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Utilities

ib_interface.api.util

Utilities.

df

def df(objs, labels: Optional[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.

dataclassAsDict

def dataclassAsDict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

dataclassAsTuple

def dataclassAsTuple(obj) -> tuple

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

dataclassNonDefaults

def dataclassNonDefaults(obj) -> dict

For a dataclass instance get the fields that are different from the default values and return as dict.

dataclassUpdate

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.

dataclassRepr

def dataclassRepr(obj) -> str

Provide a culled representation of the given dataclass instance, showing only the fields with a non-default value.

isnamedtupleinstance

def isnamedtupleinstance(x)

From https://stackoverflow.com/a/2166841/6067848

tree

def tree(obj)

Convert object to a tree of lists, dicts and simple values. The result can be serialized to JSON.

barplot

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.

allowCtrlC

def allowCtrlC()

Allow Control-C to end program.

logToFile

def logToFile(path, level = logging.INFO)

Create a log handler that logs to the given file.

logToConsole

def logToConsole(level = logging.INFO)

Create a log handler that logs to the console.

isNan

def isNan(x: float) -> bool

Not a number test.

formatSI

def formatSI(n: float) -> str

Format the integer or float n to 3 significant digits + SI prefix.

timeit

Context manager for timing.

run

def run(awaitables: Awaitable = (), timeout: Optional[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.

schedule

def schedule(time: Time_t, 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 (datetime.time): Time to run callback. If given as :py:class:datetime.time then use today as date. callback (callable): Callable scheduled to run. args (tuple): Arguments for to call callback with.

sleep

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.

timeRange

def timeRange(start: Time_t, end: Time_t, step: float) -> Iterator[dt.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

waitUntil

def waitUntil(t: Time_t) -> 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.

timeRangeAsync

def timeRangeAsync(start: Time_t, end: Time_t, step: float) -> AsyncIterator[dt.datetime]

Async version of :meth:timeRange.

waitUntilAsync

def waitUntilAsync(t: Time_t) -> bool

Async version of :meth:waitUntil.

patchAsyncio

def patchAsyncio()

Patch asyncio to allow nested event loops.

getLoop

def getLoop()

Get the asyncio event loop for the current thread.

startLoop

def startLoop()

Use nested asyncio event loop for Jupyter notebooks.

formatIBDatetime

def formatIBDatetime(t: Union[dt.date, dt.datetime, str, None]) -> str

Format date or datetime to string that IB uses.

parseIBDatetime

def parseIBDatetime(s: str) -> Union[dt.date, dt.datetime]

Parse string in IB date or datetime format to datetime.