Merge pull request #13 from ib-ruby/technical_analyisis

Support for IB-Message 90 (HistoricalDataUpdate)

lib/ib/connection.rb

@@ -4,6 +4,11 @@
 require 'ib/logger'
 require 'ib/messages'
 
+module TechnicalAnalysis
+  module Signals
+  end
+end
+
 module IB
   # Encapsulates API connection to TWS or Gateway
   class Connection
@@ -100,7 +105,7 @@ def initialize host: '127.0.0.1',
 		def update_next_order_id
 			i,finish = 0, false
 			sub = self.subscribe(:NextValidID) { finish =  true }
-			connected? ?  self.send_message( :RequestIds )  : open()
+			connected? ? self.send_message( :RequestIds ) : open()
 			Timeout::timeout(1, IB::TransmissionError,"Could not get NextValidId" ) do
 				loop { sleep 0.1; break if finish  }
 			end
@@ -186,7 +191,13 @@ def subscribe *args, &block
           when what.is_a?(Class) && what < Messages::Incoming::AbstractMessage
             [what]
           when what.is_a?(Symbol)
-            [Messages::Incoming.const_get(what)]
+            if Messages::Incoming.const_defined?(what)
+              [Messages::Incoming.const_get(what)]
+            elsif TechnicalAnalysis::Signals.const_defined?(what)
+              [TechnicalAnalysis::Signals.const_get?(what)]
+            else
+              error "#{what} is no IB::Messages or TechnicalAnalyis::Signals class"
+            end
           when what.is_a?(Regexp)
             Messages::Incoming::Classes.values.find_all { |klass| klass.to_s =~ what }
           else

lib/ib/messages/incoming/historical_data.rb

@@ -41,12 +41,12 @@ def load
             IB::Bar.new :time => buffer.read_int_date, # conversion of epoche-time-integer to Dateime
 																											 # requires format_date in request to be "2"
 																											 # (outgoing/bar_requests # RequestHistoricalData#Encoding)
-                        :open => buffer.read_decimal,
-                        :high => buffer.read_decimal,
-                        :low => buffer.read_decimal,
-                        :close => buffer.read_decimal,
+                        :open => buffer.read_float,
+                        :high => buffer.read_float,
+                        :low => buffer.read_float,
+                        :close => buffer.read_float,
                         :volume => buffer.read_int,
-                        :wap => buffer.read_decimal,   
+                        :wap => buffer.read_float,   
 #                        :has_gaps => buffer.read_string,  # only in ServerVersion  < 124
                         :trades => buffer.read_int  
           end
@@ -79,6 +79,26 @@ def load
 				end
 			end
 
+      HistoricalDataUpdate = def_message [90, 0] ,
+                             [:request_id, :int] ,
+                             [:count, :int],
+                             [:bar, :bar]  # defined in support.rb
+
+      class HistoricalDataUpdate
+        attr_accessor :results
+				using IBSupport  # extended Array-Class  from abstract_message
+
+        def bar
+            @bar = IB::Bar.new @data[:bar]
+          end
+
+        def to_human
+          "<HistDataUpdate #{request_id} #{bar}>"
+        end
+      end
+
+
+
     end # module Incoming
   end # module Messages
 end # module IB

lib/ib/support.rb

@@ -62,7 +62,7 @@ def read_xml
 
 		def read_int_date
 			t= read_int
-				s= Time.at(t)
+      s= Time.at(t.to_i)
 	#			s.year == 1970  --> data is most likely a date-string
 				s.year == 1970 ? Date.parse(t.to_s) : s
 		end
@@ -139,20 +139,35 @@ def read_hash
 		end
 		#
 
-		def read_contract  # read a standard contract and return als hash
-			{	 con_id: read_int,
-				 symbol: read_string,
-				 sec_type: read_string,
-				 expiry: read_string,
-				 strike: read_decimal,
-				 right: read_string,
-				 multiplier: read_int,		
-				 exchange: read_string,
-				 currency: read_string,
-				 local_symbol: read_string,
-				 trading_class: read_string }  # new Version 8
-
-		end
+    def read_contract  # read a standard contract and return als hash
+      {	 con_id: read_int,
+         symbol: read_string,
+         sec_type: read_string,
+         expiry: read_string,
+         strike: read_decimal,
+         right: read_string,
+         multiplier: read_int,		
+         exchange: read_string,
+         currency: read_string,
+         local_symbol: read_string,
+         trading_class: read_string }  # new Version 8
+    end
+
+
+    def read_bar  # read a standard bar (Historical data bars)
+      { :time => read_int_date, # conversion of epoche-time-integer to Dateime
+                                # requires format_date in request to be "2"
+                                # (outgoing/bar_requests # RequestHistoricalData#Encoding)
+        :open => read_float,
+        :high => read_float,
+        :low => read_float,
+        :close => read_float,
+        :wap => read_float,   
+        :volume => read_int,
+        #  :has_gaps => read_string,  # only in ServerVersion  < 124
+        :trades => read_int  }
+
+    end
 
 
 		alias read_bool read_boolean

lib/models/ib/bar.rb

@@ -22,7 +22,7 @@ class Bar < IB::Model
       validates_numericality_of :open, :high, :low, :close, :volume
 
    def to_human
-      "<Bar: #{time} wap #{wap} OHLC #{open} #{high} #{low} #{close} " +
+     "<Bar: #{time.strftime("(%d.%m.%y)%X")} wap #{wap.round(3)} OHLC #{open} #{high} #{low} #{close} " +
         (trades ? "trades #{trades}" : "") + " vol #{volume}>"
     end