Source code for ib_insync.util

"""Utilities."""

import asyncio
import logging
import math
import signal
import sys
import time
from dataclasses import fields, is_dataclass
from datetime import date, datetime, time as time_, timedelta, timezone
from typing import AsyncIterator, Awaitable, Callable, Iterator, List, Union

import eventkit as ev

globalErrorEvent = ev.Event()
"""
Event to emit global exceptions.
"""

EPOCH = datetime(1970, 1, 1, tzinfo=timezone.utc)
UNSET_INTEGER = 2 ** 31 - 1
UNSET_DOUBLE = sys.float_info.max


[docs]def df(objs, labels: List[str] = None): """ Create pandas DataFrame from the sequence of same-type objects. Args: labels: If supplied, retain only the given labels and drop the rest. """ import pandas as pd from .objects import DynamicObject if objs: objs = list(objs) obj = objs[0] if is_dataclass(obj): df = pd.DataFrame.from_records(dataclassAsTuple(o) for o in objs) df.columns = [field.name for field in fields(obj)] elif isinstance(obj, DynamicObject): df = pd.DataFrame.from_records(o.__dict__ for o in objs) else: df = pd.DataFrame.from_records(objs) if isinstance(obj, tuple): _fields = getattr(obj, '_fields', None) if _fields: # assume it's a namedtuple df.columns = _fields else: df = None if labels: exclude = [label for label in df if label not in labels] df = df.drop(exclude, axis=1) return df
[docs]def dataclassAsDict(obj) -> dict: """ Return dataclass values as ``dict``. This is a non-recursive variant of ``dataclasses.asdict``. """ if not is_dataclass(obj): raise TypeError(f'Object {obj} is not a dataclass') return {field.name: getattr(obj, field.name) for field in fields(obj)}
[docs]def dataclassAsTuple(obj) -> tuple: """ Return dataclass values as ``tuple``. This is a non-recursive variant of ``dataclasses.astuple``. """ if not is_dataclass(obj): raise TypeError(f'Object {obj} is not a dataclass') return tuple(getattr(obj, field.name) for field in fields(obj))
[docs]def dataclassNonDefaults(obj) -> dict: """ For a ``dataclass`` instance get the fields that are different from the default values and return as ``dict``. """ if not is_dataclass(obj): raise TypeError(f'Object {obj} is not a dataclass') values = [getattr(obj, field.name) for field in fields(obj)] return { field.name: value for field, value in zip(fields(obj), values) if value != field.default and value == value and not (isinstance(value, list) and value == [])}
[docs]def dataclassUpdate(obj, *srcObjs, **kwargs) -> object: """ Update fields of the given ``dataclass`` object from zero or more ``dataclass`` source objects and/or from keyword arguments. """ if not is_dataclass(obj): raise TypeError(f'Object {obj} is not a dataclass') for srcObj in srcObjs: obj.__dict__.update(dataclassAsDict(srcObj)) obj.__dict__.update(**kwargs) return obj
[docs]def dataclassRepr(obj) -> str: """ Provide a culled representation of the given ``dataclass`` instance, showing only the fields with a non-default value. """ attrs = dataclassNonDefaults(obj) clsName = obj.__class__.__qualname__ kwargs = ', '.join(f'{k}={v!r}' for k, v in attrs.items()) return f'{clsName}({kwargs})'
[docs]def isnamedtupleinstance(x): """From https://stackoverflow.com/a/2166841/6067848""" t = type(x) b = t.__bases__ if len(b) != 1 or b[0] != tuple: return False f = getattr(t, '_fields', None) if not isinstance(f, tuple): return False return all(type(n) == str for n in f)
[docs]def tree(obj): """ Convert object to a tree of lists, dicts and simple values. The result can be serialized to JSON. """ if isinstance(obj, (bool, int, float, str, bytes)): return obj elif isinstance(obj, (date, time_)): return obj.isoformat() elif isinstance(obj, dict): return {k: tree(v) for k, v in obj.items()} elif isnamedtupleinstance(obj): return {f: tree(getattr(obj, f)) for f in obj._fields} elif isinstance(obj, (list, tuple, set)): return [tree(i) for i in obj] elif is_dataclass(obj): return {obj.__class__.__qualname__: tree(dataclassNonDefaults(obj))} else: return str(obj)
[docs]def barplot(bars, title='', upColor='blue', downColor='red'): """ Create candlestick plot for the given bars. The bars can be given as a DataFrame or as a list of bar objects. """ import pandas as pd import matplotlib.pyplot as plt from matplotlib.lines import Line2D from matplotlib.patches import Rectangle if isinstance(bars, pd.DataFrame): ohlcTups = [ tuple(v) for v in bars[['open', 'high', 'low', 'close']].values] elif bars and hasattr(bars[0], 'open_'): ohlcTups = [(b.open_, b.high, b.low, b.close) for b in bars] else: ohlcTups = [(b.open, b.high, b.low, b.close) for b in bars] fig, ax = plt.subplots() ax.set_title(title) ax.grid(True) fig.set_size_inches(10, 6) for n, (open_, high, low, close) in enumerate(ohlcTups): if close >= open_: color = upColor bodyHi, bodyLo = close, open_ else: color = downColor bodyHi, bodyLo = open_, close line = Line2D( xdata=(n, n), ydata=(low, bodyLo), color=color, linewidth=1) ax.add_line(line) line = Line2D( xdata=(n, n), ydata=(high, bodyHi), color=color, linewidth=1) ax.add_line(line) rect = Rectangle( xy=(n - 0.3, bodyLo), width=0.6, height=bodyHi - bodyLo, edgecolor=color, facecolor=color, alpha=0.4, antialiased=True ) ax.add_patch(rect) ax.autoscale_view() return fig
[docs]def allowCtrlC(): """Allow Control-C to end program.""" signal.signal(signal.SIGINT, signal.SIG_DFL)
[docs]def logToFile(path, level=logging.INFO): """Create a log handler that logs to the given file.""" logger = logging.getLogger() if logger.handlers: logging.getLogger('ib_insync').setLevel(level) else: logger.setLevel(level) formatter = logging.Formatter( '%(asctime)s %(name)s %(levelname)s %(message)s') handler = logging.FileHandler(path) handler.setFormatter(formatter) logger.addHandler(handler)
[docs]def logToConsole(level=logging.INFO): """Create a log handler that logs to the console.""" logger = logging.getLogger() stdHandlers = [ h for h in logger.handlers if type(h) is logging.StreamHandler and h.stream is sys.stderr] if stdHandlers: # if a standard stream handler already exists, use it and # set the log level for the ib_insync namespace only logging.getLogger('ib_insync').setLevel(level) else: # else create a new handler logger.setLevel(level) formatter = logging.Formatter( '%(asctime)s %(name)s %(levelname)s %(message)s') handler = logging.StreamHandler() handler.setFormatter(formatter) logger.addHandler(handler)
[docs]def isNan(x: float) -> bool: """Not a number test.""" return x != x
[docs]def formatSI(n: float) -> str: """Format the integer or float n to 3 significant digits + SI prefix.""" s = '' if n < 0: n = -n s += '-' if type(n) is int and n < 1000: s = str(n) + ' ' elif n < 1e-22: s = '0.00 ' else: assert n < 9.99e26 log = int(math.floor(math.log10(n))) i, j = divmod(log, 3) for _try in range(2): templ = '%.{}f'.format(2 - j) val = templ % (n * 10 ** (-3 * i)) if val != '1000': break i += 1 j = 0 s += val + ' ' if i != 0: s += 'yzafpnum kMGTPEZY'[i + 8] return s
[docs]class timeit: """Context manager for timing.""" def __init__(self, title='Run'): self.title = title def __enter__(self): self.t0 = time.time() def __exit__(self, *_args): print(self.title + ' took ' + formatSI(time.time() - self.t0) + 's')
[docs]def run(*awaitables: Awaitable, timeout: float = None): """ By default run the event loop forever. When awaitables (like Tasks, Futures or coroutines) are given then run the event loop until each has completed and return their results. An optional timeout (in seconds) can be given that will raise asyncio.TimeoutError if the awaitables are not ready within the timeout period. """ loop = asyncio.get_event_loop() if not awaitables: if loop.is_running(): return loop.run_forever() result = None if sys.version_info >= (3, 7): all_tasks = asyncio.all_tasks(loop) # type: ignore else: all_tasks = asyncio.Task.all_tasks() # type: ignore if all_tasks: # cancel pending tasks f = asyncio.gather(*all_tasks) f.cancel() try: loop.run_until_complete(f) except asyncio.CancelledError: pass else: if len(awaitables) == 1: future = awaitables[0] else: future = asyncio.gather(*awaitables) if timeout: future = asyncio.wait_for(future, timeout) task = asyncio.ensure_future(future) def onError(_): task.cancel() globalErrorEvent.connect(onError) try: result = loop.run_until_complete(task) except asyncio.CancelledError as e: raise globalErrorEvent.value() or e finally: globalErrorEvent.disconnect(onError) return result
def _fillDate(time: Union[time_, datetime]) -> datetime: # use today if date is absent if isinstance(time, time_): dt = datetime.combine(date.today(), time) else: dt = time return dt
[docs]def schedule( time: Union[time_, datetime], callback: Callable, *args): """ Schedule the callback to be run at the given time with the given arguments. This will return the Event Handle. Args: time: Time to run callback. If given as :py:class:`datetime.time` then use today as date. callback: Callable scheduled to run. args: Arguments for to call callback with. """ dt = _fillDate(time) now = datetime.now(dt.tzinfo) delay = (dt - now).total_seconds() loop = asyncio.get_event_loop() return loop.call_later(delay, callback, *args)
[docs]def sleep(secs: float = 0.02) -> bool: """ Wait for the given amount of seconds while everything still keeps processing in the background. Never use time.sleep(). Args: secs (float): Time in seconds to wait. """ run(asyncio.sleep(secs)) return True
[docs]def timeRange( start: Union[time_, datetime], end: Union[time_, datetime], step: float) -> Iterator[datetime]: """ Iterator that waits periodically until certain time points are reached while yielding those time points. Args: start: Start time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the date end: End time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the date step (float): The number of seconds of each period """ assert step > 0 delta = timedelta(seconds=step) t = _fillDate(start) tz = timezone.utc if t.tzinfo else None now = datetime.now(tz) while t < now: t += delta while t <= _fillDate(end): waitUntil(t) yield t t += delta
[docs]def waitUntil(t: Union[time_, datetime]) -> bool: """ Wait until the given time t is reached. Args: t: The time t can be specified as datetime.datetime, or as datetime.time in which case today is used as the date. """ now = datetime.now(t.tzinfo) secs = (_fillDate(t) - now).total_seconds() run(asyncio.sleep(secs)) return True
[docs]async def timeRangeAsync( start: Union[time_, datetime], end: Union[time_, datetime], step: float) -> AsyncIterator[datetime]: """Async version of :meth:`timeRange`.""" assert step > 0 delta = timedelta(seconds=step) t = _fillDate(start) tz = timezone.utc if t.tzinfo else None now = datetime.now(tz) while t < now: t += delta while t <= _fillDate(end): await waitUntilAsync(t) yield t t += delta
[docs]async def waitUntilAsync(t: Union[time_, datetime]) -> bool: """Async version of :meth:`waitUntil`.""" now = datetime.now(t.tzinfo) secs = (_fillDate(t) - now).total_seconds() await asyncio.sleep(secs) return True
[docs]def patchAsyncio(): """Patch asyncio to allow nested event loops.""" import nest_asyncio nest_asyncio.apply()
[docs]def startLoop(): """Use nested asyncio event loop for Jupyter notebooks.""" patchAsyncio()
[docs]def useQt(qtLib: str = 'PyQt5', period: float = 0.01): """ Run combined Qt5/asyncio event loop. Args: qtLib: Name of Qt library to use: * PyQt5 * PyQt6 * PySide2 * PySide6 period: Period in seconds to poll Qt. """ def qt_step(): loop.call_later(period, qt_step) if not stack: qloop = qc.QEventLoop() timer = qc.QTimer() timer.timeout.connect(qloop.quit) stack.append((qloop, timer)) qloop, timer = stack.pop() timer.start(0) qloop.exec() if qtLib == 'PyQt6' else qloop.exec_() timer.stop() stack.append((qloop, timer)) qApp.processEvents() if qtLib not in ('PyQt5', 'PyQt6', 'PySide2', 'PySide6'): raise RuntimeError(f'Unknown Qt library: {qtLib}') from importlib import import_module qc = import_module(qtLib + '.QtCore') qw = import_module(qtLib + '.QtWidgets') global qApp qApp = (qw.QApplication.instance() # type: ignore or qw.QApplication(sys.argv)) # type: ignore loop = asyncio.get_event_loop() stack: list = [] qt_step()
[docs]def formatIBDatetime(dt: Union[date, datetime, str, None]) -> str: """Format date or datetime to string that IB uses.""" if not dt: s = '' elif isinstance(dt, datetime): if dt.tzinfo: # convert to local system timezone dt = dt.astimezone() s = dt.strftime('%Y%m%d %H:%M:%S') elif isinstance(dt, date): s = dt.strftime('%Y%m%d 23:59:59') else: s = dt return s
[docs]def parseIBDatetime(s: str) -> Union[date, datetime]: """Parse string in IB date or datetime format to datetime.""" if len(s) == 8: # YYYYmmdd y = int(s[0:4]) m = int(s[4:6]) d = int(s[6:8]) dt = date(y, m, d) elif s.isdigit(): dt = datetime.fromtimestamp(int(s), timezone.utc) else: # YYYYmmdd HH:MM:SS # or # YYYY-mm-dd HH:MM:SS.0 ss = s.replace(' ', '').replace('-', '')[:16] dt = datetime.strptime(ss, '%Y%m%d%H:%M:%S') return dt