#!/usr/bin/env python
# coding: utf-8

# In[1]:


# Prepare environment
import os, sys
sys.path.insert(0, os.path.abspath('..'))
from IPython.display import display
from IPython.core.interactiveshell import InteractiveShell
InteractiveShell.ast_node_interactivity = "all"


# ## Example starts here
# ------

# In[2]:


import asyncio
from ibstract import IB
from ibstract import MarketDataBlock
from ibstract import HistDataReq
from ibstract.utils import dtest, dtcst, dtutc


# ### Instantiate IB and connect to Gateway/TWS
# **When connecting to IB Gateway/TWS, an internal semaphore is acquired for up to 32 clients operating concurrently.**

# In[3]:


ib = IB('127.0.0.1', 4002)
ib2 = IB()
ib2.connect('127.0.0.1', 4002)
print('ib connected? ', ib.connected)
print('ib2 connected? ', ib2.connected)
ib
ib2


# ### HistDataReq - A request object for historical data
# ** HistDataReq constructor signature: **
# HistDataReq(sectype, symbol, barsize, timedur, timeend=None, datatype='TRADES', exchange='SMART', currency='USD')

# In[4]:


req_list = [
    HistDataReq('Stock', 'GS', '1 hour', '5 d', dtest(2017,9,12,12)),
    HistDataReq('Stock', 'BAC', '1 day', '10 d'),  # timeend=None means datetime.now(tz=pytz.utc)
    HistDataReq('Stock', 'AMZN', '1 hour', '3 d', dtest(2017, 9, 12)),
    HistDataReq('Stock', 'GOOG', '30 mins', '3 d', dtutc(2017, 9, 12, 23)),
    HistDataReq('Stock', 'FB', '10 mins', '5 d', dtest(2017, 9, 12, 16)),
    HistDataReq('Stock', 'TVIX', '5 mins', '5 d', dtcst(2017, 9, 12, 16)),
]

for req in req_list:
    req


# ### Download data from IB requested by a HistDataReq
# ** Request contract details for a HistDataReq by the coroutine IB.hist_data_req_contract_details(). **

# In[5]:


req = HistDataReq('Stock', 'GS', '1 hour', '5 d', dtest(2017,9,12,12))
loop = asyncio.get_event_loop()
contract_details_list = loop.run_until_complete(ib.hist_data_req_contract_details(req))
contract_details_list


# ** The coroutine IB.hist_data_req_timezone() downloads the exchange time zone for the requested security. **

# In[6]:


req = HistDataReq('Stock', 'GS', '1 hour', '5 d', dtest(2017,9,12,12))
loop = asyncio.get_event_loop()
xchg_tz = loop.run_until_complete(ib.hist_data_req_timezone(req))
xchg_tz


# ** The coroutine IB.get_hist_data_async(*reqs) downloads historical data for one or multiple HistDataReqs concurrently, and output a list of MarketDataBlock instances in the order of input requests.**

# In[7]:


loop = asyncio.get_event_loop()
blk_list = loop.run_until_complete(ib.req_hist_data_async(*req_list[:3]))
for blk in blk_list:
    blk.df.head()


# #### A blocking function IB.get_hist_data() is also available without using asyncio event loop. It drives the coroutine version internally.

# In[8]:


req = HistDataReq('Stock', 'GS', '1 hour', '5 d', dtest(2017,9,12,12))
blk = ib.req_hist_data(req)[0]
blk