classicvalues · September 2, 2024 22:31 · Sep 2, 2024
diff --git a/interactive_brokers_all.py b/interactive_brokers_all.py
@@ -0,0 +1,123 @@
+from ib_insync import *
+from datetime import datetime, timedelta
+import time
+
+# Set up Interactive Brokers connection
+ib = IB()
+ib.connect('127.0.0.1', 7497, clientId=1)  # Modify port and clientId as necessary
+
+# Define the trading parameters
+symbol = 'GOOGL'
+contract = Stock(symbol, 'SMART', 'USD')
+
+# Define the time for trading
+time_after_open = timedelta(minutes=2)
+time_before_close = timedelta(minutes=2)
+
+# Helper function to get the current price
+def get_current_price(contract):
+    ticker = ib.reqMktData(contract, '', False, False)
+    ib.sleep(1)
+    return (ticker.bid + ticker.ask) / 2
+
+# Helper function to get the current account balance
+def get_account_balance():
+    account_values = ib.accountSummary()
+    cash_value = next(item for item in account_values if item.tag == 'AvailableFunds').value
+    return float(cash_value)
+
+# Helper function to place orders
+def place_order(contract, quantity, action):
+    order = MarketOrder(action, quantity)
+    trade = ib.placeOrder(contract, order)
+    ib.sleep(1)
+    return trade
+
+# Helper function to close all positions
+def close_all_positions():
+    positions = ib.positions()
+    for position in positions:
+        contract = position.contract
+        quantity = position.position
+        action = 'SELL' if quantity > 0 else 'BUY'
+        place_order(contract, abs(quantity), action)
+    print("Closed all positions.")
+
+# Trading logic
+def trade():
+    initial_price = get_current_price(contract)
+    peak_price = initial_price
+    trough_price = initial_price
+
+    while True:
+        current_time = datetime.now()
+
+        # Get market open/close times
+        trading_hours = ib.reqContractDetails(contract)[0].tradingHours
+        market_open_time = datetime.strptime(trading_hours.split(';')[0].split('-')[0], '%Y%m%d:%H%M')
+        market_close_time = datetime.strptime(trading_hours.split(';')[0].split('-')[1], '%Y%m%d:%H%M')
+
+        # Calculate trade start and stop times
+        start_trading_time = market_open_time + time_after_open
+        stop_trading_time = market_close_time - time_before_close
+
+        # Check if current time is within trading hours
+        if start_trading_time <= current_time <= stop_trading_time:
+            current_price = get_current_price(contract)
+            balance = get_account_balance()
+            price_change = (current_price - initial_price) / initial_price
+
+            # Update the peak and trough prices
+            if current_price > peak_price:
+                peak_price = current_price
+            if current_price < trough_price:
+                trough_price = current_price
+
+            # Buy when there's a gain, using all available balance
+            if current_price > initial_price and balance > 1:
+                quantity = balance / current_price
+                place_order(contract, quantity, 'BUY')
+                print(f"Bought ${balance} worth of {symbol} at {current_price} due to price gain.")
+                wait_for_balance_to_update()
+
+            # Sell when there's a loss, using the entire position
+            if current_price < initial_price and balance < 1:
+                position_qty = sum(pos.position for pos in ib.positions() if pos.contract.symbol == symbol)
+                place_order(contract, position_qty, 'SELL')
+                print(f"Sold {position_qty} shares of {symbol} at {current_price} due to price loss.")
+                wait_for_balance_to_update()
+
+            # Short when there's a loss, using all available balance
+            if current_price < initial_price and balance > 1:
+                quantity = balance / current_price
+                place_order(contract, quantity, 'SELL')
+                print(f"Shorted ${balance} worth of {symbol} at {current_price} due to price loss.")
+                wait_for_balance_to_update()
+
+            # Cover short when there's a gain, using the entire short position
+            if current_price > initial_price and balance < 1:
+                position_qty = sum(pos.position for pos in ib.positions() if pos.contract.symbol == symbol)
+                place_order(contract, position_qty, 'BUY')
+                print(f"Covered short {position_qty} shares of {symbol} at {current_price} due to price gain.")
+                wait_for_balance_to_update()
+
+        # Close all positions a couple of minutes before market close
+        if current_time > stop_trading_time:
+            close_all_positions()
+            break  # Exit the loop after closing positions for the day
+
+        time.sleep(1)  # Check as frequently as possible
+
+# Helper function to wait until the account balance updates after a sell
+def wait_for_balance_to_update():
+    while True:
+        balance = get_account_balance()
+        if balance > 1:  # Wait until there is at least $1 available to trade again
+            break
+        time.sleep(1)
+
+# Run the trading strategy
+trade()
+
+# Disconnect IB API after trading session
+ib.disconnect()