'i.kddlmZmZmZmZddlZddlZddlm Z ddlm Z m Z m Z ddl mZmZmZmZddlmZddlmZGdd e j,ZGd d eee Zy) )absolute_importdivisionprint_functionunicode_literalsN)DataBase) TimeFramedate2numnum2date) integer_typesqueue string_typeswith_metaclass) MetaParams)ibstoreceZdZfdZxZS) MetaIBDatacZtt| ||||tj_y)z+Class has already been created ... registerN)superr__init__rIBStoreDataCls)clsnamebasesdct __class__s U/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/feeds/ibdata.pyrzMetaIBData.__init__$s& j#'eS9#&)__name__ __module__ __qualname__r __classcell__rs@rrr#s &&rrceZdZdZdZej ZejdfZ e d\Z Z ZZZdZdZdZdZfdZd Zfd Zfd Zd Zd ZdZdZdZddZdZxZ S)IBDataa:Interactive Brokers Data Feed. Supports the following contract specifications in parameter ``dataname``: - TICKER # Stock type and SMART exchange - TICKER-STK # Stock and SMART exchange - TICKER-STK-EXCHANGE # Stock - TICKER-STK-EXCHANGE-CURRENCY # Stock - TICKER-CFD # CFD and SMART exchange - TICKER-CFD-EXCHANGE # CFD - TICKER-CDF-EXCHANGE-CURRENCY # Stock - TICKER-IND-EXCHANGE # Index - TICKER-IND-EXCHANGE-CURRENCY # Index - TICKER-YYYYMM-EXCHANGE # Future - TICKER-YYYYMM-EXCHANGE-CURRENCY # Future - TICKER-YYYYMM-EXCHANGE-CURRENCY-MULT # Future - TICKER-FUT-EXCHANGE-CURRENCY-YYYYMM-MULT # Future - TICKER-YYYYMM-EXCHANGE-CURRENCY-STRIKE-RIGHT # FOP - TICKER-YYYYMM-EXCHANGE-CURRENCY-STRIKE-RIGHT-MULT # FOP - TICKER-FOP-EXCHANGE-CURRENCY-YYYYMM-STRIKE-RIGHT # FOP - TICKER-FOP-EXCHANGE-CURRENCY-YYYYMM-STRIKE-RIGHT-MULT # FOP - CUR1.CUR2-CASH-IDEALPRO # Forex - TICKER-YYYYMMDD-EXCHANGE-CURRENCY-STRIKE-RIGHT # OPT - TICKER-YYYYMMDD-EXCHANGE-CURRENCY-STRIKE-RIGHT-MULT # OPT - TICKER-OPT-EXCHANGE-CURRENCY-YYYYMMDD-STRIKE-RIGHT # OPT - TICKER-OPT-EXCHANGE-CURRENCY-YYYYMMDD-STRIKE-RIGHT-MULT # OPT Params: - ``sectype`` (default: ``STK``) Default value to apply as *security type* if not provided in the ``dataname`` specification - ``exchange`` (default: ``SMART``) Default value to apply as *exchange* if not provided in the ``dataname`` specification - ``currency`` (default: ``''``) Default value to apply as *currency* if not provided in the ``dataname`` specification - ``historical`` (default: ``False``) If set to ``True`` the data feed will stop after doing the first download of data. The standard data feed parameters ``fromdate`` and ``todate`` will be used as reference. The data feed will make multiple requests if the requested duration is larger than the one allowed by IB given the timeframe/compression chosen for the data. - ``what`` (default: ``None``) If ``None`` the default for different assets types will be used for historical data requests: - 'BID' for CASH assets - 'TRADES' for any other Use 'ASK' for the Ask quote of cash assets Check the IB API docs if another value is wished - ``rtbar`` (default: ``False``) If ``True`` the ``5 Seconds Realtime bars`` provided by Interactive Brokers will be used as the smalles tick. According to the documentation they correspond to real-time values (once collated and curated by IB) If ``False`` then the ``RTVolume`` prices will be used, which are based on receiving ticks. In the case of ``CASH`` assets (like for example EUR.JPY) ``RTVolume`` will always be used and from it the ``bid`` price (industry de-facto standard with IB according to the literature scattered over the Internet) Even if set to ``True``, if the data is resampled/kept to a timeframe/compression below Seconds/5, no real time bars will be used, because IB doesn't serve them below that level - ``qcheck`` (default: ``0.5``) Time in seconds to wake up if no data is received to give a chance to resample/replay packets properly and pass notifications up the chain - ``backfill_start`` (default: ``True``) Perform backfilling at the start. The maximum possible historical data will be fetched in a single request. - ``backfill`` (default: ``True``) Perform backfilling after a disconnection/reconnection cycle. The gap duration will be used to download the smallest possible amount of data - ``backfill_from`` (default: ``None``) An additional data source can be passed to do an initial layer of backfilling. Once the data source is depleted and if requested, backfilling from IB will take place. This is ideally meant to backfill from already stored sources like a file on disk, but not limited to. - ``latethrough`` (default: ``False``) If the data source is resampled/replayed, some ticks may come in too late for the already delivered resampled/replayed bar. If this is ``True`` those ticks will bet let through in any case. Check the Resampler documentation to see who to take those ticks into account. This can happen especially if ``timeoffset`` is set to ``False`` in the ``IBStore`` instance and the TWS server time is not in sync with that of the local computer - ``tradename`` (default: ``None``) Useful for some specific cases like ``CFD`` in which prices are offered by one asset and trading happens in a different onel - SPY-STK-SMART-USD -> SP500 ETF (will be specified as ``dataname``) - SPY-CFD-SMART-USD -> which is the corresponding CFD which offers not price tracking but in this case will be the trading asset (specified as ``tradename``) The default values in the params are the to allow things like ```TICKER``, to which the parameter ``sectype`` (default: ``STK``) and ``exchange`` (default: ``SMART``) are applied. Some assets like ``AAPL`` need full specification including ``currency`` (default: '') whereas others like ``TWTR`` can be simply passed as it is. - ``AAPL-STK-SMART-USD`` would be the full specification for dataname Or else: ``IBData`` as ``IBData(dataname='AAPL', currency='USD')`` which uses the default values (``STK`` and ``SMART``) and overrides the currency to be ``USD`` ) )sectypeSTK)exchangeSMART)currency)rtbarF) historicalF)whatN)useRTHF)qcheckg?)backfill_startT)backfillT) backfill_fromN) latethroughF) tradenameNc6|jjSN)ib timeoffsetselfs r _timeoffsetzIBData._timeoffsetsww!!##rct|jjt}|jj?|s=tj j j|jjS|jy ddl }|r|jjn|jj}|dk(rd} |j|}|S#t$rYywxYw#|j$rYywxYw)NrCSTCST6CDT) isinstanceptzr btutilsdate Localizercontractdetailspytz ImportError m_timeZoneIdtimezoneUnknownTimeZoneError)r<tzstrrItzsrCs r_gettzz IBData._gettzs46699l3 6699 88==**466995 5    '  !dffiid&:&:&G&G %<C s#B    ((  s$CC$ C! C!$C65C6c0|jj S)z`Returns ``True`` to notify ``Cerebro`` that preloading and runonce should be deactivated)rBr-r;s rislivez IBData.islives66$$$$rc |jdi||_|j|jj|_|j|jj |_y)N)_storer9 parsecontractrBdataname precontractr5pretradecontract)r<kwargss rrzIBData.__init__sO$++''--dffoo> $ 2 24663C3C Drcbtt| ||j|jy)zWReceives an environment (cerebro) and passes it over to the store it belongs toN)rr%setenvironmentaddstorer9)r<envrs rr\zIBData.setenvironment s$ fd*3/ TWWrc .|y|jj}|jj}d}d}d}d}t|j d}t |} t |} | jr| }t| dk(rd} nd} | dk(r| j d \} } t |}t |}| dk(r>|s t |}t |}t |}d } t|d}}t |}n<| dk(r7|s t |}tt |}t |}t |}|jj| | |||||| } | S#t $r|jj} YwxYw#t $rYVwxYw) z,Parses dataname generates a default contractNr+g-FUTOPTCASH.FOP)symbolr&exchcurrexpirystrikerightmult) rBr(r*itersplitnext StopIterationr&isdigitlenfloatr9 makecontract) r<rWrhrirjrkrlrmtokensrgr&precons rrVzIBData.parsecontracts  vvvvhnnS)*f %6lG ?? F7|q  f !<<,LFD d}|2|d}|j@jB|_ |j@|_ n|j9|jDy|jF#|j|_|j|_nw|jj=|jFd}|2|d}|j@jB|_|j@|_n|j9|jDy|j$|j,k(r!|jI|jKyy)z]Starts the IB connecction and gets the real contract and contractdetails if it exists)dataNTF)maxcountr)&rr%startr9qliveqhistrBr, _usertvol _timeframe _compression RTBAR_MINSIZEcontractrH tradecontracttradecontractdetailsr3_ST_FROM_stater\_env_start _ST_START_statelivereconn_subcription_validdict _storedmsg connectedput_notification CONNECTEDgetContractDetailsrXcontractDetails m_summary DISCONNECTEDrY _start_finish _st_start)r<tfcompcdscdetailsrs rr|z IBData.startVsA fd!#WW]]]-  !VV\\)//4#4#45 D&& &!DN #!$(! 66   +--DK FF / / : FF ' ' )..DK %"'&ww  "  dnn-gg(()9)9A(F ?1vH$44>>DM#+#;#;D   ! !$"3"3 4   (!%D (,(<(>++DMM466;;GDJ00?DJ"&zzrc|jy|jr&|jj|jy|jj |jy)z?Cancels Market Data subscription, checking asset type and rtbarN)rrr9 cancelMktDatar}cancelRealTimeBarsr;s r canceldatazIBData.canceldatasB ==  >> GG ! !$** - GG & &tzz 2rcHt|jxs |jSr8)boolrr}r;s r haslivedatazIBData.haslivedatasDOO1tzz22rc  |j|j|jk(ry |j|jk(r |jj ddxs&|j j|j}|vd|_|j;|j@|j"jCds|j;|jDy|j*jF|_ |dk(r|j;|jHy|d k(r$d|_|j*jF|_ "|d k(r)|js|j*jF|_ P|d k(r@d|_|js+|j*jF|_ |jK|d k(r@d|_|js+|j*jF|_ |jKtM|tNr|j;|jP||js|j6|jRk7r8|j jUdkr|j;|jR|jVr|jY|}n|j[|}|ry||jd<|j6|j8k7r|j;|j8d}t!|dkDrt|jd}n0|j\t_d kDrt|j\}nd}|jVr |jn |j`}|j"j%|j|||j&|j(|j*j,|j*j.|j0|j*j2 |_|j<|_d|_ |j|j<k(r$|j4j}|#d|_|j;|jDy|dk(r#d|_|j;|jHy|dk(r#d|_|j;|jHytM|tNr|j;|jP||jb|j[|dry|j*jdr|j;|jDy|j|_>|j|jfk(r|j*jhjks|jl|_|jnjqD]J}ts|j*jhjn|}ts|jn|}|d|d<Ly|j|jlk(r|jusy!#tj$r YywxYw)NFT)timeoutrz renddate begindate timeframe compressionr.r/rC sessionendresubiiiii-infi\)histr);rr_ST_OVER_ST_LIVErpopr}get_qcheckr Emptyrr r datetimeutcnowrsr9reqHistoricalDataExrrrBr.r/_tzrr~ _laststatusDELAYEDr_ST_HISTORBACKr CONNBROKEN reconnectrr2 NOTSUBSCRIBEDrrAr UNKNOWNLIVEqsizer_load_rtvolume _load_rtbarfromdaterttimerFr-rr3rprlinesgetlinealiasesgetattrr)r<msgdtenddtbeginretaliaslsrcldsts r_loadz IBData._loads == DKK4==$@{{dmm+??..tT:@::>>$,,>?@;.3D+))$//:77,,4,8--d.?.?@$,0FFOOD)$;))$*<*<= E\/4D+,0FFOOD)E\0004-E\.3D+0004- F].3D+0004- ]3))$,,<,,''4994::++-2 11$))<~~"11#6"..s3#),%##t||3))$,,7t9q='t}}R'89G]]U6]2&t}}5G#G(, CHH!WW88!]]EW"oo4;L;LTVV]]txx#vv00 92 #11 (-% 3 33jjnn&;.3D+))$*;*;< D[.3D+))$*<*<= D[.3D+))$*<*<= ]3))$,,<88'''$'7#66$$))$*;*;< #mm  -vv++002"&..DK"ZZ668&E"466#7#7#=#=uED"4::u5D"1gDG & .~~' w {{#sAY Y Y c |jjr|j|jd}|jt dkrt |j}d}|jt dkDrt |j}|jj|j|||j|j|jj|jj|j|jj  |_|j$|_y|jj)ds-|j|j*|j,|_y|jj.|_|jj.r|j|j|j2|_y)NinfrrTrF)rBr-rrtodatertr rr9rrrrr.r/rrr~rrrrrr1rr)r<rrs rrzIBData._st_startwsN 66    ! !$,, /E{{U5\) -G}}uV},"4==144//t7H7HVV[[48866,, 5.DJ --DKww  t ,  ! !$"3"3 4--DK $ 5 5 66  ! !$,, /mm rcrt|s |jn |j}||jjdkr|j j sy||jjd<|j|jjd<|j|jjd<|j|jjd<|j|jjd<|j|jjd<d|jjd<yNrFrT) r rrFrrrBr4openhighlowclosevolume openinterest)r<r,rdts rrzIBData._load_rtbars ejj%** =  ##B' '0B0B!# A"ZZ "ZZ !II q#kk $|| !%& "rct|j}||jjdkr|jjsy||jjd<|j }||jj d<||jjd<||jjd<||jjd<|j|jjd<d|jjd<yr) r rrrBr4pricerrrrsizerr)r<rtvolrticks rrzIBData._load_rtvolumes enn %  ##B' '0B0B!# A{{! !   q" $zz !%& "r)F)!rr r!__doc__paramsrrrUrSecondsrrangerrrrrr=rPrRrr\rVr|rrrrrrrrr"r#s@rr%r%-sTjF __F&&*M?DAh;Hi>8$B% E  EN?B 33!BB(rr%) __future__rrrrr backtraderrDbacktrader.feedrrr r backtrader.utils.py3r r r rbacktrader.metabaserbacktrader.storesrrrr%rTrrrsW***$4422*%&##&S ^J 1S r