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versionNumber)rYr2r2r3rw¯szTrader.versionNumbercCs|jj ¡dS)N)rBÚbrokerClientFactoryÚdisconnect_all_client)rYr2r2r3Úterminate_all_clients³szTrader.terminate_all_clientscCs|jS)N)rQ)rYr2r2r3ÚgetBrokerService¶szTrader.getBrokerServicecCs|jS)N)rN)rYr2r2r3ÚgetLog¹sz Trader.getLogcCs|j td|f¡|jS)zÑ The function is used in Repeater in MarketManagerBase.py to know if repeat should stop dummy input = because it can be program to stop based on an input datetime :return: bool z::getWantToEnd: dummyTimeNow=%s)rNÚnotsetÚ__name__Ú wantToEnd)rYZ dummyTimeNowr2r2r3Ú getWantToEnd¼szTrader.getWantToEndcCsd|_| ¡dS)NT)rÚ disconnect)rYr2r2r3Ú setWantToEndÅszTrader.setWantToEndcCs˜|dkr,|js|jS|j td¡tƒnh|jsf||jkr@|S|j td|t|jƒf¡tƒn.||jkrt|S|j td||jf¡tƒdS)NÚdefaultz7::adjust_accountCode: EXIT, Must specify an accountCodezH::adjust_accountCode: EXIT, wrong input accountCode=%s accountCodeSet=%sze::adjust_accountCode: EXIT, wrong user input, accountCode=%s does not exist in Multi account codes=%s)rrrErNrtr~rrsr<)rYrjr2r2r3Úadjust_accountCodeÉs$  zTrader.adjust_accountCodecCs |j ¡S)zO :return: int, number of days of IBridgePy passcode to expiry )rQÚget_ibpy_expiry_in_days)rYr2r2r3r…âszTrader.get_ibpy_expiry_in_dayscCs |j ¡S)N)rQÚ"get_TD_access_token_expiry_in_days)rYr2r2r3r†ész)Trader.get_TD_access_token_expiry_in_dayscCs |j ¡S)N)rQÚget_new_TD_refresh_token)rYr2r2r3r‡íszTrader.get_new_TD_refresh_tokencCs |j ¡S)N)rQÚconnect)rYr2r2r3rˆðszTrader.connectcCs |j t›d¡|j ¡dS)Nz::disconnect: )rNÚdebugr~rQr)rYr2r2r3rószTrader.disconnectcCs,|j ¡ |j¡}|j td|f¡|S)Nz::get_next_time: timeNow=%s)rQÚ get_next_timeÚ astimezonerFrNr}r~)rYÚtimeNowr2r2r3rŠ÷szTrader.get_next_timecCs|j ¡dS)z§ Trigger heart beats request to IB server :param dummy: to be scheduled by BasicPyLib.repeater.Event, it mush have one input. :return: N)rQÚget_heart_beats)rYÚdummyr2r2r3rýszTrader.get_heart_beatsrƒcCs6|j td| ¡f¡| |¡}| ||¡}|jS)Nz::count_positions:security=%s)rNr‰r~Ú full_printr„Ú get_positionÚamount)rYr1rjÚadj_accountCodeÚpositionRecordr2r2r3Úcount_positionss  zTrader.count_positionsc Cs€|j td¡| |¡}| |¡}g}t| ¡ƒ}x&|D]}|j|d|d}| |¡q:W|r|x|D]}|  |t j ¡qfWdS)Nz::close_all_positions:r)rj) rNr‰r~r„Úget_all_positionsroÚkeysÚ order_targetÚappendÚorder_status_monitorr ÚFILLED) rYÚorderStatusMonitorrjr’Ú positionsÚ orderIdListÚadj_securitiesr1Ú ibpyOrderIdr2r2r3Úclose_all_positions s     zTrader.close_all_positionscCsj| |¡}g}x6| |¡D](}t||ƒs|j|d|d}| |¡qW|rfx|D]}| |tj¡qPWdS)Nr)rj)r„r•r7r—r˜r™r rš)rYr5r›rjr’rr1rŸr2r2r3Úclose_all_positions_except s   z!Trader.close_all_positions_exceptcCs`|j td¡| |¡}|j |¡}x4|D],}||jtjtj tj tj gkr,|  |¡q,WdS)Nz::cancel_all_orders) rNr‰r~r„rQÚget_all_ordersÚstatusr ršÚ CANCELLEDÚINACTIVEÚ PENDINGCANCELÚ cancel_order)rYrjr’ÚordersrŸr2r2r3Úcancel_all_orders,s    zTrader.cancel_all_ordersÚUSDr]çéc  Cs.t|||||||| | | d } |jj| || dS)N) ÚsecTyper ÚcurrencyÚexchangeÚprimaryExchangeÚexpiryÚstrikeÚrightÚ multiplierÚ localSymbol)ÚwaitForFeedbackInSeconds)rrQÚget_contract_details)rYr­r Úfieldr®r¯r°r±r²r³r´rµr¶r1r2r2r3r·8s  zTrader.get_contract_detailscKs|j ||¡S)N)rQÚget_scanner_results)rYr¶Úkwargsr2r2r3r¹?szTrader.get_scanner_resultscCs<|j td| ¡||f¡|j |¡|jj|||dS)NzE::get_option_greeks: security=%s fields=%s waitForFeedbackInSecond=%s)r¶)rNr‰r~rrQÚ(add_exchange_primaryExchange_to_securityÚget_option_info)rYr1Úfieldsr¶r2r2r3r¼Bs zTrader.get_option_infocCs*|j tdt|ƒf¡|j |¡dS)zò this function is created to fit the new RepeaterEngine because any functions to be scheduled must have two input times. It is easier to input two times to repeated function(?) :param timeNow: :return: z::processMessages: timeNow=%sN)rNr}r~r<rQÚprocessMessages)rYrŒr2r2r3r¾GszTrader.processMessagescCsb|j td|f¡|j ¡}||kr,dS|j td|f¡|j td|›¡tƒdS)Nz-::_validate_input_accountCode: accountCode=%szE::_validate_input_accountCode: EXIT, accountCode=%s is not acceptablez9::_validate_input_accountCode: possible accountCodes are )rNr‰r~rQÚget_active_accountCodesrtr)rYrjÚaccountCodeCallBackListr2r2r3Ú_validate_input_accountCodeQs z"Trader._validate_input_accountCodecCsJ|j ¡}|dkr | |j¡}n| t |¡¡}|j td|f¡|S)zö Get the current datetime of IB system similar to that defined in Quantopian :param timezone: str, representing timezone defined by pytz, for example, 'US/Pacific' and 'US/Eastern' :return: a zoned python DateTime rƒz::get_datetime: timeNow=%s) rQÚ get_datetimer‹rGÚpytzÚtimezonerNr}r~)rYrÄrŒÚansr2r2r3rÂ[s  zTrader.get_datetimecCs |j td¡|j d|jf¡|j d|jf¡|j tƒ¡|j t ƒ¡|j rx|j t |j dt ƒtƒ¡n|j td|jƒt ƒtƒ¡|j td¡| |j¡|j d¡|j rèx8|jD]}| |¡| |¡qÊWn| |j¡| ¡|j d¡dS) Nz::initialize_FunctionzIBridgePy version %sz fileName = %s)ÚtagTz;::initialize_Function::start to run customers init functionz-#### Starting to initialize trader ####z+#### Initialize trader COMPLETED ####)rNr‰r~ÚinforwrCrQÚsubmit_requestsrrrrrrIrrrrErJrVrsrÁÚ display_all)rYÚacctCoder2r2r3Úinitialize_Functionis0        zTrader.initialize_FunctioncCsR|j td|f¡|jr*|jr*| ¡| |j|j¡|jrN|jsN| ¡dS)z=Must have one parameter to be scheduled in IBridgePy repeaterz::repeat_Function: dummyTime=%sN) rNr}r~ÚrunScheduledFunctionsTodayrHÚ_check_schedulesrKrVrW)rYÚ dummyTimer2r2r3Úrepeat_Function‘szTrader.repeat_FunctioncCs.|j tdt|ƒf¡| |j|j¡dS)z=Must have one parameter to be scheduled in IBridgePy repeaterz+::before_trade_start_Function: dummyTime=%sN)rNr‰r~r<rLrVrW)rYrÎr2r2r3Úbefore_trade_start_FunctionŸsz"Trader.before_trade_start_FunctioncCsº|j td|f¡| |¡}| |¡}t|ƒdkrD|j d¡nr|j d|f¡|j d¡xR|D]J}||j}||j}||j }|j t |ƒdt |ƒdt |ƒ¡qhWdS)Nz#::display_positions: accountCode=%srz## NO ANY POSITION ##z## POSITIONS %s ##zSymbol Amount Cost_basisú ) rNr}r~r„r•ÚlenrÇÚ str_securityr‘Ú cost_basisr<)rYrjr’rœr1ÚaÚbÚcr2r2r3Údisplay_positions¤s        zTrader.display_positionscCsŠ|j td|f¡| |¡}|j |¡}t|ƒdkrz|j d|f¡x |D]}|j t||ƒ¡qPW|j d¡n |j d¡dS)Nz%::display_orderStatus: accountCode=%sr8z## Order Status %s ##z## END ##z## NO any order ##) rNr}r~r„rQr¢rÒrÇr<)rYrjr’r¨rŸr2r2r3Údisplay_orderStatusµs    zTrader.display_orderStatuscCsÄ|j td|f¡| |¡}|j d|f¡|j |d¡}|j |d¡}|j |d¡}|j d|f¡|j d|f¡|j d|f¡|||d krÀ|j td |jf¡t ƒd S) zM display account info such as position values in format ways z&::display_account_info: accountCode=%sz## ACCOUNT Balance %s ##ÚTotalCashValueÚNetLiquidationÚGrossPositionValuezCASH=%szportfolio_value=%szpositions_value=%sgz:::display_account_info: EXIT, Wrong input accountCode = %sN) rNr}r~r„rÇrQÚget_account_infortrEr)rYrjr’rÕrÖr×r2r2r3Údisplay_account_infoÂs  zTrader.display_account_infocCsB|j td|f¡| |¡}| |¡| |¡| |¡dS)Nz::display_all: accountCode=%s)rNr‰r~r„rÞrØrÙ)rYrjr2r2r3rÉÜs    zTrader.display_allcCs,|j td|f¡| |¡}|jj|S)Nz ::_get_portfolio: accountCode=%s)rNr}r~r„rVZ portfolioQ)rYrjr’r2r2r3Ú_get_portfolioãs zTrader._get_portfolioÚvaluecCsˆ|j td||f¡| |¡}|dkr0d}n|dkr>d}n |dkrJd}|j |||¡}|dk rf|S|j td ||f¡tƒdS) u¥- :param field: string or list of string of the following field names. IB and TD may not have the same fields available. Quantopian values of portfolio_value, cash, position_value are accepted. here. :param meta: NotImplemented 20200819. string. Option=['value', 'currency']. Other than "value", IB will callback currency. See broker_client_factory::CallBacks::updateAccountValue :param accountCode: :return: float or string depending on field name TD Ameritrade: NetLiquidation, GrossPositionValue, TotalCashValue, BuyingPower, AvailableFunds All of the following fields defined by IB can be used for this method https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#ae15a34084d9f26f279abd0bdeab1b9b5 AccountCode — The account ID number AccountOrGroup — "All" to return account summary data for all accounts, or set to a specific Advisor Account Group name that has already been created in TWS Global Configuration AccountReady — For internal use only AccountType — Identifies the IB account structure AccruedCash — Total accrued cash value of stock, commodities and securities AccruedCash-C — Reflects the current's month accrued debit and credit interest to date, updated daily in commodity segment AccruedCash-S — Reflects the current's month accrued debit and credit interest to date, updated daily in security segment AccruedDividend — Total portfolio value of dividends accrued AccruedDividend-C — Dividends accrued but not paid in commodity segment AccruedDividend-S — Dividends accrued but not paid in security segment AvailableFunds — This value tells what you have available for trading AvailableFunds-C — Net Liquidation Value - Initial Margin AvailableFunds-S — Equity with Loan Value - Initial Margin Billable — Total portfolio value of treasury bills Billable-C — Value of treasury bills in commodity segment Billable-S — Value of treasury bills in security segment BuyingPower — Cash Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value)-Initial Margin, Standard Margin Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value) - Initial Margin *4 CashBalance — Cash recognized at the time of trade + futures PNL CorporateBondValue — Value of non-Government bonds such as corporate bonds and municipal bonds Currency — Open positions are grouped by currency Cushion — Excess liquidity as a percentage of net liquidation value DayTradesRemaining — Number of Open/Close trades one could do before Pattern Day Trading is detected DayTradesRemainingT+1 — Number of Open/Close trades one could do tomorrow before Pattern Day Trading is detected DayTradesRemainingT+2 — Number of Open/Close trades one could do two days from today before Pattern Day Trading is detected DayTradesRemainingT+3 — Number of Open/Close trades one could do three days from today before Pattern Day Trading is detected DayTradesRemainingT+4 — Number of Open/Close trades one could do four days from today before Pattern Day Trading is detected EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions EquityWithLoanValue-C — Cash account: Total cash value + commodities option value - futures maintenance margin requirement + minimum (0, futures PNL) Margin account: Total cash value + commodities option value - futures maintenance margin requirement EquityWithLoanValue-S — Cash account: Settled Cash Margin Account: Total cash value + stock value + bond value + (non-U.S. & Canada securities options value) ExcessLiquidity — This value shows your margin cushion, before liquidation ExcessLiquidity-C — Equity with Loan Value - Maintenance Margin ExcessLiquidity-S — Net Liquidation Value - Maintenance Margin ExchangeRate — The exchange rate of the currency to your base currency FullAvailableFunds — Available funds of whole portfolio with no discounts or intraday credits FullAvailableFunds-C — Net Liquidation Value - Full Initial Margin FullAvailableFunds-S — Equity with Loan Value - Full Initial Margin FullExcessLiquidity — Excess liquidity of whole portfolio with no discounts or intraday credits FullExcessLiquidity-C — Net Liquidation Value - Full Maintenance Margin FullExcessLiquidity-S — Equity with Loan Value - Full Maintenance Margin FullInitMarginReq — Initial Margin of whole portfolio with no discounts or intraday credits FullInitMarginReq-C — Initial Margin of commodity segment's portfolio with no discounts or intraday credits FullInitMarginReq-S — Initial Margin of security segment's portfolio with no discounts or intraday credits FullMaintMarginReq — Maintenance Margin of whole portfolio with no discounts or intraday credits FullMaintMarginReq-C — Maintenance Margin of commodity segment's portfolio with no discounts or intraday credits FullMaintMarginReq-S — Maintenance Margin of security segment's portfolio with no discounts or intraday credits FundValue — Value of funds value (money market funds + mutual funds) FutureOptionValue — Real-time market-to-market value of futures options FuturesPNL — Real-time changes in futures value since last settlement FxCashBalance — Cash balance in related IB-UKL account GrossPositionValue — Gross Position Value in securities segment GrossPositionValue-S — Long Stock Value + Short Stock Value + Long Option Value + Short Option Value IndianStockHaircut — Margin rule for IB-IN accounts InitMarginReq — Initial Margin requirement of whole portfolio InitMarginReq-C — Initial Margin of the commodity segment in base currency InitMarginReq-S — Initial Margin of the security segment in base currency IssuerOptionValue — Real-time mark-to-market value of Issued Option Leverage-S — GrossPositionValue / NetLiquidation in security segment LookAheadNextChange — Time when look-ahead values take effect LookAheadAvailableFunds — This value reflects your available funds at the next margin change LookAheadAvailableFunds-C — Net Liquidation Value - look ahead Initial Margin LookAheadAvailableFunds-S — Equity with Loan Value - look ahead Initial Margin LookAheadExcessLiquidity — This value reflects your excess liquidity at the next margin change LookAheadExcessLiquidity-C — Net Liquidation Value - look ahead Maintenance Margin LookAheadExcessLiquidity-S — Equity with Loan Value - look ahead Maintenance Margin LookAheadInitMarginReq — Initial margin requirement of whole portfolio as of next period's margin change LookAheadInitMarginReq-C — Initial margin requirement as of next period's margin change in the base currency of the account LookAheadInitMarginReq-S — Initial margin requirement as of next period's margin change in the base currency of the account LookAheadMaintMarginReq — Maintenance margin requirement of whole portfolio as of next period's margin change LookAheadMaintMarginReq-C — Maintenance margin requirement as of next period's margin change in the base currency of the account LookAheadMaintMarginReq-S — Maintenance margin requirement as of next period's margin change in the base currency of the account MaintMarginReq — Maintenance Margin requirement of whole portfolio MaintMarginReq-C — Maintenance Margin for the commodity segment MaintMarginReq-S — Maintenance Margin for the security segment MoneyMarketFundValue — Market value of money market funds excluding mutual funds MutualFundValue — Market value of mutual funds excluding money market funds NetDividend — The sum of the Dividend Payable/Receivable Values for the securities and commodities segments of the account NetLiquidation — The basis for determining the price of the assets in your account NetLiquidation-C — Total cash value + futures PNL + commodities options value NetLiquidation-S — Total cash value + stock value + securities options value + bond value NetLiquidationByCurrency — Net liquidation for individual currencies OptionMarketValue — Real-time mark-to-market value of options PASharesValue — Personal Account shares value of whole portfolio PASharesValue-C — Personal Account shares value in commodity segment PASharesValue-S — Personal Account shares value in security segment PostExpirationExcess — Total projected "at expiration" excess liquidity PostExpirationExcess-C — Provides a projected "at expiration" excess liquidity based on the soon-to expire contracts in your portfolio in commodity segment PostExpirationExcess-S — Provides a projected "at expiration" excess liquidity based on the soon-to expire contracts in your portfolio in security segment PostExpirationMargin — Total projected "at expiration" margin PostExpirationMargin-C — Provides a projected "at expiration" margin value based on the soon-to expire contracts in your portfolio in commodity segment PostExpirationMargin-S — Provides a projected "at expiration" margin value based on the soon-to expire contracts in your portfolio in security segment PreviousDayEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day in securities segment PreviousDayEquityWithLoanValue-S — IMarginable Equity with Loan value as of 16:00 ET the previous day RealCurrency — Open positions are grouped by currency RealizedPnL — Shows your profit on closed positions, which is the difference between your entry execution cost and exit execution costs, or (execution price + commissions to open the positions) - (execution price + commissions to close the position) RegTEquity — Regulation T equity for universal account RegTEquity-S — Regulation T equity for security segment RegTMargin — Regulation T margin for universal account RegTMargin-S — Regulation T margin for security segment SMA — Line of credit created when the market value of securities in a Regulation T account increase in value SMA-S — Regulation T Special Memorandum Account balance for security segment SegmentTitle — Account segment name StockMarketValue — Real-time mark-to-market value of stock TBondValue — Value of treasury bonds TBillValue — Value of treasury bills TotalCashBalance — Total Cash Balance including Future PNL TotalCashValue — Total cash value of stock, commodities and securities TotalCashValue-C — CashBalance in commodity segment TotalCashValue-S — CashBalance in security segment TradingType-S — Account Type UnrealizedPnL — The difference between the current market value of your open positions and the average cost, or Value - Average Cost WarrantValue — Value of warrants WhatIfPMEnabled — To check projected margin requirements under Portfolio Margin model z,::show_account_info: field=%s accountCode=%sr=rÛZpositions_valuerÜZcashrÚNzD::show_account_info: EXIT, field=%s is not accessible accountCode=%s)rNr‰r~r„rQrÝrtr)rYr¸Úmetarjr’rÅr2r2r3Úshow_account_infoès| zTrader.show_account_infocCs.|j td¡| |¡}t|j |¡ƒdkS)Nz::hold_any_positionr)rNr‰r~r„rÒrQr•)rYrjr’r2r2r3Úhold_any_positionrs zTrader.hold_any_positionr8z US/Easternc Cs´| tjkr2|j | |j¡} |  || ¡||||¡S|jrb|j |¡|jj |||||||| d} n(|j  |¡|j j |||||||| d} t | ƒdkrª|j   d¡t ¡St| |ƒS)a :param followUp: :param dataProviderName: only works for DataProviderName.YAHOO :param security: Security :param barSize: string barSize can be any of the following values(string) 1 sec, 5 secs,15 secs,30 secs,1 min,2 mins,3 mins,5 mins,15 mins,30 mins,1 hour,1 day :param goBack: string :param endTime: default value is '', IB server deems '' as the current server time. If user wants to supply a value, it must be a datetime with timezone :param whatToShow: string See IB documentation for choices TRADES,MIDPOINT,BID,ASK,BID_ASK,HISTORICAL_VOLATILITY,OPTION_IMPLIED_VOLATILITY :param useRTH: int 1=within regular trading hours, 0=ignoring RTH :param waitForFeedbackInSeconds: :param timezoneOfReturn: the index of the returned DataFrame will be adjusted :return: a DataFrame, keyed by a datetime with timezone UTC, columns = ['open', 'high', 'low', 'close', 'volume'] The latest time record at the bottom of the dateFrame. )ÚfollowUprz™There is no any historical data available from the Broker right now. 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Market closed? real_time_price is NaN security=%sgztorder_target_percent: EXIT, No real time price is available right now. Market closed? real_time_price=%s security=%s)r‘r rrjrä)r„rrQrÝr÷r”ÚmathÚisnanrNrtrrr@rXr—) rYr1rr rrärjr’r=r>r?rr2r2r3Úorder_target_percentós      zTrader.order_target_percentc CsD|j td¡| |¡}t|| |d¡ƒ}|j||||||dS)Nz::order_target_valuer$)r‘r rrjrä)rNr}r~r„r9r÷r—) rYr1ràr rrärjr’rr2r2r3Úorder_target_value s   zTrader.order_target_valuec CsD|j td¡| |¡}t|| |d¡ƒ}|j||||||dS)Nz ::order_valuer$)r‘r rrjrä)rNr}r~r„r9r÷r ) rYr1ràr rrärjr’rr2r2r3Ú order_values   zTrader.order_valuec Csb|j |¡ttj ¡ƒ}| |¡}|j ¡}t||||||  ¡||d} |j ¡} || | ||fS)N)rÿr) rQr»r<ÚdtÚdatetimeÚnowr„rrrÂ) rYr1r‘r rrjrÿr’Úint_parentOrderIdÚ parentOrderÚ int_slOrderIdr2r2r3Ú_build_order_helpers     zTrader._build_order_helperÚDAYc Cs„| |||||¡\}} } } } t| ||| t||d| ¡| |d} d| jd<| | jd<d| jd<|jj| dd}|j | ¡}||fS)N)Útif)rÿrFrrT)rä)r rrrÂÚrequestedOrderrQr )rYr1r‘Ú stopLossPricer r"rrjr’rrrÿrÚslOrderÚstr_parentOrderIdÚ str_slOrderIdr2r2r3Úplace_order_with_stoploss&s    z Trader.place_order_with_stoplossc Cs„| |||||¡\}} } } } t| ||| t||d| ¡| |d} d| jd<| | jd<d| jd<|jj| dd}|j | ¡}||fS)N)r")rÿrFrrT)rä)r rrrÂr#rQr )rYr1r‘ÚtakeProfitPricer r"rrjr’rÚ int_tpOrderIdrÿrÚtpOrderr&Ú str_tpOrderIdr2r2r3Úplace_order_with_takeprofit8s    z"Trader.place_order_with_takeprofitc  Cs|j |¡|dkr"ttj ¡ƒ}| |¡} |j ¡} t| | ||||  ¡|| d} |j ¡} t| | || t ||d|  ¡|| d}|j ¡}t|| || t ||d|  ¡|| d}d| j d<| |j d<| |j d<d|j d<d|j d<|jj | dd}|jj |dd}|j  |¡}|||fS) a@ # https://developer.tdameritrade.com/content/place-order-samples Not implemented for TD yet orderStatus of parentOrder is Submitted orderStatus of stoplossOrder and takeprofitOrder is PreSubmitted. !!! All three orders will cost margin, which means less margin for other trades. N)rÿr)r"FrrT)rä)rQr»r<rrrr„rrrÂrrr#r )rYr1r‘r$r)r r"rjrÿrr’rrr*r+rr%r&r,r'r2r2r3Ú$place_order_with_stoploss_takeprofitJs0              z+Trader.place_order_with_stoploss_takeprofitcCs0g}x&|D]}|jj|dd}| |¡q W|S)NF)rä)rQr r˜)rYZlegListrÅr rŸr2r2r3Úplace_combination_ordersos  zTrader.place_combination_ordersc Csô|j td|f¡|j |¡} | jtjtjgkrÐ|dk rF|| j d<|dk rX|| j d<|dk rj|| j d<|dk r||| j d<|dk rŽ|| j d<|dk r || j d<|dk r²|| j d<|j  t || j | j t jƒ¡n |j td || jf¡tƒdS) Nz ::modify_order: ibpyOrderId = %sÚ totalQuantityÚlmtPriceÚauxPricer"rrÿrz;::modify_order: Cannot modify ibpyOrderId=%s orderStatus=%s)rNr‰r~rQÚ get_orderr£r Ú PRESUBMITTEDÚ SUBMITTEDr rÈr Úcontractr ÚDO_NOT_FOLLOW_UPrtr) rYrŸZ newQuantityZ newLimitPriceZ newStopPriceZnewTifZ newOrderRefZ newOcaGroupZ newOcaTypeZ currentOrderr2r2r3Ú modify_ordervs*         zTrader.modify_ordercCs|j |¡jS)zE ibpyOrderId is unique for any orders in any session )rQr3r£)rYrŸr2r2r3Úget_order_statusszTrader.get_order_statuscCs^|j td||f¡t|tƒs>|j td|f¡tƒ|dkrJdS|j |||¡dS)a IBridgePy automatically follow up on the status of requests sent to brokers and terminate if the request is not confirmed with in 30 seconds. When placing order, IBridgePy only checks if the order is delivered to brokers but does not specifically check the order status. To specifically follow up on specific order status, order_status_monitor is used. :param ibpyOrderId: str :param target_status: either str or list[str] :param waitingTimeInSeconds: int :return: None z7::order_status_monitor: ibpyOrderId=%s target_status=%sz=::order_status_monitor: EXIT, ibpyOrderId=%s must be a stringrN) rNr}r~rnr<rtrrQr™)rYrŸÚ target_statusÚwaitingTimeInSecondsr2r2r3r™•s  zTrader.order_status_monitorcCs| |¡}|j |¡S)N)r„rQÚget_all_open_orders)rYrjr’r2r2r3r<¨s zTrader.get_all_open_orderscCs"|j td|f¡|j |¡S)z“ tested at integ_test_cancel_all_order.py :param ibpyOrderId: :return: broker_factory::records_def::IbridgePyOrder z::get_order: ibpyOrderId=%s)rNr‰r~rQr3)rYrŸr2r2r3r3¬szTrader.get_orderc Cs¨|j td¡| |¡}|j |¡}|dkrxi}xp|D]:}t|jƒ}t||ƒ}|dkrd|g||<q8||  |¡q8Wn,g}x&|D]}t t|jƒ|ƒr‚|  |¡q‚W|S)aV OrderStatus = APIPENDING, PENDINGSUBMIT, PENDINGCANCEL, PRESUBMITTED, SUBMITTED :param security: IBridgePy::quantopian::Security :param accountCode: string :return: a list of models::Order::IbridgePyOrder when security is not None. Otherwise, a dict: key=security, value=models::Order::IbridgePyOrder z::get_open_ordersN) rNr‰r~r„rQr<rr6r4r˜r) rYr1rjr’Z orderListrÅr Z securityAsKeyZsecurityInListr2r2r3Úget_open_ordersµs        zTrader.get_open_orderscCsJ|j td¡| |¡}|j |¡}i}x|D]}| |¡||<q0W|S)a/ For Web-api-based brokers, it return all orders that are returned from the broker. But brokers may not return all orders. For example, IB returns only OPEN orders. :param accountCode: :return: dictionary keyed=ibpyOrderId value= {@models::Order::IbridgePyOrder} z::get_all_orders)rNr‰r~r„rQr¢r3)rYrjr’rrÅrŸr2r2r3r¢Ðs   zTrader.get_all_orderscCs&|j td¡| |¡}|j |¡S)z{ :param accountCode: string :return: dictionary, keyed by Security object, value = PositionRecord z::get_all_positions)rNr‰r~r„rQr•)rYrjr’r2r2r3r•ßs zTrader.get_all_positionscCs.|j td|f¡| |¡}|j ||¡S)zÍ :param security: :param accountCode: :return: models::Position::PositionRecord If there is no position for the security, return a PositionRecord .amount=0 .cost_basis=0.0 z::get_position: security=%s)rNr‰r~r„rQr)rYr1rjr’r2r2r3rés zTrader.get_positioncCs¦| ¡ |j¡}|j td|f¡xz|jD]p}t|j|j dƒr.t|j |j dƒr.t|j |j dƒr.t|j|j |¡dƒr.t|j|j |¡dƒr.| |j|j¡q.WdS)Nz::_check_schedules: timeNow=%sÚ hourMinuteÚ monthWeek)rÂr‹rFrNr}r~ÚscheduledFunctionListrÚonHourÚhourÚonMinuteÚminuteÚonSecondÚsecondÚ onNthMonthDayrOÚnth_trading_day_of_monthÚ onNthWeekDayÚnth_trading_day_of_weekÚfuncrVrW)rYrŒÚctr2r2r3rÍ÷s zTrader._check_schedulescCsLd}d}d}|j td¡|dkr2d}d}d}nä|\}} } } |d| } | d| } |jdksj|jdkrÚ|jdkrŠ| |jd|j}n| |jd|j}x|dkr²|d7}q W|d}t|dƒ}t|dƒ}d}n<|jd krø|j}|j}|j}n|j td |jf¡t ƒ|dkr@t ||||d }|j   |¡dS|jd krlt ||||d }|j   |¡dS|jd kr |j }t |||||d}|j   |¡dS|jdkrÚ|j d}t |||||d}|j   |¡dS|jdkr|j}t |||||d}|j   |¡dS|jdkrH|j d}t |||||d}|j   |¡dSdS)aF ONLY time_rule.spot_time depends on :param func: the function to be run at sometime :param date_rule: IBridgePy::quantopian::date_rule :param time_rule: BridgePy::quantopian::time_rule :param calendar: typical market open close time :return: self.scheduledFunctionList Nz::schedule_functionÚanyé<Ú market_openÚ market_closeri Ú spot_timez=::schedule_function: EXIT, cannot handle time_rule.version=%s)rArCrErKÚ every_dayÚ week_start)rIrArCrErKÚweek_endr8Ú month_start)rGrArCrErKÚ month_end)rNr‰r~ÚversionrBrDr9rFrtrrr@r˜ÚweekDayÚmonthDay)rYrKZ date_ruleZ time_ruleÚcalendarrArCrEZmarketOpenHourZmarketOpenMinuteZmarketCloseHourZmarketCloseMinuteZ marketOpenZ marketCloseÚtmpÚ startTimerIrGr2r2r3Úschedule_functions                       zTrader.schedule_functioncCs t|ƒ}|S)N)r )rÓr1r2r2r3r dsz Trader.symbolcGs&g}x|D]}| | |¡¡q W|S)N)r˜r )rYÚargsrÅÚitemr2r2r3Úsymbolss zTrader.symbolscCsÎ|j td¡| |¡}| |¡}d}x’|D]Š}||}|jtjtjgkr.|  d¡}|t j krr||j |j 7}q.|t jkrŽ||j|j 7}q.|t jkr.||j |j 7}||j|j 7}q.W|j |d¡|S)aK it is deprecated because different users have different account type(cash vs margin). 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IBridgePy should not do it for users and users should know which value they should use, especially for IB users. z&::calculate_cash_for_trade_deprecated:gÚ orderTypeÚAvailableFunds)rNr‰r~r„r¢r£r r5r4Úget_value_by_tagrÚLMTÚlimitr‘ÚSTPÚstopÚSTP_LMTrQrÝ)rYrjr’Z orderDictZ cashOccupiedrŸr rar2r2r3Ú#calculate_cash_for_trade_deprecated…s        z*Trader.calculate_cash_for_trade_deprecatedcCsR|j td¡| |¡}| |¡}g}t| ¡ƒ}xô|D]ì} t| |ƒs:| | |¡j } t | ƒdkrÀ|  | d¡} t | d|ƒ} |j  td| | f¡|j| tdt | ƒƒt| tjd|d} n\|  | d ¡}t |d|ƒ} |j  td || f¡|j| tdt | ƒƒt| tjd|d} | | ¡q:W|rNx|D]} | | tj¡q6WdS) Nz::close_all_positions_LMT:rr%gð?z<::close_all_positions_LMT: bid_price=%s, sellAtLimitPrice=%srþ)r")r rjr$z;::close_all_positions_LMT: ask_price=%s, buyAtLimitPrice=%s)rNr‰r~r„r•ror–r7rr‘rr÷rrÇr r<rrÚGTCr˜r™r rš)rYÚls_excludeSecuritiesÚ advantager›rjr’rœrržr1Úholding_quantityr%Ú limitPricerŸr$r2r2r3Úclose_all_positions_LMTs2            zTrader.close_all_positions_LMTc CsÂ| |¡}tj ¡}t|ƒ}|dkr:|jg|d|ddS|j d¡|j| ¡|d|d|j d¡i}i} x€|D]x} |  | |¡j } || } t | ƒt | ƒkr¶t | ƒt | ƒ|| <qvt | ƒt | ƒkrÜt | ƒt | ƒ| | <qv|j  d| f¡qvW|j dt |ƒf¡|j d t | ƒf¡g} xT|D]L} | | d ¡}|j| || tt|d |ƒtjd tj|d }|  |¡q(Wx| D]}| |ddg¡q~Wg}d}xt| ƒdkr¨tj ¡| ¡dkr¨g}|jd|d}t||ƒdkr|j td¡t d¡| | ¡¡q¤|}|j td|f¡|  ¡x&| D]} | | d¡}| | } t!| t"||ƒƒ}t|d |ƒ}|dkryh|j| |t|tjd |tjd}| |¡| | |8<t |ƒt |ƒ|}|j td|f¡Wn&t#k r|j td¡YnXn,|dkrH|j $td|| ||f¡t%ƒ| | dkrD| | ¡qDWx|D] } | | =qlWt d¡|j td¡| | ¡¡q¤W|j td¡| |S)a Used for IB only because processMessage() will be very slow for WebAPI based brokers. :param sellAdvantage: :param buyAdvantage: take advantages when place buy orders at ask_price * (1 - bugAdvantage), positive == take advantage. negative == disadvantage. :param accountCode: :param traderDecisions: dict key=security value=target number of share :return: rF)rkrlr›rjNz3Start to sell securities not in the traderDecisionsz6Finished to sell securities not in the traderDecisionszNo action for security=%szsellSecurityDict=%szbuySecurityDict=%sr%gð?)r")r rärjÚFilledÚ Submittedgi,rb)rjg®Gáz®ï?zl::rebalance_portfolio: available_fund has not been updated. 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Sleep 3 secondséz(::rebalance_portfolio: available_fund=%sr$)r rjräz0::rebalance_portfolio: virtual available_fund=%sz?::rebalance_portfolio: Not enough fund but it is ok to continueza::rebalance_portfolio: EXIT, purchase_amount=%s target_quantity=%s available_fund=%s ask_price=%sz+::rebalance_portfolio: waited for 3 secondsz ::rebalance_portfolio: completed)&r„rrrrÒrorNrÇr–rr‘rr‰r r÷r rrrrjr r7r˜r™Ú total_secondsrâr:r~ÚtimeÚsleepr¾rÂrÉÚminr9r!rtr)rYZtraderDecisionsZ buyAdvantageZ sellAdvantagerjr’r\ÚcountZsellSecurityDictZbuySecurityDictr1rmZtarget_quantityZ sellOrderIdsr%rŸÚoidZ buyOrderIdsZprevious_available_fundZ toBeDeletedZavailable_fundr$Zpurchase_amountrnr2r2r3Úrebalance_portfolioÅs–        *          zTrader.rebalance_portfoliocCs|j | ¡¡S)N)rOÚ isTradingDayrÂ)rYr2r2r3rz:szTrader.isTradingDaycCs|j | ¡¡S)N)rOÚ isEarlyCloserÂ)rYr2r2r3r{=szTrader.isEarlyClosecOs|jj||ŽdS)N)rMÚrecord)rYr^rºr2r2r3r|@sz Trader.recordcCs|j |||¡dS)N)rPÚ send_email)rYÚ emailTitleÚ emailBodyÚtoEmailr2r2r3r}CszTrader.send_emailcCs6|j t›d|›d|›¡|j |¡|j ||¡S)Nz'::get_5_second_real_time_bar: security=z tickType=)rNr}r~rRr»rQÚget_5_second_real_time_bar)rYr1ÚtickTyper2r2r3rFs z!Trader.get_5_second_real_time_bar)N)rƒ)Trƒ)Trƒ)rƒ) rªr]r]r]r«r]r]r]r¬)r¬)r¬)rƒ)rƒ)rƒ)rƒ)rƒ)ràrƒ)rƒ)T)T)NNNNr]FFrƒ)NNNNNNN)r¬)rƒ)Nrƒ)rƒ)rƒ)rƒ)rƒ)Trƒ)r«r«rƒ)N)\r~Ú __module__Ú __qualname__rÌrr@rÀrsrrrZr\rvÚpropertyrwrzr{r|r€r‚r„r…r†r‡rˆrrŠrr”r r¡r©r·r¹r¼r¾rÁrÂrËrÏrÐrØrÙrÞrÉrßrârãrÃrÄrôr÷rùrûr§rrr rrr—rrrr r(r-r.r/r8r9r™r<r3r=r¢r•rrÍrÚ US_EQUITIESr]Ú staticmethodr r`riroryrzr{r|r}rr2r2r2r3rAMsÂ$)          (                 $      \   ( u rA)NrrrrtÚsysrÚpandasrérÃÚdecimalrÚBasicPyLib.BasicToolsrÚ IBridgePyrÚIBridgePy.IbridgepyToolsrrrr r r ÚIBridgePy.constantsr r rrrÚIBridgePy.quantopianrrrrrÚIBridgePy.OrderTypesrrrZIBridgePy.trader_defsrÚ&broker_client_factory.BrokerClientDefsrrrrrrr Ú"broker_client_factory.CustomErrorsr!Ú models.Orderr"Ztools.hist_converterr#ÚTickTypeÚASKÚBIDÚLASTÚOPENÚHIGHÚLOWÚCLOSEÚVOLUMEÚASK_SIZEÚBID_SIZEÚ LAST_SIZEÚASK_OPTION_COMPUTATIONÚBID_OPTION_COMPUTATIONÚLAST_OPTION_COMPUTATIONÚ MODEL_OPTIONÚOPTION_CALL_OPEN_INTERESTÚOPTION_PUT_OPEN_INTERESTrTr4r7r@ÚobjectrAr2r2r2r3ÚsR        $