update,
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louiscklaw
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[InternetShortcut]
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URL=https://www.cirium.com/thoughtcloud/most-on-time-airlines-airports-of-2023-unveiled-by-cirium/
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bennchung1983/POWERPNT_dyXbeJCnDr.png
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git status .
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@pause
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git add .
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git commit -m"update bennchung1983,"
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start git push
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bennchung1983/slide.pptx
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bettyphan789/Assignment2.pdf
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bettyphan789/Assignment2_student.ipynb
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||||
{
|
||||
"cells": [
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 1,
|
||||
"id": "d7e90f45",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"#### Pandas is for using data structures\n",
|
||||
"import pandas as pd\n",
|
||||
"# statsmodels contain modules for regression and time series analysis\n",
|
||||
"import statsmodels.api as sm\n",
|
||||
"# numpy is for numerical computing of array and mayatrix\n",
|
||||
"import numpy as np\n",
|
||||
"# Matplotlib, Seaborn: plotting package\n",
|
||||
"import matplotlib.pyplot as plt\n",
|
||||
"import seaborn as sns \n",
|
||||
"# matplotlib Showing the plot right after the current code \n",
|
||||
"%matplotlib inline\n",
|
||||
"import warnings\n",
|
||||
"warnings.filterwarnings('ignore')\n",
|
||||
"# basic statistics package\n",
|
||||
"import scipy.stats as stats\n",
|
||||
"from statsmodels.stats.outliers_influence import variance_inflation_factor\n",
|
||||
"import datetime"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 2,
|
||||
"id": "5159ee37",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"# functions from last lab\n",
|
||||
"def four_in_one(dataframe,model):\n",
|
||||
" fitted_y = model.fittedvalues\n",
|
||||
" studentized_residuals = model.get_influence().resid_studentized_internal\n",
|
||||
" plt.figure(figsize=(10,10))\n",
|
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" ax1 = plt.subplot(221)\n",
|
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" stats.probplot(studentized_residuals, dist=\"norm\", plot=plt)\n",
|
||||
" ax1.set_title('Normal Q-Q')\n",
|
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" ax1.set_xlabel('Normal Quantiles')\n",
|
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" ax1.set_ylabel('Studentized Residuals');\n",
|
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"\n",
|
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" ax2 = plt.subplot(222)\n",
|
||||
" ax2.hist(studentized_residuals)\n",
|
||||
" ax2.set_xlabel('Studentized Residuals')\n",
|
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" ax2.set_ylabel('Count')\n",
|
||||
" ax2.set_title('Histogram')\n",
|
||||
"\n",
|
||||
" ax3 = plt.subplot(223)\n",
|
||||
" t = range(dataframe.shape[0])\n",
|
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" ax3.scatter(t, studentized_residuals)\n",
|
||||
" ax3.set_xlabel('Observation order')\n",
|
||||
" ax3.set_ylabel('Residuals')\n",
|
||||
" ax3.set_title('Time series plot of studentized residuals')\n",
|
||||
"\n",
|
||||
" ax4 = plt.subplot(224)\n",
|
||||
" temp = pd.DataFrame({'fitted_y':fitted_y,'studentized_residuals':studentized_residuals})\n",
|
||||
" ax4 = sns.residplot(data=temp,x=fitted_y, y=studentized_residuals,\n",
|
||||
" lowess=True,\n",
|
||||
" scatter_kws={'alpha': 0.5},\n",
|
||||
" line_kws={'color': 'red', 'lw': 1, 'alpha': 0.8})\n",
|
||||
" ax4.set_title('Internally Studentized Residuals vs Fitted values')\n",
|
||||
" ax4.set_xlabel('Fitted values')\n",
|
||||
" ax4.set_ylabel('Studentized Residuals');\n",
|
||||
" \n",
|
||||
"def getvif(X):\n",
|
||||
" X = sm.add_constant(X)\n",
|
||||
" vif = pd.DataFrame()\n",
|
||||
" vif[\"VIF\"] = [variance_inflation_factor(X.values, i) for i in range(X.shape[1])]\n",
|
||||
" vif[\"Predictors\"] = X.columns\n",
|
||||
" return(vif.drop(index = 0).round(2)) "
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 3,
|
||||
"id": "16326102",
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/html": [
|
||||
"<div>\n",
|
||||
"<style scoped>\n",
|
||||
" .dataframe tbody tr th:only-of-type {\n",
|
||||
" vertical-align: middle;\n",
|
||||
" }\n",
|
||||
"\n",
|
||||
" .dataframe tbody tr th {\n",
|
||||
" vertical-align: top;\n",
|
||||
" }\n",
|
||||
"\n",
|
||||
" .dataframe thead th {\n",
|
||||
" text-align: right;\n",
|
||||
" }\n",
|
||||
"</style>\n",
|
||||
"<table border=\"1\" class=\"dataframe\">\n",
|
||||
" <thead>\n",
|
||||
" <tr style=\"text-align: right;\">\n",
|
||||
" <th></th>\n",
|
||||
" <th>rBH</th>\n",
|
||||
" <th>rSP</th>\n",
|
||||
" <th>SmB</th>\n",
|
||||
" <th>HmL</th>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>Date</th>\n",
|
||||
" <th></th>\n",
|
||||
" <th></th>\n",
|
||||
" <th></th>\n",
|
||||
" <th></th>\n",
|
||||
" </tr>\n",
|
||||
" </thead>\n",
|
||||
" <tbody>\n",
|
||||
" <tr>\n",
|
||||
" <th>1/2/2009</th>\n",
|
||||
" <td>-0.121807</td>\n",
|
||||
" <td>-0.109931</td>\n",
|
||||
" <td>0.0005</td>\n",
|
||||
" <td>-0.0695</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>1/3/2009</th>\n",
|
||||
" <td>0.103053</td>\n",
|
||||
" <td>0.085404</td>\n",
|
||||
" <td>0.0004</td>\n",
|
||||
" <td>0.0348</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>1/4/2009</th>\n",
|
||||
" <td>0.084198</td>\n",
|
||||
" <td>0.093925</td>\n",
|
||||
" <td>0.0539</td>\n",
|
||||
" <td>0.0536</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>1/5/2009</th>\n",
|
||||
" <td>-0.025532</td>\n",
|
||||
" <td>0.053081</td>\n",
|
||||
" <td>-0.0252</td>\n",
|
||||
" <td>0.0027</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>1/6/2009</th>\n",
|
||||
" <td>-0.017467</td>\n",
|
||||
" <td>0.000196</td>\n",
|
||||
" <td>0.0263</td>\n",
|
||||
" <td>-0.0273</td>\n",
|
||||
" </tr>\n",
|
||||
" </tbody>\n",
|
||||
"</table>\n",
|
||||
"</div>"
|
||||
],
|
||||
"text/plain": [
|
||||
" rBH rSP SmB HmL\n",
|
||||
"Date \n",
|
||||
"1/2/2009 -0.121807 -0.109931 0.0005 -0.0695\n",
|
||||
"1/3/2009 0.103053 0.085404 0.0004 0.0348\n",
|
||||
"1/4/2009 0.084198 0.093925 0.0539 0.0536\n",
|
||||
"1/5/2009 -0.025532 0.053081 -0.0252 0.0027\n",
|
||||
"1/6/2009 -0.017467 0.000196 0.0263 -0.0273"
|
||||
]
|
||||
},
|
||||
"execution_count": 3,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"data = pd.read_csv(\"BH2009-2022.csv\",index_col=0)\n",
|
||||
"data.head()"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 4,
|
||||
"id": "7fd1d118",
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/plain": [
|
||||
"(167, 4)"
|
||||
]
|
||||
},
|
||||
"execution_count": 4,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"data.shape"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "09cc26c8",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"# Part I: CAPM model"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "ebaa4598-7164-4b6c-ac8d-7d674fa4ee4f",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Task 1: Split the data into train (first 155 observations) and test (remaining 12 observations) set"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "095d1d13",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"train = $$code here$$\n",
|
||||
"test = $$code here$$"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "c0a06748",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"train.shape, test.shape"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "abff4aee-07cb-4ddd-8cd2-7f909b217b41",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"Y = train[\"rBH\"]\n",
|
||||
"X = train[\"rSP\"]"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "f84493d2-6484-4e62-a196-888c72c657f4",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Task 2: Using training set, fit a simple regression model(SLR). Report the adjusted R-square of the model."
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "76e5007b-ec3f-4271-9c25-afd7cb2bd028",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"SLR = $$code here$$\n",
|
||||
"print(SLR.summary())"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "b9fd7ede-dabc-47d9-918f-021ee1fae9b4",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Report the adjusted R-square of the model.\n",
|
||||
" "
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "3af44ff8",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"# Part II: Multiple Regression Model"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "3f8158d8-1c42-4226-99c3-0d04a026df5b",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Task 3: Using training set, fit a multiple regression model with SmB and HmL explanatory variables in addition to rSP (MLR). Report the adjusted R-square of the model."
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "1f2dfad6",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"X = $$code here$$\n",
|
||||
"MLR = $$code here$$\n",
|
||||
"print(MLR.summary())"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "18e59124-7f05-414a-9284-fde621aa94cc",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Report the adjusted R-square of the model.\n",
|
||||
" "
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "fcb66422-678b-4d10-9aea-e56ae1c0adfa",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Task 4: Checking the multicollinearity problem among rSP, SmB and HmL by \n",
|
||||
" i) Scatter plot matrix \n",
|
||||
" ii) VIF. \n",
|
||||
"#### Is the multicollinearity problem exist?"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "284873a2",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"$$code here$$ #<--code for scatter plot matrix"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "cad9bd49-5030-4a95-a5b5-ae8677092fbe",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"$$code here$$ #<--code for VIF"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "aea04a9e",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Is the multicollinearity problem exist?"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "88eb43de",
|
||||
"metadata": {},
|
||||
"source": []
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "ece7bda1-23e4-47e5-84ba-d0ab6eff9f06",
|
||||
"metadata": {
|
||||
"tags": []
|
||||
},
|
||||
"source": [
|
||||
"### Task 5: From the fitted multiple regression model in Task 3\n",
|
||||
" i) Is the model as a whole useful at 5% significant level? \n",
|
||||
" ii) Which of them is not an useful explanatory variable at 5% significant level?"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "413b5d9a-44c6-4f4e-91c4-3f82317b2b00",
|
||||
"metadata": {},
|
||||
"source": []
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "fe0773af-c6ee-4dce-97c6-fe33af6310b8",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Task 6: Execute model diagnostic on the model fitted from Task3 using the “four_in_one” function. Comment on the normality, constant variance assumption.\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "0b372cd7",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"$$code here$$ #<--code for “four_in_one” function"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "919fcacf",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Comment on the normality, constant variance assumption."
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "52ff227e",
|
||||
"metadata": {},
|
||||
"source": []
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "5b40b212",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"# Part IV: Model Performance"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "8cc559dd-6a77-4289-a451-ede8d00bbf90",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Task 7: Compare the predictive power between SLR and MLR using the test set. Which one perform better in prediction?"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "6e74fa4c",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"Test_X_SLR = test['rSP']\n",
|
||||
"Test_X_MLR = $$code here$$\n",
|
||||
"\n",
|
||||
"Test_Y_SLR = SLR.predict(sm.add_constant(Test_X_SLR))\n",
|
||||
"Test_Y_MLR = $$code here$$"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "d5af214f",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"Test_Y = test[\"rBH\"]\n",
|
||||
"\n",
|
||||
"from sklearn.metrics import mean_squared_error\n",
|
||||
"rmse_SLR = np.sqrt(mean_squared_error(Test_Y, Test_Y_SLR))\n",
|
||||
"rmse_MLR = $$code here$$\n",
|
||||
"print(\"RMSE for test set (SLR): \", rmse_SLR)\n",
|
||||
"print(\"RMSE for test set (MLR): \", rmse_MLR)"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "bd0c8483",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"### Which one perform better in prediction?"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "markdown",
|
||||
"id": "36d05636",
|
||||
"metadata": {},
|
||||
"source": []
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "f203f98c-2e57-4262-8fd8-5209825817af",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": []
|
||||
}
|
||||
],
|
||||
"metadata": {
|
||||
"kernelspec": {
|
||||
"display_name": "Python 3 (ipykernel)",
|
||||
"language": "python",
|
||||
"name": "python3"
|
||||
},
|
||||
"language_info": {
|
||||
"codemirror_mode": {
|
||||
"name": "ipython",
|
||||
"version": 3
|
||||
},
|
||||
"file_extension": ".py",
|
||||
"mimetype": "text/x-python",
|
||||
"name": "python",
|
||||
"nbconvert_exporter": "python",
|
||||
"pygments_lexer": "ipython3",
|
||||
"version": "3.10.9"
|
||||
}
|
||||
},
|
||||
"nbformat": 4,
|
||||
"nbformat_minor": 5
|
||||
}
|
||||
168
bettyphan789/BH2009-2022.csv
Normal file
168
bettyphan789/BH2009-2022.csv
Normal file
@@ -0,0 +1,168 @@
|
||||
Date,rBH,rSP,SmB,HmL
|
||||
1/2/2009,-0.121807334,-0.109931198,0.0005,-0.0695
|
||||
1/3/2009,0.103053435,0.085404462,0.0004,0.0348
|
||||
1/4/2009,0.084198385,0.093925079,0.0539,0.0536
|
||||
1/5/2009,-0.025531915,0.053081446,-0.0252,0.0027
|
||||
1/6/2009,-0.017467249,0.000195827,0.0263,-0.0273
|
||||
1/7/2009,0.077777778,0.074141727,0.0187,0.0484
|
||||
1/8/2009,0.039690722,0.033560189,-0.0108,0.0763
|
||||
1/9/2009,0.001487357,0.035723346,0.0243,0.0104
|
||||
1/10/2009,-0.01980198,-0.019762001,-0.0434,-0.042
|
||||
1/11/2009,0.016161616,0.057364062,-0.0239,-0.0034
|
||||
1/12/2009,-0.013916501,0.017770571,0.0604,-0.0017
|
||||
1/1/2010,0.155241935,-0.036974246,0.004,0.0043
|
||||
1/2/2010,0.045375218,0.028513689,0.0119,0.0323
|
||||
1/3/2010,0.016694491,0.058796426,0.0148,0.0221
|
||||
1/4/2010,-0.05316092,0.01475923,0.0487,0.0289
|
||||
1/5/2010,-0.081638847,-0.081975842,0.0009,-0.0244
|
||||
1/6/2010,0.133037485,-0.053882442,-0.0182,-0.047
|
||||
1/7/2010,-0.025,0.06877785,0.0022,-0.0033
|
||||
1/8/2010,0.014316239,-0.047449184,-0.0298,-0.0193
|
||||
1/9/2010,0.049083632,0.087551103,0.0397,-0.0318
|
||||
1/10/2010,-0.041767068,0.036855994,0.0119,-0.0251
|
||||
1/11/2010,0.007544007,-0.00229025,0.0374,-0.0092
|
||||
1/12/2010,0.002079867,0.06530004,0.0069,0.0376
|
||||
1/1/2011,0.016396845,0.022645574,-0.0245,0.0075
|
||||
1/2/2011,0.072493363,0.031956564,0.0153,0.0127
|
||||
1/3/2011,-0.045696877,-0.001047313,0.0256,-0.0185
|
||||
1/4/2011,-0.004389465,0.02849538,-0.0033,-0.0249
|
||||
1/5/2011,-0.047895792,-0.013500953,-0.0067,-0.02
|
||||
1/6/2011,-0.022479478,-0.018257461,-0.0015,-0.0039
|
||||
1/7/2011,-0.039662375,-0.021474426,-0.0127,-0.009
|
||||
1/8/2011,-0.015524664,-0.056791107,-0.0305,-0.0236
|
||||
1/9/2011,-0.027047709,-0.071761988,-0.0331,-0.0172
|
||||
1/10/2011,0.095037453,0.107723039,0.0328,0.001
|
||||
1/11/2011,0.013253527,-0.005058715,-0.0016,-0.0045
|
||||
1/12/2011,-0.031603376,0.008532764,-0.0059,0.0163
|
||||
1/1/2012,0.027624069,0.043583062,0.0203,-0.0097
|
||||
1/2/2012,7.63E-05,0.040589464,-0.0185,0.0043
|
||||
1/3/2012,0.033628979,0.031332315,-0.0065,0.0114
|
||||
1/4/2012,-0.00902379,-0.007497453,-0.0041,-0.0078
|
||||
1/5/2012,-0.016142384,-0.062650726,0.0007,-0.0106
|
||||
1/6/2012,0.05128313,0.039554982,0.0067,0.0062
|
||||
1/7/2012,0.020008804,0.012597574,-0.0277,-0.0002
|
||||
1/8/2012,-0.006944172,0.01976337,0.0048,0.013
|
||||
1/9/2012,0.048514539,0.024236154,0.0051,0.016
|
||||
1/10/2012,-0.024076865,-0.01978941,-0.0116,0.0359
|
||||
1/11/2012,0.018617042,0.002846717,0.0064,-0.0084
|
||||
1/12/2012,0.016252767,0.00706823,0.015,0.0351
|
||||
1/1/2013,0.08813218,0.050428097,0.0033,0.0096
|
||||
1/2/2013,0.046101114,0.011060649,-0.0028,0.0011
|
||||
1/3/2013,0.024115334,0.035987724,0.0081,-0.0019
|
||||
1/4/2013,0.017404658,0.018085768,-0.0236,0.0045
|
||||
1/5/2013,0.077358491,0.020762812,0.0173,0.0263
|
||||
1/6/2013,-0.015761821,-0.014999302,0.0133,0.0003
|
||||
1/7/2013,0.03143535,0.04946208,0.0186,0.0057
|
||||
1/8/2013,-0.039390454,-0.031298019,0.0028,-0.0269
|
||||
1/9/2013,0.020113738,0.029749523,0.0291,-0.0122
|
||||
1/10/2013,0.015163429,0.044595753,-0.0156,0.0125
|
||||
1/11/2013,0.010150641,0.028049472,0.0129,0.0032
|
||||
1/12/2013,0.018025751,0.023562792,-0.0045,-0.0002
|
||||
1/1/2014,-0.047155705,-0.035582906,0.009,-0.0207
|
||||
1/2/2014,0.024759455,0.04311703,0.0037,-0.0031
|
||||
1/3/2014,0.078534092,0.006932166,-0.0185,0.0493
|
||||
1/4/2014,0.0316253,0.006200789,-0.042,0.0117
|
||||
1/5/2014,-0.006596818,0.02103028,-0.0188,-0.0013
|
||||
1/6/2014,-0.0109375,0.019058332,0.0308,-0.007
|
||||
1/7/2014,-0.009352291,-0.015079831,-0.0429,0.0003
|
||||
1/8/2014,0.094384555,0.037655295,0.004,-0.0045
|
||||
1/9/2014,0.004954342,-0.015513837,-0.0372,-0.0134
|
||||
1/10/2014,0.014983084,0.023201461,0.042,-0.0181
|
||||
1/11/2014,0.062214286,0.024533589,-0.0206,-0.0309
|
||||
1/12/2014,0.0131576,-0.004188588,0.0249,0.0227
|
||||
1/1/2015,-0.044845133,-0.031040806,-0.0055,-0.0358
|
||||
1/2/2015,0.02462187,0.054892511,0.0061,-0.0186
|
||||
1/3/2015,-0.016638032,-0.017396107,0.0304,-0.0037
|
||||
1/4/2015,-0.018850575,0.00852082,-0.0303,0.0182
|
||||
1/5/2015,0.00656045,0.010491382,0.0092,-0.0114
|
||||
1/6/2015,-0.04632216,-0.021011672,0.029,-0.0079
|
||||
1/7/2015,0.044666829,0.01974203,-0.0419,-0.0413
|
||||
1/8/2015,-0.053593458,-0.062580818,0.0033,0.0277
|
||||
1/9/2015,-0.035999427,-0.026442832,-0.0263,0.0056
|
||||
1/10/2015,0.047920508,0.082983118,-0.0187,-0.0046
|
||||
1/11/2015,-0.015816536,0.000504869,0.0359,-0.0042
|
||||
1/12/2015,-0.017679778,-0.017530185,-0.0282,-0.0261
|
||||
1/1/2016,-0.017391304,-0.050735322,-0.0343,0.0209
|
||||
1/2/2016,0.042164026,-0.00412836,0.0071,-0.0057
|
||||
1/3/2016,0.05378786,0.065991115,0.0082,0.0119
|
||||
1/4/2016,0.026001405,0.002699398,0.0074,0.0328
|
||||
1/5/2016,-0.033356164,0.015324602,-0.0018,-0.0166
|
||||
1/6/2016,0.024941543,0.000910921,0.006,-0.0148
|
||||
1/7/2016,-0.004493605,0.035609801,0.0251,-0.0127
|
||||
1/8/2016,0.045185185,-0.001219243,0.0118,0.0313
|
||||
1/9/2016,-0.042257264,-0.001234451,0.0213,-0.0123
|
||||
1/10/2016,-0.002404958,-0.019425679,-0.0442,0.0412
|
||||
1/11/2016,0.098748261,0.034174522,0.0567,0.0819
|
||||
1/12/2016,0.030046414,0.018200762,0.0008,0.0356
|
||||
1/1/2017,0.007615076,0.017884358,-0.0114,-0.0276
|
||||
1/2/2017,0.045206927,0.03719816,-0.0202,-0.0168
|
||||
1/3/2017,-0.028199144,-0.000389197,0.0114,-0.0332
|
||||
1/4/2017,-0.008284971,0.009091209,0.0072,-0.021
|
||||
1/5/2017,0.002663653,0.011576251,-0.0252,-0.0378
|
||||
1/6/2017,0.025197231,0.004813775,0.0223,0.0148
|
||||
1/7/2017,0.031747154,0.019348826,-0.0146,-0.0024
|
||||
1/8/2017,0.032969793,0.000546433,-0.0167,-0.0209
|
||||
1/9/2017,0.012120096,0.019302979,0.0446,0.0312
|
||||
1/10/2017,0.020856082,0.022188135,-0.0193,0.0021
|
||||
1/11/2017,0.039326844,0.028082628,-0.0058,-0.0008
|
||||
1/12/2017,0.020926244,0.00983163,-0.0132,0.0005
|
||||
1/1/2018,0.086609543,0.056178704,-0.0315,-0.0133
|
||||
1/2/2018,-0.040587553,-0.038947372,0.0023,-0.0107
|
||||
1/3/2018,-0.035938759,-0.026884499,0.0405,-0.0023
|
||||
1/4/2018,-0.028251421,0.002718775,0.0114,0.0054
|
||||
1/5/2018,-0.011869947,0.021608342,0.0526,-0.0318
|
||||
1/6/2018,-0.017966574,0.004842436,0.0115,-0.0233
|
||||
1/7/2018,0.069174585,0.036021556,-0.0222,0.0047
|
||||
1/8/2018,0.047255845,0.030263211,0.0112,-0.0399
|
||||
1/9/2018,0.013299557,0.004294287,-0.0228,-0.0169
|
||||
1/10/2018,-0.038421875,-0.069403356,-0.0477,0.0344
|
||||
1/11/2018,0.059456297,0.017859357,-0.0068,0.0027
|
||||
1/12/2018,-0.061349693,-0.091776895,-0.0238,-0.0186
|
||||
1/1/2019,0.017973856,0.078684402,0.029,-0.0045
|
||||
1/2/2019,-0.029855538,0.029728889,0.0205,-0.0268
|
||||
1/3/2019,-0.003259431,0.017924256,-0.0303,-0.041
|
||||
1/4/2019,0.079229122,0.039313498,-0.0174,0.0214
|
||||
1/5/2019,-0.086194168,-0.065777731,-0.0131,-0.0234
|
||||
1/6/2019,0.071669023,0.068930164,0.0028,-0.0072
|
||||
1/7/2019,-0.03041935,0.013128152,-0.0193,0.0047
|
||||
1/8/2019,-0.018103711,-0.018091627,-0.0236,-0.0476
|
||||
1/9/2019,0.028883654,0.017181178,-0.0097,0.0674
|
||||
1/10/2019,0.022791118,0.020431771,0.0029,-0.0192
|
||||
1/11/2019,0.036232634,0.034047037,0.0078,-0.0201
|
||||
1/12/2019,0.027519327,0.028589819,0.0073,0.0176
|
||||
1/1/2020,-0.010583351,-0.001628093,-0.031,-0.0622
|
||||
1/2/2020,-0.080060477,-0.084110484,0.0107,-0.0379
|
||||
1/3/2020,-0.120014494,-0.125119282,-0.0488,-0.1397
|
||||
1/4/2020,0.035661765,0.126844038,0.0249,-0.0123
|
||||
1/5/2020,-0.01086262,0.04528182,0.0248,-0.0489
|
||||
1/6/2020,-0.040697674,0.018388396,0.027,-0.0217
|
||||
1/7/2020,0.098507295,0.055101321,-0.0232,-0.0138
|
||||
1/8/2020,0.115549789,0.070064667,-0.0022,-0.0295
|
||||
1/9/2020,-0.023076688,-0.03922797,0.0004,-0.0268
|
||||
1/10/2020,-0.054690454,-0.027665786,0.0436,0.0421
|
||||
1/11/2020,0.136158678,0.107545635,0.0582,0.0214
|
||||
1/12/2020,0.012007984,0.037121459,0.0489,-0.0151
|
||||
1/1/2021,-0.010680965,-0.011136661,0.0734,0.0296
|
||||
1/2/2021,0.059517582,0.026091451,0.0206,0.0718
|
||||
1/3/2021,0.057935158,0.042438633,-0.0237,0.074
|
||||
1/4/2021,0.069478509,0.052425321,-0.0319,-0.0094
|
||||
1/5/2021,0.056969697,0.005486489,-0.0025,0.0708
|
||||
1/6/2021,-0.039905963,0.02221401,0.017,-0.0782
|
||||
1/7/2021,0.000714284,0.022748055,-0.0399,-0.0176
|
||||
1/8/2021,0.02625925,0.028990416,-0.0043,-0.0016
|
||||
1/9/2021,-0.043082112,-0.047569169,0.0072,0.0508
|
||||
1/10/2021,0.052319151,0.069143836,-0.0235,-0.0048
|
||||
1/11/2021,-0.037019926,-0.008333706,-0.0132,-0.0044
|
||||
1/12/2021,0.081045683,0.043612914,-0.0166,0.0328
|
||||
1/1/2022,0.042477511,-0.052585165,-0.0594,0.1275
|
||||
1/2/2022,0.013622673,-0.031360492,0.0223,0.0304
|
||||
1/3/2022,0.110700224,0.035773288,-0.016,-0.018
|
||||
1/4/2022,-0.084286689,-0.087956712,-0.0141,0.0619
|
||||
1/5/2022,-0.021245406,5.31776E-05,-0.0185,0.0841
|
||||
1/6/2022,-0.137327286,-0.08392,0.0209,-0.0597
|
||||
1/7/2022,0.104536007,0.091116392,0.0281,-0.041
|
||||
1/8/2022,-0.067283595,-0.042440128,0.0139,0.0031
|
||||
1/9/2022,-0.03521889,-0.093395672,-0.0082,0.0003
|
||||
1/10/2022,0.094914754,0.079863414,0.001,0.0805
|
||||
1/11/2022,0.079159645,0.053752893,-0.034,0.0139
|
||||
1/12/2022,-0.024088032,-0.058971474,-0.0064,0.0136
|
||||
|
7
bettyphan789/gitUpdate.bat
Normal file
7
bettyphan789/gitUpdate.bat
Normal file
@@ -0,0 +1,7 @@
|
||||
git status .
|
||||
|
||||
@pause
|
||||
|
||||
git add .
|
||||
git commit -m"update bettyphan789,"
|
||||
start git push
|
||||
23
bettyphan789/package.json
Normal file
23
bettyphan789/package.json
Normal file
@@ -0,0 +1,23 @@
|
||||
{
|
||||
"name": "bettyphan789",
|
||||
"version": "1.0.0",
|
||||
"description": "",
|
||||
"main": "index.js",
|
||||
"directories": {
|
||||
"doc": "docs"
|
||||
},
|
||||
"scripts": {
|
||||
"test": "echo \"Error: no test specified\" && exit 1",
|
||||
"gitUpdate": "git add . && git commit -m'update bettyphan789,'"
|
||||
},
|
||||
"keywords": [],
|
||||
"author": "",
|
||||
"license": "ISC",
|
||||
"dependencies": {
|
||||
"@fortawesome/free-solid-svg-icons": "^6.2.1",
|
||||
"@fortawesome/react-fontawesome": "^0.2.0",
|
||||
"bootstrap": "^5.2.3",
|
||||
"react-bootstrap": "^2.6.0"
|
||||
},
|
||||
"devDependencies": {}
|
||||
}
|
||||
7
calvin312321/meta.md
Normal file
7
calvin312321/meta.md
Normal file
@@ -0,0 +1,7 @@
|
||||
---
|
||||
tags: [rude]
|
||||
---
|
||||
|
||||
# calvin312321
|
||||
|
||||
02-jan-2025 rude, clever (not in a good way) and a lot of questions
|
||||
160
calvin312321/quotation1/from_customer/TWS-orders-placement-via-Tradinview-webhooks/.gitignore
vendored
Normal file
160
calvin312321/quotation1/from_customer/TWS-orders-placement-via-Tradinview-webhooks/.gitignore
vendored
Normal file
@@ -0,0 +1,160 @@
|
||||
# Byte-compiled / optimized / DLL files
|
||||
__pycache__/
|
||||
*.py[cod]
|
||||
*$py.class
|
||||
|
||||
# C extensions
|
||||
*.so
|
||||
|
||||
# Distribution / packaging
|
||||
.Python
|
||||
build/
|
||||
develop-eggs/
|
||||
dist/
|
||||
downloads/
|
||||
eggs/
|
||||
.eggs/
|
||||
lib/
|
||||
lib64/
|
||||
parts/
|
||||
sdist/
|
||||
var/
|
||||
wheels/
|
||||
share/python-wheels/
|
||||
*.egg-info/
|
||||
.installed.cfg
|
||||
*.egg
|
||||
MANIFEST
|
||||
|
||||
# PyInstaller
|
||||
# Usually these files are written by a python script from a template
|
||||
# before PyInstaller builds the exe, so as to inject date/other infos into it.
|
||||
*.manifest
|
||||
*.spec
|
||||
|
||||
# Installer logs
|
||||
pip-log.txt
|
||||
pip-delete-this-directory.txt
|
||||
|
||||
# Unit test / coverage reports
|
||||
htmlcov/
|
||||
.tox/
|
||||
.nox/
|
||||
.coverage
|
||||
.coverage.*
|
||||
.cache
|
||||
nosetests.xml
|
||||
coverage.xml
|
||||
*.cover
|
||||
*.py,cover
|
||||
.hypothesis/
|
||||
.pytest_cache/
|
||||
cover/
|
||||
|
||||
# Translations
|
||||
*.mo
|
||||
*.pot
|
||||
|
||||
# Django stuff:
|
||||
*.log
|
||||
local_settings.py
|
||||
db.sqlite3
|
||||
db.sqlite3-journal
|
||||
|
||||
# Flask stuff:
|
||||
instance/
|
||||
.webassets-cache
|
||||
|
||||
# Scrapy stuff:
|
||||
.scrapy
|
||||
|
||||
# Sphinx documentation
|
||||
docs/_build/
|
||||
|
||||
# PyBuilder
|
||||
.pybuilder/
|
||||
target/
|
||||
|
||||
# Jupyter Notebook
|
||||
.ipynb_checkpoints
|
||||
|
||||
# IPython
|
||||
profile_default/
|
||||
ipython_config.py
|
||||
|
||||
# pyenv
|
||||
# For a library or package, you might want to ignore these files since the code is
|
||||
# intended to run in multiple environments; otherwise, check them in:
|
||||
# .python-version
|
||||
|
||||
# pipenv
|
||||
# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
|
||||
# However, in case of collaboration, if having platform-specific dependencies or dependencies
|
||||
# having no cross-platform support, pipenv may install dependencies that don't work, or not
|
||||
# install all needed dependencies.
|
||||
#Pipfile.lock
|
||||
|
||||
# poetry
|
||||
# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
|
||||
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
||||
# commonly ignored for libraries.
|
||||
# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
|
||||
#poetry.lock
|
||||
|
||||
# pdm
|
||||
# Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
|
||||
#pdm.lock
|
||||
# pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
|
||||
# in version control.
|
||||
# https://pdm.fming.dev/#use-with-ide
|
||||
.pdm.toml
|
||||
|
||||
# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
|
||||
__pypackages__/
|
||||
|
||||
# Celery stuff
|
||||
celerybeat-schedule
|
||||
celerybeat.pid
|
||||
|
||||
# SageMath parsed files
|
||||
*.sage.py
|
||||
|
||||
# Environments
|
||||
.env
|
||||
.venv
|
||||
env/
|
||||
venv/
|
||||
ENV/
|
||||
env.bak/
|
||||
venv.bak/
|
||||
|
||||
# Spyder project settings
|
||||
.spyderproject
|
||||
.spyproject
|
||||
|
||||
# Rope project settings
|
||||
.ropeproject
|
||||
|
||||
# mkdocs documentation
|
||||
/site
|
||||
|
||||
# mypy
|
||||
.mypy_cache/
|
||||
.dmypy.json
|
||||
dmypy.json
|
||||
|
||||
# Pyre type checker
|
||||
.pyre/
|
||||
|
||||
# pytype static type analyzer
|
||||
.pytype/
|
||||
|
||||
# Cython debug symbols
|
||||
cython_debug/
|
||||
|
||||
# PyCharm
|
||||
# JetBrains specific template is maintained in a separate JetBrains.gitignore that can
|
||||
# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
|
||||
# and can be added to the global gitignore or merged into this file. For a more nuclear
|
||||
# option (not recommended) you can uncomment the following to ignore the entire idea folder.
|
||||
.idea/
|
||||
@@ -0,0 +1,26 @@
|
||||
<component name="ProjectRunConfigurationManager">
|
||||
<configuration default="false" name="webhook_app"
|
||||
type="PythonConfigurationType" factoryName="Python">
|
||||
<module name="TWS-orders-placement-via-Tradinview-webhooks"/>
|
||||
<option name="INTERPRETER_OPTIONS" value=""/>
|
||||
<option name="PARENT_ENVS" value="true"/>
|
||||
<envs>
|
||||
<env name="PYTHONUNBUFFERED" value="1"/>
|
||||
</envs>
|
||||
<option name="SDK_HOME" value=""/>
|
||||
<option name="WORKING_DIRECTORY" value="$PROJECT_DIR$"/>
|
||||
<option name="IS_MODULE_SDK" value="true"/>
|
||||
<option name="ADD_CONTENT_ROOTS" value="true"/>
|
||||
<option name="ADD_SOURCE_ROOTS" value="true"/>
|
||||
<EXTENSION ID="PythonCoverageRunConfigurationExtension"
|
||||
runner="coverage.py"/>
|
||||
<option name="SCRIPT_NAME" value="$PROJECT_DIR$/main.py"/>
|
||||
<option name="PARAMETERS" value=""/>
|
||||
<option name="SHOW_COMMAND_LINE" value="false"/>
|
||||
<option name="EMULATE_TERMINAL" value="false"/>
|
||||
<option name="MODULE_MODE" value="false"/>
|
||||
<option name="REDIRECT_INPUT" value="false"/>
|
||||
<option name="INPUT_FILE" value=""/>
|
||||
<method v="2"/>
|
||||
</configuration>
|
||||
</component>
|
||||
@@ -0,0 +1,65 @@
|
||||
## Placing orders to IB TWS via Tradingview alerts webhooks
|
||||
|
||||
Connect TradingView with Interactive Brokers to process automated signals
|
||||
as entries and exits in an IB brokerage account.
|
||||
|
||||
#### Python version 3.10
|
||||
|
||||
### Configuring the alert Webhook and installing ngrock
|
||||
|
||||
You'll need to install `ngrock` (URL to the download
|
||||
page- https://ngrok.com/download)
|
||||
and at least Pro TradingView subscription for placing webhooks in alerts,
|
||||
and redirect them to your localhost.
|
||||
|
||||
Please, do not forget to add Authtoken from ngrock
|
||||
|
||||
- https://dashboard.ngrok.com/get-started/your-authtoken
|
||||
|
||||
After that you'll be able to run ngrock server:
|
||||
|
||||
```shell
|
||||
$ ngrok http 5000
|
||||
```
|
||||
|
||||
Copy the URL from `Forwarding` line and paste it into the alert Webhook line.
|
||||
|
||||
Add `/webhook` to the following URL. <b>Note: that webhooks are now available from Premium plan on TradingView<b>
|
||||
|
||||
Then, add the message to the `Message` field in the Alert navigation and click
|
||||
Save:
|
||||
|
||||
```json
|
||||
{
|
||||
"message": "YourMessage",
|
||||
"symbol": "{{ticker}}",
|
||||
"price": "{{close}}",
|
||||
"timeframe": "{{interval}}"
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### Requirements
|
||||
|
||||
To run the application, please do not forget to install the following
|
||||
requirements. You can do it in your terminal via the following command:
|
||||
|
||||
```shell
|
||||
$ pip3 install --requirement requirements.txt
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### Run app
|
||||
|
||||
To run the app via terminal do not forget to change the directory
|
||||
to `src`.
|
||||
After that you can simply type this command in your terminal:
|
||||
|
||||
```shell
|
||||
$ python3 app.py
|
||||
# or
|
||||
$ chmod +x app.py
|
||||
$ ./app.py
|
||||
```
|
||||
@@ -0,0 +1,5 @@
|
||||
# Core
|
||||
Flask==2.1.2
|
||||
ib_insync==0.9.70
|
||||
sanic==22.3.2
|
||||
websockets==10.0
|
||||
@@ -0,0 +1,8 @@
|
||||
"""
|
||||
The flask application package.
|
||||
"""
|
||||
from flask import Flask
|
||||
|
||||
import src.app
|
||||
|
||||
app = Flask(__name__)
|
||||
@@ -0,0 +1,374 @@
|
||||
#!/usr/bin/env python3
|
||||
|
||||
"""
|
||||
Routes and views for the application.
|
||||
"""
|
||||
import os
|
||||
import sys
|
||||
import re
|
||||
import asyncio
|
||||
from ib_insync import IB, MarketOrder, ExecutionFilter
|
||||
from sanic import Sanic, response
|
||||
from sanic.exceptions import InvalidUsage
|
||||
import logging
|
||||
from contract import get_next_contract_month, contract_type_check
|
||||
import time
|
||||
|
||||
# Create the Sanic app
|
||||
app = Sanic("unique_app_name")
|
||||
|
||||
# Initialize the logger
|
||||
logging.basicConfig(level=logging.DEBUG)
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# IB constants
|
||||
TWS_HOST = "127.0.0.1"
|
||||
TWS_LIVE_PORT = 7496
|
||||
TWS_PAPER_PORT = 7497
|
||||
IBG_HOST = "127.0.0.1"
|
||||
IBG_LIVE_PORT = 4001
|
||||
IBG_PAPER_PORT = 4002
|
||||
|
||||
# Configuration: Set to True for paper trading, False for live trading
|
||||
USE_PAPER_TRADING = True
|
||||
# Configuration: Set to True for IB Gateway, False for TWS
|
||||
USE_IB_GATEWAY = True
|
||||
|
||||
# Determine the correct host and port based on the configuration
|
||||
if USE_IB_GATEWAY:
|
||||
HOST = IBG_HOST
|
||||
PORT = IBG_PAPER_PORT if USE_PAPER_TRADING else IBG_LIVE_PORT
|
||||
else:
|
||||
HOST = TWS_HOST
|
||||
PORT = TWS_PAPER_PORT if USE_PAPER_TRADING else TWS_LIVE_PORT
|
||||
|
||||
# Initialize the IB connection
|
||||
app_ib = IB()
|
||||
|
||||
# Check every minute if we need to reconnect to IB
|
||||
async def check_if_reconnect() -> None:
|
||||
global app_ib
|
||||
logger.info("Checking if we need to reconnect...")
|
||||
# Reconnect if needed
|
||||
if app_ib is None or not app_ib.isConnected():
|
||||
try:
|
||||
logger.info("Reconnecting...")
|
||||
if app_ib is not None:
|
||||
app_ib.disconnect()
|
||||
await app_ib.connectAsync(HOST, PORT, clientId=0) # Using clientId=0 as Master Client
|
||||
app_ib.errorEvent += check_on_ib_error
|
||||
logger.info("Successfully reconnected to TWS")
|
||||
except Exception as e:
|
||||
exc_type, exc_obj, exc_tb = sys.exc_info()
|
||||
file_name = os.path.split(exc_tb.tb_frame.f_code.co_filename)[1]
|
||||
logger.error(f"Exception: {exc_type}, File: {file_name}, Line: {exc_tb.tb_lineno}")
|
||||
logger.warning(f"Make sure TWS or Gateway is open with the correct port: {str(e)}")
|
||||
|
||||
# Helper function to wait for the order to be filled
|
||||
async def wait_for_order_fill(trade, timeout=60):
|
||||
start_time = time.time()
|
||||
while trade.orderStatus.status not in ('Filled', 'Cancelled'):
|
||||
if time.time() - start_time > timeout:
|
||||
raise TimeoutError("Order fill timeout")
|
||||
await app_ib.sleep(1)
|
||||
return trade.orderStatus.status
|
||||
|
||||
# Request account updates
|
||||
def request_account_updates(subscribe=True, accountCode=""):
|
||||
app_ib.reqAccountUpdates(subscribe, accountCode)
|
||||
|
||||
# Event handler for order status
|
||||
def on_order_status(trade):
|
||||
logger.info(f"Order Status: OrderId={trade.order.orderId}, Status={trade.orderStatus.status}, Filled={trade.orderStatus.filled}, Remaining={trade.orderStatus.remaining}, AvgFillPrice={trade.orderStatus.avgFillPrice}")
|
||||
|
||||
# Event handler for account updates
|
||||
def on_account_update(account, key, value, currency):
|
||||
logger.info(f"Account update: Account={account}, Key={key}, Value={value}, Currency={currency}")
|
||||
|
||||
# Event handler for portfolio updates
|
||||
def on_portfolio_update(account, contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL):
|
||||
logger.info(f"Portfolio update: Account={account}, Contract={contract}, Position={position}, MarketPrice={marketPrice}, MarketValue={marketValue}, AverageCost={averageCost}, UnrealizedPNL={unrealizedPNL}, RealizedPNL={realizedPNL}")
|
||||
|
||||
# Event handler for open orders
|
||||
def on_open_order(trade):
|
||||
logger.info(f"Open order: OrderId={trade.order.orderId}, Contract={trade.contract}, Order={trade.order}, OrderState={trade.orderState}")
|
||||
|
||||
# Event handler for IB error
|
||||
def check_on_ib_error(reqId, error_code, error_string, contract):
|
||||
logger.error(f"Error code: {error_code}, Message: {error_string}")
|
||||
|
||||
# Set event handlers
|
||||
def set_event_handlers():
|
||||
app_ib.orderStatusEvent += on_order_status
|
||||
app_ib.accountSummaryEvent += on_account_update
|
||||
app_ib.updatePortfolioEvent += on_portfolio_update
|
||||
app_ib.openOrderEvent += on_open_order
|
||||
app_ib.errorEvent += check_on_ib_error
|
||||
|
||||
# Periodic update function
|
||||
async def periodic_update():
|
||||
while True:
|
||||
request_account_updates()
|
||||
await asyncio.sleep(60) # Update every 60 seconds
|
||||
|
||||
@app.route('/portfolio', methods=['GET'])
|
||||
async def portfolio(request) -> response.HTTPResponse:
|
||||
if request.method == 'GET':
|
||||
try:
|
||||
await check_if_reconnect()
|
||||
positions = await app_ib.reqPositions() # Use reqPositions to get real-time positions
|
||||
|
||||
if not positions:
|
||||
logger.error("No positions retrieved from IB TWS API.")
|
||||
return response.json({"status": "error", "message": "Failed to retrieve positions from IB TWS API."}, status=400)
|
||||
|
||||
portfolio_data = []
|
||||
for position in positions:
|
||||
contract = position.contract
|
||||
avg_price = position.avgCost
|
||||
quantity = position.position
|
||||
unrealized_pnl = position.unrealizedPNL
|
||||
realized_pnl = position.realizedPNL
|
||||
|
||||
portfolio_data.append({
|
||||
"Instrument": contract.symbol,
|
||||
"Average Price": avg_price,
|
||||
"Positions": quantity,
|
||||
"Unrealized P&L": unrealized_pnl,
|
||||
"Realized P&L": realized_pnl
|
||||
})
|
||||
|
||||
return response.json(portfolio_data)
|
||||
except Exception as e:
|
||||
logger.error(f"Error retrieving portfolio: {e}")
|
||||
return response.json({"status": "error", "message": "Failed to retrieve portfolio"}, status=500)
|
||||
return response.json({"status": "error", "message": "Invalid request method"}, status=405)
|
||||
|
||||
@app.route('/webhook', methods=['POST'])
|
||||
async def webhook(request) -> response.HTTPResponse:
|
||||
if request.method == 'POST':
|
||||
try:
|
||||
# Check if we need to reconnect with IB
|
||||
await check_if_reconnect()
|
||||
|
||||
# Log the raw request body for debugging
|
||||
raw_body = request.body.decode('utf-8')
|
||||
logger.info(f"Received raw body: {raw_body}")
|
||||
|
||||
# Extract the required fields using regular expressions
|
||||
action_pattern = r"order (?P<action>\w+) (?P<contracts>\d+) @ [\d\.]+ filled on (?P<ticker>\w+)"
|
||||
position_pattern = r"New strategy position is (?P<position_size>-?\d+)"
|
||||
|
||||
action_match = re.search(action_pattern, raw_body)
|
||||
position_match = re.search(position_pattern, raw_body)
|
||||
|
||||
if not action_match or not position_match:
|
||||
logger.error("Failed to parse webhook message.")
|
||||
return response.json({"status": "error", "message": "Failed to parse webhook message."}, status=400)
|
||||
|
||||
action = action_match.group("action").upper()
|
||||
contracts = int(action_match.group("contracts"))
|
||||
ticker = action_match.group("ticker")
|
||||
position_size = int(position_match.group("position_size"))
|
||||
|
||||
logger.info(f"Parsed values - Action: {action}, Contracts: {contracts}, Ticker: {ticker}, Position Size: {position_size}")
|
||||
|
||||
# Determine the IB ticker based on the TradingView ticker
|
||||
ib_ticker = None
|
||||
if ticker == "SPX":
|
||||
ib_ticker = "MES"
|
||||
elif ticker == "NDX":
|
||||
ib_ticker = "MNQ"
|
||||
elif ticker == "HSI":
|
||||
ib_ticker = "MHI"
|
||||
elif ticker == "TOPIX":
|
||||
ib_ticker = "MNTPX"
|
||||
else:
|
||||
logger.error(f"Invalid ticker: {ticker}")
|
||||
return response.json({"status": "error", "message": "Invalid ticker"}, status=400)
|
||||
|
||||
# Map TradingView actions to IB actions
|
||||
if action not in ["BUY", "SELL"]:
|
||||
logger.error(f"Invalid action: {action}")
|
||||
return response.json({"status": "error", "message": "Invalid action"}, status=400)
|
||||
|
||||
# Get the current contract month
|
||||
current_contract_month = get_next_contract_month(ib_ticker)
|
||||
current_contract = contract_type_check(ib_ticker, contract_month=current_contract_month)
|
||||
|
||||
if not current_contract:
|
||||
return response.json({"status": "error", "message": "Invalid contract"}, status=400)
|
||||
|
||||
# 1. Place Initial Order: Execute the webhook order with contract month as of today
|
||||
initial_order = MarketOrder(action, contracts, account=app_ib.wrapper.accounts[0])
|
||||
logger.info(f"Placing initial order: {action} {contracts} contracts of {ib_ticker}")
|
||||
|
||||
# Place the order
|
||||
try:
|
||||
trade = app_ib.placeOrder(current_contract, initial_order)
|
||||
logger.info(f"Order placed: {trade}")
|
||||
|
||||
# Log order status after placing
|
||||
await asyncio.sleep(2) # Wait for a moment to allow the order to process
|
||||
logger.info(f"Order status after placing: {trade.orderStatus.status}")
|
||||
|
||||
# Check for errors in the IB API
|
||||
if trade.orderStatus.status == 'PendingSubmit':
|
||||
logger.error("Order stuck in PendingSubmit.")
|
||||
return response.json({"status": "error", "message": "Order stuck in PendingSubmit."}, status=400)
|
||||
|
||||
# 2. Wait for the initial order to be filled or cancelled
|
||||
order_status = await wait_for_order_fill(trade)
|
||||
logger.info(f"Order status after waiting: {order_status}")
|
||||
|
||||
if order_status != 'Filled':
|
||||
logger.error("Order was not filled.")
|
||||
return response.json({"status": "error", "message": "Order was not filled."}, status=400)
|
||||
|
||||
# 3. Retrieve Execution Details: Retrieve execution details for the order
|
||||
exec_filter = ExecutionFilter(clientId=0)
|
||||
executions = await app_ib.reqExecutions(exec_filter)
|
||||
for execution in executions:
|
||||
if execution.orderId == trade.order.orderId:
|
||||
logger.info(f"Execution details: {execution}")
|
||||
|
||||
# 4. Retrieve Latest Position Details: Retrieve the current positions from IB TWS API
|
||||
positions = await app_ib.reqPositions() # Use reqPositions to get real-time positions
|
||||
if not positions:
|
||||
logger.error("No positions retrieved from IB TWS API.")
|
||||
return response.json({"status": "error", "message": "Failed to retrieve positions from IB TWS API."}, status=400)
|
||||
|
||||
current_position = sum(pos.position for pos in positions if pos.contract.symbol == ib_ticker)
|
||||
ticker_positions = {pos.contract.symbol: pos.position for pos in positions}
|
||||
logger.info(f"Current Positions: {ticker_positions}")
|
||||
|
||||
return response.json({"status": "success", "message": "Order placed and position details retrieved."})
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error processing webhook: {e}")
|
||||
return response.json({"status": "error", "message": f"Failed to process webhook: {str(e)}"}, status=500)
|
||||
except InvalidUsage as e:
|
||||
logger.error(f"Invalid JSON received: {e}")
|
||||
return response.json({"status": "error", "message": "Invalid JSON format"}, status=400)
|
||||
except Exception as e:
|
||||
logger.error(f"Error processing webhook: {e}")
|
||||
return response.json({"status": "error", "message": f"Failed to process webhook: {str(e)}"}, status=500)
|
||||
return response.json({"status": "error", "message": "Invalid request method"}, status=405)
|
||||
|
||||
@app.route('/adjust_positions', methods=['POST'])
|
||||
async def adjust_positions(request) -> response.HTTPResponse:
|
||||
if request.method == 'POST':
|
||||
try:
|
||||
# Check if we need to reconnect with IB
|
||||
await check_if_reconnect()
|
||||
|
||||
# Log the raw request body for debugging
|
||||
raw_body = request.body.decode('utf-8')
|
||||
logger.info(f"Received raw body: {raw_body}")
|
||||
|
||||
# Extract the required fields using regular expressions
|
||||
action_pattern = r"order (?P<action>\w+) (?P<contracts>\d+) @ [\d\.]+ filled on (?P<ticker>\w+)"
|
||||
position_pattern = r"New strategy position is (?P<position_size>-?\d+)"
|
||||
|
||||
action_match = re.search(action_pattern, raw_body)
|
||||
position_match = re.search(position_pattern, raw_body)
|
||||
|
||||
if not action_match or not position_match:
|
||||
logger.error("Failed to parse webhook message.")
|
||||
return response.json({"status": "error", "message": "Failed to parse webhook message."}, status=400)
|
||||
|
||||
action = action_match.group("action").upper()
|
||||
contracts = int(action_match.group("contracts"))
|
||||
ticker = action_match.group("ticker")
|
||||
position_size = int(position_match.group("position_size"))
|
||||
|
||||
logger.info(f"Parsed values - Action: {action}, Contracts: {contracts}, Ticker: {ticker}, Position Size: {position_size}")
|
||||
|
||||
# Determine the IB ticker based on the TradingView ticker
|
||||
ib_ticker = None
|
||||
if ticker == "SPX":
|
||||
ib_ticker = "MES"
|
||||
elif ticker == "NDX":
|
||||
ib_ticker = "MNQ"
|
||||
elif ticker == "HSI":
|
||||
ib_ticker = "MHI"
|
||||
elif ticker == "TOPIX":
|
||||
ib_ticker = "MNTPX"
|
||||
else:
|
||||
logger.error(f"Invalid ticker: {ticker}")
|
||||
return response.json({"status": "error", "message": "Invalid ticker"}, status=400)
|
||||
|
||||
# Get the current contract month
|
||||
current_contract_month = get_next_contract_month(ib_ticker)
|
||||
correct_contract = contract_type_check(ib_ticker, contract_month=current_contract_month)
|
||||
rollover_needed = get_next_contract_month(ib_ticker, check_rollover=True)
|
||||
|
||||
positions = await app_ib.reqPositions()
|
||||
positions_in_correct_month = [pos for pos in positions if pos.contract.lastTradeDateOrContractMonth == current_contract_month]
|
||||
positions_not_in_correct_month = [pos for pos in positions if pos.contract.lastTradeDateOrContractMonth != current_contract_month]
|
||||
|
||||
# Contract month rollover if needed
|
||||
if positions_not_in_correct_month:
|
||||
logger.info(f"Contract month rollover needed: Adjusting positions to the correct contract month {current_contract_month}")
|
||||
for pos in positions_not_in_correct_month:
|
||||
close_action = "SELL" if pos.position > 0 else "BUY"
|
||||
close_order = MarketOrder(close_action, abs(pos.position), account=app_ib.wrapper.accounts[0])
|
||||
app_ib.placeOrder(pos.contract, close_order)
|
||||
logger.info(f"Closed positions for outdated contract month {pos.contract.lastTradeDateOrContractMonth}")
|
||||
|
||||
# Open positions only for the difference between webhook and IB TWS positions
|
||||
open_order_quantity = position_size - sum(pos.position for pos in positions_in_correct_month)
|
||||
if open_order_quantity != 0:
|
||||
open_order = MarketOrder("SELL" if open_order_quantity < 0 else "BUY", abs(open_order_quantity), account=app_ib.wrapper.accounts[0])
|
||||
app_ib.placeOrder(correct_contract, open_order)
|
||||
logger.info(f"Opened positions for the difference: {open_order_quantity} contracts of {ib_ticker} with contract month {current_contract_month}")
|
||||
else:
|
||||
logger.info(f"Contract month rollover check completed: Positions in IB TWS are using the correct contract month {current_contract_month}")
|
||||
|
||||
# Adjust Positions if Needed: Adjust positions to match the webhook
|
||||
while True:
|
||||
positions = await app_ib.reqPositions() # Use reqPositions to get real-time positions
|
||||
if not positions:
|
||||
logger.error("No positions retrieved from IB TWS API.")
|
||||
return response.json({"status": "error", "message": "Failed to retrieve positions from IB TWS API."}, status=400)
|
||||
|
||||
current_position = sum(pos.position for pos in positions if pos.contract.symbol == ib_ticker)
|
||||
ticker_positions = {pos.contract.symbol: pos.position for pos in positions}
|
||||
logger.info(f"Current Positions: {ticker_positions}")
|
||||
|
||||
if current_position != position_size:
|
||||
adjustment_quantity = position_size - current_position
|
||||
adjustment_action = "SELL" if adjustment_quantity < 0 else "BUY"
|
||||
adjustment_order = MarketOrder(adjustment_action, abs(adjustment_quantity), account=app_ib.wrapper.accounts[0])
|
||||
logger.info(f"Adjusting Position: {adjustment_action} {abs(adjustment_quantity)} contracts of {ib_ticker}")
|
||||
app_ib.placeOrder(correct_contract, adjustment_order)
|
||||
logger.info(f"Position adjusted for {ib_ticker}: Before adjustment: {current_position}, After adjustment: {position_size}")
|
||||
else:
|
||||
logger.info(f"Position check completed: Positions in IB TWS match the positions from the webhook for contract month {current_contract_month}")
|
||||
break
|
||||
|
||||
return response.json({"status": "success", "message": "Order placed and position adjusted if needed"})
|
||||
except InvalidUsage as e:
|
||||
logger.error(f"Invalid JSON received: {e}")
|
||||
return response.json({"status": "error", "message": "Invalid JSON format"}, status=400)
|
||||
except Exception as e:
|
||||
logger.error(f"Error adjusting positions: {e}")
|
||||
return response.json({"status": "error", "message": f"Failed to adjust positions: {str(e)}"}, status=500)
|
||||
return response.json({"status": "error", "message": "Invalid request method"}, status=405)
|
||||
|
||||
if __name__ == '__main__':
|
||||
try:
|
||||
# Connect to IB on init
|
||||
logger.info("Connecting to IB...")
|
||||
app_ib.connect(HOST, PORT, clientId=0) # Using clientId=0 as Master Client
|
||||
logger.info("Successfully Connected to IB")
|
||||
|
||||
# Set event handlers
|
||||
set_event_handlers()
|
||||
|
||||
# Start the periodic update loop
|
||||
asyncio.ensure_future(periodic_update())
|
||||
|
||||
app.run(port=8080)
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to start the application: {e}")
|
||||
@@ -0,0 +1,105 @@
|
||||
from datetime import datetime, timedelta
|
||||
from ib_insync import Contract
|
||||
from logger import LOGGER as log
|
||||
|
||||
def get_next_contract_month(ticker: str, offset=0, check_rollover=False) -> str:
|
||||
"""Returns the next contract month in 'YYYYMM' format based on the ticker and specified conditions."""
|
||||
now = datetime.now()
|
||||
|
||||
def next_quarter_month(date, offset=0):
|
||||
"""Get the next quarter month (March, June, September, December) with an optional offset."""
|
||||
quarter_months = [3, 6, 9, 12]
|
||||
month = date.month
|
||||
year = date.year
|
||||
|
||||
# Find the next quarter month
|
||||
next_month = min((m for m in quarter_months if m > month), default=quarter_months[0])
|
||||
if next_month <= month:
|
||||
year += 1
|
||||
next_month_index = (quarter_months.index(next_month) + offset) % len(quarter_months)
|
||||
next_month = quarter_months[next_month_index]
|
||||
return year, next_month
|
||||
|
||||
def get_monday_before_second_friday(year, month):
|
||||
"""Get the Monday before the second Friday of the given month and year."""
|
||||
first_day = datetime(year, month, 1)
|
||||
first_friday = first_day + timedelta(days=(4 - first_day.weekday() + 7) % 7) # First Friday
|
||||
second_friday = first_friday + timedelta(days=7)
|
||||
return second_friday - timedelta(days=second_friday.weekday() + 7)
|
||||
|
||||
def get_monday_before_third_friday(year, month):
|
||||
"""Get the Monday before the third Friday of the given month and year."""
|
||||
first_day = datetime(year, month, 1)
|
||||
first_friday = first_day + timedelta(days=(4 - first_day.weekday() + 7) % 7) # First Friday
|
||||
third_friday = first_friday + timedelta(days=14)
|
||||
return third_friday - timedelta(days=third_friday.weekday() + 7)
|
||||
|
||||
def get_last_monday_before_second_last_trading_day(year, month):
|
||||
"""Get the last Monday before the second last trading day of the given month and year."""
|
||||
last_day = datetime(year, month + 1, 1) - timedelta(days=1)
|
||||
second_last_trading_day = last_day
|
||||
while second_last_trading_day.weekday() in (5, 6): # Skip weekends
|
||||
second_last_trading_day -= timedelta(days=1)
|
||||
second_last_trading_day -= timedelta(days=1)
|
||||
while second_last_trading_day.weekday() in (5, 6): # Skip weekends
|
||||
second_last_trading_day -= timedelta(days=1)
|
||||
return second_last_trading_day - timedelta(days=second_last_trading_day.weekday() + 1)
|
||||
|
||||
if ticker in ["ES", "MES", "NQ", "MNQ"]:
|
||||
year, month = next_quarter_month(now)
|
||||
monday_before_third_friday = get_monday_before_third_friday(year, month)
|
||||
if now >= monday_before_third_friday:
|
||||
year, month = next_quarter_month(datetime(year, month, 1), 1)
|
||||
if check_rollover:
|
||||
return True # Indicate rollover is needed
|
||||
return f"{year}{month:02d}"
|
||||
|
||||
elif ticker in ["TOPX", "MNTPX"]:
|
||||
year, month = next_quarter_month(now)
|
||||
monday_before_second_friday = get_monday_before_second_friday(year, month)
|
||||
if now >= monday_before_second_friday:
|
||||
year, month = next_quarter_month(datetime(year, month, 1), 1)
|
||||
if check_rollover:
|
||||
return True # Indicate rollover is needed
|
||||
return f"{year}{month:02d}"
|
||||
|
||||
elif ticker in ["HSI", "MHI"]:
|
||||
year, month = next_quarter_month(now)
|
||||
last_monday = get_last_monday_before_second_last_trading_day(year, month)
|
||||
if now >= last_monday:
|
||||
year, month = next_quarter_month(datetime(year, month, 1), 1)
|
||||
if check_rollover:
|
||||
return True # Indicate rollover is needed
|
||||
return f"{year}{month:02d}"
|
||||
|
||||
else:
|
||||
log.error(f"Invalid ticker: {ticker}. Please check the alert message.")
|
||||
return None
|
||||
|
||||
def contract_type_check(ticker: str, contract_month=None) -> Contract:
|
||||
contract = Contract()
|
||||
contract.symbol = ticker
|
||||
if not contract_month:
|
||||
contract_month = get_next_contract_month(ticker)
|
||||
if ticker == "SPY":
|
||||
contract.secType = "STK"
|
||||
contract.currency = "USD"
|
||||
contract.exchange = "ARCA"
|
||||
elif ticker.startswith("ETH"):
|
||||
contract.secType = "CRYPTO"
|
||||
contract.currency = "USD"
|
||||
contract.exchange = "PAXOS"
|
||||
elif ticker.startswith("EUR"):
|
||||
contract.secType = "CASH"
|
||||
contract.currency = "USD"
|
||||
contract.exchange = "IDEALPRO"
|
||||
elif ticker in ["ES", "MES", "NQ", "MNQ", "HSI", "MHI", "TOPX", "MNTPX"]:
|
||||
contract.secType = "FUT"
|
||||
contract.currency = "USD" if ticker in ["ES", "MES", "NQ", "MNQ"] else "HKD" if ticker in ["HSI", "MHI"] else "JPY"
|
||||
contract.exchange = "CME" if ticker in ["ES", "MES", "NQ", "MNQ"] else "HKFE" if ticker in ["HSI", "MHI"] else "OSE"
|
||||
contract.lastTradeDateOrContractMonth = contract_month
|
||||
else:
|
||||
log.error(f"Invalid ticker: {ticker}. Please check the alert message.")
|
||||
return None
|
||||
|
||||
return contract
|
||||
@@ -0,0 +1,24 @@
|
||||
import logging
|
||||
|
||||
# Create and configure logger
|
||||
LOGGER = logging.getLogger(__name__)
|
||||
LOGGER.setLevel(logging.INFO)
|
||||
|
||||
# Create console handler and set level to INFO
|
||||
ch = logging.StreamHandler()
|
||||
ch.setLevel(logging.INFO)
|
||||
|
||||
# Create file handler and set level to INFO
|
||||
fh = logging.FileHandler('app.log')
|
||||
fh.setLevel(logging.INFO)
|
||||
|
||||
# Create formatter
|
||||
formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
|
||||
|
||||
# Add formatter to handlers
|
||||
ch.setFormatter(formatter)
|
||||
fh.setFormatter(formatter)
|
||||
|
||||
# Add handlers to logger
|
||||
LOGGER.addHandler(ch)
|
||||
LOGGER.addHandler(fh)
|
||||
41
calvin312321/quotation1/notes.md
Normal file
41
calvin312321/quotation1/notes.md
Normal file
@@ -0,0 +1,41 @@
|
||||
---
|
||||
tags: trading view, IB
|
||||
---
|
||||
|
||||
# NOTES
|
||||
|
||||
```markdown
|
||||
hello, 想請問搵你代寫 python 點收費？唔該
|
||||
|
||||
要求功能：
|
||||
由 TradingView Webhook 轉成 Interative Broker TWS API 落 order 然後收 order confirmation, 跟住 keep 住 request and receive portfolio positions 去做 verifications (FYI 目前已有 script, 成功做到 convert from webhook to order placing, 但唔知點解做唔到 interact with IB TWS API)
|
||||
|
||||
因為呢度 send 唔到 link, 請參考 GitHub
|
||||
|
||||
1. TWS-orders-placement-via-Tradinview-webhooks
|
||||
2. ib_insync
|
||||
```
|
||||
|
||||
> 用 TWS-orders-placement-via-Tradinview-webhooks 嘅 template，
|
||||
> 然後再用 copilot 嚟幫我改做我嘅要求，已成功 place order，
|
||||
> 但未能收到 IB TWS API 嘅 order confirmation 嚟俾個 script run 埋下半 part，
|
||||
> 即係幫我 verify IB current positions 係咪等於我 webhook 個 new positions
|
||||
|
||||
> 我可以俾晒手頭上有嘅嘢俾你，你睇完先報價都冇問題，
|
||||
> 但係我唔肯定係關 script 事定我自己未 install/setup 好所需要嘅嘢
|
||||
|
||||
hello, 想請問搵你代寫 python 點收費？唔該
|
||||
|
||||
要求功能：
|
||||
|
||||
1. 由 TradingView Webhook 轉成 Interative Broker TWS API 落 order
|
||||
2. 然後收 order confirmation
|
||||
3. 跟住 keep 住 request and receive portfolio positions 去做 verifications
|
||||
4. FYI 目前已有 script, 成功做到 convert from webhook to order placing, 但唔知點解做唔到 interact with IB TWS API
|
||||
|
||||
因為呢度 send 唔到 link, 請參考 GitHub
|
||||
|
||||
1. TWS-orders-placement-via-Tradinview-webhooks
|
||||
1. [https://github.com/EconLQ/TWS-orders-placement-via-Tradinview-webhooks](https://github.com/EconLQ/TWS-orders-placement-via-Tradinview-webhooks)
|
||||
2. ib_insync(archived)
|
||||
1. [https://github.com/erdewit/ib_insync](https://github.com/erdewit/ib_insync)
|
||||
Reference in New Issue
Block a user