├── Downloads └── .gitignore ├── LICENSE ├── README.md ├── SAK.log ├── SAKModules ├── .gitignore ├── ALPACA_Connect.py ├── IBKR_Allinone.py ├── IBKR_Connect_Window.py ├── IBKR_Historical_Window.py ├── IBKR_Tick_Data_Window.py ├── MySQL_Allinone.py ├── SAK_NSEOptionChainExtractor.py ├── UPSTOX_Connect_Window.py └── help.txt ├── SAK_Transparent.ico ├── SwissAlgoKnife.py └── secret ├── .gitignore └── cred.py /Downloads/.gitignore: -------------------------------------------------------------------------------- 1 | 2 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | GNU GENERAL PUBLIC LICENSE 2 | Version 3, 29 June 2007 3 | 4 | Copyright (C) 2007 Free Software Foundation, Inc. 5 | Everyone is permitted to copy and distribute verbatim copies 6 | of this license document, but changing it is not allowed. 7 | 8 | Preamble 9 | 10 | The GNU General Public License is a free, copyleft license for 11 | software and other kinds of works. 12 | 13 | The licenses for most software and other practical works are designed 14 | to take away your freedom to share and change the works. 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If not, see . 649 | 650 | Also add information on how to contact you by electronic and paper mail. 651 | 652 | If the program does terminal interaction, make it output a short 653 | notice like this when it starts in an interactive mode: 654 | 655 | Copyright (C) 656 | This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'. 657 | This is free software, and you are welcome to redistribute it 658 | under certain conditions; type `show c' for details. 659 | 660 | The hypothetical commands `show w' and `show c' should show the appropriate 661 | parts of the General Public License. Of course, your program's commands 662 | might be different; for a GUI interface, you would use an "about box". 663 | 664 | You should also get your employer (if you work as a programmer) or school, 665 | if any, to sign a "copyright disclaimer" for the program, if necessary. 666 | For more information on this, and how to apply and follow the GNU GPL, see 667 | . 668 | 669 | The GNU General Public License does not permit incorporating your program 670 | into proprietary programs. If your program is a subroutine library, you 671 | may consider it more useful to permit linking proprietary applications with 672 | the library. If this is what you want to do, use the GNU Lesser General 673 | Public License instead of this License. But first, please read 674 | . 675 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # SwissAlgoKnife 2 | Utilities to automate small daily tasks for algo traders. 3 | 4 | ~~WARNING: Based on https://github.com/PySimpleGUI/, these are one shot windows. Plan your workflow, or be prepared to open and close the application in entirety since a window once closed cannot be opened again. As soon as there's a solution for this, this warning will be removed.~~ Latest change made to SwissAlgoKnife.py (2019-12-29) allow windows to opened and close multiple times. The change was to use read-execute on the files contained in SAKModules directory, rather than importing them at the click of a button. This also allows new modules to be added to the project without any changes needed in the front end. 5 | 6 | **Project Structure:** 7 | 8 | SwissAlgoKnife 9 | |-SwissAlgoKnife.py 10 | |-SAKModules 11 | |-IBKRAllinone.py 12 | |-MySQL_Allinone.py 13 | |-IBKR_Connect_Window.py 14 | |-IBKR_Historical_Window.py 15 | |-IBKR_Tick_Data_Window.py 16 | |-ALPACA_Connect.py 17 | |-UPSTOX_Connect_Window.py 18 | |-SAK_NSEOptionChainExtractor.py 19 | |-__pycache__ 20 | |-Secret 21 | |-Cred.py 22 | |-Downloads 23 | |- 24 | |-__pycache__ 25 | 26 | **Description of files** 27 | 28 | - SwissAlgoKnife.py - just an entry point to the application. 29 | - SAKModules - Folder containing all utilities. Each utility is designed to also be a standalone file. 30 | - IBKRAllinone.py - All IBKR functions in one file: Connect, get OHLC Data, get Tick Data 31 | - MySQL_Allinone.py - All MySQL functions in one file: Connect, store OHLC Data, store Tick Data. (TODO: (1) Retrieval function WIP, (2) store Option Chain Data.) 32 | - IBKR_Connect_Window.py - older window. To connect to IBKR. 33 | - IBKR_Historical_Window.py - older window. To get OHLC Data. 34 | - IBKR_Tick_Data_Window.py - older window. To get tick Data. 35 | - SAK_NSEOptionChainExtractor.py - crawls and collects data from NSE Options Chain pages. Creates a separate CSV file for each symbol. Will keep appending to CSV if file isn't removed from directory. (TODO: (1) Subdivide Downloads directory into different folders for different types of downloaded data, (2) pick up list_identifiers from a file instead of hardcoded values.) 36 | - ALPACA_Connect.py - WIP. 37 | - SAK_Zerodha.py - coming sooner. 38 | - SAK_Fyers.py - coming later. 39 | - UPSTOX_Connect_Window.py - frozen due to Upstox discontinuing API. 40 | - __pycache__ - don't touch. 41 | - Secret - folder for credential files 42 | - Cred.py - file containing credentials for all APIs in one place. 43 | - Downloads - folder for all downloaded files across utilities. 44 | - __pycache__ - don't touch. 45 | 46 | **Interactive Brokers Utilities** 47 | 48 | Written with https://github.com/erdewit/ib_insync. 49 | 50 | - Connect to TWS or Gateway on localhost:port:UID 51 | - View and download OHLC data for one symbol, one request at a time 52 | - Download Tick data for one symbol, between any two start and end dates 53 | 54 | **MySQL Utilities** 55 | 56 | Written using SQLAlchemy. 57 | 58 | - Connect to local MySQL server 59 | - Commit OHLC and Tick data files to respective tables 60 | 61 | **Upstox Utilities** 62 | 63 | _Frozen due to unavailability of Upstox Historical API_ 64 | 65 | **Zerodha Utilities** 66 | 67 | _WIP_ 68 | 69 | **Fyers Utilities** 70 | 71 | _WIP_ 72 | 73 | **HDF5 Utilities** 74 | 75 | _Planning_ 76 | -------------------------------------------------------------------------------- /SAK.log: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/algonitish/SwissAlgoKnife/0df5dba744a19ac689e5492e1353d51271d65c96/SAK.log -------------------------------------------------------------------------------- /SAKModules/.gitignore: -------------------------------------------------------------------------------- 1 | 2 | -------------------------------------------------------------------------------- /SAKModules/ALPACA_Connect.py: -------------------------------------------------------------------------------- 1 | import alpaca_trade_api as tradeapi 2 | import time 3 | from secret import cred 4 | 5 | api = tradeapi.REST(cred.APCA_API_KEY_ID, cred.APCA_API_SECRET_KEY, cred.APCA_API_BASE_URL) # or use ENV Vars shown below 6 | account = api.get_account() 7 | api.list_positions() 8 | 9 | # Check if the market is open now. 10 | clock = api.get_clock() 11 | print('The market is {}'.format('open.' if clock.is_open else 'closed.')) 12 | 13 | # Check when the market was open on Dec. 1, 2018 14 | date = '2019-11-03' 15 | calendar = api.get_calendar(start=date, end=date)[0] 16 | print('The market opened at {} and closed at {} on {}.'.format( 17 | calendar.open, 18 | calendar.close, 19 | date 20 | )) 21 | 22 | # Get daily price data for AAPL over the last 5 trading days. 23 | barset = api.get_barset('AAPL', 'day', limit=5) 24 | aapl_bars = barset['AAPL'] 25 | 26 | # See how much AAPL moved in that timeframe. 27 | week_open = aapl_bars[0].o 28 | week_close = aapl_bars[-1].c 29 | percent_change = (week_close - week_open) / week_open * 100 30 | print('AAPL moved {}% over the last 5 days'.format(percent_change)) 31 | 32 | # Submit a market order to buy 1 share of Apple at market price 33 | ord_mkt = api.submit_order( 34 | symbol='AAPL', 35 | qty=1, 36 | side='buy', 37 | type='market', 38 | time_in_force='gtc' 39 | ) 40 | 41 | # Submit a limit order to attempt to sell 1 share of AMD at a 42 | # particular price ($20.50) when the market opens 43 | ord_lmt = api.submit_order( 44 | symbol='AMD', 45 | qty=1, 46 | side='sell', 47 | type='limit', 48 | time_in_force='opg', 49 | limit_price=20.50 50 | ) 51 | 52 | # The security we'll be shorting 53 | symbol = 'TSLA' 54 | 55 | # Submit a market order to open a short position of one share 56 | ord_shrt = api.submit_order(symbol, 1, 'sell', 'market', 'day') 57 | print("Market order submitted.") 58 | 59 | # Submit a limit order to attempt to grow our short position 60 | # First, get an up-to-date price for our symbol 61 | symbol_bars = api.get_barset(symbol, 'minute', 1).df.iloc[0] 62 | symbol_price = symbol_bars[symbol]['close'] 63 | # Submit an order for one share at that price 64 | ord_shrt = api.submit_order(symbol, 1, 'sell', 'limit', 'day', symbol_price) 65 | print("Limit order submitted.") 66 | 67 | # Wait a second for our orders to fill... 68 | print('Waiting...') 69 | time.sleep(1) 70 | 71 | # Check on our position 72 | position = api.get_position(symbol) 73 | if int(position.qty) < 0: 74 | print(f'Short position open for {symbol}') 75 | 76 | # Submit a market order and assign it a Client Order ID. 77 | api.submit_order( 78 | symbol='AAPL', 79 | qty=1, 80 | side='buy', 81 | type='market', 82 | time_in_force='gtc', 83 | client_order_id='my_first_order' 84 | ) 85 | 86 | # Get our order using its Client Order ID. 87 | my_order = api.get_order_by_client_order_id('my_first_order') 88 | print('Got order #{}'.format(my_order.id)) 89 | 90 | # Get the last 100 of our closed orders 91 | closed_orders = api.list_orders( 92 | status='closed', 93 | limit=100 94 | ) 95 | 96 | # Get only the closed orders for a particular stock 97 | closed_aapl_orders = [o for o in closed_orders if o.symbol == 'AAPL'] 98 | print(closed_aapl_orders) 99 | 100 | #Websockets to receive real-time updates about the status of your orders as they change 101 | conn = tradeapi.stream2.StreamConn(cred.APCA_API_KEY_ID, cred.APCA_API_SECRET_KEY) 102 | 103 | # Handle updates on an order you've given a Client Order ID. 104 | # The r indicates that we're listening for a regex pattern. 105 | client_order_id = r'my_client_order_id' 106 | @conn.on(client_order_id) 107 | async def on_msg(conn, channel, data): 108 | # Print the update to the console. 109 | print("Update for {}. Event: {}.".format(client_order_id, data['event'])) 110 | 111 | # Start listening for updates. 112 | conn.run(['trade_updates']) 113 | 114 | # Get our position in AAPL. 115 | aapl_position = api.get_position('AAPL') 116 | 117 | # Get a list of all of our positions. 118 | portfolio = api.list_positions() 119 | -------------------------------------------------------------------------------- /SAKModules/IBKR_Allinone.py: -------------------------------------------------------------------------------- 1 | import PySimpleGUI as psg 2 | import logging, time, os 3 | import pandas as pd 4 | from ib_insync import * 5 | from datetime import datetime, timezone, timedelta 6 | from dateutil import tz 7 | from secret import cred 8 | 9 | logging.basicConfig( 10 | level=logging.INFO, 11 | format='{"time": %(asctime)s, "module": %(module)s, "function_name": %(funcName)s, "line_number": %(lineno)d, "message": %(message)s}', 12 | datefmt='%m/%d/%Y %I:%M:%S %p', 13 | handlers=[ 14 | logging.FileHandler(filename='SAK.log'), 15 | logging.StreamHandler() 16 | ] 17 | ) 18 | 19 | def utc2local (utc): 20 | from_zone = tz.tzutc() 21 | to_zone = tz.tzlocal() 22 | return utc.astimezone(to_zone) 23 | 24 | def local2utc(local): 25 | epoch = time.mktime(local.timetuple()) 26 | offset = datetime.fromtimestamp (epoch) - datetime.utcfromtimestamp (epoch) 27 | return (local - offset).replace(tzinfo=None) 28 | 29 | def getTickFor(ib, qualContract, dtmStartDate, dtmEndDate, intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize, strPath): 30 | logging.info('Entered getTickFor().') 31 | strCurrency = qualContract[0].currency 32 | strExchange = qualContract[0].exchange 33 | strContract = qualContract[0].symbol 34 | stkContract = qualContract[0] 35 | 36 | #get the last tick of the day so that we know where to stop 37 | listEndOfDayTicks = ib.reqHistoricalTicks(stkContract, '', dtmEndDate, 10, strWhatToShow, boolUseRTH, boolIgnoreSize, None) 38 | dtmLastTickTime = listEndOfDayTicks[-1].time 39 | 40 | #initiate a listTicks to keep appending to later: 41 | listTicks = ib.reqHistoricalTicks(stkContract, dtmStartDate, '', intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize, None) 42 | #now start looping through the day's ticks 43 | #initial starting point is set above with the end of the first listTicks 44 | dtmStartPoint = listTicks[-1].time 45 | #first fetch is already over: 46 | intCountRequests = 1 47 | logging.info('Request number {} Received {} ticks from {}(UTC) to {}(UTC).'.format(intCountRequests, len(listTicks), dtmStartDate, listTicks[-1].time)) 48 | while (dtmStartPoint < dtmLastTickTime): 49 | listFetch = ib.reqHistoricalTicks(stkContract, dtmStartPoint, '', intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize, None) 50 | if (listFetch[0].time != listFetch[-1].time): #ie, if the first tick != last tick of listTicks, it means there's more data to be had in the day 51 | listTicks = listTicks + listFetch 52 | dtmStartPoint = listTicks[-1].time # and increment next loop's start point to this listTick's last time 53 | intCountRequests += 1 54 | else: 55 | #reset start point to the end of trading hour, so that the next fetch automatically gets the next day's opening data 56 | dtmStartPoint = listTicks[-1].time + timedelta(0.1) 57 | time.sleep(0.1) 58 | logging.info('Request number {} Received {} ticks from {} (UTC) to {} (UTC).'.format(intCountRequests, len(listFetch), dtmStartPoint, listTicks[-1].time)) 59 | 60 | #convert listTicks to a CSV and save 61 | dfTicks = pd.DataFrame(listTicks) 62 | dfTicks = dfTicks.rename(columns={'tickAttribLast':'symbol', 'specialConditions':'currency'}) 63 | dfTicks['symbol'] = stkContract.symbol 64 | dfTicks['exchange'] = stkContract.exchange 65 | dfTicks['currency'] = stkContract.currency 66 | #dfTicks['time'] = dfTicks['time'].apply(utc2local) 67 | dfTicks['dataType'] = 'Ticks_' + strWhatToShow +'_RTH' if boolUseRTH else '_RHT+AMO' 68 | dfTicks.to_csv(strPath + '/' + strContract +'_'+ str(dtmStartDate) +'_'+ str(dtmEndDate)+'.csv', index=False) 69 | logging.info('FINISHED: {}'.format(strContract)) 70 | psg.popup('Finished getting data for {}'.format(strContract)) 71 | 72 | #for getting contract data 73 | listSecTypes = ['STK','CASH','IND'] # add these as useful: ,'OPT','FUT','FOP','CFD','BAG','WAR','BOND','CMDTY','NEWS','FUND' 74 | listExchanges = ['NSE', 'IDEALPRO'] 75 | listCurrencies = ['INR', 'USD', 'JPY', 'CHF', 'EUR'] 76 | 77 | #for drawing table 78 | listHeadings = ['date', 'open', 'high', 'low', 'close', 'volume', 'barCount', 'average'] 79 | 80 | #for placing data request 81 | listDurStr2 = ['S', 'D', 'W', 'M', 'Y'] #!use with integer prefix 82 | listBarSizes = ['1 secs', '5 secs', '10 secs', '15 secs', '30 secs', 83 | '1 min', '2 mins', '3 mins', '5 mins', '10 mins', '15 mins', '20 mins', '30 mins', 84 | '1 hour', '2 hours', '3 hours', '4 hours', '8 hours', 85 | '1 day', '1W', '1M'] 86 | listWhatToShows = ['TRADES', 'MIDPOINT', 'BID', 'ASK', 'BID_ASK', 'ADJUSTED_LAST', 'HISTORICAL_VOLATILITY', 87 | 'OPTION_IMPLIED_VOLATILITY', 'REBATE_RATE', 'FEE_RATE', 'YIELD_BID', 'YIELD_ASK', 88 | 'YIELD_BID_ASK', 'YIELD_LAST'] 89 | 90 | str_default_path = os.getcwd() + '/Downloads' 91 | 92 | frame_connect = [ 93 | [psg.Text('Enter connection paramters below:')], 94 | [ 95 | psg.Text('IP Address: ', size=(12,1)),psg.Input(cred.str_ib_ip, key='_IB_IP_', size=(15,1)), 96 | psg.Text('Port: ', size=(6,1)),psg.Input(cred.int_ib_port, key='_IB_PORT_', size=(15,1)), 97 | psg.Text('Client ID', size=(10,1)),psg.Input(cred.int_ib_uid, key='_IB_UID_', size=(15,1)) 98 | ], 99 | [psg.Text("Disconnected.", text_color='red', key='_IB_STATUS_')], 100 | [psg.Button('Connect', key='_BT_CONN_', disabled=False), psg.Button('Disconnect', key='_BT_DISCO_', disabled=True)] 101 | ] 102 | 103 | frame_qualify = [ 104 | [ 105 | psg.Input(default_text="RELIANCE", key='_Symbol_', tooltip='Exact IBKR symbol', size=(15,1)), 106 | psg.Combo(listSecTypes, key='_SecType_', size = (4,1), tooltip='STK = Stock, CASH = Forex, IND = Index'), 107 | psg.Combo(listExchanges, key='_Exchange_', size = (4,1)), 108 | psg.Combo(listCurrencies, key='_Currency_', size = (4,1)), 109 | psg.Text('Qualified Security: '), 110 | psg.Text('', size=(15,1), key='_OUTPUT_') 111 | ], 112 | [ 113 | psg.Button('Qualify', key='_BT_QUAL_', disabled=True) 114 | ] 115 | ] 116 | 117 | frame_tick = [ 118 | [ 119 | psg.Text('Pick Dates: '), 120 | psg.Input(key='_StartDate_', size=(9,1), disabled=True, font='Courier'), 121 | psg.CalendarButton('Start Date', target='_StartDate_'), 122 | psg.Input(key='_EndDate_', size=(9,1), disabled=True, font='Courier'), 123 | psg.CalendarButton('End Date', target='_EndDate_') 124 | ], 125 | [ 126 | psg.Input(default_text="1000", key='_tickCount_', tooltip='Number of ticks to fetch at a time', size=(4,1), disabled=True), 127 | psg.Combo(listWhatToShows, key='_whatToShow_', auto_size_text=True), 128 | psg.Checkbox('RTH?', key='_useRTH_'), 129 | psg.Checkbox('Size Only Ticks?', key='_ignoreSize_') 130 | 131 | ], 132 | [ 133 | psg.Text('Your Folder', size=(15, 1), auto_size_text=False), 134 | psg.InputText(str_default_path, key='_targetFolder_'), 135 | psg.FolderBrowse(target='_targetFolder_') 136 | ], 137 | [psg.Button('Get Ticks', key='_BT_TICK_', disabled=True)], 138 | ] 139 | 140 | frame_OHLC =[ 141 | [ 142 | psg.Input(default_text=1, key='_DurStr1_', size=(4,1)), 143 | psg.Combo(listDurStr2, key='_DurStr2_', size=(4,1)), 144 | psg.Combo(listBarSizes, key='_BarSize_', size=(8,1)), 145 | psg.Combo(listWhatToShows, key='_WhatToShow_', auto_size_text=True) 146 | ], 147 | [psg.Button('Fetch', key='_BT_OHLC_', disabled=True), psg.Button('Download', key='_BT_DL_', disabled=True)], 148 | [psg.Text('Data Preview: ')], 149 | [ 150 | psg.Table(key='sgtable', values = [['','','','','','','','']], #placeholders until we learn how to dynamically create columns in PySimpleGUI 151 | headings=listHeadings, 152 | auto_size_columns=True, 153 | alternating_row_color='#add8e6', 154 | num_rows=3) 155 | ] 156 | ] 157 | 158 | layout = [ 159 | [psg.Frame('Connection Manager', frame_connect)], 160 | [psg.Frame('Qualify Contract', frame_qualify)], 161 | [psg.Frame('Tick Data', frame_tick)], 162 | [psg.Frame('OHLC Data', frame_OHLC)], 163 | [psg.CButton('Exit')] 164 | ] 165 | def main(ib): 166 | win_ibkr_allinone = psg.Window('IBRK Utilities', layout=layout) 167 | while True: # Event Loop 168 | event, values = win_ibkr_allinone.Read() 169 | if event in (None, 'Exit'): 170 | win_ibkr_allinone.Close() 171 | break 172 | if event == '_BT_CONN_': 173 | logging.info("Connect clicked.") 174 | try: 175 | logging.info("Trying to connect.") 176 | ib.connect( 177 | str(win_ibkr_allinone['_IB_IP_'].Get()), 178 | int(win_ibkr_allinone['_IB_PORT_'].Get()), 179 | int(win_ibkr_allinone['_IB_UID_'].Get()) 180 | ) 181 | except ConnectionRefusedError: 182 | win_ibkr_allinone.Element('_IB_STATUS_').Update("Connection Refused!", text_color='red') 183 | logging.info("Connection Refused!") 184 | except: 185 | win_ibkr_allinone.Element('_IB_STATUS_').Update("Error!") 186 | logging.info("Error!") 187 | if ib.isConnected() == True: 188 | win_ibkr_allinone.Element('_IB_STATUS_').Update("Connected!", text_color='green') 189 | win_ibkr_allinone.Element('_BT_CONN_').Update(disabled=True) #can't connect if altready connected 190 | win_ibkr_allinone.Element('_BT_DISCO_').Update(disabled=False) #to disconnect after connection 191 | win_ibkr_allinone.Element('_BT_QUAL_').Update(disabled=False) #after every conn, fresh qualification 192 | win_ibkr_allinone.Element('_BT_TICK_').Update(disabled=True) #not active until qual() 193 | win_ibkr_allinone.Element('_BT_OHLC_').Update(disabled=True) #not active until qual() 194 | win_ibkr_allinone.Element('_BT_DL_').Update(disabled=True) #not active until qual() 195 | logging.info("Connected!") 196 | if event == '_BT_DISCO_': 197 | logging.info('Disconnect clicked.') 198 | if ib.isConnected == True: 199 | ib.disconnect() 200 | logging.info('Disconnected successfully.') 201 | win_ibkr_allinone.Element('_IB_STATUS_').Update("Disconnected.", text_color='red') 202 | win_ibkr_allinone.Element('_BT_CONN_').Update(disabled=False) 203 | win_ibkr_allinone.Element('_BT_DISCO_').Update(disabled=True) 204 | win_ibkr_allinone.Element('_BT_QUAL_').Update(disabled=True) 205 | win_ibkr_allinone.Element('_BT_TICK_').Update(disabled=True) 206 | win_ibkr_allinone.Element('_BT_OHLC_').Update(disabled=True) 207 | win_ibkr_allinone.Element('_BT_DL_').Update(disabled=True) 208 | else: 209 | win_ibkr_allinone.Element('_IB_STATUS_').Update("Disconnected.", text_color='red') 210 | win_ibkr_allinone.Element('_BT_CONN_').Update(disabled=False) 211 | win_ibkr_allinone.Element('_BT_DISCO_').Update(disabled=True) 212 | win_ibkr_allinone.Element('_BT_QUAL_').Update(disabled=True) 213 | win_ibkr_allinone.Element('_BT_TICK_').Update(disabled=True) 214 | win_ibkr_allinone.Element('_BT_OHLC_').Update(disabled=True) 215 | win_ibkr_allinone.Element('_BT_DL_').Update(disabled=True) 216 | logging.info('Faked a disconnection.') 217 | if event == '_BT_QUAL_': 218 | if values['_SecType_'] == 'STK': 219 | contract = Stock(values['_Symbol_'], values['_Exchange_'],values['_Currency_']) 220 | if values['_SecType_'] == 'CASH': 221 | contract = Forex(values['_Symbol_']) 222 | if values['_SecType_'] == 'IND': 223 | contract = Index(values['_Symbol_'], values['_Exchange_'],values['_Currency_']) 224 | qual = ib.qualifyContracts(contract) 225 | logging.info(str(qual)) 226 | win_ibkr_allinone['_OUTPUT_'].Update(str(qual[0].symbol)) 227 | win_ibkr_allinone.Element('_BT_TICK_').Update(disabled=False) #enable getting tick data 228 | win_ibkr_allinone.Element('_BT_OHLC_').Update(disabled=False) #enable getting OHLC data 229 | if event == '_BT_TICK_': 230 | logging.info('Starting tick fetch.') 231 | fmt = '%Y-%m-%d %H:%M:%S' 232 | strStartTime = win_ibkr_allinone['_StartDate_'].Get() #datetime(2019, 11, 7, 3, 00, tzinfo=timezone.utc) 233 | dtmStartTime = datetime.strptime(strStartTime, fmt) 234 | strEndTime = win_ibkr_allinone['_EndDate_'].Get() #datetime(2019, 11, 8, 11, 00, tzinfo=timezone.utc) 235 | dtmEndTime = datetime.strptime(strEndTime, fmt) 236 | dtmEndTime = dtmEndTime.replace(hour=23, minute=23) 237 | intTicks = int(win_ibkr_allinone['_tickCount_'].Get()) 238 | strWhatToShow = str(win_ibkr_allinone['_whatToShow_'].Get()) 239 | boolUseRTH = bool(win_ibkr_allinone['_useRTH_'].Get()) 240 | boolIgnoreSize = bool(win_ibkr_allinone['_ignoreSize_'].Get()) 241 | strPath = str(win_ibkr_allinone['_targetFolder_'].Get()) 242 | logging.info('{},{},{},{},{},{},{}'.format(dtmStartTime, dtmEndTime,intTicks,strWhatToShow,boolUseRTH,boolIgnoreSize,strPath)) 243 | if dtmEndTime > dtmStartTime: 244 | psg.popup('Starting download for {}'.format(qual[0].symbol)) 245 | getTickFor(ib, qual, dtmStartTime, dtmEndTime, intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize, strPath) 246 | if event == '_BT_OHLC_': 247 | strDuration = str(values['_DurStr1_']) +' ' + str(values['_DurStr2_']) 248 | strBarSize = str(values['_BarSize_']) 249 | strWhatToShow = str(values['_WhatToShow_']) 250 | logging.info('strDuration:%s , strBarSize: %s , strWhatToShow: %s', strDuration, strBarSize, strWhatToShow) 251 | barData = ib.reqHistoricalData(contract, '',strDuration, strBarSize, strWhatToShow, 1, 1, False) 252 | listData = [[item.date.strftime("%Y%m%d, %H:%M:%S"), item.open, item.high, item.low, item.close, item.volume, item.barCount, item.average] for item in barData] 253 | dfStockData = pd.DataFrame(listData) 254 | if dfStockData.shape[1]==8 and dfStockData.shape[0]>0: 255 | logging.info('dfStockData sample: %s',dfStockData.head(3)) 256 | dfStockData.columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'barCount', 'average'] 257 | relist = dfStockData.values.tolist() 258 | win_ibkr_allinone.Element('sgtable').Update(values=relist, 259 | num_rows=3, 260 | visible = True) 261 | win_ibkr_allinone.Element('_BT_DL_').Update(disabled=False) #enable getting OHLC data 262 | if event == '_BT_DL_': 263 | if dfStockData.shape[1]==8 and dfStockData.shape[0]>0: 264 | file_name = psg.PopupGetFile('Please enter filename to save (if file exists, it will be overwritten): ', save_as=True) 265 | fileTarget = open(file_name, 'w+') 266 | dfStockData.to_csv(fileTarget) 267 | fileTarget.close() 268 | psg.Popup("File saved.") 269 | #if NOT populated 270 | else: 271 | psg.Popup("Please fetch some data before trying to save it.") 272 | 273 | 274 | if __name__ == "__main__": 275 | ib = IB() 276 | main(ib) -------------------------------------------------------------------------------- /SAKModules/IBKR_Connect_Window.py: -------------------------------------------------------------------------------- 1 | import PySimpleGUI as sg 2 | from secret import cred 3 | import logging 4 | 5 | logging.basicConfig( 6 | filename='SAK.log', 7 | level=logging.INFO, 8 | format='{"time": %(asctime)s, "module": %(module)s, "function_name": %(funcName)s, "line_number": %(lineno)d, "message": %(message)s}', 9 | datefmt='%m/%d/%Y %I:%M:%S %p' 10 | ) 11 | 12 | layout = [ 13 | [sg.Text('Enter connection paramters below:')], 14 | [sg.Text('IP Address: ', size=(15,1)),sg.Input(cred.str_ib_ip, key='_IP_', size=(15,1))], 15 | [sg.Text('Port: ', size=(15,1)),sg.Input(cred.int_ib_port, key='_PORT_', size=(15,1))], 16 | [sg.Text('Client ID', size=(15,1)),sg.Input(cred.int_ib_uid, key='_UID_', size=(15,1))], 17 | [sg.Text('', key='_OUTPUT_')], 18 | [sg.Button('Connect'), sg.Button('Disconnect'), sg.Button('Exit')] 19 | ] 20 | 21 | def main(ib): 22 | win_ibkr_connect = sg.Window('IBKR: Connect', layout) 23 | logging.info("IBKR:Connect launched") 24 | 25 | while True: # Event Loop 26 | event, values = win_ibkr_connect.Read() 27 | if event == 'Exit': 28 | logging.info("exit hit") 29 | win_ibkr_connect.Close() 30 | break 31 | if event == 'Connect': 32 | logging.info("Asked to connect.") 33 | try: 34 | logging.info("Trying to connect.") 35 | logging.info("%s %s %s", str(win_ibkr_connect.Element('_IP_').Get()), str(win_ibkr_connect.Element('_PORT_').Get()), str(win_ibkr_connect.Element('_UID_').Get())) 36 | ib.connect( 37 | str(win_ibkr_connect.Element('_IP_').Get()), 38 | int(win_ibkr_connect.Element('_PORT_').Get()), 39 | int(win_ibkr_connect.Element('_UID_').Get()), 40 | ) 41 | except ConnectionRefusedError: 42 | win_ibkr_connect.Element('_OUTPUT_').Update("Connection Refused!") 43 | logging.info("Connection Refused!") 44 | except: 45 | win_ibkr_connect.Element('_OUTPUT_').Update("Error!") 46 | logging.info("Error!") 47 | if ib.isConnected() == True: 48 | win_ibkr_connect.Element('_OUTPUT_').Update("Connected!") 49 | logging.info("Connected!") 50 | 51 | if __name__ == "__main__": 52 | from ib_insync import * 53 | ib = IB() 54 | main(ib) -------------------------------------------------------------------------------- /SAKModules/IBKR_Historical_Window.py: -------------------------------------------------------------------------------- 1 | import PySimpleGUI as sg 2 | import logging 3 | import pandas as pd 4 | from secret import cred 5 | 6 | logging.basicConfig( 7 | filename='SAK.log', 8 | level=logging.INFO, 9 | format='{"time": %(asctime)s, "module": %(module)s, "function_name": %(funcName)s, "line_number": %(lineno)d, "message": %(message)s}', 10 | datefmt='%m/%d/%Y %I:%M:%S %p' 11 | ) 12 | 13 | #for getting contract data 14 | listSecTypes = ['STK','CASH','IND'] # add these as useful: ,'OPT','FUT','FOP','CFD','BAG','WAR','BOND','CMDTY','NEWS','FUND' 15 | listExchanges = ['NSE', 'IDEALPRO'] 16 | listCurrencies = ['INR', 'USD', 'JPY', 'CHF', 'EUR'] 17 | 18 | #for drawing table 19 | listHeadings = ['date', 'open', 'high', 'low', 'close', 'volume', 'barCount', 'average'] 20 | 21 | #for placing data request 22 | listDurStr2 = ['S', 'D', 'W', 'M', 'Y'] #!use with integer prefix 23 | listBarSizes = ['1 secs', '5 secs', '10 secs', '15 secs', '30 secs', 24 | '1 min', '2 mins', '3 mins', '5 mins', '10 mins', '15 mins', '20 mins', '30 mins', 25 | '1 hour', '2 hours', '3 hours', '4 hours', '8 hours', 26 | '1 day', '1W', '1M'] 27 | listWhatToShows = ['TRADES', 'MIDPOINT', 'BID', 'ASK', 'BID_ASK', 'ADJUSTED_LAST', 'HISTORICAL_VOLATILITY', 28 | 'OPTION_IMPLIED_VOLATILITY', 'REBATE_RATE', 'FEE_RATE', 'YIELD_BID', 'YIELD_ASK', 29 | 'YIELD_BID_ASK', 'YIELD_LAST'] 30 | 31 | layout= [ 32 | [ 33 | sg.Input(default_text="RELIANCE", key='_Symbol_', tooltip='Exact IBKR symbol'), 34 | sg.Combo(listSecTypes, key='_SecType_', auto_size_text=True, tooltip='STK = Stock, CASH = Forex, IND = Index'), 35 | sg.Combo(listExchanges, key='_Exchange_', auto_size_text=True), 36 | sg.Combo(listCurrencies, key='_Currency_', auto_size_text=True) 37 | ], 38 | [sg.Button('Qualify'), sg.Text('Qualified Security: '), sg.Text('', size=(15,1), key='_OUTPUT_')], 39 | [ 40 | sg.Input(default_text=1, key='_DurStr1_', size=(3,1)), 41 | sg.Combo(listDurStr2, key='_DurStr2_', size=(3,1)), 42 | sg.Combo(listBarSizes, key='_BarSize_', size=(7,1)), 43 | sg.Combo(listWhatToShows, key='_WhatToShow_', auto_size_text=True) 44 | ], 45 | [sg.Button('Fetch'), sg.Button('Download'), sg.Button('Exit')], 46 | [sg.Text('Data Preview: ')], 47 | [sg.Table(key='sgtable', values = [['','','','','','','','']], #placeholders until we learn how to dynamically create columns in PySimpleGUI 48 | headings=listHeadings, 49 | auto_size_columns=True, 50 | alternating_row_color='#add8e6', 51 | num_rows=1)] 52 | ] 53 | 54 | def main(ib): 55 | from ib_insync import Stock, Forex, Index 56 | win_historical = sg.Window('Historical OHLC', layout) 57 | 58 | while True: # Event Loop 59 | event, values = win_historical.Read() 60 | if event == 'Exit': 61 | #? commenting out "disconnect()" because any calling procedure would not want a child to disconnect it 62 | #ib.disconnect() 63 | logging.info("exit hit") 64 | win_historical.Close() 65 | break 66 | 67 | if event == 'Qualify': 68 | # Update the "output" element to be the value of "input" element 69 | win_historical.Element('_OUTPUT_').Update(values['_Symbol_']) 70 | if values['_SecType_'] == 'STK': 71 | contract = Stock(values['_Symbol_'], values['_Exchange_'],values['_Currency_']) 72 | if values['_SecType_'] == 'CASH': 73 | contract = Forex(values['_Symbol_']) 74 | if values['_SecType_'] == 'IND': 75 | contract = Index(values['_Symbol_'], values['_Exchange_'],values['_Currency_']) 76 | qual = ib.qualifyContracts(contract) 77 | logging.info(str(qual)) 78 | 79 | if event == 'Fetch': 80 | strDuration = str(values['_DurStr1_']) +' ' + str(values['_DurStr2_']) 81 | strBarSize = str(values['_BarSize_']) 82 | strWhatToShow = str(values['_WhatToShow_']) 83 | logging.info('strDuration:%s , strBarSize: %s , strWhatToShow: %s', strDuration, strBarSize, strWhatToShow) 84 | barData = ib.reqHistoricalData(contract, '',strDuration, strBarSize, strWhatToShow, 1, 1, False) 85 | listData = [[item.date.strftime("%Y%m%d, %H:%M:%S"), item.open, item.high, item.low, item.close, item.volume, item.barCount, item.average] for item in barData] 86 | dfStockData = pd.DataFrame(listData) 87 | if dfStockData.shape[1]==8 and dfStockData.shape[0]>0: 88 | logging.info('dfStockData sample: %s',dfStockData.head(3)) 89 | dfStockData.columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'barCount', 'average'] 90 | relist = dfStockData.values.tolist() 91 | win_historical.Element('sgtable').Update(values=relist, 92 | num_rows=25, 93 | visible = True) 94 | if event == 'Download': 95 | #check if the DatFrame is minimally populated or not. 96 | #if populated: 97 | if dfStockData.shape[1]==8 and dfStockData.shape[0]>0: 98 | file_name = sg.PopupGetFile('Please enter filename to save (if file exists, it will be overwritten): ', save_as=True) 99 | fileTarget = open(file_name, 'w+') 100 | dfStockData.to_csv(fileTarget) 101 | fileTarget.close() 102 | sg.Popup("File saved.") 103 | #if NOT populated 104 | else: 105 | sg.Popup("Please fetch some data before trying to save it.") 106 | 107 | if __name__ == "__main__": 108 | from ib_insync import * 109 | ib = IB() 110 | conn = ib.connect(cred.str_ib_ip, cred.int_ib_port, cred.int_ib_uid) 111 | main(ib) -------------------------------------------------------------------------------- /SAKModules/IBKR_Tick_Data_Window.py: -------------------------------------------------------------------------------- 1 | import PySimpleGUI as sg 2 | from ib_insync import * 3 | from datetime import datetime, timezone, timedelta 4 | import time, logging, os 5 | import pandas as pd 6 | from secret import cred 7 | 8 | logging.basicConfig( 9 | filename='SAK.log', 10 | level=logging.INFO, 11 | format='{"time": %(asctime)s, "module": %(module)s, "function_name": %(funcName)s, "line_number": %(lineno)d, "message": %(message)s}', 12 | datefmt='%m/%d/%Y %I:%M:%S %p' 13 | ) 14 | 15 | str_default_path = os.getcwd() + '/downloaded' 16 | 17 | #for getting contract data 18 | listSecTypes = ['STK','CASH','IND'] # add these as useful: ,'OPT','FUT','FOP','CFD','BAG','WAR','BOND','CMDTY','NEWS','FUND' 19 | listExchanges = ['NSE', 'IDEALPRO'] 20 | listCurrencies = ['INR', 'USD', 'JPY', 'CHF', 'EUR'] 21 | 22 | #for placing data request 23 | listDurStr2 = ['S', 'D', 'W', 'M', 'Y'] #!use with integer prefix 24 | listBarSizes = ['1 secs', '5 secs', '10 secs', '15 secs', '30 secs', 25 | '1 min', '2 mins', '3 mins', '5 mins', '10 mins', '15 mins', '20 mins', '30 mins', 26 | '1 hour', '2 hours', '3 hours', '4 hours', '8 hours', 27 | '1 day', '1W', '1M'] 28 | listWhatToShows = ['Bid_Ask', 'Midpoint', 'Trades'] 29 | 30 | # All the stuff inside your window. 31 | layout= [ 32 | [ 33 | sg.Input(default_text="RELIANCE", key='_Symbol_', tooltip='Exact IBKR symbol', size=(10,1)), 34 | sg.Combo(listSecTypes, key='_SecType_', auto_size_text=True, tooltip='STK = Stock, CASH = Forex, IND = Index'), 35 | sg.Combo(listExchanges, key='_Exchange_', auto_size_text=True), 36 | sg.Combo(listCurrencies, key='_Currency_', auto_size_text=True) 37 | ], 38 | [ 39 | sg.Button('Qualify'), sg.Text('Qualified Security: '), sg.Text('', size=(15,1), key='_OUTPUT_') 40 | ], 41 | [ 42 | sg.Input(key='_StartDate_', size=(9,1), disabled=True), 43 | sg.CalendarButton('Start Date', target='_StartDate_'), 44 | sg.Input(key='_EndDate_', size=(9,1), disabled=True), 45 | sg.CalendarButton('End Date', target='_EndDate_'), 46 | sg.Text('Pick Dates') 47 | ], 48 | [ 49 | sg.Input(default_text="1000", key='_tickCount_', tooltip='Number of ticks to fetch at a time', size=(4,1), disabled=True), 50 | sg.Combo(listWhatToShows, key='_whatToShow_', auto_size_text=True), 51 | sg.Checkbox('RTH?', key='_useRTH_'), 52 | sg.Checkbox('Size Only Ticks?', key='_ignoreSize_') 53 | 54 | ], 55 | [ 56 | sg.Text('Your Folder', size=(15, 1), auto_size_text=False, justification='right'), 57 | sg.InputText(str_default_path, key='_targetFolder_'), 58 | sg.FolderBrowse(target='_targetFolder_') 59 | ], 60 | [sg.Button('Fetch'), sg.Button('Download'), sg.CButton('Close', key='_CloseWindow_')], 61 | [sg.Text('Data gathered: '), sg.Text('',key='_TickCount_')] 62 | ] 63 | 64 | 65 | def utc2local (utc): 66 | #NOTE converts UTC time to LOCAL 67 | epoch = time.mktime(utc.timetuple()) 68 | offset = datetime.fromtimestamp (epoch) - datetime.utcfromtimestamp (epoch) 69 | return (utc + offset).replace(tzinfo=None) 70 | 71 | def local2utc(local): 72 | #NOTE converts LOCAL time to UTC 73 | epoch = time.mktime(local.timetuple()) 74 | offset = datetime.fromtimestamp (epoch) - datetime.utcfromtimestamp (epoch) 75 | return (local - offset).replace(tzinfo=None) 76 | 77 | 78 | def loop_reqHistoricalTicks(ib, stkContract, dtmStartTime, dtmEndTime, intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize): 79 | listEndOfDayTicks = ib.reqHistoricalTicks(stkContract, '', dtmEndTime, 10, strWhatToShow, boolUseRTH, boolIgnoreSize, None) 80 | dtmLastTickTime = listEndOfDayTicks[-1].time 81 | 82 | #now start looping through the day's ticks 83 | listTicks = ib.reqHistoricalTicks(stkContract, dtmStartTime, '', intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize, None) 84 | dtmStartPoint = listTicks[-1].time 85 | intCountRequests = 1 86 | print('Request number {} Received {} ticks from {} to {}'.format(intCountRequests, len(listTicks), utc2local(dtmStartTime), utc2local(listTicks[-1].time))) 87 | while (dtmStartPoint < dtmLastTickTime): 88 | listFetch = ib.reqHistoricalTicks(stkContract, dtmStartPoint, '', intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize, None) 89 | if (listFetch[0].time != listFetch[-1].time): 90 | listTicks = listTicks + listFetch 91 | dtmStartPoint = listTicks[-1].time 92 | intCountRequests += 1 93 | else: 94 | dtmStartPoint = listTicks[-1].time + timedelta(0.1) 95 | time.sleep(0.2) 96 | print('Request number {} Received {} ticks from {} (UTC) to {} (UTC).'.format(intCountRequests, len(listFetch), listFetch[0].time, listFetch[-1].time)) 97 | return listTicks 98 | 99 | 100 | def main(ib): 101 | from ib_insync import Stock, Forex, Index 102 | win_historical_ticks = sg.Window('IBKR Historical Ticks', layout) 103 | #win_historical_ticks.Element('_TickCount_').Update('0') 104 | 105 | # Event Loop to process "events" and get the "values" of the inputs 106 | while True: # Event Loop 107 | event, values = win_historical_ticks.Read() 108 | 109 | if event == '_CloseWindow_': 110 | #? commenting out "disconnect()" because any calling procedure would not want a child to disconnect it 111 | #ib.disconnect() 112 | logging.info("Close hit") 113 | win_historical_ticks.close() 114 | break 115 | 116 | if event == 'Qualify': 117 | # Update the "output" element to be the value of "input" element 118 | win_historical_ticks.Element('_OUTPUT_').Update(values['_Symbol_']) 119 | if values['_SecType_'] == 'STK': 120 | contract = Stock(values['_Symbol_'], values['_Exchange_'],values['_Currency_']) 121 | if values['_SecType_'] == 'CASH': 122 | contract = Forex(values['_Symbol_']) 123 | if values['_SecType_'] == 'IND': 124 | contract = Index(values['_Symbol_'], values['_Exchange_'],values['_Currency_']) 125 | qual = ib.qualifyContracts(contract) 126 | logging.info(str(qual)) 127 | 128 | if event == 'Fetch': 129 | #NOTE add validations here 130 | if values['_targetFolder_'] != '': 131 | dtmStartTime = datetime.strptime(str(values['_StartDate_']), '%Y-%m-%d %H:%M:%S') 132 | dtmStartTime = dtmStartTime.replace(hour=0, minute=1) 133 | dtmEndTime = datetime.strptime(str(values['_EndDate_']), '%Y-%m-%d %H:%M:%S') 134 | dtmEndTime = dtmEndTime.replace(hour=23, minute=59) 135 | 136 | intTicks = int(values['_tickCount_']) 137 | # whatToShow (str) – One of ‘Bid_Ask’, ‘Midpoint’ or ‘Trades’. 138 | strWhatToShow = str(values['_whatToShow_']) 139 | # useRTH – If True then only show data from within Regular Trading Hours, if False then show all data. 140 | boolUseRTH = bool(values['_useRTH_']) 141 | # ignoreSize (bool) – Ignore bid/ask ticks that only update the size. 142 | boolIgnoreSize = bool(values['_ignoreSize_']) 143 | #sg.popup(str([dtmStartTime, " - ", dtmEndTime, " - ", intTicks, " - ", strWhatToShow, " - ", boolUseRTH, " - ", boolIgnoreSize])) 144 | if dtmEndTime > dtmStartTime: 145 | listTicks = loop_reqHistoricalTicks(ib, contract, dtmStartTime, dtmEndTime, intTicks, strWhatToShow, boolUseRTH, boolIgnoreSize) 146 | #convert listTicks to a CSV and save 147 | dfTicks = pd.DataFrame(listTicks) 148 | dfTicks = dfTicks.rename(columns={'tickAttribLast':'symbol', 'specialConditions':'currency'}) 149 | dfTicks['symbol'] = contract.symbol 150 | dfTicks['exchange'] = contract.exchange 151 | dfTicks['currency'] = contract.currency 152 | dfTicks['time'] = dfTicks['time'].apply(utc2local) 153 | dfTicks['dataType'] = 'Ticks_' + str(values['_whatToShow_']) +('_RTH' if boolUseRTH else '_RHT+AMO') 154 | #For Linux uncomment below 155 | #dfTicks.to_csv(values['_targetFolder_'] +'/'+ contract.symbol +'_'+ str(dtmStartTime) +'_'+ str(dtmEndTime)+'.csv', index=False) 156 | #For Windows uncomment below 157 | dfTicks.to_csv(str_default_path +'//'+ contract.symbol +'_'+ dtmStartTime.strftime("%Y%M%d_%H%M%S") +'_'+ dtmEndTime.strftime("%Y%M%d_%H%M%S") +'.csv', index=False) 158 | 159 | if __name__ == "__main__": 160 | from ib_insync import * 161 | ib = IB() 162 | conn = ib.connect(cred.str_ib_ip, cred.int_ib_port, cred.int_ib_uid) 163 | main(ib) 164 | 165 | datetime.now().strftime("%Y%M%d_%H%M%S") -------------------------------------------------------------------------------- /SAKModules/MySQL_Allinone.py: -------------------------------------------------------------------------------- 1 | import PySimpleGUI as psg 2 | import sqlalchemy, glob, logging, os 3 | import pandas as pd 4 | from secret import cred #path is relative to SAK.py, not this file. 5 | 6 | logging.basicConfig( 7 | filename='SAK.log', 8 | level=logging.INFO, 9 | format='{"time": %(asctime)s, "module": %(module)s, "function_name": %(funcName)s, "line_number": %(lineno)d, "message": %(message)s}', 10 | datefmt='%m/%d/%Y %I:%M:%S %p' 11 | ) 12 | 13 | frame_connect = [ 14 | [psg.Text('Enter database connection paramters below:')], #host, user, pass, dbas 15 | [ 16 | psg.Text('Host: ', size=(15,1)),psg.Input(cred.str_mysql_host, key='_HOST_', size=(15,1)), 17 | psg.Text('Database: ', size=(15,1)),psg.Input(cred.str_mysql_database, key='_DBAS_', size=(15,1)) 18 | ], 19 | [ 20 | psg.Text('User: ', size=(15,1)),psg.Input(cred.str_mysql_user, key='_USER_', size=(15,1)), 21 | psg.Text('Password:', size=(15,1)),psg.InputText(cred.str_mysql_password, key='_PWRD_', size=(15,1), password_char='*') 22 | ], 23 | [], 24 | [psg.Text('Disconnected.', key='_OUTPUT_', text_color='red')], 25 | [psg.Button('Connect'), psg.Button('Disconnect')] 26 | ] 27 | 28 | str_default_path = os.getcwd() + '/Downloads' #get path relative to SAK.py 29 | list_types_of_data = ['Trade Ticks', 'OHLC 1D', 'OHLC 60m', 'OHLC 30m', 'OHLC 15m', 'OHLC 10m', 'OHLC 5m', 'OHLC 1m'] 30 | frame_load = [ 31 | [psg.Text('To upload csv into database:')], 32 | [psg.Text('Select Directory:'), psg.Input(str_default_path, key='_LOAD_DIR_'), psg.FolderBrowse('Browse', target='_LOAD_DIR_')], 33 | [psg.Text('Data Type:'), psg.Combo(list_types_of_data, key='_DATA_TYPE_', size=(12,1))], 34 | [psg.Text('Number of files loaded this session:'), psg.Text('0', key='_COUNT_', font='Courier')], 35 | [psg.Button('Load', key='_LOAD_BUTTON_', disabled=True)] 36 | ] 37 | 38 | frame_fetch = [ 39 | [psg.Text('To fetch data from database to directory:')], 40 | [psg.Text('Select Directory:'), psg.Input(str_default_path, key='_FETCH_DIR_'), psg.FolderBrowse('Browse', target='_FETCH_DIR_')], 41 | [psg.Text('Data Type:'), psg.Combo(['dummy 1', 'dummy 2'])], 42 | [psg.Button('Load', key='_FETCH_BUTTON_', disabled=True)] 43 | ] 44 | 45 | layout = [ 46 | [psg.Frame('Connection Manager', frame_connect)], 47 | [psg.Frame('Database Loader', frame_load)], 48 | [psg.Frame('Data Fetcher', frame_fetch)], 49 | [psg.Button('Exit')] 50 | ] 51 | def main(): 52 | win_mysql_allinone = psg.Window('MySQL: All Functions', layout) 53 | while True: # Event Loop 54 | event, values = win_mysql_allinone.Read() 55 | if event is None or event == 'Exit': 56 | win_mysql_allinone.Close() 57 | break 58 | if event == 'Connect': 59 | str_host = str(values['_HOST_']) 60 | str_user = str(values['_USER_']) 61 | str_pass = str(values['_PWRD_']) 62 | str_dbas = str(values['_DBAS_']) 63 | try: 64 | engine = sqlalchemy.create_engine('mysql+pymysql://'+str_user+':'+str_pass+'@'+str_host+'/' + str_dbas) 65 | connection = engine.raw_connection() 66 | win_mysql_allinone.FindElement('_OUTPUT_').update(value=str(engine.url), text_color='blue') 67 | logging.info('DBase connected: mysql+pymysql://'+str_user+':***'+'@'+str_host+'/' + str_dbas) 68 | win_mysql_allinone.FindElement('_LOAD_BUTTON_').update(disabled=False) 69 | #win_mysql_allinone.FindElement('_FETCH_BUTTON_').update(disabled=False) uncomment when fetch() is finished. 70 | except sqlalchemy.exc.SQLAlchemyError as err: 71 | logging.error(str(err)) 72 | psg.popup(str(err)) 73 | 74 | if event == 'Disconnect': 75 | logging.info('DBase disconnected.') 76 | connection.close() 77 | win_mysql_allinone.FindElement('_OUTPUT_').update(value='Disconnected.', text_color='red') 78 | win_mysql_allinone.FindElement('_LOAD_BUTTON_').update(disabled=True) 79 | win_mysql_allinone.FindElement('_FETCH_BUTTON_').update(disabled=True) 80 | 81 | if event == 'Load': 82 | str_path = str(values['_LOAD_DIR_']) 83 | intCounter = 0 84 | #['Trade Ticks', 'OHLC 1D', 'OHLC 60m', 'OHLC 30m', 'OHLC 15m', 'OHLC 10m', 'OHLC 5m', 'OHLC 1m'] 85 | if values['_DATA_TYPE_'] == 'Trade Ticks': 86 | for filepath in glob.iglob(str_path): 87 | dfToInsert = pd.read_csv(filepath) 88 | dfToInsert = dfToInsert.drop(columns=['exchange', 'currency', 'dataType']) 89 | c1 = ['time', 'symbol', 'price', 'size'] 90 | c2 = dfToInsert.columns.to_list() 91 | if c1 == [x for x in c1 if x in c2]: 92 | dfToInsert.to_sql('tbl_tick_data', if_exists='append', con=engine, index=False) 93 | intCounter+=1 94 | print('{} - Uploaded {}.'.format(intCounter, dfToInsert.iloc[0,1])) 95 | win_mysql_allinone['_COUNT_'].Update(value=str(intCounter)) 96 | else: 97 | psg.popup('File not in correct format: {}'.format(c1)) 98 | if values['_DATA_TYPE_'] != 'Trade Ticks': 99 | for filepath in glob.iglob(str_path): 100 | dfToInsert = pd.read_csv(filepath) 101 | str_tbl_name = 'tbl_ohlcv_'+ str(values['_DATA_TYPE_'])[-2:].lower() 102 | c1 = ['symbol', 'date', 'open', 'high', 'low', 'close', 'volume'] 103 | c2 = dfToInsert.columns.to_list() 104 | if c1 == [x for x in c1 if x in c2]: 105 | dfToInsert.to_sql(str_tbl_name, if_exists='append', con=engine, index=False) 106 | intCounter+=1 107 | print('{} - Uploaded {}.'.format(intCounter, dfToInsert.iloc[0,1])) 108 | win_mysql_allinone.FindElement('_COUNT_').Update(value=str(intCounter)) 109 | else: 110 | psg.popup('File not in correct format: {}'.format(c1)) 111 | psg.popup(str_path) 112 | 113 | if event == 'Fetch': 114 | str_path = str(values['_FETCH_DIR_']) 115 | psg.popup(str_path) 116 | 117 | -------------------------------------------------------------------------------- /SAKModules/SAK_NSEOptionChainExtractor.py: -------------------------------------------------------------------------------- 1 | import PySimpleGUI as psg 2 | import time 3 | import datetime 4 | import requests 5 | import pandas as pd 6 | import sqlalchemy 7 | import re 8 | import sys 9 | from pathlib import Path 10 | 11 | list_identifiers = [{"code":17, "symbol":"NIFTY","instr":"index"}, 12 | {"code":17, "symbol":"BANKNIFTY","instr":"index"}, 13 | {"code":17, "symbol":"NIFTYINFRA","instr":"index"}, 14 | {"code":17, "symbol":"NIFTYIT","instr":"index"}, 15 | {"code":17, "symbol":"NIFTYMID50","instr":"index"}, 16 | {"code":17, "symbol":"S%26P500","instr":"index"}, 17 | {"code":17, "symbol":"FTSE100","instr":"index"}, 18 | {"code":17, "symbol":"NIFTYCPSE","instr":"index"}, 19 | {"code":242, "symbol":"RELIANCE", "instr":"stock"}, 20 | {"code":238, "symbol":"SBIN", "instr":"stock"}, 21 | {"code":1606, "symbol":"ICICIBANK", "instr":"stock"}, 22 | {"code":1693, "symbol":"AXISBANK", "instr":"stock"}, 23 | {"code":2143, "symbol":"MARUTI", "instr":"stock"}, 24 | {"code":180, "symbol":"INFY", "instr":"stock"}, 25 | {"code":2328, "symbol":"SUZLON", "instr":"stock"}, 26 | {"code":818, "symbol":"ITC", "instr":"stock"}, 27 | {"code":2009, "symbol":"PNB", "instr":"stock"}, 28 | {"code":211, "symbol":"TATAMOTORS", "instr":"stock"}, 29 | {"code":2143, "symbol":"MARUTI", "instr":"stock"}, 30 | {"code":797, "symbol":"HDFCBANK", "instr":"stock"}, 31 | {"code":3691, "symbol":"COALINDIA", "instr":"stock"}, 32 | {"code":679, "symbol":"M%26M", "instr":"stock"}, 33 | {"code":2249, "symbol":"NTPC", "instr":"stock"}, 34 | {"code":2749, "symbol":"BAJAJFINSV", "instr":"stock"}, 35 | {"code":233, "symbol":"TITAN", "instr":"stock"}, 36 | {"code":234, "symbol":"TATASTEEL", "instr":"stock"}, 37 | {"code":818, "symbol":"ITC", "instr":"stock"}, 38 | {"code":2660, "symbol":"POWERGRID", "instr":"stock"}, 39 | {"code":1594, "symbol":"GAIL", "instr":"stock"}, 40 | {"code":854, "symbol":"IOC", "instr":"stock"}, 41 | {"code":199, "symbol":"BPCL", "instr":"stock"}, 42 | {"code":221, "symbol":"HINDPETRO", "instr":"stock"}, 43 | {"code":467, "symbol":"ONGC", "instr":"stock"} 44 | ] 45 | 46 | list_selected = [] 47 | 48 | dict_urls = { 49 | "index": 50 | [ 51 | "https://nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?segmentLink=", 52 | "&instrument=OPTIDX&symbol=", 53 | "&date=" 54 | ], 55 | "stock": 56 | [ 57 | "https://nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbolCode=", 58 | "&symbol=", 59 | "&date=" 60 | ] 61 | } 62 | 63 | list_crawl_frequency = [5, 10, 15, 30] 64 | 65 | str_help_text = "STEP 1: Load symbols from listbox on the left to the listbox on the right. \ 66 | STEP 2: Click validate.\ 67 | STEP 3: Select checkbox. Crawling will happen in N minute intervals. \ 68 | Between crawls, you may de-select the checkbox to pause.\ 69 | While running the window will freeze." 70 | 71 | layout = [ 72 | [ 73 | psg.Listbox(values=[item['symbol'] for item in list_identifiers], size=(30, 6), key="_LIST_ALL_SYM_"), 74 | psg.Button(">>>", key="_ADD_"), 75 | psg.Button("<<<", key="_REMOVE_"), 76 | psg.Listbox(values=list_selected, size=(30, 6), key="_LIST_CHOSEN_SYM_") 77 | ], 78 | [ 79 | psg.Text("Inactive", key="_INDICATOR_"), 80 | psg.Checkbox('', key="_LIVE_", default=False, size=(5,1), disabled=True), 81 | psg.Combo(list_crawl_frequency, key="_FREQ_", size=(5,1)), 82 | psg.Button("Validate", key="_VALIDATE_") 83 | ], 84 | [psg.Output(size=(80,20))], 85 | [psg.Button("Help Text"), psg.Button("Close")] 86 | ] 87 | 88 | def fetchData(final_url, str_symbol, secType, matDate): 89 | #INPUT: nseindia.com option chain URL ('https://nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?segmentLink=17&instrument=OPTIDX&symbol=BANKNIFTY&date=23AUG2018') 90 | #INPUT: string security type: "stock" or "index" 91 | #OUTPUT: returns pandas dataframe with scraped table 92 | while True: 93 | try: 94 | page = requests.get(final_url) 95 | except requests.exceptions.ConnectionError: #in case there's a connection error: 96 | print(datetime.datetime.now().strftime("[%H:%M:%S]") + " ConnectionError in fetchAndInsert(). Retrying in 15s.") 97 | time.sleep(15) #wait 15 seconds and try again 98 | continue 99 | break 100 | page.status_code 101 | page.content 102 | try: 103 | y = pd.read_html(page.content)[0][[1]] 104 | except ValueError as e: 105 | #in case no table is found 106 | print(datetime.datetime.now().strftime("[%H:%M:%S]") + str(e)) 107 | pass 108 | y=y.to_string() 109 | 110 | #handle stock/index differently 111 | if (secType == "index"): 112 | assetValue = y[y.find("Index: ")+7:y.find(" As on")] 113 | asset = str_symbol 114 | assetValue = ''.join([str(elem) for elem in re.findall('[0-9.]',assetValue)]) 115 | if (secType == "stock"): 116 | assetValue = y[y.find("Stock: ")+7:y.find(" As on")] 117 | asset = str_symbol 118 | assetValue = ''.join([str(elem) for elem in re.findall('[0-9.]',assetValue)]) 119 | crawlTimeStamp = datetime.datetime.now().isoformat(' ') 120 | 121 | #take the entire page into 3 dataframes, pick the middle one since it has the table 122 | raw_table = pd.read_html(page.content)[1] 123 | 124 | #give names to all the columns. Note that there are duplicates 125 | raw_table.columns = ['Chart','OI','Chng in OI','Volume','IV','LTP','Net Chng','BidQty','BidPrice','AskPrice','AskQty','Strike Price','BidQty','BidPrice','AskPrice','AskQty','Net Chng','LTP','IV','Volume','Chng in OI','OI','Chart'] 126 | 127 | #drop the top two rows as they are not needed 128 | raw_table=raw_table.drop(raw_table.index[[0,1]]) 129 | #replace all dashes with zeroes 130 | x = raw_table.replace(to_replace="-", value=0.0) 131 | #drop the "chart" columns. Since names are duplicated, giving one column name drops both columns with the shared name 132 | #here "1" means Columns Axis. 133 | x=x.drop('Chart',1) 134 | #convert all cells in dataframe to numerical data format 135 | x.apply(pd.to_numeric, errors='ignore') 136 | #rename all columns so that there are no duplicates 137 | x.columns=['CALL_OI', 'CALL_ChngInOI', 'CALL_Volume', 'CALL_IV', 'CALL_LTP', 'CALL_NetChng', 'CALL_BidQty', 'CALL_BidPrice', 'CALL_AskPrice', 'CALL_AskQty', 'StrikePrice', 'PUT_BidQty', 'PUT_BidPrice', 'PUT_AskPrice', 'PUT_AskQty', 'PUT_NetChng', 'PUT_LTP', 'PUT_IV', 'PUT_Volume', 'PUT_ChngInOI', 'PUT_OI'] 138 | #add columns for holding: 139 | x['Underlying']=asset #symbol of underlying 140 | x['UnderlyingValue']=assetValue #value of underlying at time of crawl 141 | x['CrawlTimestamp']=crawlTimeStamp #time of crawl 142 | x['MaturityDate']=matDate #maturity of the option 143 | 144 | return x 145 | 146 | def data2csv(df_x, str_symbol): 147 | #INPUT: df_x dataframe with options data. last row is removed since it contains a useless summary 148 | #INPUT: str_symbol symbol of the data, which becomes the file name 149 | #OUTPUT: nothing returned. If file exists, data is appended without headers, otherwise with headers 150 | df_x=df_x[:-1] 151 | if Path(str_symbol+".csv").is_file(): 152 | with open(str_symbol+".csv", 'a') as f: 153 | df_x.to_csv(f, header=False) 154 | else: 155 | with open(str_symbol+".csv", 'a') as f: 156 | df_x.to_csv(f, header=True) 157 | 158 | def getMatDateList(base_url): 159 | #INPUT: nseindia.com option chain URL ('https://nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?segmentLink=17&instrument=OPTIDX&symbol=BANKNIFTY') 160 | #OUTPUT: [n,1] list of strings of the format DDMMMYYYY ('30AUG2018') 161 | while True: 162 | try: 163 | page = requests.get(base_url) 164 | except requests.exceptions.ConnectionError: #in case there's a connection error: 165 | print(datetime.datetime.now().strftime("[%H:%M:%S]") + " ConnectionError in getMatDateList(). Retrying in 15s.") 166 | time.sleep(15) #wait 15 seconds and try again 167 | continue 168 | break 169 | content=page.text 170 | x1=content.find('') 171 | x2=content.find('', x1) 172 | rawlist=content[x1:x2] 173 | datelist=re.findall('[0-9]{2}[A-Z]{3}[0-9]{4}', rawlist) 174 | datelist=list(set(datelist)) 175 | print("base url: ", base_url) 176 | print("datelist: ",datelist) 177 | return datelist 178 | 179 | def zip_url2(l_select, l_id, d_url): 180 | #INPUT: l_select - [1,N] list of NSE symbols 181 | #INPUT: l_id - [1,N] list of dictionaries like {"code":, "symbol":, "instr":} 182 | #INPUT: dictionary listing URL fragments {:[]} 183 | #OUTPUT: l_id zipped with fragments from d_url, and base url appended as 'url', filtered for l_select symbols 184 | for d in l_id: 185 | if d['instr']=="stock": 186 | d['url_fragment'] = dict_urls['stock'] 187 | d['base_url']=dict_urls['stock'][0] + str(d['code']) +dict_urls['stock'][1] + d['symbol'] 188 | if d['instr']=="index": 189 | d['url_fragment']=dict_urls["index"] 190 | d['base_url']=dict_urls['index'][0] + str(d['code']) +dict_urls['index'][1] + d['symbol'] 191 | print("zip url: ",[item for item in list_identifiers if item['symbol'] in l_select]) 192 | return [item for item in list_identifiers if item['symbol'] in l_select] 193 | 194 | def zip_url(l_select, l_id): 195 | #INPUT: l_select - [1,N] list of NSE symbols 196 | #INPUT: l_id - [1,N] list of dictionaries like {"code":, "symbol":, "instr":} 197 | #INPUT: dictionary listing URL fragments {:[]} 198 | #OUTPUT: l_id zipped with fragments from d_url, and base url appended as 'url', filtered for l_select symbols 199 | for d in l_id: 200 | if d['instr']=="stock": 201 | d['base_url']="https://www.nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbol=" + d['symbol'] 202 | if d['instr']=="index": 203 | d['base_url']="https://nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?segmentLink=17&instrument=OPTIDX&symbol=" + d['symbol'] 204 | print("zip url: ",[item for item in list_identifiers if item['symbol'] in l_select]) 205 | return [item for item in list_identifiers if item['symbol'] in l_select] 206 | 207 | def main(): 208 | window_NSEOCE = psg.Window("NSE Option Chain Extractor", layout) 209 | while True: 210 | event, values = window_NSEOCE.Read(timeout=100) 211 | int_frequency = window_NSEOCE.Element('_FREQ_').Get() 212 | if event in (None, 'Close'): # if user closes window or clicks cancel 213 | window_NSEOCE.Close() 214 | break 215 | 216 | if event =="Help Text": 217 | print(str_help_text) 218 | 219 | if event == '_ADD_': 220 | try: 221 | if values["_LIST_ALL_SYM_"][0] not in list_selected: 222 | list_selected.append(values["_LIST_ALL_SYM_"][0]) 223 | window_NSEOCE.Element("_LIST_CHOSEN_SYM_").Update(values=list_selected) 224 | else: 225 | psg.popup("The symbol has already been selected.") 226 | values["_LIST_CHOSEN_SYM_"] = list_selected 227 | except (ValueError,IndexError): 228 | psg.popup("Nothing selected!") 229 | 230 | if event == '_REMOVE_': 231 | try: 232 | list_selected.remove(values["_LIST_CHOSEN_SYM_"][0]) 233 | window_NSEOCE.Element("_LIST_CHOSEN_SYM_").Update(values=list_selected) 234 | except (ValueError,IndexError): 235 | psg.popup("Nothing selected!") 236 | 237 | if event == '_VALIDATE_': 238 | str_mat = "&date=" 239 | #l_id = zip_url2(list_selected, list_identifiers, dict_urls) 240 | l_id = zip_url(list_selected, list_identifiers) 241 | for item in l_id: 242 | item['mats'] = getMatDateList(item['base_url']) 243 | item['final_url']=[] 244 | for mat in item['mats']: 245 | item['final_url'] += [item['base_url'] + str_mat + mat] 246 | print(l_id) 247 | print([item['final_url'] for item in l_id]) 248 | window_NSEOCE.Element('_LIVE_').Update(disabled=False) 249 | 250 | if values['_LIVE_']==False: 251 | window_NSEOCE.Element('_INDICATOR_').Update(value="Inactive", text_color="red") 252 | 253 | if values['_LIVE_']==True: 254 | window_NSEOCE.Element('_INDICATOR_').Update(value="Active", text_color="green") 255 | if datetime.datetime.now().minute % int(int_frequency) == 0: 256 | print(datetime.datetime.now()) 257 | for item in l_id: 258 | str_sym = item['symbol'] 259 | for i in range(0,len(item['mats'])): 260 | str_mat = item['mats'][i] 261 | secType = item['instr'] 262 | data2csv(fetchData(item['final_url'][i],str_sym, secType , str_mat), str_sym) 263 | print("Finished for symbol: {}, for maturity: {}".format(str_sym, str_mat)) 264 | time.sleep(60) 265 | 266 | if __name__ == "__main__": 267 | main() 268 | -------------------------------------------------------------------------------- /SAKModules/UPSTOX_Connect_Window.py: -------------------------------------------------------------------------------- 1 | from upstox_api.api import * 2 | import PySimpleGUI as sg 3 | import logging 4 | from secret import cred 5 | logging.basicConfig( 6 | filename='connection_window.log', 7 | level=logging.INFO, 8 | format='{"time": %(asctime)s, "module": %(module)s, "function_name": %(funcName)s, "line_number": %(lineno)d, "message": %(message)s}', 9 | datefmt='%m/%d/%Y %I:%M:%S %p' 10 | ) 11 | 12 | layout = [ 13 | [sg.Text('Window area.')], 14 | [sg.Input(cred.upstox_api_key, key='_API_Key_'), sg.Input(cred.upstox_api_secret, key='_API_Secret_'), sg.Input('', key='_Redirect_URI_')], 15 | [sg.Text('xxxx URL Appears Here xxxx', key='_OUTPUT_')], 16 | [sg.Button('Connect'), sg.Button('Disconnect'), sg.Button('Exit')] 17 | ] 18 | 19 | def main(up_session): 20 | win_upstox_connect = sg.Window('UPSTOX: Connect', layout) 21 | logging.info("UPSTOX:Connect launched") 22 | 23 | while True: # Event Loop 24 | event, values = win_upstox_connect.Read() 25 | if event == 'Exit': 26 | logging.info("exit hit") 27 | win_upstox_connect.Close() 28 | break 29 | 30 | if event == 'Connect': 31 | logging.info("Asked to connect.") 32 | try: 33 | logging.info("Trying to connect.") 34 | logging.info("%s %s %s", 35 | str(win_upstox_connect.Element('_API_Key_').Get()), 36 | str(win_upstox_connect.Element('_API_Secret_').Get()), 37 | str(win_upstox_connect.Element('_Redirect_URI_').Get()) 38 | ) 39 | up_session = Session(win_upstox_connect.Element('_API_Key_').Get()) 40 | up_session.set_redirect_uri (win_upstox_connect.Element('_Redirect_URI_').Get()) 41 | up_session.set_api_secret (win_upstox_connect.Element('_API_Secret_').Get()) 42 | str_url = str(up_session.get_login_url()) 43 | win_upstox_connect.Element('_OUTPUT_').Update(str_url) 44 | up_code = sg.PopupGetText( 45 | message='Open this link and do the needful to get the "code" from the browser.', 46 | default_text=str_url, 47 | title='UPSTOX: Code' 48 | ) 49 | up_session.set_code(up_code) 50 | cred.upstox_api_token = up_session.retrieve_access_token() 51 | win_upstox_connect.Element('_OUTPUT_').Update("Close window to continue.") 52 | except: 53 | win_upstox_connect.Element('_OUTPUT_').Update("Error!") 54 | logging.info("Error!") 55 | 56 | 57 | if __name__ == "__main__": 58 | from upstox_api.api import Session 59 | up_session = Session('dummy_key') 60 | main(up_session) -------------------------------------------------------------------------------- /SAKModules/help.txt: -------------------------------------------------------------------------------- 1 | **Project Structure:** 2 | 3 | SwissAlgoKnife 4 | |-SwissAlgoKnife.py 5 | |-SAKModules 6 | |-IBKRAllinone.py 7 | |-MySQL_Allinone.py 8 | |-IBKR_Connect_Window.py 9 | |-IBKR_Historical_Window.py 10 | |-IBKR_Tick_Data_Window.py 11 | |-ALPACA_Connect.py 12 | |-UPSTOX_Connect_Window.py 13 | |-__pycache__ 14 | |-Secret 15 | |-Cred.py 16 | |-Downloads 17 | |- 18 | |-__pycache__ 19 | 20 | **Description of files** 21 | 22 | -SwissAlgoKnife.py - just an entry point to the application. 23 | -SAKModules - Folder containing all utilities. Each utility is designed to also be a standalone file. 24 | -IBKRAllinone.py - All IBKR functions in one file: Connect, get OHLC Data, get Tick Data 25 | -MySQL_Allinone.py - All IBKR functions in one file: Connect, store OHLC Data, store Tick Data. Retrieval function WIP. 26 | -IBKR_Connect_Window.py - older window. To connect to IBKR. 27 | -IBKR_Historical_Window.py - older window. To get OHLC Data. 28 | -IBKR_Tick_Data_Window.py - older window. To get tick Data. 29 | -ALPACA_Connect.py - WIP. 30 | -UPSTOX_Connect_Window.py - frozen due to Upstox discontinuing API. 31 | -__pycache__ - don't touch. 32 | -Secret - folder for credential files 33 | -Cred.py - file containing credentials for all APIs in one place. 34 | -Downloads - folder for all downloaded files across utilities. 35 | -__pycache__ - don't touch. -------------------------------------------------------------------------------- /SAK_Transparent.ico: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/algonitish/SwissAlgoKnife/0df5dba744a19ac689e5492e1353d51271d65c96/SAK_Transparent.ico -------------------------------------------------------------------------------- /SwissAlgoKnife.py: -------------------------------------------------------------------------------- 1 | import os 2 | import PySimpleGUI as sg 3 | 4 | 5 | def getFileList(): 6 | l = [f[:-3] for f in os.listdir(os.getcwd()+'/SAKModules') if '.py' in f] 7 | l.sort() 8 | return l 9 | col =[ 10 | [sg.Image(os.getcwd()+'/SAK_none.png')], 11 | [sg.Button('Launch', size=(12,1))] 12 | ] 13 | layout = [ 14 | [sg.Listbox(getFileList(), size=(25,16), key='_LB_'), sg.Column(col)], 15 | [sg.Button('Exit')] 16 | ] 17 | 18 | win_SAK = sg.Window('Swiss Algo Knife').Layout(layout) 19 | 20 | while True: # Event Loop 21 | event, values = win_SAK.Read() 22 | if event is None or event == 'Exit': 23 | break 24 | if event == 'Launch': 25 | try: 26 | exec(open(os.getcwd()+'/SAKModules/'+values["_LB_"][0]+".py").read()) 27 | except (ValueError,IndexError): 28 | sg.popup("Nothing selected!") 29 | 30 | win_SAK.Close() 31 | -------------------------------------------------------------------------------- /secret/.gitignore: -------------------------------------------------------------------------------- 1 | 2 | -------------------------------------------------------------------------------- /secret/cred.py: -------------------------------------------------------------------------------- 1 | upstox_api_token ='' 2 | upstox_api_redirect_uri ='' 3 | upstox_api_secret ='' 4 | upstox_api_key ='' 5 | 6 | APCA_API_KEY_ID = '' 7 | APCA_API_SECRET_KEY = '' 8 | APCA_API_BASE_URL = '' 9 | APCA_API_DATA_URL = '' 10 | 11 | str_ib_ip = '127.0.0.1' 12 | int_ib_port = 7497 13 | int_ib_uid = 101 14 | 15 | str_mysql_host = 'localhost' 16 | str_mysql_database = '' 17 | str_mysql_user = '' 18 | str_mysql_password = '' --------------------------------------------------------------------------------