bool TwsDL::finContracts()
{
PacketContractDetails* p = (PacketContractDetails*)packet;
switch( packet->getError() ) {
case REQ_ERR_NONE:
DEBUG_PRINTF( "Contracts received: %zu",
p->constList().size() );
packet->dumpXml();
case REQ_ERR_NODATA:
case REQ_ERR_NAV:
case REQ_ERR_REQUEST:
break;
case REQ_ERR_TWSCON:
case REQ_ERR_TIMEOUT:
return false;
}
if( strat != NULL ) {
// HACK we want exactly one ContractDetails for each mkt data contract
assert( p->constList().size() == 1 );
const IB::ContractDetails &cd = p->constList().at(0);
con_details[cd.summary.conId] = new IB::ContractDetails(cd);
// HACK add conId to mkt data contracts
int mi = con_details.size() - 1;
const MktDataTodo &mtodo = workTodo->getMktDataTodo();
IB::Contract &contract = mtodo.mktDataRequests[mi].ibContract;
assert( contract.conId == 0 || contract.conId == cd.summary.conId );
contract.conId = cd.summary.conId;
}
return true;
}
bool gen_hist_job()
{
TwsXml file;
if( ! file.openFile(filep) ) {
return false;
}
time_t t_begin = min_begin_date( endDateTimep, durationStrp );
DEBUG_PRINTF("skipping expiries before: '%s'",
time_t_local(t_begin).c_str() );
xmlNodePtr xn;
int count_docs = 0;
/* NOTE We are dumping single HistRequests but we should build and dump
a HistTodo object */
while( (xn = file.nextXmlNode()) != NULL ) {
count_docs++;
PacketContractDetails *pcd = PacketContractDetails::fromXml( xn );
int myProp_reqMaxContractsPerSpec = -1;
for( size_t i = 0; i < pcd->constList().size(); i++ ) {
const IB::ContractDetails &cd = pcd->constList()[i];
IB::Contract c = cd.summary;
// DEBUG_PRINTF("contract, %s %s", c.symbol.c_str(), c.expiry.c_str());
if( exp_mode != EXP_KEEP ) {
c.includeExpired = get_inc_exp(c.secType.c_str());
}
if( myProp_reqMaxContractsPerSpec > 0 && (size_t)myProp_reqMaxContractsPerSpec <= i ) {
break;
}
if( skip_expiry(c.expiry, t_begin) ) {
// DEBUG_PRINTF("skipping expiry: '%s'", c.expiry.c_str());
continue;
}
for( char **wts = wts_list; *wts != NULL; wts++ ) {
HistRequest hR;
hR.initialize( c, endDateTimep, durationStrp, barSizeSettingp,
*wts, useRTHp, formatDate() );
PacketHistData phd;
phd.record( 0, hR );
phd.dumpXml();
}
}
delete pcd;
}
fprintf( stderr, "notice, %d xml docs parsed from file '%s'\n",
count_docs, filep );
return true;
}