001)
if datetime.now() > max_wait:
print "max wait giving up"
break
tws.cancelMktData(2)
print "Here's the ask price: ", callback.askPrice