'i.ddlmZmZmZmZddlZddlmZddlmZmZm Z ddl Z ddl Z ddl Z ddl Z ddlZddlmZddlmZddlmZmZddlmZddlmZmZmZmZmZdd lm Z m!Z!eZdd Z"Gd d e#Z$Gd deZ%dZ&Gddee%e#Z'y))absolute_importdivisionprint_functionunicode_literalsN)copy)datedatetime timedelta)Contract) TimeFramePosition) MetaParams)bytesbstrqueuewith_metaclasslong)AutoDictUTCc|stjStt|d\}}|dz}tj|j |S)Ni) microsecond)r utcnowdivmodrutcfromtimestampreplace)tstampsecmsecusecs W/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/stores/ibstore.py_ts2dtr!,sN   tF|T*IC $;D  $ $S ) 1 1d 1 CCc@eZdZdZdefdefdefdefdefdefgZd d Z y) RTVolumezParses a tickString tickType 48 (RTVolume) event from the IB API into its constituent fields Supports using a "price" to simulate an RTVolume from a tickPrice event pricesizer volumevwapsingleNc t|jd}|jD]*\}}t|||r|t |n|,|||_||xj |z c_yy)N;)itersplit_fieldssetattrnextr%r )selfrtvolr%tmoffsettokensnamefuncs r __init__zRTVolume.__init__Essekk#&',, IJD$ D$eT&\ 2 H I  DJ   MMX %M r")NN) __name__ __module__ __qualname____doc__floatintr!boolr.r7r"r r$r$6sB %  V 3  4 G &r"r$c,eZdZdZfdZfdZxZS) MetaSingletonz1Metaclass to make a metaclassed class a singletonc>tt| |||d|_yN)superrBr7 _singleton)clsr5basesdct __class__s r r7zMetaSingleton.__init__Ws mS*4<r"cd|jtt||i||_|jSrD)rFrErB__call__)rGargskwargsrJs r rLzMetaSingleton.__call__[s4 >> !mS2DCFC N~~r")r9r:r;r<r7rL __classcell__rJs@r rBrBUs;r"rBcd|_|S)NT) _ibregister)fs r ibregisterrTdsAM Hr"c eZdZdZdZdZdZdZedZ edZ fdZ dJdZ d Z d Zd Zd ZdKd ZdZdZdZedZedZedZdZedZdZdZedZdZdZdLdZ dLdZ!dZ"dMdZ#dZ$ed Z%ed!Z& dNd"Z' dOd#Z(d$Z)dPd%Z*d&Z+dMd'Z,d(Z-ed)Z.ed*Z/ed+Z0ed,Z1e2gd-Z3e4jjd.fe4jld.fe4jld.fe4jld/fe4jld/fe4jnd.fe4jpd.fe4jrd.fd0Z:e4jje4jne4jpe4jre4jvd1Zd4Z?d5Z@d6ZAd7ZBd8ZC dQd9ZDd:ZEd;ZFed<ZGed=ZHed>ZIed?ZJd@ZKedAZLdRdBZMedCZNedDZOdLdEZPedFZQdMdGZRdMdHZSdMdIZTxZUS)SIBStorea%Singleton class wrapping an ibpy ibConnection instance. The parameters can also be specified in the classes which use this store, like ``IBData`` and ``IBBroker`` Params: - ``host`` (default:``127.0.0.1``): where IB TWS or IB Gateway are actually running. And although this will usually be the localhost, it must not be - ``port`` (default: ``7496``): port to connect to. The demo system uses ``7497`` - ``clientId`` (default: ``None``): which clientId to use to connect to TWS. ``None``: generates a random id between 1 and 65535 An ``integer``: will be passed as the value to use. - ``notifyall`` (default: ``False``) If ``False`` only ``error`` messages will be sent to the ``notify_store`` methods of ``Cerebro`` and ``Strategy``. If ``True``, each and every message received from TWS will be notified - ``_debug`` (default: ``False``) Print all messages received from TWS to standard output - ``reconnect`` (default: ``3``) Number of attempts to try to reconnect after the 1st connection attempt fails Set it to a ``-1`` value to keep on reconnecting forever - ``timeout`` (default: ``3.0``) Time in seconds between reconnection attemps - ``timeoffset`` (default: ``True``) If True, the time obtained from ``reqCurrentTime`` (IB Server time) will be used to calculate the offset to localtime and this offset will be used for the price notifications (tickPrice events, for example for CASH markets) to modify the locally calculated timestamp. The time offset will propagate to other parts of the ``backtrader`` ecosystem like the **resampling** to align resampling timestamps using the calculated offset. - ``timerefresh`` (default: ``60.0``) Time in seconds: how often the time offset has to be refreshed - ``indcash`` (default: ``True``) Manage IND codes as if they were cash for price retrieval iN) )hostz 127.0.0.1)portiH)clientIdN) notifyallF)_debugF) reconnect)timeoutg@) timeoffsetT) timerefreshgN@)indcashTc&|j|i|S)z%Returns ``DataCls`` with args, kwargs)DataClsrGrMrNs r getdatazIBStore.getdatass{{D+F++r"c&|j|i|S)zAReturns broker with *args, **kwargs from registered ``BrokerCls``) BrokerClsrds r getbrokerzIBStore.getbrokerss}}d-f--r"ctt tj_tj_tj_tj_tj_ tj_ d_ d_ d_t_d_tj_t'_t+j,_t+j,_t3_t3_t3_t3_t3_t?_ t?_!t?_"d_#t+jHtJ_&tOjPjR_*d_+t+jHt_,t_-t]j^_0jbjd)tgjhdtkdddz _2njbjd_2tmjnjbjpjbjrjd_:jbjvsjbjxr%jtj{j|tjt~j}|D]I\}}t|ddsttlj|}jtj||Kfd}fd }t+jHt_EjjD]0\}}|D]&} j|| j|(2jD]!} j| j| #y) NFr)rWrXrYrRcn|j\}}j|\}}|t||zfSrD)r-_sizesr>)xnttfcompr1s r keyfnzIBStore.__init__..keyfns6779DAq{{1~HBA & &r"cb|j\}}j|}|t|fSrD)r-_dur2tfr>)rorpdrrr1s r key2fnz IBStore.__init__..key2fns-779DAqaBA< r")key)JrErVr7 threadingLock_lock_q _lock_accupd _lock_pos _lock_notifEvent_event_managed_accounts_event_accdownload dontreconnect_envbrokerlistdatasccount_lock_tmoffsetr r3 collections OrderedDictqstsdictiscash histexreqhistfmthistsendhisttzracc_cash acc_valueacc_upds port_update defaultdictr positions itertoolscount REQIDBASE _tickerIdorderidcdetailsmanaged_accountsrQueuenotifsprYrandomrandintpowibopt ibConnectionrWrXconnr[rZ registerAllwatcherinspect getmembersismethodgetattrmessageregisterrevdur _durationsitemsappendsort) r1methodsr5methodrrtrxdurationbarsizesbarsizerJs ` r r7zIBStore.__init__s gt%' ~~' %NN,")$>>+(1'8$"+//"3"  V  'nn.!  ))+))+f v  f   !   $00:"8 #//5 $kkm  66?? ""NN1c!Rj1n=DM FFOODM&&466;;H  66==DFF,, II ! !$,, /$$T7+;+;<# 0LD&6=%8emmT2G II  vw /  0 ' "--d3 #'//"7"7"9 = Hh# = E'N+228< = = {{ 2G KK % %& % 1 2r"c|jd|>|j|_|jj||j dS|||_yy)NT) fromstartstart)r\rrrgetTickerQueuer)r1datars r rz IBStore.start,s] &   DI JJ  d #&&T&2 2   DK r"c |jj|jj |j j y#t$rY@wxYwrD)r disconnectAttributeErrorrsetrr1s r stopz IBStore.stop<sQ  II " $$((* ##%    sA AAcB|jjr t|yyrD)rr[print)r1rMs r logmsgzIBStore.logmsgFs 66== 4L r"c|jt||jjrM|jj |t |jt|jfyyrD) rstrrrZrputtuplevaluesrrr1msgs r rzIBStore.watcherKsQ CH 66   KKOOS% "5tCIIK7HI J r"cV |jjS#t$rYywxYw)NF)r isConnectedrrs r connectedzIBStore.connectedQs/  99((* *   s  ((cd} |jjr|r|jy |jry|j j }|dk\r||z }|dks|ro|s)tj|j jd}|jjr|r|r|jy|dkDr|dz}|dkrl|rod|_y#t$rd}YwxYw)NFTrrj) rr startdatasrrrr\timesleepr^connect)r1rresub firstconnectretriess r r\zIBStore.reconnect]s  yy$$&OO%'   &&"" a< | #GkW 466>>* Lyy  " EOO%{1 kW";  L s,C C+*C+ct}|jD]C}tj|j}|j |j |E|D]}|jyN)target)rrrzThreadreqdatarrjoin)r1rrrqs r rzIBStore.startdatass^ VJJ D   5A GGI IIaL   A FFH r"crt|jj}t}|jD]C}t j |j }|j|j|E|D]}|jt|D]}|jdyr) rrrrrzr canceldatarrrreversedr)r1rrrrqqs r stopdataszIBStore.stopdatass $''.." # VJJ D  8A GGI IIaL   A FFH " A EE$K r"c|jjdt} |jj}| |S|j |1)z(Return the pending "store" notificationsN)rrrgetr)r1rnotifs r get_notificationszIBStore.get_notificationssP KKOO%E}  MM% r"c|jjsL|jj|t |j t |jf|jy|jdvr- |j|j}|j|dy|jdvrH |j|j}|j|j |j|y|jdk(r7 |j|j}|j|j y|jdk(r2d|_ |jj|j!y|jdk(r+|jj|j!y|jdk(ry|jdk(r+|jj|j!y|jd k(r.|j"D]}|j|j  y|jd k(r.|j"D]}|j|j  y|jd k(r.|j"D]}|j|j  y|jd krn|j|j$kr)|j&|j&j)|yy|j|j}|j|dyy#t$rYywxYw#t$rYywxYw#t$rYywxYw) N)i@iAiBT)ibii'iFiiiiLiMiNi)rrZrrrrrr errorCoderid cancelQueueKeyErrorrrrrrrrpush_ordererror)r1rrs r errorz IBStore.errorsvv KKOOS% "5tCIIK7HI J ==  ]]< < *GGCFFO  D) ]]j ( $GGCFFOs}}n%  # ]]e # &GGCFFOs}}n% ]]c !!%D  II " NN  ]]c ! II " NN  ]]c !  ]]d " II " NN  ]]d "WW &s}}n% &]]d "WW &s}}n% &]]d "WW &s}}n% &]]S vv&;;*KK//4+GGCFFO  D)!}      s6?M:MM M  M  MM M+*M+cX|jj|jyrD)rrrrs r connectionClosedzIBStore.connectionCloseds  r"c|jjd|_|jj |j y)N,) accountsListr-rrrreqCurrentTimers r managedAccountszIBStore.managedAccounts#s=!$ 0 0 6 6s ; $$((* r"c8|jjyrD)rrrs r rzIBStore.reqCurrentTime,s   "r"c|jjsytjt |j }|j 5|tjz |_dddtj|jj|jjy#1swYLxYwrD)rr_r fromtimestampr=rrnowr3rzTimerr`rr)r1rcurtimes r currentTimezIBStore.currentTime/svv  ((sxx9   5#hlln4DM 5 **D,?,?@FFH 5 5s B44B=c^|j5|jcdddS#1swYyxYwrD)rr3rs r r_zIBStore.timeoffset9s'   !== ! ! !s #,c,t|jSrD)r0rrs r nextTickerIdzIBStore.nextTickerId=sDNN##r"cLtj|j|_yrD)rrorderIdrrs r nextValidIdzIBStore.nextValidIdAs!s{{3 r"c,t|jSrD)r0rrs r nextOrderIdzIBStore.nextOrderIdFsDLL!!r"c<|j5|jj|d}|jj|d}|j }||j |<||j|<||j|<ddd||fS#1swY|fSxYw)z;Reuses queue for tickerId, returning the new tickerId and qN)r|rpoprrr)r1tickerIdrrs r reuseQueuezIBStore.reuseQueueKs \\ + Hd+A[[__Xt4F((*H!DGGAJ !DGGH $*DKK ! +{ +{s A6BBctj}|r|jd|S|j5|j }||j |<||j |<d|j|<ddd||fS#1swY|fSxYw)z5Creates ticker/Queue for data delivery to a data feedNF)rrrr|rrrr)r1rrrs r rzIBStore.getTickerQueueZs KKM  EE$KH \\ *((*H !DGGH !DGGAJ$)DKK !  * {  * {s >BB c|jj|d}|jj|d|jj|d|r|j dyy)z!Cancels a Queue for data deliveryN)rr rrr)r1rsendnoners r rzIBStore.cancelQueueisO77;;q$'  Hd# $'  EE$K r"c||jvS)z)Returns (bool) if a queue is still valid)rr1rs r validQueuezIBStore.validQueuetsDGG|r"ct}|j|} |j}|n|j|%|r|r/t ||kDr!d}|j j ||ify|S)Nz2Ambiguous contract: none/multiple answers received)rreqContractDetailsrrlenrr)r1contractmaxcountcdsrrerrs r getContractDetailszIBStore.getContractDetailsxstf  # #H -%%'C{ JJsO  xCHx$7FC KKOOS#rN + r"cd|j\}}|jj|||SrD)rrr)r1rrrs r rzIBStore.reqContractDetailss-))+ ! $$Xx8r"cV|j|j|jdy)zSignal end of contractdetailsTN)rrreqIdrs r contractDetailsEndzIBStore.contractDetailsEnds! +T2r"cT|j|jj|y)z'Receive answer and pass it to the queueN)rr rrs r contractDetailszIBStore.contractDetailss  s#r"c rtj} | jdd|tjkr|j dS|t j}||j||} | 2d} |jj| d| f|j dS|j||}|2d} |jj| d| f|j dS|j||| ||||| S|j||}|s|j dS| |j \} }n|j| \} }d} |D]}|j||}||k\s|}|} n| &|d } t!|||||||| |j"| <|j||}|tj$k\|j&| <| |j(| <||j*| <|j,d vrd |j.| <|s6d }n3|j,dvr%|j0j2rd|j.| <|xsd}|j4j| |t7j9ddzt7| t7|t7|t;|d|S)a% Extension of the raw reqHistoricalData proxy, which takes two dates rather than a duration, barsize and date It uses the IB published valid duration/barsizes to make a mapping and spread a historical request over several historical requests if needed r1NTrzANo duration for historical data request for timeframe/compresisonr@zJNo supported barsize for historical data request for timeframe/compresison)renddaterrwhatuseRTHtz sessionend) rr% begindate timeframe compressionr&r'r(r)CASHCFDrjBID)INDTRADES%Y%m%d %H:%M:%S GMTrk)localsrr r Secondsrr rgetmaxdurationrrtfcomp_to_sizereqHistoricalData getdurationsrdt_plus_durationrrDaysrrr m_secTyperrrarrstrftimer>)r1rr%r+r,r-r&r'r(r)rrNrrr durationsrdurintdates r reqHistoricalDataExzIBStore.reqHistoricalDataExs 64 y(( (&&T&2 2 ?llnG  **9kBH/ b& 12***66)))[AG/ b& 12***66))8W3;W/3Fr5?*A A %%i= &&T&2 2  --/KHa//(3KHa C++Is;G'!!     }H(,!7g#&RJ(HDNN8 $ %%i=!*inn!< X", h " H    0$%DKK !   7 *tvv~~$%DKK !x ##   '""#45> ? (O 'N $K K  r"c *|j\} } |jdvr)d|j| <|sd}n|dk(rd|j| <n|xsd}|j|j dd} | t j k\|j| <||j| <||j| <|jj| |t|jd d zt|t|t|t|d| S) zProxy to reqHistorical Datar.Tr1ASKrkr4rjrr5r6)rr?rrnr-r r>rrrrr;rr@r>) r1rr%rrr&r'r(r)rrtframes r r;zIBStore.reqHistoricalDatas ))+ !    0$(DKK !() H%#8DW]]_Q/03!'9>>!9 X", h " H ##   '""#45> ? (O 'N $K K  r"c|j5|jj|j||j |ddddy#1swYyxYw)ztCancels an existing HistoricalData request Params: - q: the Queue returned by reqMktData TN)r|rcancelHistoricalDatarrrs r rIzIBStore.cancelHistoricalDatasJ \\ & II * *4771: 6   Q % & & &s ;AAc |j\}}|jj|||tdt ||S)abCreates a request for (5 seconds) Real Time Bars Params: - contract: a ib.ext.Contract.Contract intance - useRTH: (default: False) passed to TWS - duration: (default: 5) passed to TWS, no other value works in 2016) Returns: - a Queue the client can wait on to receive a RTVolume instance r4)rrreqRealTimeBarsrr>)r1rr'rrrs r rKzIBStore.reqRealTimeBars%sH))+ ! !!    (O K  r"c|j5|jj|d}||jj ||j |ddddy#1swYyxYwzuCancels an existing MarketData subscription Params: - q: the Queue returned by reqMktData NT)r|rrrcancelRealTimeBarsrr1rrs r rNzIBStore.cancelRealTimeBars=s\ \\ &ww{{1d+H# ,,X6   Q %  & & & A A""A+c|j\}}d}|jdvr%d|j|<d}|dk(rd|j|<|jj ||t |d|S)zCreates a MarketData subscription Params: - contract: a ib.ext.Contract.Contract intance Returns: - a Queue the client can wait on to receive a RTVolume instance 233r.Tr8rFrkF)rr?rr reqMktDatar)r1rr&rrtickss r rSzIBStore.reqMktDataJst))+ !    0$(DKK !Eu}() H% XxuuEr"c|j5|jj|d}||jj ||j |ddddy#1swYyxYwrM)r|rrr cancelMktDatarrOs r rVzIBStore.cancelMktDatabs\ \\ &ww{{1d+H# ''1   Q %  & & &rPc|jdk(r? t|j}|j|jj |yy#t $rYywxYw)N0)tickTyper$valuerrr ValueError)r1rr2s r tickStringzIBStore.tickStringosY <<2  1 +  %))%0   sA AAc@|j}|j|}|rc|j|k(rS |jdk(ry t |j|j }|j|j|yyy#t$rYNwxYw#t$rYywxYw)aKCash Markets have no notion of "last_price"/"last_size" and the tracking of the price is done (industry de-facto standard at least with the IB API) following the BID price A RTVolume which will only contain a price is put into the client's queue to have a consistent cross-market interface gN)r%r3) rrfieldr%rr$r3rrr[)r1rr fieldcoder2s r tickPricezIBStore.tickPrice|s<<KK) yyI%yyD()1$399t}}ME GGH%))%0& & "s#B!B B B BBctjt|j|_|j|j j |y)zReceives x seconds Real Time Bars (at the time of writing only 5 seconds are supported) Not valid for cash markets N)r rr=rrr rrs r realtimeBarzIBStore.realtimeBars9,,U388_=  s#r"c|j}|j|}|jjdr|jj |d|j j |d|jj |d|jj |d}||jdd|i|yd|_|j|n|j}|j|r|j |}tj|d}tj||}|j|} | r7| j|} | jt j#d} n|} | tj$kr| }||_n#tj&t)||_|j+|y)z0Receives the events of a historical data requestz finished-Nrz%Y%m%d)tzinfor@)r rr startswithrr rrrrDrr strptimecombinelocalize astimezonerrrrrr) r1rrrkargsdtstrr)dtdteosr(dteostzdteosutcs r historicalDatazIBStore.historicalDatasz 99 GGH  88  { + LL  Xt , MM  h - KKOOHd +NN&&x6E (((D(DeDCH   Q HHE||H%!]]84 &&uh7 ((Z8[[* kk%0G&11#6>>d>KH %Hx00!B#44T%[A c r"))z60 S)1 secs5 secs10 secs15 secs30 secs1 min)z120 S)rqrrrsrtrurv2 mins)z180 S)rqrrrsrtrurvrw3 mins)z300 S) rqrrrsrtrurvrwrx5 mins)z600 S) rqrrrsrtrurvrwrxry10 mins)z900 S) rqrrrsrtrurvrwrxryrz15 mins)z1200 S) rqrrrsrtrurvrwrxryrzr{20 mins)z1800 S) rqrrrsrtrurvrwrxryrzr{r|30 mins)z3600 S) rrrsrtrurvrwrxryrzr{r|r}1 hour)z7200 S)rrrsrtrurvrwrxryrzr{r|r}r~2 hours)z10800 S)rsrtrurvrwrxryrzr{r|r}r~r3 hours)z14400 S)rtrurvrwrxryrzr{r|r}r~rr4 hours)z28800 S)rurvrwrxryrzr{r|r}r~rrr8 hours)z1 D)rvrwrxryrzr{r|r}r~rrrr1 day)z2 D) rwrxryrzr{r|r}r~rrrrr)1 W) rxryrzr{r|r}r~rrrrrr)z2 W) r{r|r}r~rrrrrr)1 M) r}r~rrrrrrr)2 Mrrr)z3 Mr)z4 Mr)z5 Mr)z6 Mr)z7 Mr)z8 Mr)z9 Mr)z10 Mr)z11 Mr)1 Yrrj<)secsminminshourhoursdayWM)SDrrYcH||f}||jvrgS|j|SrD)rr1r,r-rys r r<zIBStore.getdurationsms,+& dkk !I{{3r"cZ||f} |j|dS#ttf$rYywxYw)Nr*)rr IndexErrorrs r r9zIBStore.getmaxdurationts?+& ;;s#B' '*%   s **c|tjk(rdj|S|tjk(rdj|S|tjk(r*|dzsdj|dzSdj|S|tj k(r>|dzs|dz}dj|d|dkDzzSd j|d|dkDzzS|tj k(rd j|Sy) N{} M{} Wz{} dayrz{} hoursrjz{} minz{} secs)r MonthsformatWeeksr>Minutesr8)r1r,r-rs r r:zIBStore.tfcomp_to_size}s  (( (==- -   '==- -   &?}}[A%566??;/ /  )) )##r)!((/C5194EFFOOK0SK!O5LM M  )) )##K0 0r"c|j\}}t|}|dk(r|t|zS|dk(r|t|zS|dk(r|t|dzzS|dk(rD|jdz |z}t |d \}}|j |j |z|dz S|d k(r|j |j |z S|S) Nr)secondsr)daysrrrrj )yearmonthr)r)r-r>r rrrr)r1rlrr&dimryearss r r=zIBStore.dt_plus_durationsNN$ c4y #: $// / #: t,, , #: tax00 0 #:HHqL4'E!%,LE5::277U?%!):D D #:::277T>:2 2 r"c |j||}|ddk(rFt|jd}td|}t d|}dj |}n |ddk(rd}n|}|j t}||fS) z+Calculate a duration in between 2 datetimesr*rrrkrjrrr) histdurationr>r-rmaxrr checkduration) r1dtbegindtendrmm1m2checkdursizess r calcdurationszIBStore.calcdurationss$$We4 B<3 HNN$Q'(AQBQB}}R(H b\S HH .r"c:|j||\}}||dfS)z@Calculate a duration in between 2 datetimes. Returns single sizer)_calcdurations)r1rrrrs r calcdurationzIBStore.calcdurations'--gu=%q!!r"c||z }|j}gd}tj||}|t|krdj ||St |j xs |j}|j|z}|jdkrdj |St|jd\} } | t | xs|z } | dkrdj | S|j|j|j} } } |j|j|j}}}|j|j|j|j f\}}}}|j|j|j|j f\}}}}| dz| z|dz|zz | ||||f|||||fkDz}|dkry |d kry y ) N) rxi,iXiiiii i0*i@8ipz{} Srkz{} Drrrrjr rr) total_secondsbisect bisect_leftrrr?r microsecondsrrrrrrminutesecondr)r1dt1dt2tdtsecsridxsectdextrarweeksrwy2rd2y1rd1H2M2S2US2H1M1S1US1monthss r rzIBStore.histdurations3Y  "##D%0 CI ==f. .rzz4R__5ww  77a<==& &"''1%q al7## A:==' 'XXsyy#''BXXsyy#''B((CJJ COOKBC((CJJ COOKBCr'B,27R<0 RS !RRS$9 9; Q; r\ r"c  t} t|| _t|| _t|| _|rt|| _|dvrt|| _|dvr|| _t|| _|rt|| _ | S)z4returns a contract from the parameters without check)FUTOPTFOP)rr) r rm_symbolr? m_exchange m_currencym_expirym_strikem_right m_multiplier) r1symbolsectypeexchcurrexpirystrikerightmultrs r makecontractzIBStore.makecontracts:!&M"7^#Dk "'+H  + + %f H  n $ &H $U|H  $)$KH !r"c:|jj|y)zProxy to cancelOrderN)r cancelOrder)r1rs r rzIBStore.cancelOrders g&r"c>|jj|||y)zProxy to placeOrderN)r placeOrder)r1rrorders r rzIBStore.placeOrders Wh6r"c:|jj|y)z&Receive the event ``openOrder`` eventsN)rpush_orderstaters r openOrderzIBStore.openOrders ##C(r"cN|jj|jy)zReceive execDetailsN)rpush_execution executionrs r execDetailszIBStore.execDetailss ""3==1r"c:|jj|y)z!Receive the event ``orderStatus``N)rpush_orderstatusrs r orderStatuszIBStore.orderStatus s $$S)r"cN|jj|jy)z"Receive the event commissionReportN)rpush_commissionreportcommissionReportrs r rzIBStore.commissionReport%s ))#*>*>?r"c8|jjy)zProxy to reqPositionsN)r reqPositionsrs r rzIBStore.reqPositions*s  r"cy)zReceive event positionsNr@rs r positionzIBStore.position.s r"c|)|jj|jd}|jj |t |y)zProxy to reqAccountUpdates If ``account`` is ``None``, wait for the ``managedAccounts`` message to set the account codes Nr)rwaitrrreqAccountUpdatesr)r1 subscribeaccounts r rzIBStore.reqAccountUpdates3sC ?  ( ( - - /++A.G ##IuW~>r"c8|jjyrD)rrrrpush_portupdaters r accountDownloadEndzIBStore.accountDownloadEnd?s ##% r"c|j5|jjsDt|j|j }||j |jj<n|j |jj}|j|j|j s d}|jj|dif|jjdddy#1swYyxYw)NzThe current calculated position and the position reported by the broker do not match. Operation can continue, but the trades calculated in the strategy may be wrongr@)r~ris_setr r averageCostrrm_conIdfixrrrr)r1rrrs r updatePortfoliozIBStore.updatePortfolioKs^^ .**113#CLL#//B7?s||334>>#,,*>*>?||CLL#//BEC KKOOS"bM2 ++-! . . .s C"C88Dc|j5|j|j}|rt|cdddS|cdddS#1swYyxYwrD)r~rr r)r1rcloners r getpositionzIBStore.getpositionasM^^ ~~h&6&67HH~       s&AAAc|j5 t|j}||j|j |j |j<|j dk(r||j|j <n7|j dk(r(|jdk(r||j|j <dddy#t$r|j}YwxYw#1swYyxYw)NNetLiquidationTotalCashBalanceBASE) r}r=rZr[r accountNamerycurrencyrr)r1rrZs r updateAccountValuezIBStore.updateAccountValueks   7 "cii(EJDMM#// *377 3CLL Aww**27s/..3<<63I16 coo. 7 7 "  " 7 7s.CCBCCCCCC$c|jr|jj|j5||jr|jj|j s#|j jcdddSt|j dkDr#|j jcdddS|j d} |j |jcdddS#t$rYnwxYw|j jcdddS#1swYyxYw)a|Returns all account value infos sent by TWS during regular updates Waits for at least 1 successful download If ``account`` is ``None`` then a dictionary with accounts as keys will be returned containing all accounts If account is specified or the system has only 1 account the dictionary corresponding to that account is returned Nrjr) rrr _updacclockrrrrrrr1rs r get_acc_valueszIBStore.get_acc_values}s  >>   # # ( ( *    (>>#00557,,==--/ ( (../!3==--/ ( (//2 }}W-224! ( ("  ==%%') ( ( (s6AD61D6D6D D D6DD66D?c:|jr|jj|j5||jr|jj|j st cdddSt|j dkDr,t|jjcdddS|j d} |j|cdddS#t$rYnwxYwt cdddS#1swYyxYw)a~Returns the net liquidation value sent by TWS during regular updates Waits for at least 1 successful download If ``account`` is ``None`` then a dictionary with accounts as keys will be returned containing all accounts If account is specified or the system has only 1 account the dictionary corresponding to that account is returned Nrjr) rrrr}rrr=rsumrrrrs r get_acc_valuezIBStore.get_acc_values >>   # # ( ( *    >>#00557,, 7  ../!3t~~4467  //2 ~~g.!  "  7)   s6AD:DDC// C;8D:C;; DDc(|jr|jj|j5||jr|jj|j st cdddSt|j dkDr,t|jjcdddS|j d} |j|cdddS#t$rYnwxYw dddy#1swYyxYw)ayReturns the total cash value sent by TWS during regular updates Waits for at least 1 successful download If ``account`` is ``None`` then a dictionary with accounts as keys will be returned containing all accounts If account is specified or the system has only 1 account the dictionary corresponding to that account is returned Nrjr) rrrr}rrr=rrrrrrs r get_acc_cashzIBStore.get_acc_cashs >>   # # ( ( *    >>#00557,, 7  ../!3t}}3356  //2 }}W-!  "  %   s6AD:DDC// C;8D:C;;DD)NN)FF)FrD)NFr8NN)NFr8N)F)r8gr8rj)TN)Vr9r:r;r<rrgrcparams classmethodrerhr7rrrrrr\rrrrTrrrrrr_rr r rrrrrrr!r#rDr;rIrKrNrSrVr\r`rbrprrr r8rr>rrrnYearsrvr<r9r:r=rrrrrrrrrrrrrrrrrrrr!rOrPs@r rVrVis}<BIIG F,,..c2J! & K 1f   a*a*F #II!$44"     33$$ HL%)_DFJ D&0 &0 & 1 111>$$**b}}JD""A&!!1%""A&""B'##R("ooq ! " F   ^^ __    __ G 4,"" 6r<=&'7))22**@@!   ? ) )..*77"#(J#J!r"rVrD)( __future__rrrrrrr rr rrrrzrib.ext.Contractr ib.optoptr backtraderr r backtrader.metabaserbacktrader.utils.py3rrrrrbacktrader.utilsrrr!objectr$rBrTrVr@r"r r/s~***..  $**II* D&v&> J  n]F3r"