Create a Trading Platform in Python
Bingazingas Craig Hammond Youtube Create a Trading Platform https://sharpertradingimage.blogspot.com/
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¬¬¬¬¬¬¬¬¬¬IB TWS Historical Data in Python 2
https://sharpertradingimage.blogspot.com/2018/01/ib-tws-historical-data-in-python-2.html
from time import sleep, strftime, localtime, time
from ib.ext.Contract import Contract
from ib.ext.Order import Order
from ib.opt import Connection, message
from tkinter import *
from tkinter import ttk
class Application(Frame):
""" a gui application"""
def __init__(self, master):
""" Initialize the Frame"""
ttk.Frame.__init__(self, master)
self.port=7496
self.client_id = 97 # this number can be any number
self.symbol_id, self.symbol = 5, 'MSFT'
self.account_code = None
self.strData = ""
self.grid()
self.create_widgets()
def create_widgets(self):
""" create the window layout. """
now = strftime('%Y%m%d %H:%M:%S', localtime(int(time())))
myfont=('Arial', 12)
myFont = ('Lucida Grande',12)
# create a connect to tws button
self.btnConnect = ttk.Button(self, text = "Connect", command=self.connect_to_tws)
self.btnConnect.grid(row=0, column=1, sticky=W)
# create a button to request the data
self.btnGetData = ttk.Button(self, text = "Get Data", command=self.contract_creation)
self.btnGetData.grid(row=0, column=2, sticky=W)
# create a label for Symbol
self.label_symbol = Label(root, text='Symbol').grid(row=1, column=0)
# create a combobox for security symbol
self.cbSymbol = ttk.Combobox(root, font=myfont, textvariable=varSymbol).grid(row=2, column=0)
# create label for the endDateTime
self.label_datetime = Label(root, font=myfont, text='End Date').grid(row=3, column=0)
# create label for the duration
self.label_duration = Label(root, font=myfont, text='Duration').grid(row=3, column=1)
# create label for the barSizeSetting
self.label_bar_size = Label(root, font=myfont, text='Bar Size').grid(row=3, column=2)
# create Entry box (textbox) for the endDateTime
self.tbDateTime = Entry(root, font=myfont, textvariable=varDateTime).grid(row=4, column=0)
# create Combo box (textbox) for the duration
self.cbDuration = ttk.Combobox(root, font=myfont, textvariable=varDuration)
self.cbDuration['values'] = ('1 Y', '1 M', '6 M', '1 D', '2 D')
self.cbDuration.grid(row=4, column=1, sticky=W)
# create Combo box (textbox) for the barSizeSetting
self.cbBarSize = ttk.Combobox(root, font=myfont, textvariable=varBarSize)
self.cbBarSize['values'] = ('1 day', '1 min', '2 mins', '5 mins')
self.cbBarSize.grid(row=4, column=2, sticky=W)
varDateTime.set(now)
# create a listbox for the data make it 2 lines or the
# listbox1.insert will not work you get an error
# damn that is frustrating
self.listbox1 = Listbox(root, font= ('', 12), width=75, height=30)
self.listbox1.grid(row=6, column=0, columnspan=5, padx=5, pady=5, sticky='w')
def connect_to_tws(self):
self.tws_conn = Connection.create(port=7496, clientId=5)
self.tws_conn.connect()
def contract_creation(self):
pass
root = Tk()
root.title("Historical data from IB TWS in Python please donate")
root.geometry("600x670")
root.attributes("-topmost", True)
varDateTime = StringVar()
varDuration = StringVar(root, value='1 D')
varBarSize = StringVar(root, value='5 mins')
varSymbol = StringVar(root, value='MSFT')
app = Application(root)
root.mainloop()
¬¬¬¬¬¬¬¬¬¬Trading platform in Python 3
https://sharpertradingimage.blogspot.com/2018/02/trading-platform-in-python-3.html
self.btnDisconnect = ttk.Button(self, text = "Disconnect", command=self.disconnect_it).grid(row=0, column=1, sticky=W)
#notebook
n = ttk.Notebook(root, width=550, height=350)
f1 = ttk.Frame(n) # first page, which would get widgets gridded into it
f2 = ttk.Frame(n) # second page
n.add(f1, text='One')
n.add(f2, text='Two')
n.grid(row=3, column=0, padx=5, pady=5, sticky=W)
#create listbox
self.listbox1 = Listbox(f1, font=('Lucida Grande',9), width=7)
#self.listbox1.bind('', self.OnDoubleClick_listbox)
self.listbox1.insert(1, 'NFLX')
self.listbox1.insert(2, 'AAPL')
self.listbox1.insert(3, 'FB')
self.listbox1.grid(row=0, rowspan=5, column=0, padx=5)
#create Label Symbol
self.label4 = Label(f1, font=myFont, text="Symbol").grid(row=0, column =1)
#create Label Quantity
self.label5 = Label(f1, font=myFont, text="Quantity").grid(row=0, column =2)
#create Label Limit Price
self.label6 = Label(f1, font=myFont, text="Limit Price").grid(row=0, column =3)
#create Label Market
self.label7 = Label(f1, font=myFont, text="Market").grid(row=0, column =4)
#create combo box for the Symbol
self.cbSymbol = ttk.Combobox(f1, font=myFont, width=6, textvariable = varSymbol)
#self.cbSymbol.bind("", self.cbSymbol_onEnter) #when the enter key is press an event happens
#self.cbSymbol.bind('<>',self.cbSymbol_onEnter)
self.cbSymbol['values'] = ('AAPL','FB','NFLX')
self.cbSymbol.grid(row=1, column =1,sticky = W)
#create spinbox (numericUpDown) for Limit Price
self.spinQuantity = Spinbox(f1, font=myFont, increment=100, from_=0, to=10000, width=7,
textvariable=varQuantity).grid(row=1, column=2)
#create spinbox (numericUpDown) for Limit Price ****** note: make sure there is an underscore at the end of the word from
self.spinLimitPrice = Spinbox(f1, font=myFont, format='%8.2f', increment=.01, from_=0.0, to=1000.0, width=7,
textvariable=varLimitPrice)
# when control and up or down arrow are pressed call spenLimitDime()
#self.spinLimitPrice.bind('', self.spinLimitDime)
# when Alt and up or down arrow are pressed call spenLimitPenny()
#self.spinLimitPrice.bind('', self.spinLimitPenny)
self.spinLimitPrice.grid(row=1, column=3)
#create textbox(Entry box) for the Market
self.cbMarket = ttk.Combobox(f1, font=myFont, width=7, textvariable=varMarket).grid(row=1, column=4, sticky = W)
#create Label OrderType ********-3-****
self.label8 = Label(f1, font=myFont, text="OrderType").grid(row=2, column =1, sticky=W)
#create Label Visible
self.label9 = Label(f1, font=myFont, text="Visible").grid(row=2, column =2)
#create Label Primary Exchange
self.labe20 = Label(f1, font=myFont, text="Primary Ex.").grid(row=2, column =3)
#create Label Time in Force
self.labe21 = Label(f1, font=myFont, text="TIF").grid(row=2, column =4)
#create textbox(Entry box) for the Order Type ****4****
self.cbOrderType = ttk.Combobox(f1, font=myFont, width=6, textvariable=varOrderType)
self.cbOrderType['values'] = ('LMT','MKT','STP', 'STP LMT', 'TRAIL', 'MOC','LOC')
self.cbOrderType.grid(row=3, column =1,sticky = W)
#create textbox(Entry box) for the Primary Exchange
self.tbPrimaryEx = Entry(f1, font=myFont, width=8, textvariable=varPrimaryEx).grid(row=3, column =3,sticky = W)
#create textbox(Entry box) for the Time in Force
self.cbTIF = ttk.Combobox(f1, font=myFont, width=7, textvariable=varTIF)
self.cbTIF['values'] = ('DAY','GTC')
self.cbTIF.grid(row=3, column =4,sticky = W)
#create Bid Label
self.label2 = Label(f1, font=myFont, text="Bid", width=7).grid(row=4, column=2)
#create Ask Label
self.label3 = Label(f1, font=myFont, text="Ask", width=7).grid(row=4, column=3)
#create textbox(Entry box) for the Bid price
self.tbBid = Entry(f1, font=myFont, width=7, textvariable = varBid)
#self.tbBid.bind("", self.tbBid_Click)
self.tbBid.grid(row=5, column =2, sticky=E)
#create textbox(Entry box) for the Ask price
self.tbAsk = Entry(f1, font=myFont, width=7, textvariable = varAsk)
#self.tbAsk.bind("", self.tbAsk_Click)
self.tbAsk.grid(row=5, column=3)
#create a sell button ***
self.btnSell = Button(f1, font=('Lucida Grande',10,'bold'), text="SELL", width=9, bg="red", fg="white")
self.btnSell.grid(row=5, column=1, sticky=W)
#create a buy button ***
self.btnBuy = Button(f1, font=('Lucida Grande',10,'bold'), text="BUY", width=9, bg="green", fg="white")
self.btnBuy.grid(row=5, column=4, sticky=E)
#create Label
self.label1 = Label(f1, font=myFont, width=8, text="Last").grid(row=6, column =1)
#create textbox(Entry box) for the last price
self.tbLast = Entry(f1, font=myFont, width=8, textvariable = varLast).grid(row=6, column =2,sticky = W)
* Show code for the disconnect method
def disconnect_it(self):
self.tws_conn.disconnect()
* Show code for the variables
varSymbol = StringVar(root, value='NFLX')
varQuantity = StringVar(root, value='100')
varLimitPrice = StringVar()
varMarket = StringVar(root, value='SMART')
varOrderType = StringVar(root, value='LMT')
varPrimaryEx = StringVar(root, value='NASDAQ')
varTIF = StringVar(root, value='DAY')
varLast = StringVar()
varBid = StringVar()
varAsk = StringVar()
¬¬¬¬¬¬¬¬¬¬Trading platform in Python 4
https://sharpertradingimage.blogspot.com/2018/02/trading-platform-in-python-4.html
In this tutorial we will
add some methods or functions for requesting streaming data
add events to the combobox
change text from lowercase to upper case
select all text in combobox
add items to the drop down list
Uncomment out these 2 lines of code in the widgets function under the combo box widget the one that is called cbSymbol combobox symbol
self.cbSymbol.bind('<Return>', self.cbSymbol_onEnter) #when the enter key is press an event happens
self.cbSymbol.bind('<<ComboboxSelected>>',self.cbSymbol_onEnter)
add these two variables under """ initialize the frame"""
self.account_code = None
self.symbol_id, self.symbol = 0, 'AAPL'
Add this to the connect_ to_tws function
self.register_callback_functions()
add all these functions to your Python program. Added some extra code that was not covered in the YouTube video that is highlighted in yellow.
def cbSymbol_onEnter(self, event):
# cancels Account updates
self.tws_conn.reqAccountUpdates(False, self.account_code)
# changes characters to upper case
varSymbol.set(varSymbol.get().upper())
# gets the value of the text from the combobox. cbSymbol
# and adds it to the variable mytext
mytext = varSymbol.get()
# gets list of values from dropdwn list of
# cbSymbol combobox
vals = self.cbSymbol.cget('values')
# selects all in the combobox. cbSymbol
self.cbSymbol.select_range(0, END)
# checks if symbol exists in the combobox if not it adds it
# to the dropdown list
if not vals:
self.cbSymbol.configure(values = (mytext, ))
elif mytext not in vals:
self.cbSymbol.configure(values = vals + (mytext, ))
mySymbol = varSymbol.get()
self.symbol = mySymbol
# calls the cancel_market_data() method
self.cancel_market_data()
# sets the text boxes for position and average price to zero
#varPosition.set('0')
#varAvgPrice.set('0.00')
# calls the method to request streaming data
self.request_market_data(self.symbol_id, self.symbol)
# calls method to request account updates
self.request_account_updates(self.account_code)
# sets bid and ask price to zero
varBid.set('0.00')
varAsk.set('0.00')
def request_account_updates(self, account_code):
self.tws_conn.reqAccountUpdates(True, self.account_code)
def cancel_market_data(self):
self.tws_conn.cancelMktData(self.symbol_id)
def request_market_data(self, symbol_id, symbol):
contract = self.create_contract(symbol,
'STK',
'SMART',
'NASDAQ',
'USD')
self.tws_conn.reqMktData(symbol_id, contract, '', False)
#time.sleep(1)
def tick_event(self, msg):
if msg.tickerId == 0: # added this to the code not shown in video *********
if msg.field == 1: # 1 is for the bid price
self.bid_price = msg.price
elif msg.field == 2: # 2 is for the ask price
self.ask_price = msg.price
elif msg.field == 4: # 4 represents the last price
self.last_prices = msg.price
self.monitor_position(msg)
def create_contract(self, symbol, sec_type, exch, prim_exch, curr):#*
contract = Contract()
contract.m_symbol = symbol
contract.m_secType = sec_type
contract.m_exchange = exch
contract.m_primaryExch = prim_exch
contract.m_currency = curr
return contract
def register_callback_functions(self):
# Assign server messages handling function.
self.tws_conn.registerAll(self.server_handler)
# Assign error handling function.
self.tws_conn.register(self.error_handler, 'Error')
# Register market data events.
self.tws_conn.register(self.tick_event,
message.tickPrice,
message.tickSize)
def server_handler(self, msg):
if msg.typeName == "nextValidId":
self.order_id = msg.orderId
elif msg.typeName == "managedAccounts":
self.account_code = msg.accountsList
elif msg.typeName == "updatePortfolio" \
and msg.contract.m_symbol == self.symbol \
and msg.contract.m_secType == 'STK': # added this to my code not shown in video ******
self.unrealized_pnl = msg.unrealizedPNL
self.realized_pnl = msg.realizedPNL
self.position = msg.position
self.average_price = msg.averageCost
elif msg.typeName == "error" and msg.id != -1:
return
def error_handler(self, msg):
if msg.typeName == 'error'and msg.id != -1:
print ('Server Error:', msg)
def monitor_position(self, msg): #*
print ('Last Price = %s' % (self.last_prices))
varLast.set(self.last_prices)
varBid.set(self.bid_price)
varAsk.set(self.ask_price)
¬¬¬¬¬¬¬¬¬¬IB TWS Trading Platform in Python 5
https://sharpertradingimage.blogspot.com/2018/02/ib-tws-trading-platform-in-python-5.html
create a variable to hold the next valid id ( nextValidId )
self.order_id = 555
create button for cancel all orders
# create button for cancel all
self.btnCancelAll = Button(f1, font= ('Lucida Grande', 10), text= 'Cancel All',
width=8, bg="blue", fg="white", command=self.cancel_all)
self.btnCancelAll.grid(row=7, column=2)
click events for text box (Entry) Bid, Ask, and Last prices
def tbBid_Click(self, event):
LimitPrice = varBid.get()
varLimitPrice.set(LimitPrice)
def tbAsk_Click(self, event):
LimitPrice = varAsk.get()
varLimitPrice.set(LimitPrice)
def tbLast_Click(self, event):
LimitPrice = varLast.get()
varLimitPrice.set(LimitPrice)
Function for Cancel All
def cancel_all(self):
self.tws_conn.reqGlobalCancel()
buy and sell click events
def buy(self):
self.symbol = varSymbol.get() # gets the symbol string from the symbol combo box
self.quantity = varQuantity.get() # gets the share size from the quantity spinbox
self.order_type = varOrderType.get() # gets the order type for the order type combobox
self.limit_price = varLimitPrice.get() # gets the limit price from the limit price spinbox
# calls the function place_market order passes variables
# symbol, quantity, order type, buy or sell represeted by true or false, and limit price
self.place_market_order(self.symbol, self.quantity, self.order_type, True, self.limit_price)
def sell(self):
self.symbol = varSymbol.get()
self.quantity = varQuantity.get()
self.order_type = varOrderType.get()
self.limit_price = varLimitPrice.get()
self.place_market_order(self.symbol, self.quantity, self.order_type, False, self.limit_price)
Place order function
def place_market_order(self, symbol, quantity, order_type, is_buy, limit_price):
print (symbol, quantity, order_type, is_buy, limit_price)
contract = self.create_contract(symbol,
'STK',
'SMART',
'NASDAQ',
'USD')
# tests if is buy or sell
buysell = 'BUY' if is_buy else 'SELL'
order = self.create_order(order_type, quantity, buysell, limit_price)
self.tws_conn.placeOrder(self.order_id, contract, order)
# increses the order id by one
self.order_id += 1 # add number to order id so it is ready for the next order
# must be increase higher than the previous number
create_order function
def create_order(self, order_type, quantity, action, limit_price):
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
order.m_lmtPrice = limit_price
return order
¬¬¬¬¬¬¬¬¬¬IB TWS Trading Platform Python 6
https://sharpertradingimage.blogspot.com/2018/02/ib-tws-trading-platform-python-6.html
In this tutorial we will request account updates and receive the position size and average price of our position.
Create 2 labels and 2 text boxes (entry box)
#create label for Average Price
self.label22 = Label(f1, font=myFont, text='Avg Price', width=8 )
self.label22.grid(row=6, column=3)
#create label for Position
self.label23 = Label(f1, font=myFont, text='Position', width=8)
self.label23.grid(row=7, column=3)
#create entrybox (textbox) for Average Price
self.tbAvgPrice = Entry(f1, font=myFont, width=7, textvariable=varAvgPrice)
self.tbAvgPrice.grid(row=6, column=4)
#create entrybox (textbox) for Position size
self.tbPosition = Entry(f1, font=myFont, width=7, textvariable=varPosition)
self.tbPosition.grid(row=7, column=4)
Add this to the server_handler function under "updatePortfolio"
self.position = msg.position
self.average_price = msg.averageCost
Add this under the monitor_position function
# '%.2f' = formats to 2 decimal places
varAvgPrice.set('%.2f' % self.average_price)
varPosition.set(self.position)
add this to the bottom of the onEnter function
varPosition.set('0')
varAvgPrice.set('0.00')
Add this near the bottom with the rest of the StringVar variables
varAvgPrice = StringVar(root, value='0.00') # variable for average price
varPosition = StringVar(root, value='0') # variable for Position and set default to zero
All of the code up to tutorial 6
# Craig Hammond 2017 www.sharpertradingimage.com
from ib.ext.Contract import Contract
from ib.ext.Order import Order
from ib.opt import Connection, message
from tkinter import *
from tkinter import ttk
import time
from msvcrt import getch
class Application(Frame):
def __init__(self, master):
"""Initialize the Frame"""
ttk.Frame.__init__(self, master)
self.port=7496
self.client_id = 82 # this can be any number
self.grid()
self.create_widgets()
self.account_code = None
self.symbol_id, self.symbol = 0, 'AAPL'
self.order_id = 555
def create_widgets(self): # Method or function
""" create the window layout. """
myFont = ('Lucida Grande', 12)
# create connect button widget
self.btnConnect = ttk.Button(self, text='Connect', command=self.connect_to_tws)
self.btnConnect.grid(row=0, column=0)
self.btnDisconnect = ttk.Button(self, text = "Disconnect", command=self.disconnect_it).grid(row=0, column=1, sticky=W)
#notebook
n = ttk.Notebook(root, width=550, height=350)
f1 = ttk.Frame(n) # first page, which would get widgets gridded into it
f2 = ttk.Frame(n) # second page
n.add(f1, text='One')
n.add(f2, text='Two')
n.grid(row=3, column=0, padx=5, pady=5, sticky=W)
#create listbox
self.listbox1 = Listbox(f1, font=('Lucida Grande',9), width=7)
#self.listbox1.bind('', self.OnDoubleClick_listbox)
self.listbox1.insert(1, 'NFLX')
self.listbox1.insert(2, 'AAPL')
self.listbox1.insert(3, 'FB')
self.listbox1.grid(row=0, rowspan=5, column=0, padx=5)
#create Label Symbol
self.label4 = Label(f1, font=myFont, text="Symbol").grid(row=0, column =1)
#create Label Quantity
self.label5 = Label(f1, font=myFont, text="Quantity").grid(row=0, column =2)
#create Label Limit Price
self.label6 = Label(f1, font=myFont, text="Limit Price").grid(row=0, column =3)
#create Label Market
self.label7 = Label(f1, font=myFont, text="Market").grid(row=0, column =4)
#create combo box for the Symbol
self.cbSymbol = ttk.Combobox(f1, font=myFont, width=6, textvariable = varSymbol)
self.cbSymbol.bind("<Return>", self.cbSymbol_onEnter) #when the enter key is press an event happens
self.cbSymbol.bind('<<ComboboxSelected>>',self.cbSymbol_onEnter)
self.cbSymbol['values'] = ('AAPL','FB','NFLX')
self.cbSymbol.grid(row=1, column =1,sticky = W)
#create spinbox (numericUpDown) for Limit Price
self.spinQuantity = Spinbox(f1, font=myFont, increment=100, from_=0, to=10000, width=7,
textvariable=varQuantity).grid(row=1, column=2)
#create spinbox (numericUpDown) for Limit Price
self.spinLimitPrice = Spinbox(f1, font=myFont, format='%8.2f', increment=.01, from_=0.0, to=1000.0, width=7,
textvariable=varLimitPrice)
# when control and up or down arrow are pressed call spenLimitDime()
#self.spinLimitPrice.bind('', self.spinLimitDime)
# when Alt and up or down arrow are pressed call spenLimitPenny()
#self.spinLimitPrice.bind('', self.spinLimitPenny)
self.spinLimitPrice.grid(row=1, column=3)
#create textbox(Entry box) for the Market
self.cbMarket = ttk.Combobox(f1, font=myFont, width=7, textvariable=varMarket).grid(row=1, column=4, sticky = W)
#create Label OrderType ********-3-****
self.label8 = Label(f1, font=myFont, text="OrderType").grid(row=2, column =1, sticky=W)
#create Label Visible
self.label9 = Label(f1, font=myFont, text="Visible").grid(row=2, column =2)
#create Label Primary Exchange
self.labe20 = Label(f1, font=myFont, text="Primary Ex.").grid(row=2, column =3)
#create Label Time in Force
self.labe21 = Label(f1, font=myFont, text="TIF").grid(row=2, column =4)
#create textbox(Entry box) for the Order Type ****4****
self.cbOrderType = ttk.Combobox(f1, font=myFont, width=6, textvariable=varOrderType)
self.cbOrderType['values'] = ('LMT','MKT','STP', 'STP LMT', 'TRAIL', 'MOC', 'LOC')
self.cbOrderType.grid(row=3, column =1,sticky = W)
#create textbox(Entry box) for the Primary Exchange
self.tbPrimaryEx = Entry(f1, font=myFont, width=8, textvariable=varPrimaryEx).grid(row=3, column =3,sticky = W)
#create textbox(Entry box) for the Time in Force
self.cbTIF = ttk.Combobox(f1, font=myFont, width=7, textvariable=varTIF)
self.cbTIF['values'] = ('DAY','GTC')
self.cbTIF.grid(row=3, column =4,sticky = W)
#create Bid Label
self.label2 = Label(f1, font=myFont, text="Bid", width=7).grid(row=4, column=2)
#create Ask Label
self.label3 = Label(f1, font=myFont, text="Ask", width=7).grid(row=4, column=3)
#create textbox(Entry box) for the Bid price
self.tbBid = Entry(f1, font=myFont, width=7, textvariable = varBid)
self.tbBid.bind("<Button-1>", self.tbBid_Click)
self.tbBid.grid(row=5, column =2, sticky=E)
#create textbox(Entry box) for the Ask price
self.tbAsk = Entry(f1, font=myFont, width=7, textvariable = varAsk)
self.tbAsk.bind("<Button-1>", self.tbAsk_Click)
self.tbAsk.grid(row=5, column=3)
#create a sell button
self.btnSell = Button(f1, font=('',10,'bold'), text="SELL", width=9, bg="red", fg="white", command=self.sell)
self.btnSell.grid(row=5, column=1, sticky=W)
#create a buy button
self.btnBuy = Button(f1, font=('',10,'bold'), text="BUY", width=9, bg="green", fg="white", command=self.buy)
self.btnBuy.grid(row=5, column=4, sticky=E)
#create Label
self.label1 = Label(f1, font=myFont, width=8, text="Last").grid(row=6, column =1)
#create textbox(Entry box) for the last price
self.tbLast = Entry(f1, font=myFont, width=8, textvariable = varLast)
self.tbLast.bind("<Button-1>", self.tbLast_Click)
self.tbLast.grid(row=6, column =2,sticky = W)
# create button for cancel all
self.btnCancelAll = Button(f1, font= ('', 10), text= 'Cancel All',
width=8, bg="blue", fg="white", command=self.cancel_all)
self.btnCancelAll.grid(row=7, column=2)
#create label for Average Price
self.label22 = Label(f1, font=myFont, text='Avg Price', width=8 )
self.label22.grid(row=6, column=3)
#create label for Position
self.label23 = Label(f1, font=myFont, text='Position', width=8)
self.label23.grid(row=7, column=3)
#create entrybox (textbox) for Average Price
self.tbAvgPrice = Entry(f1, font=myFont, width=7, textvariable=varAvgPrice)
self.tbAvgPrice.grid(row=6, column=4)
#create entrybox (textbox) for Position size
self.tbPosition = Entry(f1, font=myFont, width=7, textvariable=varPosition)
self.tbPosition.grid(row=7, column=4)
def tbBid_Click(self, event):
LimitPrice = varBid.get()
varLimitPrice.set(LimitPrice)
def tbAsk_Click(self, event):
LimitPrice = varAsk.get()
varLimitPrice.set(LimitPrice)
def tbLast_Click(self, event):
LimitPrice = varLast.get()
varLimitPrice.set(LimitPrice)
def cancel_all(self):
self.tws_conn.reqGlobalCancel()
def connect_to_tws(self):
self.tws_conn = Connection.create(port=self.port,
clientId=self.client_id)
self.tws_conn.connect()
self.register_callback_functions()
def disconnect_it(self):
self.tws_conn.disconnect()
def buy(self):
self.symbol = varSymbol.get() # gets the symbol string from the symbol combo box
self.quantity = varQuantity.get() # gets the share size from the quantity spinbox
self.order_type = varOrderType.get() # gets the order type for the order type combobox
self.limit_price = varLimitPrice.get() # gets the limit price from the limit price spinbox
# calls the function place_market order passes variables
# symbol, quantity, order type, buy or sell represeted by true or false, and limit price
self.place_market_order(self.symbol, self.quantity, self.order_type, True, self.limit_price)
def sell(self):
self.symbol = varSymbol.get()
self.quantity = varQuantity.get()
self.order_type = varOrderType.get()
self.limit_price = varLimitPrice.get()
self.place_market_order(self.symbol, self.quantity, self.order_type, False, self.limit_price)
# Place order ********************************************************************************place order
def place_market_order(self, symbol, quantity, order_type, is_buy, limit_price):
print (symbol, quantity, order_type, is_buy, limit_price)
contract = self.create_contract(symbol,
'STK',
'SMART',
'NASDAQ',
'USD')
# tests if is buy or sell
buysell = 'BUY' if is_buy else 'SELL'
order = self.create_order(order_type, quantity, buysell, limit_price)
self.tws_conn.placeOrder(self.order_id, contract, order)
# increses the order id by one
self.order_id += 1
def cbSymbol_onEnter(self, event):
# cancels Account updates
self.tws_conn.reqAccountUpdates(False, self.account_code)
# changes characters to upper case
varSymbol.set(varSymbol.get().upper())
# gets the value of the text from the combobox. cbSymbol
# and adds it to the variable mytext
mytext = varSymbol.get()
# gets list of values from dropdwn list of
# cbSymbol combobox
vals = self.cbSymbol.cget('values')
# selects all in the combobox. cbSymbol
self.cbSymbol.select_range(0, END)
# checks of symbol exists in the combobox if not it adds it
# to the dropdown list
if not vals:
self.cbSymbol.configure(values = (mytext, ))
elif mytext not in vals:
self.cbSymbol.configure(values = vals + (mytext, ))
mySymbol = varSymbol.get()
self.symbol = mySymbol
# calls the cancel_market_data() method
self.cancel_market_data()
# calls the method to request streaming data
self.request_market_data(self.symbol_id, self.symbol)
# calls method to request account updates
self.request_account_updates(self.account_code)
# sets bid and ask price to zero
varBid.set('0.00')
varAsk.set('0.00')
varPosition.set('0')
varAvgPrice.set('0.00')
def request_account_updates(self, account_code):
self.tws_conn.reqAccountUpdates(True, self.account_code)
def cancel_market_data(self):
self.tws_conn.cancelMktData(self.symbol_id)
def request_market_data(self, symbol_id, symbol):
contract = self.create_contract(symbol,
'STK',
'SMART',
'NASDAQ',
'USD')
self.tws_conn.reqMktData(symbol_id, contract, '', False)
def tick_event(self, msg):
if msg.tickerId == 0:
if msg.field == 1: # 1 is for the bid price
self.bid_price = msg.price
elif msg.field == 2: # 2 is for the ask price
self.ask_price = msg.price
elif msg.field == 4: # 4 represents the last price
self.last_prices = msg.price
self.monitor_position(msg)
def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
contract = Contract()
contract.m_symbol = symbol
contract.m_secType = sec_type
contract.m_exchange = exch
contract.m_primaryExch = prim_exch
contract.m_currency = curr
return contract
def create_order(self, order_type, quantity, action, limit_price):
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
order.m_lmtPrice = limit_price
return order
def register_callback_functions(self):
# Assign server messages handling function.
self.tws_conn.registerAll(self.server_handler)
# Assign error handling function.
self.tws_conn.register(self.error_handler, 'Error')
# Register market data events.
self.tws_conn.register(self.tick_event,
message.tickPrice,
message.tickSize)
def server_handler(self, msg):
if msg.typeName == "nextValidId":
self.order_id = msg.orderId
elif msg.typeName == "managedAccounts":
self.account_code = msg.accountsList
elif msg.typeName == "updatePortfolio" \
and msg.contract.m_symbol == self.symbol \
and msg.contract.m_secType == 'STK':
self.unrealized_pnl = msg.unrealizedPNL
self.realized_pnl = msg.realizedPNL
self.position = msg.position
self.average_price = msg.averageCost
elif msg.typeName == "error" and msg.id != -1:
return
def error_handler(self, msg):
if msg.typeName == 'error'and msg.id != -1:
print ('Server Error:', msg)
def monitor_position(self, msg): #*
print ('Last Price = %s' % (self.last_prices))
varLast.set(self.last_prices)
varBid.set(self.bid_price)
varAsk.set(self.ask_price)
# '%.2f' = formats to 2 decimal places
varAvgPrice.set('%.2f' % self.average_price)
varPosition.set(self.position)
root = Tk()
root.title("Connect to IB TWS with Python")
root.geometry('600x480')
root.attributes('-topmost', True)
varSymbol = StringVar(root, value='NFLX')
varQuantity = StringVar(root, value='100')
varLimitPrice = StringVar()
varMarket = StringVar(root, value='SMART')
varOrderType = StringVar(root, value='LMT')
varPrimaryEx = StringVar(root, value='NASDAQ')
varTIF = StringVar(root, value='DAY')
varLast = StringVar()
varBid = StringVar()
varAsk = StringVar()
varAvgPrice = StringVar(root, value='0.00')
varPosition = StringVar(root, value='0')
app = Application(root)
root.mainloop()
¬¬¬¬¬¬¬¬¬¬IB TWS Trading Platform in Python 7
IB TWS Trading Platform in Python 3 part 7 - profit and loss
https://sharpertradingimage.blogspot.com/2018/02/ib-tws-trading-platform-in-python-7.html
In this tutorial lesson you will add labels and textboxes to hold the unrealized, realized,
and total profit and loss add code to calculate the marked profit and loss for both a long position and a short position
Add these variables to your project
self.unrealized = 0 # used in monitor position
self.realized = 0 # used in monitor position
self.unrealized_pnl = 0
self.realized_pnl = 0
self.marked_pnl = 0
Add this to the bottom of the create_widgets() function
# create label for unrealized
self.label_unrealized = Label(f1, font=('', 10), text='Unrealized').grid(row=10, column=2)
# create label for realized
self.label_realized = Label(f1, font=('', 10), text='Realized').grid(row=10, column=3)
# create label for Marked
self.label_Marked = Label(f1, font=('', 10), text='Marked').grid(row=10, column=4)
# create entry box for unrealized
self.tbUnrealized = Entry(f1, font=('', 10), width=12, textvariable=varUnrealized).grid(row=11, column=2)
# create entry box for realized
self.tbRealized = Entry(f1, font=('', 10), width=11, textvariable=varRealized).grid(row=11, column=3)
# create entry box for Marked
self.tbMarked = Entry(f1, font=('', 10), width=11, textvariable=varMarked).grid(row=11, column=4)
add this code to the bottom of the cbSymbol_onEnter() function they set the text boxes for Position,
average price, unrealized, realized, and marked to zero, also the 2 variables realized_pnl, and marked_pnl to zero
varPosition.set('0')
varAvgPrice.set('0.00')
self.realized_pnl = 0
self.marked_pnl = 0
varUnrealized.set('0.00')
varRealized.set('0.00')
varMarked.set('0.00')
Add this to the monitor_position() function
myShares = abs(self.position) # changes negative number to a position number
varRealized.set(self.realized_pnl)
if self.position > 0:
self.unrealized = '%.2f' %((self.last_prices - self.average_price) * myShares)
varUnrealized.set(self.unrealized)
self.marked_pnl = '%.2f' %(float(self.unrealized) + float(self.realized_pnl))
varMarked.set(self.marked_pnl)
elif self.position < 0:
self.unrealized = '%.2f' %((self.average_price - self.last_prices) * myShares)
varUnrealized.set(self.unrealized)
self.marked_pnl = '%.2f' %(float(self.unrealized) + float(self.realized_pnl))
varMarked.set(self.marked_pnl)
else:
self.marked_pnl = float(self.unrealized_pnl) + float(self.realized_pnl)
self.marked_pnl = '%.2f' % self.marked_pnl
self.realized_pnl = '%.2f' % float(self.realized_pnl)
varUnrealized.set('0.00')
varMarked.set(self.marked_pnl)
varRealized.set(self.realized_pnl)
add these string variables to the botton with the other textvariables for the 3 Entry boxes (text boxes)
varUnrealized = StringVar()
varRealized = StringVar()
varMarked = StringVar()
¬¬¬¬¬¬¬¬¬¬IB TWS Trading Platform in Python 8 outsideRTH
IB TWS Trading Platform in Python 8 outsideRTH
https://sharpertradingimage.blogspot.com/2018/02/ib-tws-trading-platform-in-python-8_3.html
In this tutorial you will add a check box to your gui form window that will allow you to trade after hours and pre-market.
Add this variable to hold the variable for the checkbox just above the create widgets function.
self.my_outsideRTH = False
Add this to the end of the create_widgets(self): function
# create a check button box for outside RTH
self.chkOutsideRTH = Checkbutton(f1, font=('', 10),
text='OutsideRTH', variable=varOutsideRTH)
self.chkOutsideRTH.grid(row=9, column=6)
Add highlighted text to the buy(self): function and the sell(self): function
def buy(self):
self.symbol = varSymbol.get()
self.quantity = varQuantity.get()
self.order_type = varOrderType.get()
self.limit_price = varLimitPrice.get()
self.my_outside = varOutsideRTH.get() # add here
the_outsideRTH = 0
if self.my_outside == True:
the_outsideRTH = 1
self.place_market_order(self.symbol, self.quantity, self.order_type,
True, self.limit_price, the_outsideRTH) # add here
def sell(self):
self.symbol = varSymbol.get()
self.quantity = varQuantity.get()
self.order_type = varOrderType.get()
self.limit_price = varLimitPrice.get()
self.my_outside = varOutsideRTH.get() # add here
the_outsideRTH = 0
if self.my_outside == True:
the_outsideRTH = 1
self.place_market_order(self.symbol, self.quantity, self.order_type,
False, self.limit_price, the_outsideRTH) # add here
Add the variable my_outsideRTH to the highlighted areas in the place_market_order() function as shown below.
def place_market_order(self, symbol, quantity, order_type, is_buy, limit_price, my_outsideRTH): # add here
print (symbol, quantity, order_type, is_buy, limit_price)
contract = self.create_contract(symbol,
'STK',
'SMART',
'NASDAQ',
'USD')
# tests if is buy or sell
buysell = 'BUY' if is_buy else 'SELL'
order = self.create_order(order_type, quantity, buysell, limit_price, my_outsideRTH)# add here
self.tws_conn.placeOrder(self.order_id, contract, order)
# increses the order id by one
self.order_id += 1
Add the variable outsideRTH to the highlighted areas in the create_order() function as shown below.
def create_order(self, order_type, quantity, action, limit_price, outside_Rth): # add outside_Rth
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
order.m_lmtPrice = limit_price
order.m_outsideRth = outside_Rth # add order.m_outsideRth = outside_Rth
return order
Add this to the bottom where all the variables are for your window form widgets.
varOutsideRTH = StringVar(root, value=False)
¬¬¬¬¬¬¬¬¬¬Get The Unique id conId Number from TWS
https://sharpertradingimage.blogspot.com/2018/02/get-unique-id-conid-number-from-tws.html
Learn how to get the unique id (conId) from Interactive brokers using a gui application.
Every option has a different number since there are so many variations.
The contract id (conid) is a number not a symbol, and this number you will need in order to trade options.
For example the IBM 170 CALL option with an expiry on January 6, 2017 has a unique id number of 256910869.
The number may be different on the next trading day.
I am not sure if they stay the same from now, until the next day until they expire.
You can search for a contract id number
here: https://pennies.interactivebrokers.com/cstools/contract_info/v3.9/index.php
see the code here To access a September 2016 $40 Call option on Netflix :
I believe there is a data fee for options.
You need to pay for a data feed for the options in order to request data through the API
conID = 3 # Contract ID
symbol = "NFLX" # Netflix’s stock symbol
secType = "OPT" # Security type is an Option (OPT)
expiry = "20170120" # January 2017 Expiry format yyyymmdd
strike = 90 # $90.00 strike price
right = "CALL" # Call option
multiplier = "100" # multiplier 100 shares per contract for options
exchange = "SMART" # Use IB’s Smart Order router to get the prices
currency = "USD" # USD Currency
To access a June 2017 Crude Oil Futures contract set the properties:
conID = 2 # Contract Id
symbol = "CL" # Crude Oil underlying symbol (CL)
secType = "FUT" # Security type is an Future (FUT)
expiry = "20170120" # January 20, 2017 Expiry third Friday of month
exchange = "NYMEX" # Use IB’s Smart Order router to get the pricesTo access a foreign exchange quote such as Euro/USD:
conID = 6 # Contract Id
symbol = "EUR" # Euro underlying (base currency) symbol (EUR/USD quote)
secType = "CASH" # Security type is Cash / FX
exchange = "IDEALPRO" # Use the IDEALPRO FX data source
currency = "USD" # Quoted currency is USD
¬¬¬¬¬¬¬¬¬¬Sunday, 4 February 2018
Listbox Scroll bars Horizontal Vertical
https://sharpertradingimage.blogspot.com/2018/02/listbox-scroll-bars-horizontal-vertical.html
Listbox Scroll bars tkinter Python Copy and paste the highlighted text into the section
of your code where you create your widgets, and also add the x and yscrollcommands to the listbox parameters.
# Craig Hammond 2017
# www.sharpertradingimage.com
# create scroll bars for your listbox
self.scrollbar_V = Scrollbar(self)
self.scrollbar_H = Scrollbar(self, orient=HORIZONTAL)
self.scrollbar_V.grid(row=1, column=1, sticky=N+S+W)
self.scrollbar_H.grid(row=5, column=0, sticky=N+E+S+W)
# create listbox widget
self.listbox1 = Listbox(self, font=('', 12), width=15, height=10, yscrollcommand=self.scrollbar_V.set, xscrollcommand=self.scrollbar_H.set)
self.listbox1.bind('<<ListboxSelect>>', self.select_item)
self.listbox1.insert(1, 'FB')
self.listbox1.grid(row=1, column=0)
# add some text to the listbox
evil_corporations = ['EVIL CORPORATIONS y gobiernos', 'cranAAPLe', 'SBUckX', 'XOMobil',
'Any oil company that you care to name',
'OPECs', 'MSFaT', 'AMEXica', 'ALL COUNTRIES THAT DO NOT PROSECUTE THE BANKERS',
'most TRADING FIRMS', 'BUT NOT INTERACTIVE BROKERS BEST COMMISSIONS not as bad',
'banking cartels, the FED', 'las paisas que le gusta la guerra', 'foundations created by evil elitists']
for evil in evil_corporations:
self.listbox1.insert('end', evil)
# also needed for scroll bars
self.scrollbar_V.config(command=self.listbox1.yview)
self.scrollbar_H.config(command=self.listbox1.xview)
¬¬¬¬¬¬¬¬¬¬Sunday, 4 February 2018
Python Treeview delete rows
https://sharpertradingimage.blogspot.com/2018/02/python-treeview-delete-rows.html
https://youtu.be/ViWXxf8CZd4
from tkinter import *
from tkinter import ttk
class Application(Frame):
def __init__(self, master):
""" Initialize the Frame"""
ttk.Frame.__init__(self, master)
self.grid()
self.create_widgets()
def create_widgets(self):
self.btnConnect = ttk.Button(self, text = "Search Symbol", command=self.search_symbol).grid(row=0, column=0, sticky=W)
self.btnDisconnect = ttk.Button(self, text = "Add data", command=self.add_data).grid(row=0, column=1, sticky=W)
self.btnCancelMktData = ttk.Button(self, text = 'Remove All', command=self.remove_all).grid(row=0, column=2, sticky=W)
self.button_edit = Button(self, font=('',12), text="select row", width=7, command=self.add_data)
self.button_edit.grid(row=0, column=4)
# create Treeview widget to hold values in a table
self.tv = ttk.Treeview(root)
# create Treeview
self.tv = ttk.Treeview(self, height=8)
self.tv['columns'] = ('id', 'symbol', 'price', 'trigger', 'shares', 'side', 'type', 'status', 'fill')
self.tv.heading("#0", text='Time', anchor='w')
self.tv.column("#0", stretch=NO, width=5, anchor="w")
self.tv.heading('id', text='ID')
self.tv.column('id', anchor='center', width=70)
self.tv.heading('symbol', text='Symbol')
self.tv.column('symbol', anchor='center', width=70)
self.tv.heading('price', text='Price')
self.tv.column('price', anchor='center', width=70)
self.tv.heading('trigger', text='Trigger')
self.tv.column('trigger', anchor='center', width=70)
self.tv.heading('shares', text='Shares')
self.tv.column('shares', anchor='center', width=100)
self.tv.heading('side', text='Side')
self.tv.column('side', anchor='center', width=70)
self.tv.heading('type', text='Type')
self.tv.column('type', anchor='center', width=70)
self.tv.heading('status', text='Status')
self.tv.column('status', anchor='center', width=100)
self.tv.heading('fill', text='Fill')
self.tv.column('fill', anchor='center', width=70)
self.tv.bind('<ButtonRelease-1>', self.select_item)
self.tv.grid(row=1, column=0, columnspan=6, padx=5, pady=5)
self.treeview = self.tv
## self.ysb = ttk.Scrollbar(self, orient='vertical', command=self.tv.yview)
## self.xsb = ttk.Scrollbar(self, orient='horizontal', command=self.tv.xview)
## self.tv.configure(yscroll=self.ysb.set, xscroll=self.xsb.set)
## self.ysb.grid(row=1, column=7, sticky='ns')
## self.xsb.grid(row=2, column=0, sticky='ew')
ttk.Style().configure("Treeview", font= ('', 11), background="#383838",
foreground="white", fieldbackground="yellow")
self.tv.insert("","end",text = "Person",values = ("1254","MSFT","39.39", "", "0/200", "BUY", "LMT", "Filled", "39.39"), tags='hot')
self.tv.insert("","end",text = "Animal",values = ("1255","MSFT","39.58", ".10", "0/200", "SELL", "TRAIL", "PreSubmitted", "0.00"), tags='cold')
self.tv.insert("","end",text = "Name",values = ("1256","MSFT","39.58", "", "0/200", "SELL", "LMT", "Submitted", "0.00"), tags='pizza')
self.tv.insert("","end",text = "Evil Corp",values = ("1258","NFLX","102.55", "", "0/300", "SELL", "LMT", "Submitted", "0.00"), tags='tacos')
def remove_all(self):
x = self.tv.get_children()
print ('get_children values: ', x ,'\n')
if x != '()': # checks if there is something in the first row
for child in x:
self.tv.delete(child)
def search_symbol(self):
pass
def add_data(self):
pass
def select_item():
pass
root = Tk()
app = Application(root)
root.mainloop()
¬¬¬¬¬¬¬¬¬¬Sunday, 4 February 2018
Python Button Tkinter passing arguments
Python tkinter button widget passing arguments.
In these examples I will show you several ways you can pass values, variables, arguments to a function.
You will also learn how to add a right mouse click as well as the left mouse click.
https://sharpertradingimage.blogspot.com/2018/02/python-button-tkinter-passing-arguments.html
https://youtu.be/-qCJIn_Rvis
Here is the code to start the tutorial and follow along
from tkinter import *
from tkinter import ttk
class Application(Frame):
""" A GUI application """
def __init__(self, master):
""" Initialize the Frame"""
ttk.Frame.__init__(self, master)
self.grid()
self.create_widgets()
def create_widgets(self):
# create a normal button
self.button1 = Button(root, font=('', 16, 'bold'), text='.22 Cents', command=self.do_something)
self.button1.grid(row=0, column=0, pady=5, padx=5)
# create a text box (Entry box) to hold the value of the click event
self.tbValue = Entry(root, font=('', 16, 'bold'), textvariable=varEntryValue).grid(row=1, column=2, pady=5, padx=5)
# create a text box (Entry box) to hold a average price
self.tbSet = Entry(root, font=('', 16, 'bold'), textvariable=varAvgPrice).grid(row=1, column=1, pady=5, padx=5)
# button 1 example
def button1_Click(event, arg):
average_Price = varAvgPrice.get() # gets a value from the first Entry box
c = float(average_Price) + arg # adds the value from the ttk .22 button to the first entry box value
c = round(c, 2) # round off c to 2 decimal places
varEntryValue.set(c) # sets the value in the second Entry box
def do_something(self):
varEntryValue.set('Hello, Hola, Bonjour')
root = Tk()
root.title("Button Examples in Python")
root.geometry("790x850")
root.attributes("-topmost", True)
varEntryValue = StringVar()
varAvgPrice = StringVar(root, value='105.00')
app = Application(root)
root.mainloop()
¬¬¬¬¬¬¬¬¬¬Saturday, 3 February 2018
Scrolling 2 text widgets together
I am using the pack() Geometry Manager to place all of the widgets.
I opted for the pack() Manager because it is ideal for placing widgets side by side or drop down position.
Fortunately, in a text editor, I have all the widgets Placed next to each other or in descending order.
It is therefore advantageous to the pack() Manager. We can do the same with the grid() manager also.
# Craig Hammond 2018
import tkinter as tk
from tkinter import *
from tkinter import ttk
import re
class SampleTextApp(Frame):
def __init__(self, master, **kwargs):# this **kwargs is needed for the scroll bar
ttk.Frame.__init__(self, master)
self.file_name = None
self.grid()
self.create_widgets()
def create_widgets(self):
# font varialble to use with all widgets
my_font = ('', 18)
# add a text box for the line numbers
self.line_number_text = Text(self, font=my_font, width=4, padx=3, takefocus=0, border=0, background='yellow', state='disabled', wrap='none')
self.line_number_text.pack(side='left', fill='y')
# add the main text box widget here
self.main_text = Text(self, font=my_font, wrap='none')
self.main_text.bind('<KeyPress>', self.on_text_changed)
self.main_text.pack(expand='yes', fill='both')
# add a scroll bar for the main text widget
self.scroll_bar = Scrollbar(self.main_text)
self.scroll_bar.pack(side='right', fill='y')
# call the scroll bar functions
self.scroll_bar['command'] = self.on_scrollbar
self.line_number_text['yscrollcommand'] = self.on_textscroll
self.main_text['yscrollcommand'] = self.on_textscroll
# this will update the line numbers any time you
# press a key on the keyboard
self.main_text.bind('<Any-KeyPress>', self.on_text_changed)
self.main_text.focus_set()
def on_scrollbar(self, *args):
self.line_number_text.yview(*args)
self.main_text.yview(*args)
def on_textscroll(self, *args):
# Moves scrollbar and scrolls text widgets when the mouse wheel
# is moved on the text widget
self.scroll_bar.set(*args)
self.on_scrollbar('moveto', args[0])
def on_text_changed(self, event=None):
self.update_line_numbers()
def get_line_numbers(self):
output = ''
row, col = self.main_text.index("end").split('.')
for i in range(1, int(row)):
output += str(i) + '\n'
return output
def update_line_numbers(self, event=None):
line_numbers = self.get_line_numbers()
# disables the text widget so the widget does not scroll
self.main_text.config(state='disabled')
self.line_number_text.config(state='normal')
self.line_number_text.delete('1.0', 'end')
self.line_number_text.insert('1.0', line_numbers)
self.line_number_text.config(state='disabled')
# returns the text widget back to normal
self.main_text.config(state='normal')
root = Tk()
PROGRAM_NAME = ' My Text Editor '
root.title(PROGRAM_NAME)
root.geometry("600x300")
app = SampleTextApp(root)
app.pack(fill='both', expand='yes')
app.mainloop()
¬¬¬¬¬¬¬¬¬¬Sunday, 10 February 2019
Change color heading of a treeview widget in Python 3
This is the code for changing the color heading in a Treeview Widget
https://sharpertradingimage.blogspot.com/2019/02/change-color-heading-of-treeview-widget.html
style = ttk.Style()
style.element_create("Custom.Treeheading.border", "from", "default")
style.layout("Custom.Treeview.Heading", [
("Custom.Treeheading.cell", {'sticky': 'nswe'}),
("Custom.Treeheading.border", {'sticky':'nswe', 'children': [
("Custom.Treeheading.padding", {'sticky':'nswe', 'children': [
("Custom.Treeheading.image", {'side':'right', 'sticky':''}),
("Custom.Treeheading.text", {'sticky':'we'})
]})
]}),
])
style.configure("Custom.Treeview.Heading",
background="green", foreground="white", relief="flat")
style.map("Custom.Treeview.Heading",
relief=[('active','groove'),('pressed','sunken')])
# create Treeview datagridview
self.tv = ttk.Treeview(self, height=8, style= "Custom.Treeview")
#self.tv.grid(row=3, column=0)
self.tv['columns'] = ('id', 'symbol', 'price', 'trigger', 'shares', 'side', 'type', 'status', 'fill')
self.tv.heading("#0", text='Time', anchor='w')
self.tv.column("#0", stretch=NO, width=5, anchor="w")
self.tv.heading('id', text='ID')
self.tv.column('id', anchor='center', width=70)
self.tv.heading('symbol', text='Symbol')
self.tv.column('symbol', anchor='center', width=70)
self.tv.heading('price', text='Price')
self.tv.column('price', anchor='center', width=70)
self.tv.heading('trigger', text='Trigger')
self.tv.column('trigger', anchor='center', width=70)
self.tv.heading('shares', text='Shares')
self.tv.column('shares', anchor='center', width=100)
self.tv.heading('side', text='Side')
self.tv.column('side', anchor='center', width=70)
self.tv.heading('type', text='Type')
self.tv.column('type', anchor='center', width=70)
self.tv.heading('status', text='Status')
self.tv.column('status', anchor='center', width=100)
self.tv.heading('fill', text='Fill')
self.tv.column('fill', anchor='center', width=70)
self.tv.bind('<ButtonRelease-1>', self.select_Item)
self.tv.grid(row=1, column=0, columnspan=6, padx=5, pady=5)
self.treeview = self.tv
¬¬¬¬¬¬¬¬¬¬Thursday, 14 July 2016
Python Code Combo box example
Python Combobox example:
on Enter event, when the enter key is pressed.
changes text to uppercase. adds item to list if not in the drop down list.
highlights, selects all text, this allows you to keep typing a new symbol
without placing your mouse in the box and erasing the previous symbol so you can type a new one.
https://sharpertradingimage.blogspot.com/2018/01/python-code-combo-box-example.html
https://youtu.be/-E7d7Tbszpc
# Craig Hammond 2016
from tkinter import *
from tkinter import ttk
class Application(Frame):
"""A GUI application """
def __init__(self, master):
""" Initialize the Frame"""
ttk.Frame.__init__(self, master)
self.grid()
self.create_widgets()
def create_widgets(self):
""" create the window layout. """
myFont = ('Lucida Grande', 12)
#create Label Symbol
self.label2 = Label(self, font=myFont, text="Symbol").grid(row=0, column=0)
# create combobox for the symbol
self.cbSymbol = ttk.Combobox(self, font=myFont, width=7, textvariable = varSymbol)
self.cbSymbol.bind("<Return>", self.cbSymbol_onEnter) #when the enter key is press an event happens
self.cbSymbol.bind('<<ComboboxSelected>>',self.cbSymbol_onEnter)
self.cbSymbol['values'] = ('AAPL','FB','NFLX')
self.cbSymbol.grid(row=0, column =1,sticky = W)
def cbSymbol_onEnter(self, event):
# changes characters to upper case
varSymbol.set(varSymbol.get().upper())
# gets the value of the text in the combobox. cbSymbol
mytext = varSymbol.get()
# gets list of values from dropdwn list of
# cbSymbol combobox
vals = self.cbSymbol.cget('values')
# selects all in the combobox. cbSymbol
self.cbSymbol.select_range(0, END)
print(mytext)
# checks if symbol exists in the combobox if not it adds it
# to the dropdown list
if not vals:
self.cbSymbol.configure(values = (mytext, ))
elif mytext not in vals:
self.cbSymbol.configure(values = vals + (mytext, ))
return 'break'
root = Tk()
root.title("Combobox")
root.geometry("600x480")
varSymbol = StringVar(root, value='NFLX')
app = Application(root)
root.mainloop()
Spinbox Example Link
Learn how to increase the increment value programmatically
use the Control key and mouse click to increase the value by 10 cents and back to 1 cent
¬¬¬¬¬¬¬¬¬¬Sunday, 17 July 2016
Python Spinbox example
Change spinbox increment value programmatically from 10 cents to 1 cent, using control click arrow up or down.
Format for 8 characters and 2 decimal places, this should be include otherwise you can get different numbers.
https://sharpertradingimage.blogspot.com/2018/01/python-spinbox-example.html
https://youtu.be/flrNuZ57hYI
Please comment below if you have a better way of doing the same basic thing. please see link below for other example using a combobox
# Craig Hammond
from tkinter import *
from tkinter import ttk
class Application(Frame):
"""A GUI application """
def __init__(self, master):
""" Initialize the Frame"""
ttk.Frame.__init__(self, master)
self.grid()
self.create_widgets()
self.increment_switch = True # used as a switch
def create_widgets(self):
""" create the window layout. """
myFont = ('Lucida Grande', 12)
#create Label Limit Price
self.label2 = Label(self, font=myFont, text="Limit Price").grid(row=0, column=0)
# create a Spinbox
self.spinLimitPrice = Spinbox(self, font=myFont, format='%8.2f',
increment=.01, from_=0.0, to=1000.0, width=7,
textvariable=varLimitPrice)
# when control and up or down arrow are pressed call spinLimitDime()
self.spinLimitPrice.bind('<Control-Button-1>', self.spinLimitDime)
self.spinLimitPrice.grid(row=2, column=3)
def spinLimitIncrement(self, event):
if self.increment_switch == True:
self.spinLimitPrice.configure(increment=0.10)
self.increment_switch = False
else:
self.spinLimitPrice.configure(increment=0.01)
self.increment_switch = True
root = Tk()
root.title("Spinbox")
root.geometry("600x480")
varLimitPrice = StringVar()
app = Application(root)
root.mainloop()
If you have a better way of doing this, please comment below Python code for combobox link
¬¬¬¬¬¬¬¬¬¬Saturday, 8 October 2016
Historical Data Examples Stocks Options Forex Futures
This will be a demo, I created an application on what the different attributes that you will need,
and what data you can show with live examples. The data that you can show is not the same for all
securities for example the list below shows you can only request what is highlighted in yellow.
for a completes list of what to show and the times for requesting historical data you can use go to the following link below:
https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm
https://youtu.be/o8zGr6P-x8w
https://sharpertradingimage.blogspot.com/2018/01/historical-data-examples-stocks-options.html
¬¬¬¬¬¬¬¬¬¬Saturday, 8 October 2016
IB TWS Historical Data in Python
https://youtu.be/2Gb1I2m6fno
Programs you will need to install
Python 3.4 or 3.5 but should work with others versions with small variations.
I am using version 3.5 https://www.python.org/ IBpy
I have a video on YouTube which will show you how to install it Here is a
link https://github.com/blampe/IbPy
Ineractive brokers Traders Workstation
https://www.interactivebrokers.com/en/index.php?f=14099#tws-software
Interactive brokers API (Application Program Interface)
http://interactivebrokers.github.io/
# Make sure you global setting under the API menu are the same as below,
although I don't think you need to check off the Enable DDE clients check box settingsAPI 2
http://localhost/Sharper2/wp-content/uploads/2016/06/settingsAPI-2.jpg
¬¬¬¬¬¬¬¬¬¬Tuesday, 11 October 2016
Python Historical Data 3
In this tutorial you will understand more about what goes into the code to
request historical data for certain trading instruments.
Check out the other properties for Options, Futures, and Forex at the end of the page.
In the video example we will request data for stocks.
This only works with Interactive Brokers Paste this call to a function at
the end of the connect_to_tws function (The highlighted text in yellow below)
# make sure this is included in the connect_to_tws function
self.register_callback_functions()
https://youtu.be/5rL1AvcD5RU
Paste this code after the connect_to_tws function and make sure all your indents are correct
def contract_creation(self):
self.listbox1.delete(0,END) # clears contents of the listbox
self.tws_conn.cancelHistoricalData(5) #cancels historical data
mySymbol = varSymbol.get() # get the symbol from the combobox
contract = self.create_contract(mySymbol,
'STK', # security STK = stock
'SMART', # exchange
'NASDAQ',# primary exchange
'USD') # currency
now = strftime('%Y%m%d %H:%M:%S', localtime(int(time())))
duration = varDuration.get() # get the duration ie. 1 D, 1 M, 1 Y
bar_size = varBarSize.get() # get the bar size ie. 5 mins, 2 mins, 1 day
self.tws_conn.reqHistoricalData(tickerId = 5, # contract number can be any number
contract=contract, # contract detail from above
endDateTime=now, # end date and time
durationStr=duration,
barSizeSetting=bar_size,
whatToShow='TRADES', # what to show ie. MIDPOINT, BID, ASK,
useRTH=1, # Regular trading hours 1 = RTH, 0 = all data
formatDate=1) # 1 = 20161021 09:30:00 2 = Unix time (Epoch)
def register_callback_functions(self):
# Assign server messages handling function.
self.tws_conn.registerAll(self.server_handler)
# Assign error handling function.
self.tws_conn.register(self.error_handler, 'Error')
def error_handler(self, msg):
if msg.typeName == 'error'and msg.id != -1:
print ('Server Error:', msg)
def server_handler(self, msg):
if msg.typeName == 'historicalData':
hd_date = msg.date
hd_open = msg.open
hd_high = msg.high
hd_low = msg.low
hd_close = msg.close
hd_volume = msg.volume
str_date = str(hd_date)
str_open = str(hd_open)
str_high = str(hd_high)
str_low = str(hd_low)
str_close = str(hd_close)
str_volume = str(hd_volume)
# creates a string containing date, open, high, low, close, volume
priceData2 = hd_date+","+str_open+","+str_high+","+str_low+","+str_close+","+str_volume
if 'finished' in hd_date:
pass
else:
str_data = hd_date, hd_open, hd_high, hd_low, hd_close, hd_volume
print (str_data) # prints info to the Python shell
self.listbox1.insert(END, priceData2) # adds info to the listbox
elif msg.typeName == "error" and msg.id != -1:
return
def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
contract = Contract()
contract.m_symbol = symbol
contract.m_secType = sec_type
contract.m_exchange = exch
contract.m_primaryExch = prim_exch
contract.m_currency = curr
return contract
Interactive Brokers API identifies a financial instrument using an object class named contract.
The properties for contract are as follows:
Property Description
conId Contract id for the financial instrument.
symbol Stock symbol or symbol for Options or Futures
secType Type of instrument: Stock=STK, Option=OPT, Future=FUT, etc.
expiry used with Options or Futures: The expiration date format YYYYMMDD
strike Options: The Options Strike Price
right Options: The Options “PUT” or “CALL”
multiplier Contract multiplier for Futures or Options "100"
exchange Destination of order or requested. “SMART” = IB smart order router
primaryExchange Primary listing exchange where the instrument trades. NYSE, NASDAQ, AMEX, BATS, ARCA, etc.
currency Currency of the exchange USD or GBP or CAD or EUR, etc.
http://interactivebrokers.github.io/tws-api/classIBApi_1_1Contract.html#gsc.tab=0
Examples, before a data request is made or before an order is submitted, an object of
class contract will be created and its attributes will be populated with appropriate
values used to identify the financial instrument. For example,
to access market data for Netflix stock, set the properties:
conID = 5 # Contract identifier
symbol = "NFLX" # Netflix stock symbol
secType = "STK" # Security type is a stock (STK)
exchange = "SMART" # Use IB’s Smart Order router to get the prices
primary exchange = "NASDAQ" # Use NASDAQ
currency = "USD" # USD Currency
Historical data limitations Link
http://xavierib.github.io/twsapidocs/historical_limitations.html
To access a September 2016 $40 Call option on Netflix :
I believe there is a data fee for options.
You need to pay for a data feed for the options in order to request data through the API
conID = 3 # Contract ID
symbol = "NFLX" # Netflix’s stock symbol
secType = "OPT" # Security type is an Option (OPT)
expiry = "20170120" # January 20, 2017 Expiry YYYYMMDD
strike = 90 # $90.00 strike price
right = "CALL" # Call option
multiplier = "100" # multiplier 100 shares per contract for options
exchange = "SMART" # Use IB’s Smart Order router to get the prices
currency = "USD" # USD Currency
To access a June 2017 Crude Oil Futures contract set the properties:
conID = 2 # Contract Id
symbol = "CL" # Crude Oil underlying symbol (CL)
secType = "FUT" # Security type is an Future (FUT)
expiry = "20170120" # January 20, 2017 Expiry third Friday of month
exchange = "NYMEX" # Use IB’s Smart Order router to get the prices
To access a foreign exchange quote such as Euro/USD:
conID = 6 # Contract Id
symbol = "EUR" # Euro underlying (base currency) symbol (EUR/USD quote)
secType = "CASH" # Security type is Cash / FX
exchange = "IDEALPRO" # Use the IDEALPRO FX data source
currency = "USD" # Quoted currency is USD
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