jgtfx2console 0.4.27__py3-none-any.whl → 0.5.15__py3-none-any.whl

jgtfx2console/common_samples/__init__.py

@@ -0,0 +1,23 @@
+# Copyright 2019 Gehtsoft USA LLC
+
+# Licensed under the license derived from the Apache License, Version 2.0 (the "License"); 
+# you may not use this file except in compliance with the License.
+
+# You may obtain a copy of the License at
+
+# http://fxcodebase.com/licenses/open-source/license.html
+
+# Unless required by applicable law or agreed to in writing, software 
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from common_samples.BatchOrderMonitor import BatchOrderMonitor
+from common_samples.OrderMonitor import OrderMonitor
+from common_samples.OrderMonitorNetting import OrderMonitorNetting
+from common_samples.TableListenerContainer import TableListenerContainer
+from common_samples.common import add_main_arguments, add_instrument_timeframe_arguments, \
+    add_candle_open_price_mode_argument, add_direction_rate_lots_arguments, add_account_arguments, \
+    valid_datetime, add_date_arguments, add_report_date_arguments, add_max_bars_arguments, add_bars_arguments, \
+    print_exception, session_status_changed, diff_month, convert_timeframe_to_seconds

jgtfx2console/common_samples/common.py

@@ -0,0 +1,219 @@
+# Copyright 2019 Gehtsoft USA LLC
+
+# Licensed under the license derived from the Apache License, Version 2.0 (the "License"); 
+# you may not use this file except in compliance with the License.
+
+# You may obtain a copy of the License at
+
+# http://fxcodebase.com/licenses/open-source/license.html
+
+# Unless required by applicable law or agreed to in writing, software 
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+import logging
+import __main__
+import datetime
+import traceback
+import argparse
+import sys
+
+from forexconnect import fxcorepy
+
+logging.basicConfig(filename='{0}.log'.format(__main__.__file__), level=logging.INFO,
+                    format='%(asctime)s %(levelname)s %(message)s', datefmt='%m.%d.%Y %H:%M:%S')
+console = logging.StreamHandler(sys.stdout)
+console.setLevel(logging.INFO)
+logging.getLogger('').addHandler(console)
+
+
+def add_main_arguments(parser: argparse.ArgumentParser):
+    parser.add_argument('-l',
+                        metavar="LOGIN",
+                        required=True,
+                        help='Your user name.')
+
+    parser.add_argument('-p',
+                        metavar="PASSWORD",
+                        required=True,
+                        help='Your password.')
+
+    parser.add_argument('-u',
+                        metavar="URL",
+                        required=True,
+                        help='The server URL. For example,\
+                                 http://www.fxcorporate.com/Hosts.jsp.')
+
+    parser.add_argument('-c',
+                        metavar="CONNECTION",
+                        required=True,
+                        help='The connection name. For example, \
+                                 "Demo" or "Real".')
+
+    parser.add_argument('-session',
+                        help='The database name. Required only for users who\
+                                 have accounts in more than one database.\
+                                 Optional parameter.')
+
+    parser.add_argument('-pin',
+                        help='Your pin code. Required only for users who have \
+                                 a pin. Optional parameter.')
+
+def add_candle_open_price_mode_argument(parser: argparse.ArgumentParser):
+    parser.add_argument('-o',
+                        metavar="CANDLE_OPEN_PRICE_MODE",
+                        default="prev_close",
+                        help='Ability to set the open price candles mode. \
+                        Possible values are first_tick, prev_close. For more information see description \
+                        of O2GCandleOpenPriceMode enumeration. Optional parameter.')
+
+def add_instrument_timeframe_arguments(parser: argparse.ArgumentParser, timeframe: bool = True):
+    parser.add_argument('-i',
+                        metavar="INSTRUMENT",
+                        default="EUR/USD",
+                        help='An instrument which you want to use in sample. \
+                                  For example, "EUR/USD".')
+
+    if timeframe:
+        parser.add_argument('-timeframe',
+                            metavar="TIMEFRAME",
+                            default="m1",
+                            help='Time period which forms a single candle. \
+                                      For example, m1 - for 1 minute, H1 - for 1 hour.')
+
+
+def add_direction_rate_lots_arguments(parser: argparse.ArgumentParser, direction: bool = True, rate: bool = True,
+                                      lots: bool = True):
+    if direction:
+        parser.add_argument('-d', metavar="TYPE", required=True,
+                            help='The order direction. Possible values are: B - buy, S - sell.')
+    if rate:
+        parser.add_argument('-r', metavar="RATE", required=True, type=float,
+                            help='Desired price of an entry order.')
+    if lots:
+        parser.add_argument('-lots', metavar="LOTS", default=1, type=int,
+                            help='Trade amount in lots.')
+
+
+def add_account_arguments(parser: argparse.ArgumentParser):
+    parser.add_argument('-account', metavar="ACCOUNT",
+                        help='An account which you want to use in sample.')
+
+
+def valid_datetime(check_future: bool):
+    def _valid_datetime(str_datetime: str):
+        date_format = '%m.%d.%Y %H:%M:%S'
+        try:
+            result = datetime.datetime.strptime(str_datetime, date_format).replace(
+                tzinfo=datetime.timezone.utc)
+            if check_future and result > datetime.datetime.utcnow().replace(tzinfo=datetime.timezone.utc):
+                msg = "'{0}' is in the future".format(str_datetime)
+                raise argparse.ArgumentTypeError(msg)
+            return result
+        except ValueError:
+            now = datetime.datetime.now()
+            msg = "The date '{0}' is invalid. The valid data format is '{1}'. Example: '{2}'".format(
+                str_datetime, date_format, now.strftime(date_format))
+            raise argparse.ArgumentTypeError(msg)
+    return _valid_datetime
+
+
+def add_date_arguments(parser: argparse.ArgumentParser, date_from: bool = True, date_to: bool = True):
+    if date_from:
+        parser.add_argument('-datefrom',
+                            metavar="\"m.d.Y H:M:S\"",
+                            help='Date/time from which you want to receive\
+                                      historical prices. If you leave this argument as it \
+                                      is, it will mean from last trading day. Format is \
+                                      "m.d.Y H:M:S". Optional parameter.',
+                            type=valid_datetime(True)
+                            )
+    if date_to:
+        parser.add_argument('-dateto',
+                            metavar="\"m.d.Y H:M:S\"",
+                            help='Datetime until which you want to receive \
+                                      historical prices. If you leave this argument as it is, \
+                                      it will mean to now. Format is "m.d.Y H:M:S". \
+                                      Optional parameter.',
+                            type=valid_datetime(False)
+                            )
+
+
+def add_report_date_arguments(parser: argparse.ArgumentParser, date_from: bool = True, date_to: bool = True):
+    if date_from:
+        parser.add_argument('-datefrom',
+                            metavar="\"m.d.Y H:M:S\"",
+                            help='Datetime from which you want to receive\
+                                      combo account statement report. If you leave this argument as it \
+                                      is, it will mean from last month. Format is \
+                                      "m.d.Y H:M:S". Optional parameter.',
+                            type=valid_datetime(True)
+                            )
+    if date_to:
+        parser.add_argument('-dateto',
+                            metavar="\"m.d.Y H:M:S\"",
+                            help='Datetime until which you want to receive \
+                                      combo account statement report. If you leave this argument as it is, \
+                                      it will mean to now. Format is "m.d.Y H:M:S". \
+                                      Optional parameter.',
+                            type=valid_datetime(True)
+                            )
+
+
+def add_max_bars_arguments(parser: argparse.ArgumentParser):
+    parser.add_argument('-quotescount',
+                        metavar="MAX",
+                        default=0,
+                        type=int,
+                        help='Max number of bars. 0 - Not limited')
+
+
+def add_bars_arguments(parser: argparse.ArgumentParser):
+    parser.add_argument('-bars',
+                        metavar="COUNT",
+                        default=3,
+                        type=int,
+                        help='Build COUNT bars. Optional parameter.')
+
+
+def print_exception(exception: Exception):
+    logging.error("Exception: {0}\n{1}".format(exception, traceback.format_exc()))
+
+
+# function for print available descriptors
+def session_status_changed(session: fxcorepy.O2GSession,
+                           status: fxcorepy.AO2GSessionStatus.O2GSessionStatus):
+    logging.info("Status: " + str(status))
+    if status == fxcorepy.AO2GSessionStatus.O2GSessionStatus.TRADING_SESSION_REQUESTED:
+        descriptors = session.trading_session_descriptors
+        logging.info("Session descriptors:")
+        logging.info(" {0:>7} | {1:>7} | {2:>30} | {3:>7}\n".format("id", "name", "description", "requires pin"))
+        for desc in descriptors:
+            logging.info(" {0:>7} | {1:>7} | {2:>30} | {3:>7}\n".format(desc.id, desc.name,
+                                                                        desc.description,
+                                                                        str(desc.requires_pin)))
+
+
+def diff_month(year: int, month: int, date2: datetime):
+    return (year - date2.year) * 12 + month - date2.month
+
+
+def convert_timeframe_to_seconds(unit: fxcorepy.O2GTimeFrameUnit, size: int):
+    current_unit = unit
+    current_size = size
+    step = 1
+    if current_unit == fxcorepy.O2GTimeFrameUnit.MIN:
+        step = 60  # leads to seconds
+    elif current_unit == fxcorepy.O2GTimeFrameUnit.HOUR:
+        step = 60*60
+    elif current_unit == fxcorepy.O2GTimeFrameUnit.DAY:
+        step = 60*60*24
+    elif current_unit == fxcorepy.O2GTimeFrameUnit.WEEK:
+        step = 60*60*24*7
+    elif current_unit == fxcorepy.O2GTimeFrameUnit.MONTH:
+        step = 60 * 60 * 24 * 30
+    elif current_unit == fxcorepy.O2GTimeFrameUnit.TICK:
+        step = 1
+    return step * current_size

jgtfx2console/config_generator.py

@@ -4,11 +4,18 @@ import argparse
 import os
 import xml.etree.ElementTree as ET
 
-def generate_config(instruments, timeframes, nb_bar=500, default_headers="DateTime,Bid Open,Bid Close,Ask High,Ask Low,Volume", data_dir=None):
+def generate_config(instruments, timeframes, nb_bar=500, default_headers="DateTime,Bid Open,Bid Close,Ask High,Ask Low,Volume", data_dir=None,dt_sep=' ',tz_default='UTC'):
   # Split the CSV strings into lists
   instruments = instruments.split(',')
   timeframes = timeframes.split(',')
 
+  if dt_sep == '' or dt_sep == 'space' or dt_sep == '0':
+    dt_sep = ' '
+  
+  if dt_sep == 'tab':
+    dt_sep = ' '
+  
+
   # Create the root element
   config = ET.Element('configuration')
 
@@ -25,7 +32,7 @@ def generate_config(instruments, timeframes, nb_bar=500, default_headers="DateTi
   ET.SubElement(settings, 'SessionID').text = ''
   ET.SubElement(settings, 'Pin').text = ''
   ET.SubElement(settings, 'Delimiter').text = ','
-  ET.SubElement(settings, 'DateTimeSeparator').text = ' '
+  ET.SubElement(settings, 'DateTimeSeparator').text = dt_sep
   ET.SubElement(settings, 'FormatDecimalPlaces').text = 'Y'
   ET.SubElement(settings, 'Timezone').text = 'UTC'
 
@@ -46,9 +53,9 @@ def generate_config(instruments, timeframes, nb_bar=500, default_headers="DateTi
 def main():
   import argparse
   parser = argparse.ArgumentParser(description='Generate a configuration file for the ptoLiveChartDataExport')
-  parser.add_argument('-i','--instruments', help='The list of instruments to export (comma-separated)')
-  parser.add_argument('-t','--timeframes', help='The list of timeframes to export (comma-separated)')
-  parser.add_argument('-o','--outxml', type=str,default="jgtfxliveconfig.xml", help='Output XML file')
+  parser.add_argument('-i','--instruments', help='The list of instruments to export (comma-separated)', required=True)
+  parser.add_argument('-t','--timeframes', help='The list of timeframes to export (comma-separated)', required=True)
+  parser.add_argument('-o','--outxml', type=str,default="fxliveconfig.xml", help='Output XML file')
 
   #data_dir = os.getenv('JGTPY_DATA') or if --data_dir
   parser.add_argument('-d','--data_dir', help='The directory where the data will be saved')

jgtfx2console/forexconnect/ForexConnect.py

@@ -468,8 +468,13 @@ class ForexConnect:
             if os.path.isdir(var_jgt_dir) and os.access(var_jgt_dir, os.W_OK):
                 history_dir = os.path.join(var_jgt_dir,"History")
             else:
-                history_dir = os.path.join(os.getcwd(), "History")
-                print("using ./History, might want to create :  sudo mkdir -p -m 777 " + var_jgt_dir)
+                #try to create in $HOME/.cache/jgt/History
+                history_dir = os.path.join(os.path.expanduser("~"), ".cache", "jgt", "History")
+                try:
+                    os.makedirs(history_dir, exist_ok=True)
+                except:
+                    history_dir = os.path.join(os.getcwd(), "History")
+                    print("using ./History, might want to create :  sudo mkdir -p -m 777 " + var_jgt_dir)
                 
             self._com = fxcorepy.PriceHistoryCommunicatorFactory.create_communicator(
                         self._session, history_dir)

jgtfx2console/forexconnect/_fix_import.sh

@@ -0,0 +1,3 @@
+for f in *py;do sed -i 's/from forexconnect\./from ./g' $f;done
+for f in *py;do sed -i 's/from forexconnect/from ./g' $f;done
+

jgtfx2console/forexconnect/lib/windows/_depend_on.txt

@@ -0,0 +1,11 @@
+ForexConnect.dll
+quotesmgr2.dll
+pricehistorymgr.dll
+USER32.dll
+MSVCP140.dll
+python37.dll
+VCRUNTIME140.dll
+api-ms-win-crt-runtime-l1-1-0.dll
+api-ms-win-crt-stdio-l1-1-0.dll
+api-ms-win-crt-heap-l1-1-0.dll
+KERNEL32.dll