Freeze version 0.1.0, requiring IB API <= v9.72 and swigibpy==0.5.0.

0liu · Sep 2, 2017 · 9e12b4a · 9e12b4a
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diff --git a/MANIFEST.in b/MANIFEST.in
diff --git a/Makefile b/Makefile
diff --git a/README.md b/README.md
@@ -1,31 +1,27 @@
 IBstract
 ========
 
-IBstract is a high-level Pythonic interface to Interactive Brokers API,
-wrapping historical and real-time market data access, as well as orders and
-account management. The ultimate goal of Ibstract is to provide an easy-to-use
-Pythonic IB interface for individual algorithmic back-testing and trading.
+IBstract is a high-level Python library wrapping Interactive Brokers API,
+providing historical data download, real-time market data streaming, and orders
+and account management. The goal of Ibstract is to provide an easy-to-use
+Pythonic IB interface for algorithmic trading and back-testing.
 
 
 Features
 ----------
 - Read and write historical and market data in pandas formats.
 - Automatically merge and manage downloaded data by symbols, bar size and date/time.
-- Store and cache historical data locally using sqlite.
-- Real-time market data streaming and common technical signal generating. (To do)
-- Order submission, status monitoring, and logging. (To do)
-- Account management report and performance analysis. (To do)
 
 
 Requirements
 ------------
+- Interactive Brokers API <= 9.72
+- Interactive Brokers Gateway >= 959, <= 963.3h
 - Python >= 3.6 (Recommend Anaconda 4.4.0)
 - pandas >= 0.20.0
-- sqlite >= 3.13
-- SQLAlchemy >= 1.1.9
 
 
 References
 ----------
-- [Rob Carver's Blog](http://qoppac.blogspot.co.uk/2017/03/interactive-brokers-native-python-api.html)
-- [Interactive Brokers TWS API v9.72+](http://interactivebrokers.github.io/tws-api/)
+- [Rob Carver: Using swigibpy so that Python will play nicely with Interactive Brokers API](https://qoppac.blogspot.com/2014/03/using-swigibpy-so-that-python-will-play.html)
+- [Interactive Brokers API References v9.72](http://xavierib.github.io/twsapidocs/)
diff --git a/ibstract/ibgateway.py b/ibstract/ibgateway.py
@@ -383,18 +383,18 @@ def finished_flag(start_time):
 
     # test 2
     if (not sys.argv[1:]) or (int(sys.argv[1]) == 2):
-        security_type = 'OPT'
+        security_type = 'STK'
         symbol = 'FB'
-        put_call = 'CALL'
-        strike = 121
-        expiry = '20161021'
-        req_endtime = '20160920 13:00:00'
+        # put_call = 'CALL'
+        # strike = 170
+        # expiry = '20170915'
+        req_endtime = '20170831 13:00:00'
         req_len = '1 day'
         req_barsize = '5 min'
         req_datatype = 'TRADES'
 
         req_contract = ibc.make_contract(
-            security_type, symbol, put_call, strike, expiry)
+            security_type, symbol)  # , put_call, strike, expiry)
         hist_data_list = ibc.req_hist_data(
             req_contract, req_endtime, req_len, req_barsize, req_datatype)
         hist_data = MarketData(hist_data_list)
@@ -412,7 +412,9 @@ def finished_flag(start_time):
         ticktype_names = ['mkt_price', ]
 
         contract = ibc.make_contract(security_type, symbol)
-        hist_data_list = ibc.req_mkt_data(contract, duration=duration)
+        mkt_data_list = ibc.req_mkt_data(contract, duration=duration)
+        mkt_data = MarketData(mkt_data_list)
+        print(mkt_data.depot)
 
     # close connection
     ibc.ec.eDisconnect()
diff --git a/requirements.txt b/requirements.txt
diff --git a/tests/__init__.py b/tests/__init__.py
diff --git a/tests/context.py b/tests/context.py
diff --git a/tests/test_data_access.py b/tests/test_data_access.py
diff --git a/tests/test_streaming.py b/tests/test_streaming.py