# -*- coding: utf-8 -*- import json import logging import threading from ib.ext.Contract import Contract from ib.ext.Order import Order from ib.ext.ExecutionFilter import ExecutionFilter class BaseHelper(): @staticmethod def object2kvstring(o): return json.dumps(o.__dict__) @staticmethod def kvstring2object(kvstring, object): return BaseHelper.kv2object(json.loads(kvstring), object) @staticmethod def kv2object(kv, Object): o = Object() map(lambda x: o.__setattr__(x, kv[x].encode('ascii') if type(kv[x]) == unicode else kv[x]), kv.keys()) return o class OrderHelper(BaseHelper): pass # @staticmethod # def object2kvstring(contract): # return json.dumps(contract.__dict__) # # @staticmethod # def kvstring2object(sm_order): # return OrderHelper.kv2object(json.loads(sm_order)) # # # @staticmethod # def kv2object(m_order): # newOrder = Order() # map(lambda x: newOrder.__setattr__(x, m_order[x].encode('ascii') if type(m_order[x]) == unicode else m_order[x]), m_order.keys()) # return newOrder class ExecutionFilterHelper(BaseHelper): pass class ContractHelper(BaseHelper): def __init__(self, contractTuple): self.makeContract(contractTuple) @staticmethod def makeContract(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] logging.debug( 'Contract Values:%s,%s,%s,%s,%s,%s,%s:' % contractTuple) return newContract @staticmethod def convert2Tuple(newContract): newContractTuple = (newContract.m_symbol,\ newContract.m_secType,\ newContract.m_exchange,\ newContract.m_currency,\ newContract.m_expiry,\ newContract.m_strike,\ newContract.m_right, newContract.m_conId) logging.debug( 'Contract Values:%s,%s,%s,%s,%s,%s,%s %s:' % newContractTuple) return newContractTuple @staticmethod def contract2kvstring(contract): return json.dumps(contract.__dict__) @staticmethod def kvstring2contract(sm_contract): return ContractHelper.kv2contract(json.loads(sm_contract)) @staticmethod def kv2contract(m_contract): newContract = Contract() map(lambda x: newContract.__setattr__(x, m_contract[x].encode('ascii') if type(m_contract[x]) == unicode else m_contract[x]), m_contract.keys()) return newContract @staticmethod def printContract(contract): s = '[%s-%s-%s-%s-%s-%s-%s-%s]' % (contract.m_symbol, contract.m_secType, contract.m_exchange, contract.m_currency, contract.m_expiry, contract.m_strike, contract.m_right, contract.m_conId) #logging.info(s) return s @staticmethod def makeRedisKey(contract): #print "makerediskey %s" % ContractHelper.printContract(contract) #20150904 contract.m_strike = int(contract.m_strike) #contract.m_strike = contract.m_strike if contract.m_secType == 'OPT': s = '%s-%s-%s-%s' % (contract.m_symbol, contract.m_expiry, contract.m_strike, contract.m_right) else: s = '%s-%s-%s-%s' % (contract.m_symbol, contract.m_expiry, contract.m_secType, '') return s @staticmethod def makeRedisKeyEx(contract, old=False): # this routine is to circumvent a problem in makeRedisKey with # the key in position 3 having different meanings under different conditions. # # # to differentiate the keys generated by the old and new functions, # contract keys created using this routine have their last slot # hard coded a magic number 102 if (old): return ContractHelper.makeRedisKey(contract) #contract.m_strike = int(contract.m_strike) contract.m_strike = contract.m_strike # amend 10/22 # add exchange to the key # s = '%s-%s-%s-%s-%s-%s-%s-%d' % (contract.m_symbol, # contract.m_expiry, # contract.m_strike, # contract.m_right, # contract.m_secType, # contract.m_currency, # # contract.m_exchange, # # 102) # amend 12/1 #change strike format to 2 dp s = '%s-%s-%.2f-%s-%s-%s-%s-%d' % (contract.m_symbol, contract.m_expiry, float(contract.m_strike), contract.m_right, contract.m_secType, contract.m_currency, contract.m_exchange, 102) return s # def str2dict(s): # return ast.literal_eval(s) def dict2str(dict): # enclose strings in double quotes return '{' + ', '.join('"%s" : %s' % (k, '"%s"' % v if type(v) == str else v) for k, v in dict.iteritems()) + '}'