esurfer 9 лет назад
Родитель
Сommit
041f67fcd3

BIN
src/comms/__init__.pyc


+ 7 - 4
src/comms/ibc/tws_client_lib.py

@@ -368,12 +368,15 @@ class GatewayMessageListener(AbstractGatewayListener):
     def tickPrice(self, event, message_value):  # tickerId, field, price, canAutoExecute):
         logging.info('GatewayMessageListener:tickPrice. val->[%s]' % message_value)
 
+    def tickSize(self, event, message_value):  # tickerId, field, price, canAutoExecute):
+        logging.info('GatewayMessageListener:tickSize. val->[%s]' % message_value)
+
 def test_client(kwargs):
-    contractTuple = ('USO', 'STK', 'SMART', 'USD', '', 0.0, '')
+    contractTuple = ('HSI', 'FUT', 'HKFE', 'HKD', '20170330', 0, '')
     contract = ContractHelper.makeContract(contractTuple)    
     print kwargs 
     cm = TWS_client_manager(kwargs)
-    cl = AbstractGatewayListener('gw_client_message_listener')
+    cl = GatewayMessageListener('gw_client_message_listener')
     
     cm.add_listener_topics(cl, kwargs['topics'])
     cm.start_manager()
@@ -407,7 +410,7 @@ if __name__ == '__main__':
     logconfig['format'] = '%(asctime)s %(levelname)-8s %(message)s'    
     logging.basicConfig(**logconfig)        
     
-    print ContractHelper.kvstring2object('{"m_conId": 0, "m_symbol": "USO", "m_secType": "STK", "m_includeExpired": false, "m_right": "", "m_expiry": "", "m_currency": "USD", "m_exchange": "SMART", "m_strike": 0.0}', Contract)
-    #test_client(kwargs)
+    
+    test_client(kwargs)
     
      

BIN
src/comms/ibgw/__init__.pyc


BIN
src/comms/ibgw/tws_event_handler.pyc


+ 3 - 3
src/comms/test/quick_test_ib.py

@@ -18,11 +18,11 @@ from misc2.helpers import ContractHelper
 class Wrapger(EWrapper):
     def tickPrice(self, tickerId, field, price, canAutoExecute):
         """ generated source for method tickPrice """
-
+        print vars()
    
     def tickSize(self, tickerId, field, size):
         """ generated source for method tickSize """
-
+        print vars()
    
     def tickOptionComputation(self, tickerId, field, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):
         """ generated source for method tickOptionComputation """
@@ -191,7 +191,7 @@ def test_IB():
     es.eConnect('localhost', 4001, 5555)
     print es.isConnected()
     
-    contractTuple = ('GOOG', 'STK', 'SMART', 'USD', '', 0.0, '')
+    contractTuple = ('HSI', 'FUT', 'HKFE', 'HKD', '20170330', 0, '')
     contract = ContractHelper.makeContract(contractTuple)
     es.reqMktData(0, contract, '', False) 
                 

BIN
src/comms/tws_protocol_helper.pyc


BIN
src/misc2/__init__.pyc


BIN
src/misc2/helpers.pyc


BIN
src/misc2/observer.pyc


+ 2 - 1
src/sh/start_twsgw.sh

@@ -1,5 +1,6 @@
 #!/bin/bash
-FINOPT_HOME=~/ironfly-workspace/finopt/src
+#FINOPT_HOME=~/ironfly-workspace/finopt/src
+FINOPT_HOME=~/l1304/workspace/finopt-ironfly/finopt/src
 export PYTHONPATH=$FINOPT_HOME:$PYTHONPATH
 
 python $FINOPT_HOME/comms/ibgw/tws_gateway.py $FINOPT_HOME/config/tws_gateway.cfg