Merge pull request #4 from ib-ruby/technical_analysis

Version 1.1

Author: topofocus

bin/console

@@ -48,7 +48,6 @@ read_yml = -> (key) do
   puts "Namespace is IB ! "
   puts
   puts '-'* 45
-	include LogDev
   include IB
   require 'irb'
   client_id = ARGV[1] || read_yml[:client_id]
@@ -63,16 +62,15 @@ read_yml = -> (key) do
 					end
 
   ARGV.clear
-  logger = default_logger #  Logger.new  STDOUT
 
   ## The Block takes instructions which are executed  after initializing all instance-variables
   ## and prior to the connection-process
   ## Here we just subscribe to some events  
   C =  Connection.new  client_id: client_id, port: port  do |c|  # future use__ , optional_capacities: "+PACEAPI"  do |c|
 
-    c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
-    c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
-    c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
+    c.subscribe( :ContractData, :BondContractData) { |msg| c.logger.info { msg.contract.to_human } }
+    c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| c.logger.info { m.to_human } }
+    c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| c.logger.info { m.to_human }}
 #    c.subscribe :ManagedAccounts do  |msg|
 #        puts "------------------------------- Managed Accounts ----------------------------------"
 #				puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} " 

bin/gateway

@@ -12,6 +12,7 @@ LogLevel = Logger::DEBUG  ##INFO # DEBUG # ERROR
 #require File.expand_path(File.dirname(__FILE__) + "/../config/boot")
 
 require 'ib-gateway'
+require 'ib/verify'
 require 'ib/market-price'
 require 'ib/option-chain'
 require 'ib/eod'
@@ -48,7 +49,6 @@ read_yml = -> (key) do
   puts 
   puts "Namespace is IB ! "
   puts
-  puts '-'* 45
 
   include IB
   require 'irb'
@@ -74,14 +74,16 @@ read_yml = -> (key) do
   ## and prior to the connection-process
   ## Here we just subscribe to some events  
 	begin
-		G =  Gateway.new  get_account_data: true, serial_array: true,
-			client_id: client_id, port: port, logger: logger,
-			watchlists: [:Spreads, :BuyAndHold]
+		G =  Gateway.new get_account_data: true, serial_array: true,
+			client_id: client_id, port: port ,  logger: logger,
+			watchlists: [:Spreads, :Stillhalter, :BuyAndHold]
 	rescue IB::TransmissionError => e
 		puts "E: #{e.inspect}"
 	end
 
 	C =  G.tws
+
+  C.subscribe(:TickGeneric, :TickOption, :TickRequestParameters, :MarketDataType, :TickString, :TickSize  ){|x| x }
   unless  C.received[:OpenOrder].blank?
         puts "------------------------------- OpenOrders ----------------------------------"
     puts C.received[:OpenOrder].to_human.join "\n"
@@ -98,7 +100,7 @@ read_yml = -> (key) do
 
   begin
   IRB.start(__FILE__)
-  rescue  IB::OrderAttributeError => e
-    puts "OrderAtttributeerror"
+  #rescue  IB::OrderAttributeError => e
+  #  puts "OrderAtttribute ERROR"
   end
 

ib-extensions.gemspec

@@ -27,6 +27,7 @@ Gem::Specification.new do |spec|
 
 
 	spec.add_dependency "ox"
+  spec.add_dependency "ib-api", "~> 972.4"
 	spec.add_development_dependency "bundler", "~> 2.0"
   spec.add_development_dependency "rspec", "~> 3.0"
   spec.add_development_dependency 'rspec-collection_matchers'

lib/ib/alerts/base-alert.rb

@@ -40,7 +40,6 @@ def self.alert_134 msg
     # acts as prototype for any generated method 
     #require 'active_support'
 
-    mattr_accessor :logger
 
 		def self.method_missing( method_id, msg , *args, &block )
 			if msg.is_a?  IB::Messages::Incoming::Alert
@@ -62,6 +61,9 @@ def self.method_missing( method_id, msg , *args, &block )
 
 
       class << self
+  def logger
+    IB::Connection.logger || IB::Gateway.logger
+  end
 
 	def ignore_alert  *codes
 	  codes.each do |n|

lib/ib/eod.rb

@@ -96,7 +96,7 @@ def eod start:nil, to: Date.today, duration: nil , what: :trades
 			recieved =  Queue.new
 			r = nil
       # the hole response is transmitted at once!
-			a= tws.subscribe(IB::Messages::Incoming::HistoricalData) do |msg|
+			a = tws.subscribe(IB::Messages::Incoming::HistoricalData) do |msg|
 				if msg.request_id == con_id
 					#					msg.results.each { |entry| puts "  #{entry}" }
 					r = block_given? ?  msg.results.map{|y| yield y} : msg.results
@@ -134,17 +134,14 @@ def eod start:nil, to: Date.today, duration: nil , what: :trades
 
 			Timeout::timeout(5) do   # max 5 sec.
 				sleep 0.1
-				last_time =  recieved.pop # blocks until a message is ready on the queue
-				loop do
-					sleep 0.1
-          break if recieved.closed? || recieved.empty?  # finish if  data received
-				end
+				recieved.pop # blocks until a message is ready on the queue
+        break if recieved.closed? || recieved.empty?  # finish if  data received
+      end
 			tws.unsubscribe a
 			tws.unsubscribe b
 
 			r  #  the collected result
 
-			end
 		end # def
 	end  # class
 end # module

lib/ib/extensions/version.rb

@@ -1,5 +1,5 @@
 module IB
   module Extensions
-    VERSION = "1.0"
+    VERSION = "1.1"
   end
 end

lib/ib/gateway.rb

@@ -75,19 +75,18 @@ module IB
 
 =end
 
-	class Gateway
+  class Gateway
 
-		include LogDev   # provides default_logger
-		include AccountInfos  # provides Handling of Account-Data provided by the tws
-		include OrderHandling
+    include Support::Logging # provides default_logger
+    include AccountInfos     # provides Handling of Account-Data provided by the tws
+    include OrderHandling
 
-		# include GWSupport   # introduces update_or_create, first_or_create and intercept to the Array-Class
+    # include GWSupport   # introduces update_or_create, first_or_create and intercept to the Array-Class
 
-		# from active-support. Add Logging at Class + Instance-Level
-		mattr_accessor :logger
-		# similar to the Connection-Class: current represents the active instance of Gateway
-		mattr_accessor :current
-		mattr_accessor :tws
+    # from active-support. Add Logging at Class + Instance-Level
+    # similar to the Connection-Class: current represents the active instance of Gateway
+    mattr_accessor :current
+    mattr_accessor :tws
 
 
 
@@ -100,16 +99,16 @@ def initialize  port: 4002, # 7497,
 			connect: true,
 			get_account_data: false,
 			serial_array: false,
-			logger: default_logger,
+      logger: nil, 
 			watchlists: [] ,  # array of watchlists (IB::Symbols::{watchlist}) containing descriptions for complex positions
 			**other_agruments_which_are_ignored,
 			&b
 
 			host, port = (host+':'+port.to_s).split(':')
 
-			self.logger = logger
-			logger.info { '-' * 20 +' initialize ' + '-' * 20 }
-			logger.tap{|l| l.progname =  'Gateway#Initialize' }
+      self.class.configure_logger logger
+
+      self.logger.info { '-' * 20 +' initialize ' + '-' * 20 }
 
 			@connection_parameter = { received: serial_array, port: port, host: host, connect: false, logger: logger, client_id: client_id }
 
@@ -124,8 +123,6 @@ def initialize  port: 4002, # 7497,
 			Thread.report_on_exception = true
 			# https://blog.bigbinary.com/2018/04/18/ruby-2-5-enables-thread-report_on_exception-by-default.html
 			Gateway.current = self
-			# establish Alert-framework
-			IB::Alert.logger = logger
 			# initialise Connection without connecting
 			prepare_connection &b
 			# finally connect to the tws
@@ -182,7 +179,6 @@ def update_local_order order
 		def connect maximal_count_of_retry=100
 
 			i= -1
-			logger.progname =  'Gateway#connect'
 			begin
 				tws.connect
 			rescue  Errno::ECONNREFUSED => e
@@ -229,7 +225,6 @@ def connect maximal_count_of_retry=100
 
 
 		def reconnect
-			logger.progname = 'Gateway#reconnect'
 			if tws.present?
 				disconnect
 				sleep 1
@@ -239,7 +234,6 @@ def reconnect
 		end
 
 		def disconnect
-			logger.progname = 'Gateway#disconnect'
 
 			tws.disconnect if tws.present?
 			@accounts = [] # each{|y| y.update_attribute :connected,  false }
@@ -256,7 +250,6 @@ def disconnect
 =end
 
 		def send_message what, *args
-			logger.tap{|l| l.progname =  'Gateway#SendMessage' }
 			begin
 				if	check_connection
 					tws.send_message what, *args
@@ -275,7 +268,6 @@ def send_message what, *args
 
 		def cancel_order *orders
 
-			logger.tap{|l| l.progname =  'Gateway#CancelOrder' }
 
 			orders.compact.each do |o|
 				local_id = if o.is_a? (IB::Order)
@@ -345,7 +337,7 @@ def account_data account_or_id=nil
 
 		def prepare_connection &b
 			tws.disconnect if tws.is_a? IB::Connection
-			self.tws = IB::Connection.new  **@connection_parameter
+      self.tws = IB::Connection.new  **@connection_parameter.merge( logger: self.logger )
 			@accounts = @local_orders = Array.new
 
 			# prepare Advisor-User hierachy
@@ -378,7 +370,6 @@ def initialize_managed_accounts
 			end
 
 			man_id = tws.subscribe( :ManagedAccounts ) do |msg| 
-				logger.progname =  'Gateway#InitializeManagedAccounts' 
 				if @accounts.empty?
 					# just validate the message and put all together into an array
 					@accounts =  msg.accounts_list.split(',').map do |a| 
@@ -396,7 +387,6 @@ def initialize_alerts
 
 			tws.subscribe(  :AccountUpdateTime  ){| msg | logger.debug{ msg.to_human }}
 			tws.subscribe(:Alert) do |msg|
-				logger.progname = 'Gateway#Alerts'
 				logger.debug " ----------------#{msg.code}-----"
 				# delegate anything to IB::Alert
 				IB::Alert.send("alert_#{msg.code}", msg )

lib/ib/gateway/account-infos.rb

@@ -30,7 +30,6 @@ module AccountInfos
 =end
 	def get_account_data  *accounts,  watchlists: []
 
-		logger.progname = 'Gateway#get_account_data'
 
 		@account_data_subscription ||=   subscribe_account_updates