last price for multiple symbols - python

I'm trying to get the last price for multiple symbols using ib_insync package, but I don't know how to pass the ib object to the function, and the last price returned from the function is nan. This will be single threaded, so I can use a global variable for ib.
def last_live_price(ib,symbol_in,exchange_in,currency_in):
contract=Stock(symbol=symbol_in,exchange=exchange_in,currency=currency_in)
last_live=ib.reqMktData(contract, genericTickList='', snapshot=True, regulatorySnapshot=False,mktDataOptions=None)
time.sleep(5)
last=last_live.last
return(last)
util.startLoop() # uncomment this line when in a notebook or spynder
ib = IB()
ib.connect('127.0.0.1', 7496,clientId=26)
d = {'symbol':['700', '9988', '2318', '386'],
'exchange':['SEHK','SEHK','SEHK','SEHK'],
'currency':['HKD','HKD','HKD','HKD']
}
hk = pd.DataFrame(data=d)
#how should ib object be passed to the function?
hk['last']=hk.apply(lambda x: ib,last_live_price(symbol_in=x['symbol'],
exchange_in=x['exchange'],
currency_in=x['currency']),axis=1)
#how should ib object be passed to the function?
test_last=last_live_price(ib=ib,symbol_in='CBA',exchange_in='ASX',currency_in='AUD')

This code is working: time.sleep(x) causes a problem so replace it with ib.sleep(x), and getting the full contract via ib.qualifyContracts(contract) is good practice.
def last_live_price(symbol_in,exchange_in,currency_in):
contract=Stock(symbol=symbol_in,exchange=exchange_in,currency=currency_in)
ib.qualifyContracts(contract)
ib.sleep(5)
last_live=ib.reqMktData(contract, genericTickList='', snapshot=True, regulatorySnapshot=False,mktDataOptions=None)
ib.sleep(5)
last=last_live.last
return(last)
d = {'symbol':['NAB', 'CBA', 'ANZ', 'ORG'],
'exchange':['ASX','ASX','ASX','ASX'],
'currency':['AUD','AUD','AUD','AUD'],
'last':[None,None,None,None]
}
stocks = pd.DataFrame(data=d)
stocks['last']=stocks.apply(lambda x: last_live_price(symbol_in=x['symbol'],
exchange_in=x['exchange'],
currency_in=x['currency']),axis=1)

Related

Passing a list within methods in a class

I have a problem with passing a variable from a method to method within a given class.
The code is this (I am practicing beginner):
class Calendar():
def __init__(self,link):
self.link = link
self.request = requests.get(link)
self.request.encoding='UTF-8'
self.soup = BeautifulSoup(self.request.text,'lxml')
def DaysMonth(self):
Dates = []
tds = self.soup.findAll('td', {'class':'action'})
for td in tds:
check = (td.findAll('a')[0].text)
if "Víkendová odstávka" in check:
date = td.findAll('span')[0].text
Dates.append(date)
return Dates
def PrintCal(self):
return ['Víkendová odstávka serverů nastane ' + date + '. den v měsíci.' for date in Dates]
def main(self):
PrintCal(DaysMonth())
I would like to pass the list Dates from the method DaysMonth to the method PrintCal. When I initiate the class, i.e. cal = Calendar('link'), and run cal.PrinCal(), I get that the name Dates has not been defined. If I run cal.DaysMonth(), the output is as expected.
What is the issue here? Thank you!
Dates is a local variable in the DaysMonth method, and is therefore not visible anywhere else. Fortunately, DaysMonth does return Dates, so it's easy to get the value you want. Simply add the following line to your PrintCal method (before the return statement):
Dates = self.DaysMonth()
You are trying to do too much in the Calendar object, particularly in the init method. You don't want to combine the scraping and parsing of a website at the time the object is instantiated. I would use the Calendar object to store and display the results of the scraping/parsing. If you need everything to be object-oriented, than create a separate Scraper/Parser class that handles that part of the logic.
class Calendar():
def __init__(self, dates):
self.dates = dates
def display_dates(self):
return ['Víkendová odstávka serverů nastane ' + date + '. den v měsíci.'
for date in self.dates]
r = requests.get(link, encoding='UTF-8')
soup = BeautifulSoup(r.text,'lxml')
dates = []
for td in soup.findAll('td', {'class':'action'}):
check = (td.findAll('a')[0].text)
if "Víkendová odstávka" in check:
dates.append(td.findAll('span')[0].text)
c = Calendar(dates=dates)
print(c.display_dates)

Placing options order

I am new to python and programming but I am learning. I am trying to send an order through python for options to TWS. I keep getting this error message
"Server Error: Server Response:
error, Traceback (most recent
call last):"
I tried to put an order for stock and it went through but not for options
def create_contract(a,b,c,d):
contract = Contract()
contract.symbol = '%a'
contract.secType = "OPT"
contract.exchange = "SMART"
contract.order_exchange = "SMART"
contract.currency = "USD"
contract.ContractMonth = b
contract.strike = c
contract.right = '%d'
contract.multiplier = "100"
return contract
def create_order(order_type, quantity, action):
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
return order
if __name__ == "__main__":
tws_conn = Connection.create("127.0.0.1", port=7495)
tws_conn.connect()
tws_conn.register(error_handler, 'Error')
tws_conn.registerAll(reply_handler)
order_id = 1
goog_contract = create_contract(tic,hup.cell(2,3).value,hup.cell(2,4).value,hup.cell(2,13).value)
goog_order = create_order('MKT', 1, 'BUY')
tws_conn.placeOrder(order_id, goog_contract, goog_order)
I want to see the option orders goes through TWS. I also would love to see some proper example on how the placeorder parameter should have.
from ib_insync import *
util.startLoop()
ib=IB()
ib.connect("127.0.0.1", 7497, clientId=13)
contract=Option("SPY","20191016", 280,"P","SMART")
ib.qualifyContracts(contract)
order=MarketOrder("Buy",2)
trade=ib.placeOrder(contract,order)
trade
this code will allow. you to buy 2 puts on the "spy" at a 280 strike expiring October 19 2019
It looks like you're using IBPy or a third party wrapper of an IB API? You may want to consider instead using the native Python API from IB, or ib_insync.
If you can place an order for a stock but not an option, the problem is likely in the way the option contract is defined (assuming your paper account has the necessary permissions). There are examples of defining options in the native IB Python API at:
http://interactivebrokers.github.io/tws-api/basic_contracts.html#opt
To say which parameter is incorrect you would have to show the values of a,b,c,d.
You may want to also enable API logging in TWS as described at:
http://interactivebrokers.github.io/tws-api/support.html#tws_logs
for troubleshooting purposes.

Loop and add function component as index

I would like to change the index of the following code. Instead of having 'close' as the index, I want to have the corresponding x from the function. As sometimes like in this example even if i provide 4 curr only 3 are available. Meaning that I cannot add the list as the index after looping as the size changes. Thank you for your help. I should add that even with the set_index(x) the index remain 'close'.
The function daily_price_historical retrieve prices from a public API . There are exactly 7 columns from which I select the the first one (close).
The function:
def daily_price_historical(symbol, comparison_symbol, all_data=False, limit=1, aggregate=1, exchange=''):
url = 'https://min-api.cryptocompare.com/data/histoday?fsym={}&tsym={}&limit={}&aggregate={}'\
.format(symbol.upper(), comparison_symbol.upper(), limit, aggregate)
if exchange:
url += '&e={}'.format(exchange)
if all_data:
url += '&allData=true'
page = requests.get(url)
data = page.json()['Data']
df = pd.DataFrame(data)
df.drop(df.index[-1], inplace=True)
return df
The code:
curr = ['1WO', 'ABX','ADH', 'ALX']
d_price = []
for x in curr:
try:
close = daily_price_historical(x, 'JPY', exchange='CCCAGG').close
d_price.append(close).set_index(x)
except:
pass
d_price = pd.concat(d_price, axis=1)
d_price = d_price.transpose()
print(d_price)
The output:
0
close 2.6100
close 0.3360
close 0.4843
The function daily_price_historical returns a dataframe, so daily_price_historical(x, 'JPY', exchange='CCCAGG').close is a pandas Series. The title of a Series is its name, but you can change it with rename. So you want:
...
close = daily_price_historical(x, 'JPY', exchange='CCCAGG').close
d_price.append(close.rename(x))
...
In your original code, d_price.append(close).set_index(x) raised a AttributeError: 'NoneType' object has no attribute 'set_index' exception because append on a list returns None but the exception was raised after the append and was silently swallowed by the catchall except: pass.
What to remember from that: never use the very dangerous :
try:
...
except:
pass
which hides any error.
Try this small code
import pandas as pd
import requests
curr = ['1WO', 'ABX','ADH', 'ALX']
def daily_price_historical(symbol, comparison_symbol, all_data=False, limit=1, aggregate=1, exchange=''):
url = 'https://min-api.cryptocompare.com/data/histoday?fsym={}&tsym={}&limit={}&aggregate={}'\
.format(symbol.upper(), comparison_symbol.upper(), limit, aggregate)
if exchange:
url += '&e={}'.format(exchange)
if all_data:
url += '&allData=true'
page = requests.get(url)
data = page.json()['Data']
df = pd.DataFrame(data)
df.drop(df.index[-1], inplace=True)
return df
d_price = []
lables_ind = []
for idx, x in enumerate(curr):
try:
close = daily_price_historical(x, 'JPY', exchange='CCCAGG').close
d_price.append(close[0])
lables_ind.append(x)
except:
pass
d_price = pd.DataFrame(d_price,columns=["0"])
d_price.index = lables_ind
print(d_price)
Output
0
1WO 2.6100
ADH 0.3360
ALX 0.4843

How to get the specific token balance available at a give ETH address using web3.py

I am getting started with web.py. I have a requirement where I need to get the available token balance at a given ETH address(this address is not the contract owner), going through the docs I stumble upon the following functiion :
https://web3py.readthedocs.io/en/stable/contracts.html#web3.contract.ContractFunction.call
token_contract.functions.myBalance().call({'from': web3.eth.accounts[1]})
so on the above lines, I wrote this :
from web3 import HTTPProvider, Web3
import requests
w3 = Web3(HTTPProvider('https://ropsten.infura.io/RPw9nHRS7Ue47RaKVvHM'))
url_eth = "https://api.etherscan.io/api"
contract_address = '0x0CdCdA4E7FCDD461Ba82B61cBc4163E1022f22e4'
API_ENDPOINT = url_eth+"?module=contract&action=getabi&address="+str(contract_address)
r = requests.get(url = API_ENDPOINT)
response = r.json()
instance = w3.eth.contract(
address=Web3.toChecksumAddress(contract_address),
abi = response["result"]
)
send_address = "0xF35A192475527f80EfcfeE5040C8B5BBB596F69A"
balance = instance.functions.balance_of.call({'from':send_address})
#balnce = instance.functions.myBalance.call({'from':send_address})
print("----------------------",balance)
I get the following error :
"Are you sure you provided the correct contract abi?"
web3.exceptions.MismatchedABI: ("The function 'balance_of' was not foundin this contract's abi. ", 'Are you sure you provided the correct contract abi?')
**Update ** I got rid of the above exception, now I'm getting the following exception :
send_address = "0xF35A192475527f80EfcfeE5040C8B5BBB596F69A"
balance = instance.functions.balanceOf.call(send_address)
#Error :
call_transaction = dict(**transaction)
TypeError: type object argument after ** must be a mapping, not str
If I try this :
send_address = "0xF35A192475527f80EfcfeE5040C8B5BBB596F69A"
balance = instance.functions.balanceOf.call({'from':send_address})
#Error:
AttributeError: 'balanceOf' object has no attribute 'args'
In the last code sample try to modify the second line to look like this: balance = instance.functions.balanceOf().call({'from':send_address}). The parenthesis after balance of are the arguments you are passing to the solidity function.
you have to see if the contract has the function "balance_of". At the time of executing
balance = instance.functions.balanceOf.call(send_address)
You are executing the balance_of function of the contract, if the contract does not have that function it gives the error
This works for sure as of today:
send_address = "0xF35A192475527f80EfcfeE5040C8B5BBB596F69A"
balance = instance.functions.balanceOf(send_address).call()

ValueError: timestamp out of range for platform localtime()/gmtime() function

I have a class assignment to write a python program to download end-of-day data last 25 years the major global stock market indices from Yahoo Finance:
Dow Jones Index (USA)
S&P 500 (USA)
NASDAQ (USA)
DAX (Germany)
FTSE (UK)
HANGSENG (Hong Kong)
KOSPI (Korea)
CNX NIFTY (India)
Unfortunately, when I run the program an error occurs.
File "C:\ProgramData\Anaconda2\lib\site-packages\yahoofinancials__init__.py", line 91, in format_date
form_date = datetime.datetime.fromtimestamp(int(in_date)).strftime('%Y-%m-%d')
ValueError: timestamp out of range for platform localtime()/gmtime() function
If you see below, you can see the code that I have written. I'm trying to debug my mistakes. Can you help me out please? Thanks
from yahoofinancials import YahooFinancials
import pandas as pd
# Select Tickers and stock history dates
index1 = '^DJI'
index2 = '^GSPC'
index3 = '^IXIC'
index4 = '^GDAXI'
index5 = '^FTSE'
index6 = '^HSI'
index7 = '^KS11'
index8 = '^NSEI'
freq = 'daily'
start_date = '1993-06-30'
end_date = '2018-06-30'
# Function to clean data extracts
def clean_stock_data(stock_data_list):
new_list = []
for rec in stock_data_list:
if 'type' not in rec.keys():
new_list.append(rec)
return new_list
# Construct yahoo financials objects for data extraction
dji_financials = YahooFinancials(index1)
gspc_financials = YahooFinancials(index2)
ixic_financials = YahooFinancials(index3)
gdaxi_financials = YahooFinancials(index4)
ftse_financials = YahooFinancials(index5)
hsi_financials = YahooFinancials(index6)
ks11_financials = YahooFinancials(index7)
nsei_financials = YahooFinancials(index8)
# Clean returned stock history data and remove dividend events from price history
daily_dji_data = clean_stock_data(dji_financials
.get_historical_stock_data(start_date, end_date, freq)[index1]['prices'])
daily_gspc_data = clean_stock_data(gspc_financials
.get_historical_stock_data(start_date, end_date, freq)[index2]['prices'])
daily_ixic_data = clean_stock_data(ixic_financials
.get_historical_stock_data(start_date, end_date, freq)[index3]['prices'])
daily_gdaxi_data = clean_stock_data(gdaxi_financials
.get_historical_stock_data(start_date, end_date, freq)[index4]['prices'])
daily_ftse_data = clean_stock_data(ftse_financials
.get_historical_stock_data(start_date, end_date, freq)[index5]['prices'])
daily_hsi_data = clean_stock_data(hsi_financials
.get_historical_stock_data(start_date, end_date, freq)[index6]['prices'])
daily_ks11_data = clean_stock_data(ks11_financials
.get_historical_stock_data(start_date, end_date, freq)[index7]['prices'])
daily_nsei_data = clean_stock_data(nsei_financials
.get_historical_stock_data(start_date, end_date, freq)[index8]['prices'])
stock_hist_data_list = [{'^DJI': daily_dji_data}, {'^GSPC': daily_gspc_data}, {'^IXIC': daily_ixic_data},
{'^GDAXI': daily_gdaxi_data}, {'^FTSE': daily_ftse_data}, {'^HSI': daily_hsi_data},
{'^KS11': daily_ks11_data}, {'^NSEI': daily_nsei_data}]
# Function to construct data frame based on a stock and it's market index
def build_data_frame(data_list1, data_list2, data_list3, data_list4, data_list5, data_list6, data_list7, data_list8):
data_dict = {}
i = 0
for list_item in data_list2:
if 'type' not in list_item.keys():
data_dict.update({list_item['formatted_date']: {'^DJI': data_list1[i]['close'], '^GSPC': list_item['close'],
'^IXIC': data_list3[i]['close'], '^GDAXI': data_list4[i]['close'],
'^FTSE': data_list5[i]['close'], '^HSI': data_list6[i]['close'],
'^KS11': data_list7[i]['close'], '^NSEI': data_list8[i]['close']}})
i += 1
tseries = pd.to_datetime(list(data_dict.keys()))
df = pd.DataFrame(data=list(data_dict.values()), index=tseries,
columns=['^DJI', '^GSPC', '^IXIC', '^GDAXI', '^FTSE', '^HSI', '^KS11', '^NSEI']).sort_index()
return df
Your problem is your datetime stamps are in the wrong format. If you look at the error code it clugely tells you:
datetime.datetime.fromtimestamp(int(in_date)).strftime('%Y-%m-%d')
Notice the int(in_date) part?
It wants the unix timestamp. There are several ways to get this, out of the time module or the calendar module, or using Arrow.
import datetime
import calendar
date = datetime.datetime.strptime("1993-06-30", "%Y-%m-%d")
start_date = calendar.timegm(date.utctimetuple())
* UPDATED *
OK so I fixed up to the dataframes portion. Here is my current code:
# Select Tickers and stock history dates
index = {'DJI' : YahooFinancials('^DJI'),
'GSPC' : YahooFinancials('^GSPC'),
'IXIC':YahooFinancials('^IXIC'),
'GDAXI':YahooFinancials('^GDAXI'),
'FTSE':YahooFinancials('^FTSE'),
'HSI':YahooFinancials('^HSI'),
'KS11':YahooFinancials('^KS11'),
'NSEI':YahooFinancials('^NSEI')}
freq = 'daily'
start_date = '1993-06-30'
end_date = '2018-06-30'
# Clean returned stock history data and remove dividend events from price history
daily = {}
for k in index:
tmp = index[k].get_historical_stock_data(start_date, end_date, freq)
if tmp:
daily[k] = tmp['^{}'.format(k)]['prices'] if 'prices' in tmp['^{}'.format(k)] else []
Unfortunately I had to fix a couple things in the yahoo module. For the class YahooFinanceETL:
#staticmethod
def format_date(in_date, convert_type):
try:
x = int(in_date)
convert_type = 'standard'
except:
convert_type = 'unixstamp'
if convert_type == 'standard':
if in_date < 0:
form_date = datetime.datetime(1970, 1, 1) + datetime.timedelta(seconds=in_date)
else:
form_date = datetime.datetime.fromtimestamp(int(in_date)).strftime('%Y-%m-%d')
else:
split_date = in_date.split('-')
d = date(int(split_date[0]), int(split_date[1]), int(split_date[2]))
form_date = int(time.mktime(d.timetuple()))
return form_date
AND:
# private static method to scrap data from yahoo finance
#staticmethod
def _scrape_data(url, tech_type, statement_type):
response = requests.get(url)
soup = BeautifulSoup(response.content, "html.parser")
script = soup.find("script", text=re.compile("root.App.main")).text
data = loads(re.search("root.App.main\s+=\s+(\{.*\})", script).group(1))
if tech_type == '' and statement_type != 'history':
stores = data["context"]["dispatcher"]["stores"]["QuoteSummaryStore"]
elif tech_type != '' and statement_type != 'history':
stores = data["context"]["dispatcher"]["stores"]["QuoteSummaryStore"][tech_type]
else:
if "HistoricalPriceStore" in data["context"]["dispatcher"]["stores"] :
stores = data["context"]["dispatcher"]["stores"]["HistoricalPriceStore"]
else:
stores = data["context"]["dispatcher"]["stores"]["QuoteSummaryStore"]
return stores
You will want to look at the daily dict, and rewrite your build_data_frame function, which it should be a lot simpler now since you are working with a dictionary already.
I am actually the maintainer and author of YahooFinancials. I just saw this post and wanted to personally apologize for the inconvenience and let you all know I will be working on fixing the module this evening.
Could you please open an issue on the module's Github page detailing this?
It would also be very helpful to know which version of python you were running when you encountered these issues.
https://github.com/JECSand/yahoofinancials/issues
I am at work right now, however as soon as I get home in ~7 hours or so I will attempt to code a fix and release it. I'll also work on the exception handling. I try my best to maintain this module, but my day (and often night time) job is rather demanding. I will report back with the final results of these fixes and publish to pypi when it is done and stable.
Also if anyone else has any feedback or personal fixes made you can offer, it would be a huge huge help in fixing this. Proper credit will be given of course. I am also in desperate need of contributers, so if anyone is interested in that as well let me know. I am really wanting to take YahooFinancials to the next level and have this project become a stable and reliable alternative for free financial data for python projects.
Thank you for your patience and for using YahooFinancials.

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