eduedix
/ ib_insync test
Created Aug 28, 2018
View ib_insync test
| def onPending(tickers): | |
| for ticker in tickers: | |
| d_time = datetime.datetime.utcnow() - ticker.time.replace(tzinfo=None) | |
| print(d_time.total_seconds(), datetime.datetime.utcnow(), ticker.time, ticker.marketPrice()) | |
| 0.000197 2018-08-28 13:01:55.538025 2018-08-28 13:01:55.537808+00:00 1.2928700000000002 | |
| 0.000697 2018-08-28 13:01:55.538526 2018-08-28 13:01:55.537808+00:00 1.29088 |
View bt latency log2.txt
| 2018-08-28 12:13:12.595505 | |
| AUD.CAD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.424882 0.95026 *** | |
| AUD.NZD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.530424 1.09545 *** | |
| AUD.USD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.527748 0.73544 *** | |
| CAD.CHF-CASH-IDEALPRO_tick 2018-08-28 12:13:08.693720 0.7551 *** | |
| CAD.JPY-CASH-IDEALPRO_tick 2018-08-28 12:13:08.669510 85.936 *** | |
| CHF.JPY-CASH-IDEALPRO_tick 2018-08-28 12:13:04.470377 113.802 *** | |
| EUR.AUD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.291379 1.59258 *** | |
| EUR.CAD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.688057 1.51335 *** | |
| EUR.CHF-CASH-IDEALPRO_tick 2018-08-28 12:13:08.311837 1.14277 *** |
View bt_latency_log.txt
| 2018-08-28 11:30:35.884373 | |
| AUD.CAD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.010730 0.95016 *** | |
| AUD.NZD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.014552 1.09518 --- | |
| AUD.USD-CASH-IDEALPRO_tick 2018-08-28 11:30:34.992353 0.73443 *** | |
| 2018-08-28 11:30:35.885761 | |
| AUD.CAD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.010730 0.95016 *** | |
| AUD.NZD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.014552 1.09518 *** | |
| AUD.USD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.018213 0.73444 --- |
View bt_latency1.py
| import datetime | |
| import backtrader as bt | |
| import pytz | |
| import pandas as pd | |
| from utils.constants import getIBFX | |
| class TickerStrat(bt.Strategy): |