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train | tcp_ping | Tests connection to a tcp port and tries to establish a three way
handshake. To be used for network discovery or testing.
Arguments:
ports (list of int): tcp ports to ping
timeout (int, optional): defaults to 2
host (string, optional): defaults to ``hostname``
Returns:
Res... | nornir/plugins/tasks/networking/tcp_ping.py | def tcp_ping(
task: Task, ports: List[int], timeout: int = 2, host: Optional[str] = None
) -> Result:
"""
Tests connection to a tcp port and tries to establish a three way
handshake. To be used for network discovery or testing.
Arguments:
ports (list of int): tcp ports to ping
timeo... | def tcp_ping(
task: Task, ports: List[int], timeout: int = 2, host: Optional[str] = None
) -> Result:
"""
Tests connection to a tcp port and tries to establish a three way
handshake. To be used for network discovery or testing.
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ports (list of int): tcp ports to ping
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train | napalm_get | Gather information from network devices using napalm
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getters: getters to use
getters_options (dict of dicts): When passing multiple getters you
pass a dictionary where the outer key is the getter name
and the included dictionary represents the options to pass
... | nornir/plugins/tasks/networking/napalm_get.py | def napalm_get(
task: Task,
getters: List[str],
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**kwargs: Any
) -> Result:
"""
Gather information from network devices using napalm
Arguments:
getters: getters to use
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train | remote_command | Executes a command remotely on the host
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command (``str``): command to execute
Returns:
Result object with the following attributes set:
* result (``str``): stderr or stdout
* stdout (``str``): stdout
* stderr (``str``): stderr
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"""
Executes a command remotely on the host
Arguments:
command (``str``): command to execute
Returns:
Result object with the following attributes set:
* result (``str``): stderr or stdout
* stdout (``str``): st... | def remote_command(task: Task, command: str) -> Result:
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Executes a command remotely on the host
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command (``str``): command to execute
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Result object with the following attributes set:
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train | ConnectionPlugin.open | Connect to the device and populate the attribute :attr:`connection` with
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self,
hostname: Optional[str],
username: Optional[str],
password: Optional[str],
port: Optional[int],
platform: Optional[str],
extras: Optional[Dict[str, Any]] = None,
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platform: Optional[str],
extras: Optional[Dict[str, Any]] = None,
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train | Connections.register | Registers a connection plugin with a specified name
Args:
name: name of the connection plugin to register
plugin: defined connection plugin class
Raises:
:obj:`nornir.core.exceptions.ConnectionPluginAlreadyRegistered` if
another plugin with the speci... | nornir/core/connections.py | def register(cls, name: str, plugin: Type[ConnectionPlugin]) -> None:
"""Registers a connection plugin with a specified name
Args:
name: name of the connection plugin to register
plugin: defined connection plugin class
Raises:
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plugin: defined connection plugin class
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train | Connections.deregister | Deregisters a registered connection plugin by its name
Args:
name: name of the connection plugin to deregister
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:obj:`nornir.core.exceptions.ConnectionPluginNotRegistered` | nornir/core/connections.py | def deregister(cls, name: str) -> None:
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Args:
name: name of the connection plugin to deregister
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name: name of the connection plugin to deregister
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train | Connections.get_plugin | Fetches the connection plugin by name if already registered
Args:
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Args:
name: name of the connection plugin
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train | InitNornir | Arguments:
config_file(str): Path to the configuration file (optional)
dry_run(bool): Whether to simulate changes or not
configure_logging: Whether to configure logging or not. This argument is being
deprecated. Please use logging.enabled parameter in the configuration
in... | nornir/init_nornir.py | def InitNornir(
config_file: str = "",
dry_run: bool = False,
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**kwargs: Dict[str, Any],
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"""
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config_file(str): Path to the configuration file (optional)
dry_run(bool): Whether to simulate changes or not
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train | write_file | Write contents to a file (locally)
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dry_run: Whether to apply changes or not
filename: file you want to write into
content: content you want to write
append: whether you want to replace the contents or append to it
Returns:
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dry_run: Optional[bool] = None,
) -> Result:
"""
Write contents to a file (locally)
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filename: file you want to write into
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train | Reports.load_cli_args | Parse command line arguments and return only the non-default ones
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"""
Parse command line arguments and return only the non-default ones
:Retruns: dict
a dict of any non-default args passed on the command-line.
"""
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Parse command line arguments and return only the non-default ones
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train | Reports.run | Starts the reporting module
Makes the dashboard web app available via localhost:port, and exposes
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"""Starts the reporting module
Makes the dashboard web app available via localhost:port, and exposes
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"""
# -----------------------------------
# assign view
app.add_url_rule('/', 'i... | def run(self):
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train | Broker.add_instruments | add instruments after initialization | qtpylib/broker.py | def add_instruments(self, *instruments):
""" add instruments after initialization """
for instrument in instruments:
if isinstance(instrument, ezibpy.utils.Contract):
instrument = self.ibConn.contract_to_tuple(instrument)
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train | Broker.register_combo | add contracts to groups | qtpylib/broker.py | def register_combo(self, parent, legs):
""" add contracts to groups """
parent = self.ibConn.contractString(parent)
legs_dict = {}
for leg in legs:
leg = self.ibConn.contractString(leg)
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train | Broker.get_combo | get group by child symbol | qtpylib/broker.py | def get_combo(self, symbol):
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for parent, legs in self.instrument_combos.items():
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return {
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train | Broker._register_trade | constructs trade info from order data | qtpylib/broker.py | def _register_trade(self, order):
""" constructs trade info from order data """
if order['id'] in self.orders.recent:
orderId = order['id']
else:
orderId = order['parentId']
# entry / exit?
symbol = order["symbol"]
order_data = self.orders.recent[o... | def _register_trade(self, order):
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train | Broker._cancel_orphan_orders | cancel child orders when parent is gone | qtpylib/broker.py | def _cancel_orphan_orders(self, orderId):
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train | Broker._cancel_expired_pending_orders | expires pending orders | qtpylib/broker.py | def _cancel_expired_pending_orders(self):
""" expires pending orders """
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Call from within your strategy:
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Refer to the `Instruments API <#instrument-api>`_
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train | load_blotter_args | Load running blotter's settings (used by clients)
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blotter_name : str
Running Blotter's name (defaults to "auto-detect")
logger : object
Logger to be use (defaults to Blotter's)
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blotter_name : str
Running Blotter's name (defaults to "auto-detect")
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Logger to be use (defaults to Blotter's)
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Running Blotter's name (defaults to "auto-detect")
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Logger to be use (defaults to Blotter's)
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Instrument symbol
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Database connection to be used
dbcurr : object
Database cursor to be used
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symbol : str
Instrument symbol
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Database connection to be used
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Instrument symbol
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Database connection to be used
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train | Blotter.run | Starts the blotter
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train | Blotter._fix_history_sequence | fix out-of-sequence ticks/bars | qtpylib/blotter.py | def _fix_history_sequence(self, df, table):
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train | Blotter.backfill | Backfills missing historical data
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data : pd.DataFrame
Minimum required bars for backfill attempt
resolution : str
Algo resolution
start: datetime
Backfill start date (YYYY-MM-DD [HH:MM:SS[.MS]).
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data : pd.DataFrame
Minimum required bars for backfill attempt
resolution : str
Algo resolution
start: datetime
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Backfills missing historical data
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data : pd.DataFrame
Minimum required bars for backfill attempt
resolution : str
Algo resolution
start: datetime
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train | session | remove previous globex day from df | qtpylib/indicators.py | def session(df, start='17:00', end='16:00'):
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train | ibs | Internal bar strength | qtpylib/indicators.py | def ibs(bars):
""" Internal bar strength """
res = np.round((bars['close'] - bars['low']) /
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train | vwap | calculate vwap of entire time series
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"""
calculate vwap of entire time series
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bars are usually mid [ (h+l)/2 ] or typical [ (h+l+c)/3 ]
"""
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"""
calculate vwap of entire time series
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bars are usually mid [ (h+l)/2 ] or typical [ (h+l+c)/3 ]
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typical = ((bars['high'] + bars['low'] + bars['close']) / 3).values
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train | rolling_vwap | calculate vwap using moving window
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train | rsi | compute the n period relative strength indicator | qtpylib/indicators.py | def rsi(series, window=14):
"""
compute the n period relative strength indicator
"""
# 100-(100/relative_strength)
deltas = np.diff(series)
seed = deltas[:window + 1]
# default values
ups = seed[seed > 0].sum() / window
downs = -seed[seed < 0].sum() / window
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"""
compute the n period relative strength indicator
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deltas = np.diff(series)
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train | macd | compute the MACD (Moving Average Convergence/Divergence)
using a fast and slow exponential moving avg'
return value is emaslow, emafast, macd which are len(x) arrays | qtpylib/indicators.py | def macd(series, fast=3, slow=10, smooth=16):
"""
compute the MACD (Moving Average Convergence/Divergence)
using a fast and slow exponential moving avg'
return value is emaslow, emafast, macd which are len(x) arrays
"""
macd_line = rolling_weighted_mean(series, window=fast) - \
rolling_w... | def macd(series, fast=3, slow=10, smooth=16):
"""
compute the MACD (Moving Average Convergence/Divergence)
using a fast and slow exponential moving avg'
return value is emaslow, emafast, macd which are len(x) arrays
"""
macd_line = rolling_weighted_mean(series, window=fast) - \
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train | roc | compute rate of change | qtpylib/indicators.py | def roc(series, window=14):
"""
compute rate of change
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res = (series - series.shift(window)) / series.shift(window)
return pd.Series(index=series.index, data=res) | def roc(series, window=14):
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train | cci | compute commodity channel index | qtpylib/indicators.py | def cci(series, window=14):
"""
compute commodity channel index
"""
price = typical_price(series)
typical_mean = rolling_mean(price, window)
res = (price - typical_mean) / (.015 * np.std(typical_mean))
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"""
compute commodity channel index
"""
price = typical_price(series)
typical_mean = rolling_mean(price, window)
res = (price - typical_mean) / (.015 * np.std(typical_mean))
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train | stoch | compute the n period relative strength indicator
http://excelta.blogspot.co.il/2013/09/stochastic-oscillator-technical.html | qtpylib/indicators.py | def stoch(df, window=14, d=3, k=3, fast=False):
"""
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http://excelta.blogspot.co.il/2013/09/stochastic-oscillator-technical.html
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train | zlma | John Ehlers' Zero lag (exponential) moving average
https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average | qtpylib/indicators.py | def zlma(series, window=20, min_periods=None, kind="ema"):
"""
John Ehlers' Zero lag (exponential) moving average
https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average
"""
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"""
John Ehlers' Zero lag (exponential) moving average
https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average
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train | zscore | get zscore of price | qtpylib/indicators.py | def zscore(bars, window=20, stds=1, col='close'):
""" get zscore of price """
std = numpy_rolling_std(bars[col], window)
mean = numpy_rolling_mean(bars[col], window)
return (bars[col] - mean) / (std * stds) | def zscore(bars, window=20, stds=1, col='close'):
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mean = numpy_rolling_mean(bars[col], window)
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train | pvt | Price Volume Trend | qtpylib/indicators.py | def pvt(bars):
""" Price Volume Trend """
trend = ((bars['close'] - bars['close'].shift(1)) /
bars['close'].shift(1)) * bars['volume']
return trend.cumsum() | def pvt(bars):
""" Price Volume Trend """
trend = ((bars['close'] - bars['close'].shift(1)) /
bars['close'].shift(1)) * bars['volume']
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train | Algo.run | Starts the algo
Connects to the Blotter, processes market data and passes
tick data to the ``on_tick`` function and bar data to the
``on_bar`` methods. | qtpylib/algo.py | def run(self):
"""Starts the algo
Connects to the Blotter, processes market data and passes
tick data to the ``on_tick`` function and bar data to the
``on_bar`` methods.
"""
history = pd.DataFrame()
# get history from csv dir
if self.backtest and self.b... | def run(self):
"""Starts the algo
Connects to the Blotter, processes market data and passes
tick data to the ``on_tick`` function and bar data to the
``on_bar`` methods.
"""
history = pd.DataFrame()
# get history from csv dir
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train | Algo.get_history | Get historical market data.
Connects to Blotter and gets historical data from storage
:Parameters:
symbols : list
List of symbols to fetch history for
start : datetime / string
History time period start date
datetime or YYYY-MM-DD[... | qtpylib/algo.py | def get_history(self, symbols, start, end=None, resolution="1T", tz="UTC"):
"""Get historical market data.
Connects to Blotter and gets historical data from storage
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symbols : list
List of symbols to fetch history for
start : datetime / string... | def get_history(self, symbols, start, end=None, resolution="1T", tz="UTC"):
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train | Algo.order | Send an order for the selected instrument
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direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
symbol : string
instrument symbol
quantity : int
Order quantiry
:Optional:
limit_price : float... | qtpylib/algo.py | def order(self, signal, symbol, quantity=0, **kwargs):
""" Send an order for the selected instrument
:Parameters:
direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
symbol : string
instrument symbol
quantity : int
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direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
symbol : string
instrument symbol
quantity : int
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train | Algo.record | Records data for later analysis.
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csv/pickle/h5 file.
Call from within your strategy:
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** kwargs : mixed
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Values will be logged to the file specified via
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csv/pickle/h5 file.
Call from within your strategy:
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train | Algo.sms | Sends an SMS message.
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Call from within your strategy:
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text : string
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Relies on properly setting up an SMS provider (refer to the
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Call from within your strategy:
``self.sms("message text")``
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train | Algo._base_bar_handler | non threaded bar handler (called by threaded _tick_handler) | qtpylib/algo.py | def _base_bar_handler(self, bar):
""" non threaded bar handler (called by threaded _tick_handler) """
# bar symbol
symbol = bar['symbol'].values
if len(symbol) == 0:
return
symbol = symbol[0]
self_bars = self.bars.copy() # work on copy
is_tick_or_vol... | def _base_bar_handler(self, bar):
""" non threaded bar handler (called by threaded _tick_handler) """
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train | Algo._add_signal_history | Initilize signal history | qtpylib/algo.py | def _add_signal_history(self, df, symbol):
""" Initilize signal history """
if symbol not in self.signals.keys() or len(self.signals[symbol]) == 0:
self.signals[symbol] = [nan] * len(df.index)
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train | multi_shift | get last N rows RELATIVE to another row in pandas
http://stackoverflow.com/questions/25724056/how-to-get-last-n-rows-relative-to-another-row-in-pandas-vector-solution | qtpylib/tools.py | def multi_shift(df, window):
"""
get last N rows RELATIVE to another row in pandas
http://stackoverflow.com/questions/25724056/how-to-get-last-n-rows-relative-to-another-row-in-pandas-vector-solution
"""
if isinstance(df, pd.Series):
df = pd.DataFrame(df)
dfs = [df.shift(i) for i in np.... | def multi_shift(df, window):
"""
get last N rows RELATIVE to another row in pandas
http://stackoverflow.com/questions/25724056/how-to-get-last-n-rows-relative-to-another-row-in-pandas-vector-solution
"""
if isinstance(df, pd.Series):
df = pd.DataFrame(df)
dfs = [df.shift(i) for i in np.... | [
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train | is_number | checks if a string is a number (int/float) | qtpylib/tools.py | def is_number(string):
""" checks if a string is a number (int/float) """
string = str(string)
if string.isnumeric():
return True
try:
float(string)
return True
except ValueError:
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string = str(string)
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try:
float(string)
return True
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train | to_decimal | convert datatypes into Decimals | qtpylib/tools.py | def to_decimal(number, points=None):
""" convert datatypes into Decimals """
if not is_number(number):
return number
number = float(decimal.Decimal(number * 1.)) # can't Decimal an int
if is_number(points):
return round(number, points)
return number | def to_decimal(number, points=None):
""" convert datatypes into Decimals """
if not is_number(number):
return number
number = float(decimal.Decimal(number * 1.)) # can't Decimal an int
if is_number(points):
return round(number, points)
return number | [
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train | create_ib_tuple | create ib contract tuple | qtpylib/tools.py | def create_ib_tuple(instrument):
""" create ib contract tuple """
from qtpylib import futures
if isinstance(instrument, str):
instrument = instrument.upper()
if "FUT." not in instrument:
# symbol stock
instrument = (instrument, "STK", "SMART", "USD", "", 0.0, "")
... | def create_ib_tuple(instrument):
""" create ib contract tuple """
from qtpylib import futures
if isinstance(instrument, str):
instrument = instrument.upper()
if "FUT." not in instrument:
# symbol stock
instrument = (instrument, "STK", "SMART", "USD", "", 0.0, "")
... | [
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train | chmod | change mod to writeable | qtpylib/tools.py | def chmod(f):
""" change mod to writeable """
try:
os.chmod(f, S_IWRITE) # windows (cover all)
except Exception as e:
pass
try:
os.chmod(f, 0o777) # *nix
except Exception as e:
pass | def chmod(f):
""" change mod to writeable """
try:
os.chmod(f, S_IWRITE) # windows (cover all)
except Exception as e:
pass
try:
os.chmod(f, 0o777) # *nix
except Exception as e:
pass | [
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train | as_dict | converts df to dict and adds a datetime field if df is datetime | qtpylib/tools.py | def as_dict(df, ix=':'):
""" converts df to dict and adds a datetime field if df is datetime """
if isinstance(df.index, pd.DatetimeIndex):
df['datetime'] = df.index
return df.to_dict(orient='records')[ix] | def as_dict(df, ix=':'):
""" converts df to dict and adds a datetime field if df is datetime """
if isinstance(df.index, pd.DatetimeIndex):
df['datetime'] = df.index
return df.to_dict(orient='records')[ix] | [
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train | ib_duration_str | Get a datetime object or a epoch timestamp and return
an IB-compatible durationStr for reqHistoricalData() | qtpylib/tools.py | def ib_duration_str(start_date=None):
"""
Get a datetime object or a epoch timestamp and return
an IB-compatible durationStr for reqHistoricalData()
"""
now = datetime.datetime.utcnow()
if is_number(start_date):
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"""
Get a datetime object or a epoch timestamp and return
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"""
now = datetime.datetime.utcnow()
if is_number(start_date):
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train | datetime64_to_datetime | convert numpy's datetime64 to datetime | qtpylib/tools.py | def datetime64_to_datetime(dt):
""" convert numpy's datetime64 to datetime """
dt64 = np.datetime64(dt)
ts = (dt64 - np.datetime64('1970-01-01T00:00:00')) / np.timedelta64(1, 's')
return datetime.datetime.utcfromtimestamp(ts) | def datetime64_to_datetime(dt):
""" convert numpy's datetime64 to datetime """
dt64 = np.datetime64(dt)
ts = (dt64 - np.datetime64('1970-01-01T00:00:00')) / np.timedelta64(1, 's')
return datetime.datetime.utcfromtimestamp(ts) | [
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train | round_to_fraction | round to closest resolution | qtpylib/tools.py | def round_to_fraction(val, res, decimals=None):
""" round to closest resolution """
if val is None:
return 0.0
if decimals is None and "." in str(res):
decimals = len(str(res).split('.')[1])
return round(round(val / res) * res, decimals) | def round_to_fraction(val, res, decimals=None):
""" round to closest resolution """
if val is None:
return 0.0
if decimals is None and "." in str(res):
decimals = len(str(res).split('.')[1])
return round(round(val / res) * res, decimals) | [
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train | backdate | get past date based on currect date | qtpylib/tools.py | def backdate(res, date=None, as_datetime=False, fmt='%Y-%m-%d'):
""" get past date based on currect date """
if res is None:
return None
if date is None:
date = datetime.datetime.now()
else:
try:
date = parse_date(date)
except Exception as e:
pass... | def backdate(res, date=None, as_datetime=False, fmt='%Y-%m-%d'):
""" get past date based on currect date """
if res is None:
return None
if date is None:
date = datetime.datetime.now()
else:
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date = parse_date(date)
except Exception as e:
pass... | [
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train | previous_weekday | get the most recent business day | qtpylib/tools.py | def previous_weekday(day=None, as_datetime=False):
""" get the most recent business day """
if day is None:
day = datetime.datetime.now()
else:
day = datetime.datetime.strptime(day, '%Y-%m-%d')
day -= datetime.timedelta(days=1)
while day.weekday() > 4: # Mon-Fri are 0-4
day... | def previous_weekday(day=None, as_datetime=False):
""" get the most recent business day """
if day is None:
day = datetime.datetime.now()
else:
day = datetime.datetime.strptime(day, '%Y-%m-%d')
day -= datetime.timedelta(days=1)
while day.weekday() > 4: # Mon-Fri are 0-4
day... | [
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train | is_third_friday | check if day is month's 3rd friday | qtpylib/tools.py | def is_third_friday(day=None):
""" check if day is month's 3rd friday """
day = day if day is not None else datetime.datetime.now()
defacto_friday = (day.weekday() == 4) or (
day.weekday() == 3 and day.hour() >= 17)
return defacto_friday and 14 < day.day < 22 | def is_third_friday(day=None):
""" check if day is month's 3rd friday """
day = day if day is not None else datetime.datetime.now()
defacto_friday = (day.weekday() == 4) or (
day.weekday() == 3 and day.hour() >= 17)
return defacto_friday and 14 < day.day < 22 | [
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train | after_third_friday | check if day is after month's 3rd friday | qtpylib/tools.py | def after_third_friday(day=None):
""" check if day is after month's 3rd friday """
day = day if day is not None else datetime.datetime.now()
now = day.replace(day=1, hour=16, minute=0, second=0, microsecond=0)
now += relativedelta.relativedelta(weeks=2, weekday=relativedelta.FR)
return day > now | def after_third_friday(day=None):
""" check if day is after month's 3rd friday """
day = day if day is not None else datetime.datetime.now()
now = day.replace(day=1, hour=16, minute=0, second=0, microsecond=0)
now += relativedelta.relativedelta(weeks=2, weekday=relativedelta.FR)
return day > now | [
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train | get_timezone | utility to get the machine's timezone | qtpylib/tools.py | def get_timezone(as_timedelta=False):
""" utility to get the machine's timezone """
try:
offset_hour = -(time.altzone if time.daylight else time.timezone)
except Exception as e:
offset_hour = -(datetime.datetime.now() -
datetime.datetime.utcnow()).seconds
offset_... | def get_timezone(as_timedelta=False):
""" utility to get the machine's timezone """
try:
offset_hour = -(time.altzone if time.daylight else time.timezone)
except Exception as e:
offset_hour = -(datetime.datetime.now() -
datetime.datetime.utcnow()).seconds
offset_... | [
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train | datetime_to_timezone | convert naive datetime to timezone-aware datetime | qtpylib/tools.py | def datetime_to_timezone(date, tz="UTC"):
""" convert naive datetime to timezone-aware datetime """
if not date.tzinfo:
date = date.replace(tzinfo=timezone(get_timezone()))
return date.astimezone(timezone(tz)) | def datetime_to_timezone(date, tz="UTC"):
""" convert naive datetime to timezone-aware datetime """
if not date.tzinfo:
date = date.replace(tzinfo=timezone(get_timezone()))
return date.astimezone(timezone(tz)) | [
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train | convert_timezone | get timezone as tz_offset | qtpylib/tools.py | def convert_timezone(date_str, tz_from, tz_to="UTC", fmt=None):
""" get timezone as tz_offset """
tz_offset = datetime_to_timezone(
datetime.datetime.now(), tz=tz_from).strftime('%z')
tz_offset = tz_offset[:3] + ':' + tz_offset[3:]
date = parse_date(str(date_str) + tz_offset)
if tz_from != ... | def convert_timezone(date_str, tz_from, tz_to="UTC", fmt=None):
""" get timezone as tz_offset """
tz_offset = datetime_to_timezone(
datetime.datetime.now(), tz=tz_from).strftime('%z')
tz_offset = tz_offset[:3] + ':' + tz_offset[3:]
date = parse_date(str(date_str) + tz_offset)
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train | set_timezone | change the timeozone to specified one without converting | qtpylib/tools.py | def set_timezone(data, tz=None, from_local=False):
""" change the timeozone to specified one without converting """
# pandas object?
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try:
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""" change the timeozone to specified one without converting """
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train | fix_timezone | set timezone for pandas | qtpylib/tools.py | def fix_timezone(df, freq, tz=None):
""" set timezone for pandas """
index_name = df.index.name
# fix timezone
if isinstance(df.index[0], str):
# timezone df exists
if ("-" in df.index[0][-6:]) | ("+" in df.index[0][-6:]):
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""" set timezone for pandas """
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train | DataStore.record | add custom data to data store | qtpylib/tools.py | def record(self, timestamp, *args, **kwargs):
""" add custom data to data store """
if self.output_file is None:
return
data = {'datetime': timestamp}
# append all data
if len(args) == 1:
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""" add custom data to data store """
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train | get_data_ib | Downloads historical data from Interactive Brokers
:Parameters:
instrument : mixed
IB contract tuple / string (same as that given to strategy)
start : str
Backtest start date (YYYY-MM-DD [HH:MM:SS[.MS])
:Optional:
resolution : str
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blotter=None, output_path=None):
"""
Downloads historical data from Interactive Brokers
:Parameters:
instrument : mixed
IB contract tuple / string (same as that given to strategy)
start : str
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"""
Downloads historical data from Interactive Brokers
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instrument : mixed
IB contract tuple / string (same as that given to strategy)
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train | prepare_data | Converts given DataFrame to a QTPyLib-compatible format and timezone
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instrument : mixed
IB contract tuple / string (same as that given to strategy)
data : pd.DataFrame
Pandas DataDrame with that instrument's market data
output_path : str
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Converts given DataFrame to a QTPyLib-compatible format and timezone
:Parameters:
instrument : mixed
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Converts given DataFrame to a QTPyLib-compatible format and timezone
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TWS/GW data are required for determining futures/options expiration
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df : dict
Tick/Bar data
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blotter : str
Store MySQL server used by this Blotter (default is "auto detect")
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Store QTPyLib-compatible csv files in Blotter's MySQL.
TWS/GW data are required for determining futures/options expiration
:Parameters:
df : dict
Tick/Bar data
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blotter : str
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Store QTPyLib-compatible csv files in Blotter's MySQL.
TWS/GW data are required for determining futures/options expiration
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train | Instrument._set_windows | be aware of default windows | qtpylib/instrument.py | def _set_windows(self, ticks, bars):
""" be aware of default windows """
self.tick_window = ticks
self.bar_window = bars | def _set_windows(self, ticks, bars):
""" be aware of default windows """
self.tick_window = ticks
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train | Instrument.get_bars | Get bars for this instrument
:Parameters:
lookback : int
Max number of bars to get (None = all available bars)
as_dict : bool
Return a dict or a pd.DataFrame object
:Retruns:
bars : pd.DataFrame / dict
The bars for thi... | qtpylib/instrument.py | def get_bars(self, lookback=None, as_dict=False):
""" Get bars for this instrument
:Parameters:
lookback : int
Max number of bars to get (None = all available bars)
as_dict : bool
Return a dict or a pd.DataFrame object
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""" Get bars for this instrument
:Parameters:
lookback : int
Max number of bars to get (None = all available bars)
as_dict : bool
Return a dict or a pd.DataFrame object
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train | Instrument.get_ticks | Get ticks for this instrument
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lookback : int
Max number of ticks to get (None = all available ticks)
as_dict : bool
Return a dict or a pd.DataFrame object
:Retruns:
ticks : pd.DataFrame / dict
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""" Get ticks for this instrument
:Parameters:
lookback : int
Max number of ticks to get (None = all available ticks)
as_dict : bool
Return a dict or a pd.DataFrame object
:Retruns:
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""" Get ticks for this instrument
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lookback : int
Max number of ticks to get (None = all available ticks)
as_dict : bool
Return a dict or a pd.DataFrame object
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train | Instrument.get_price | Shortcut to self.get_ticks(lookback=1, as_dict=True)['last'] | qtpylib/instrument.py | def get_price(self):
""" Shortcut to self.get_ticks(lookback=1, as_dict=True)['last'] """
tick = self.get_ticks(lookback=1, as_dict=True)
return None if tick is None else tick['last'] | def get_price(self):
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train | Instrument.get_quote | Get last quote for this instrument
:Retruns:
quote : dict
The quote for this instruments | qtpylib/instrument.py | def get_quote(self):
""" Get last quote for this instrument
:Retruns:
quote : dict
The quote for this instruments
"""
if self in self.parent.quotes.keys():
return self.parent.quotes[self]
return None | def get_quote(self):
""" Get last quote for this instrument
:Retruns:
quote : dict
The quote for this instruments
"""
if self in self.parent.quotes.keys():
return self.parent.quotes[self]
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train | Instrument.get_orderbook | Get orderbook for the instrument
:Retruns:
orderbook : dict
orderbook dict for the instrument | qtpylib/instrument.py | def get_orderbook(self):
"""Get orderbook for the instrument
:Retruns:
orderbook : dict
orderbook dict for the instrument
"""
if self in self.parent.books.keys():
return self.parent.books[self]
return {
"bid": [0], "bidsize": ... | def get_orderbook(self):
"""Get orderbook for the instrument
:Retruns:
orderbook : dict
orderbook dict for the instrument
"""
if self in self.parent.books.keys():
return self.parent.books[self]
return {
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train | Instrument.market_order | Shortcut for ``instrument.order(...)`` and accepts all of its
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:Parameters:
direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
quantity : int
Order quantity | qtpylib/instrument.py | def market_order(self, direction, quantity, **kwargs):
""" Shortcut for ``instrument.order(...)`` and accepts all of its
`optional parameters <#qtpylib.instrument.Instrument.order>`_
:Parameters:
direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
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""" Shortcut for ``instrument.order(...)`` and accepts all of its
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direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
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train | Instrument.limit_order | Shortcut for ``instrument.order(...)`` and accepts all of its
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:Parameters:
direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
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Order quantity
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""" Shortcut for ``instrument.order(...)`` and accepts all of its
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:Parameters:
direction : string
Order Type (BUY/SELL, EXIT/FLATTEN)
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Order Type (BUY/SELL, EXIT/FLATTEN)
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train | Instrument.buy | Shortcut for ``instrument.order("BUY", ...)`` and accepts all of its
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quantity : int
Order quantity | qtpylib/instrument.py | def buy(self, quantity, **kwargs):
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quantity : int
Order quantity
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quantity : int
Order quantity
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train | Instrument.buy_market | Shortcut for ``instrument.order("BUY", ...)`` and accepts all of its
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:Parameters:
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Order quantity | qtpylib/instrument.py | def buy_market(self, quantity, **kwargs):
""" Shortcut for ``instrument.order("BUY", ...)`` and accepts all of its
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:Parameters:
quantity : int
Order quantity
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quantity : int
Order quantity
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train | Instrument.buy_limit | Shortcut for ``instrument.order("BUY", ...)`` and accepts all of its
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:Parameters:
quantity : int
Order quantity
price : float
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""" Shortcut for ``instrument.order("BUY", ...)`` and accepts all of its
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:Parameters:
quantity : int
Order quantity
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train | Instrument.sell | Shortcut for ``instrument.order("SELL", ...)`` and accepts all of its
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:Parameters:
quantity : int
Order quantity | qtpylib/instrument.py | def sell(self, quantity, **kwargs):
""" Shortcut for ``instrument.order("SELL", ...)`` and accepts all of its
`optional parameters <#qtpylib.instrument.Instrument.order>`_
:Parameters:
quantity : int
Order quantity
"""
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""" Shortcut for ``instrument.order("SELL", ...)`` and accepts all of its
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:Parameters:
quantity : int
Order quantity
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train | Instrument.sell_market | Shortcut for ``instrument.order("SELL", ...)`` and accepts all of its
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:Parameters:
quantity : int
Order quantity | qtpylib/instrument.py | def sell_market(self, quantity, **kwargs):
""" Shortcut for ``instrument.order("SELL", ...)`` and accepts all of its
`optional parameters <#qtpylib.instrument.Instrument.order>`_
:Parameters:
quantity : int
Order quantity
"""
kwargs['limit_price'] = 0... | def sell_market(self, quantity, **kwargs):
""" Shortcut for ``instrument.order("SELL", ...)`` and accepts all of its
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quantity : int
Order quantity
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train | Instrument.sell_limit | Shortcut for ``instrument.order("SELL", ...)`` and accepts all of its
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:Parameters:
quantity : int
Order quantity
price : float
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:Parameters:
quantity : int
Order quantity
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train | Instrument.get_positions | Get the positions data for the instrument
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attr : string
Position attribute to get
(optional attributes: symbol, position, avgCost, account)
:Retruns:
positions : dict (positions) / float/str (attribute)
positions data f... | qtpylib/instrument.py | def get_positions(self, attr=None):
"""Get the positions data for the instrument
:Optional:
attr : string
Position attribute to get
(optional attributes: symbol, position, avgCost, account)
:Retruns:
positions : dict (positions) / float/s... | def get_positions(self, attr=None):
"""Get the positions data for the instrument
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attr : string
Position attribute to get
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positions : dict (positions) / float/s... | [
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train | Instrument.modify_order | Modify quantity and/or limit price of an active order for the instrument
:Parameters:
orderId : int
the order id to modify
:Optional:
quantity : int
the required quantity of the modified order
limit_price : int
the new... | qtpylib/instrument.py | def modify_order(self, orderId, quantity=None, limit_price=None):
"""Modify quantity and/or limit price of an active order for the instrument
:Parameters:
orderId : int
the order id to modify
:Optional:
quantity : int
the required quantit... | def modify_order(self, orderId, quantity=None, limit_price=None):
"""Modify quantity and/or limit price of an active order for the instrument
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orderId : int
the order id to modify
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train | Instrument.modify_order_group | Modify bracket order
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orderId : int
the order id to modify
:Optional:
entry: float
new entry limit price (for unfilled limit orders only)
target: float
new target limit price (for unfilled limit orders only... | qtpylib/instrument.py | def modify_order_group(self, orderId, entry=None, target=None, stop=None, quantity=None):
"""Modify bracket order
:Parameters:
orderId : int
the order id to modify
:Optional:
entry: float
new entry limit price (for unfilled limit orders o... | def modify_order_group(self, orderId, entry=None, target=None, stop=None, quantity=None):
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orderId : int
the order id to modify
:Optional:
entry: float
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train | Instrument.move_stoploss | Modify stop order.
Auto-discover **orderId** and **quantity** and invokes ``self.modify_order(...)``.
:Parameters:
stoploss : float
the new stoploss limit price | qtpylib/instrument.py | def move_stoploss(self, stoploss):
"""Modify stop order.
Auto-discover **orderId** and **quantity** and invokes ``self.modify_order(...)``.
:Parameters:
stoploss : float
the new stoploss limit price
"""
stopOrder = self.get_active_order(order_type="S... | def move_stoploss(self, stoploss):
"""Modify stop order.
Auto-discover **orderId** and **quantity** and invokes ``self.modify_order(...)``.
:Parameters:
stoploss : float
the new stoploss limit price
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stopOrder = self.get_active_order(order_type="S... | [
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train | Instrument.get_margin_requirement | Get margin requirements for intrument (futures only)
:Retruns:
margin : dict
margin requirements for instrument
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""" Get margin requirements for intrument (futures only)
:Retruns:
margin : dict
margin requirements for instrument
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"""
contract = self.get_contract()
... | def get_margin_requirement(self):
""" Get margin requirements for intrument (futures only)
:Retruns:
margin : dict
margin requirements for instrument
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"""
contract = self.get_contract()
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train | Instrument.get_max_contracts_allowed | Get maximum contracts allowed to trade
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current account balance (futures only)
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overnight : bool
Calculate based on Overnight margin (set to ``False`` to use Intraday margin req.)
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""" Get maximum contracts allowed to trade
baed on required margin per contract and
current account balance (futures only)
:Parameters:
overnight : bool
Calculate based on Overnight margin (set to ``False``... | def get_max_contracts_allowed(self, overnight=True):
""" Get maximum contracts allowed to trade
baed on required margin per contract and
current account balance (futures only)
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overnight : bool
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train | Instrument.pnl_in_range | Check if instrument pnl is within given range
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min_pnl : flaot
minimum session pnl (in USD / IB currency)
max_pnl : flaot
maximum session pnl (in USD / IB currency)
:Retruns:
status : bool
if pnl is within ... | qtpylib/instrument.py | def pnl_in_range(self, min_pnl, max_pnl):
""" Check if instrument pnl is within given range
:Parameters:
min_pnl : flaot
minimum session pnl (in USD / IB currency)
max_pnl : flaot
maximum session pnl (in USD / IB currency)
:Retruns:
... | def pnl_in_range(self, min_pnl, max_pnl):
""" Check if instrument pnl is within given range
:Parameters:
min_pnl : flaot
minimum session pnl (in USD / IB currency)
max_pnl : flaot
maximum session pnl (in USD / IB currency)
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train | parse_intf_section | Parse a single entry from show interfaces output.
Different cases:
mgmt0 is up
admin state is up
Ethernet2/1 is up
admin state is up, Dedicated Interface
Vlan1 is down (Administratively down), line protocol is down, autostate enabled
Ethernet154/1/48 is up (with no 'admin state') | napalm/nxos_ssh/nxos_ssh.py | def parse_intf_section(interface):
"""Parse a single entry from show interfaces output.
Different cases:
mgmt0 is up
admin state is up
Ethernet2/1 is up
admin state is up, Dedicated Interface
Vlan1 is down (Administratively down), line protocol is down, autostate enabled
Ethernet154/... | def parse_intf_section(interface):
"""Parse a single entry from show interfaces output.
Different cases:
mgmt0 is up
admin state is up
Ethernet2/1 is up
admin state is up, Dedicated Interface
Vlan1 is down (Administratively down), line protocol is down, autostate enabled
Ethernet154/... | [
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] | napalm-automation/napalm | python | https://github.com/napalm-automation/napalm/blob/c11ae8bb5ce395698704a0051cdf8d144fbb150d/napalm/nxos_ssh/nxos_ssh.py#L78-L201 | [
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train | convert_hhmmss | Convert hh:mm:ss to seconds. | napalm/nxos_ssh/nxos_ssh.py | def convert_hhmmss(hhmmss):
"""Convert hh:mm:ss to seconds."""
fields = hhmmss.split(":")
if len(fields) != 3:
raise ValueError("Received invalid HH:MM:SS data: {}".format(hhmmss))
fields = [int(x) for x in fields]
hours, minutes, seconds = fields
return (hours * 3600) + (minutes * 60) +... | def convert_hhmmss(hhmmss):
"""Convert hh:mm:ss to seconds."""
fields = hhmmss.split(":")
if len(fields) != 3:
raise ValueError("Received invalid HH:MM:SS data: {}".format(hhmmss))
fields = [int(x) for x in fields]
hours, minutes, seconds = fields
return (hours * 3600) + (minutes * 60) +... | [
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train | bgp_normalize_table_data | The 'show bgp all summary vrf all' table can have entries that wrap multiple lines.
2001:db8:4:701::2
4 65535 163664 163693 145 0 0 3w2d 3
2001:db8:e0:dd::1
4 10 327491 327278 145 0 0 3w1d 4
Normalize this so the line wrap doesn't exit. | napalm/nxos_ssh/nxos_ssh.py | def bgp_normalize_table_data(bgp_table):
"""The 'show bgp all summary vrf all' table can have entries that wrap multiple lines.
2001:db8:4:701::2
4 65535 163664 163693 145 0 0 3w2d 3
2001:db8:e0:dd::1
4 10 327491 327278 145 0 0 3w1d 4
... | def bgp_normalize_table_data(bgp_table):
"""The 'show bgp all summary vrf all' table can have entries that wrap multiple lines.
2001:db8:4:701::2
4 65535 163664 163693 145 0 0 3w2d 3
2001:db8:e0:dd::1
4 10 327491 327278 145 0 0 3w1d 4
... | [
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train | bgp_table_parser | Generator that parses a line of bgp summary table and returns a dict compatible with NAPALM
Example line:
10.2.1.14 4 10 472516 472238 361 0 0 3w1d 9 | napalm/nxos_ssh/nxos_ssh.py | def bgp_table_parser(bgp_table):
"""Generator that parses a line of bgp summary table and returns a dict compatible with NAPALM
Example line:
10.2.1.14 4 10 472516 472238 361 0 0 3w1d 9
"""
bgp_table = bgp_table.strip()
for bgp_entry in bgp_table.splitlines():
... | def bgp_table_parser(bgp_table):
"""Generator that parses a line of bgp summary table and returns a dict compatible with NAPALM
Example line:
10.2.1.14 4 10 472516 472238 361 0 0 3w1d 9
"""
bgp_table = bgp_table.strip()
for bgp_entry in bgp_table.splitlines():
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train | bgp_summary_parser | Parse 'show bgp all summary vrf' output information from NX-OS devices. | napalm/nxos_ssh/nxos_ssh.py | def bgp_summary_parser(bgp_summary):
"""Parse 'show bgp all summary vrf' output information from NX-OS devices."""
bgp_summary_dict = {}
# Check for BGP summary information lines that have no data
if len(bgp_summary.strip().splitlines()) <= 1:
return {}
allowed_afi = ["ipv4", "ipv6", "l2vp... | def bgp_summary_parser(bgp_summary):
"""Parse 'show bgp all summary vrf' output information from NX-OS devices."""
bgp_summary_dict = {}
# Check for BGP summary information lines that have no data
if len(bgp_summary.strip().splitlines()) <= 1:
return {}
allowed_afi = ["ipv4", "ipv6", "l2vp... | [
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train | NXOSSSHDriver._send_command_list | Wrapper for Netmiko's send_command method (for list of commands. | napalm/nxos_ssh/nxos_ssh.py | def _send_command_list(self, commands):
"""Wrapper for Netmiko's send_command method (for list of commands."""
output = ""
for command in commands:
output += self.device.send_command(
command, strip_prompt=False, strip_command=False
)
return output | def _send_command_list(self, commands):
"""Wrapper for Netmiko's send_command method (for list of commands."""
output = ""
for command in commands:
output += self.device.send_command(
command, strip_prompt=False, strip_command=False
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train | NXOSSSHDriver.parse_uptime | Extract the uptime string from the given Cisco IOS Device.
Return the uptime in seconds as an integer | napalm/nxos_ssh/nxos_ssh.py | def parse_uptime(uptime_str):
"""
Extract the uptime string from the given Cisco IOS Device.
Return the uptime in seconds as an integer
"""
# Initialize to zero
(years, weeks, days, hours, minutes) = (0, 0, 0, 0, 0)
uptime_str = uptime_str.strip()
time_li... | def parse_uptime(uptime_str):
"""
Extract the uptime string from the given Cisco IOS Device.
Return the uptime in seconds as an integer
"""
# Initialize to zero
(years, weeks, days, hours, minutes) = (0, 0, 0, 0, 0)
uptime_str = uptime_str.strip()
time_li... | [
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train | NXOSSSHDriver.is_alive | Returns a flag with the state of the SSH connection. | napalm/nxos_ssh/nxos_ssh.py | def is_alive(self):
"""Returns a flag with the state of the SSH connection."""
null = chr(0)
try:
if self.device is None:
return {"is_alive": False}
else:
# Try sending ASCII null byte to maintain the connection alive
self._... | def is_alive(self):
"""Returns a flag with the state of the SSH connection."""
null = chr(0)
try:
if self.device is None:
return {"is_alive": False}
else:
# Try sending ASCII null byte to maintain the connection alive
self._... | [
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train | NXOSSSHDriver.get_facts | Return a set of facts from the devices. | napalm/nxos_ssh/nxos_ssh.py | def get_facts(self):
"""Return a set of facts from the devices."""
# default values.
vendor = "Cisco"
uptime = -1
serial_number, fqdn, os_version, hostname, domain_name, model = ("",) * 6
# obtain output from device
show_ver = self._send_command("show version")
... | def get_facts(self):
"""Return a set of facts from the devices."""
# default values.
vendor = "Cisco"
uptime = -1
serial_number, fqdn, os_version, hostname, domain_name, model = ("",) * 6
# obtain output from device
show_ver = self._send_command("show version")
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train | NXOSSSHDriver.get_interfaces | Get interface details.
last_flapped is not implemented
Example Output:
{ u'Vlan1': { 'description': u'',
'is_enabled': True,
'is_up': True,
'last_flapped': -1.0,
'mac_address': u'a493.4cc1.67a7',
... | napalm/nxos_ssh/nxos_ssh.py | def get_interfaces(self):
"""
Get interface details.
last_flapped is not implemented
Example Output:
{ u'Vlan1': { 'description': u'',
'is_enabled': True,
'is_up': True,
'last_flapped': -1.0,
... | def get_interfaces(self):
"""
Get interface details.
last_flapped is not implemented
Example Output:
{ u'Vlan1': { 'description': u'',
'is_enabled': True,
'is_up': True,
'last_flapped': -1.0,
... | [
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train | NXOSSSHDriver.get_bgp_neighbors | BGP neighbor information.
Supports VRFs and IPv4 and IPv6 AFIs
{
"global": {
"router_id": "1.1.1.103",
"peers": {
"10.99.99.2": {
"is_enabled": true,
"uptime": -1,
"remote_as": 22,
... | napalm/nxos_ssh/nxos_ssh.py | def get_bgp_neighbors(self):
"""BGP neighbor information.
Supports VRFs and IPv4 and IPv6 AFIs
{
"global": {
"router_id": "1.1.1.103",
"peers": {
"10.99.99.2": {
"is_enabled": true,
"uptime": -1,
... | def get_bgp_neighbors(self):
"""BGP neighbor information.
Supports VRFs and IPv4 and IPv6 AFIs
{
"global": {
"router_id": "1.1.1.103",
"peers": {
"10.99.99.2": {
"is_enabled": true,
"uptime": -1,
... | [
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train | NXOSSSHDriver.get_environment | Get environment facts.
power and fan are currently not implemented
cpu is using 1-minute average | napalm/nxos_ssh/nxos_ssh.py | def get_environment(self):
"""
Get environment facts.
power and fan are currently not implemented
cpu is using 1-minute average
"""
environment = {}
# sys_resources contains cpu and mem output
sys_resources = self._send_command("show system resources")
... | def get_environment(self):
"""
Get environment facts.
power and fan are currently not implemented
cpu is using 1-minute average
"""
environment = {}
# sys_resources contains cpu and mem output
sys_resources = self._send_command("show system resources")
... | [
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train | NXOSSSHDriver.get_interfaces_ip | Get interface IP details. Returns a dictionary of dictionaries.
Sample output:
{
"Ethernet2/3": {
"ipv4": {
"4.4.4.4": {
"prefix_length": 16
}
},
"ipv6": {
"20... | napalm/nxos_ssh/nxos_ssh.py | def get_interfaces_ip(self):
"""
Get interface IP details. Returns a dictionary of dictionaries.
Sample output:
{
"Ethernet2/3": {
"ipv4": {
"4.4.4.4": {
"prefix_length": 16
}
},
... | def get_interfaces_ip(self):
"""
Get interface IP details. Returns a dictionary of dictionaries.
Sample output:
{
"Ethernet2/3": {
"ipv4": {
"4.4.4.4": {
"prefix_length": 16
}
},
... | [
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train | NXOSSSHDriver.get_mac_address_table | Returns a lists of dictionaries. Each dictionary represents an entry in the MAC Address
Table, having the following keys
* mac (string)
* interface (string)
* vlan (int)
* active (boolean)
* static (boolean)
* moves (int)
* last... | napalm/nxos_ssh/nxos_ssh.py | def get_mac_address_table(self):
"""
Returns a lists of dictionaries. Each dictionary represents an entry in the MAC Address
Table, having the following keys
* mac (string)
* interface (string)
* vlan (int)
* active (boolean)
* static (... | def get_mac_address_table(self):
"""
Returns a lists of dictionaries. Each dictionary represents an entry in the MAC Address
Table, having the following keys
* mac (string)
* interface (string)
* vlan (int)
* active (boolean)
* static (... | [
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"RE_MACTABLE_FORMAT2",
"=",
"r\"^\\s+{}\... | c11ae8bb5ce395698704a0051cdf8d144fbb150d |
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