Initial

.gitignore

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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/#use-with-ide
+.pdm.toml
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# PyCharm
+#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
+#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
+#  and can be added to the global gitignore or merged into this file.  For a more nuclear
+#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
+#.idea/

LICENSE

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+BSD 2-Clause License
+
+Copyright (c) 2022, Atreyu Group LLC
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+* Redistributions of source code must retain the above copyright notice, this
+  list of conditions and the following disclaimer.
+
+* Redistributions in binary form must reproduce the above copyright notice,
+  this list of conditions and the following disclaimer in the documentation
+  and/or other materials provided with the distribution.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

README.md

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+Introduction
+============
+
+Currently `backtrader` has a built-in integration for Interactive Brokers(IB) [Trader Workstation API](<http://interactivebrokers.github.io/tws-api/>), but it only works for older versions of the API. 
+
+This project re-worked the orginal integration and created a pluggable version allowing `backtrader` to use the latest IB API.
+
+1.	Open an account with IB 
+2.	Download the IB Python native API 
+3.	Download your IB client (TWS or IB Gateway) [Trader Workstation Platform](https://www.interactivebrokers.com/en/home.php)
+4.	Test for connectivity – Check code sample below
+
+Installation
+------------
+
+Create a local python virtual environment:
+
+`python3 -m venv ./env`
+
+Activate the environment, all the following packages will be install in the local ./env directory
+
+`source ./env/bin/activate`
+
+Install backtrader locally (see [Installing Backtrader](https://www.backtrader.com/docu/installation/) for more options)
+
+`pip install backtrader`
+
+Download Interactive Brokers TWS API (from [Trader Workstation API](<http://interactivebrokers.github.io/tws-api/>))
+
+Select the latest copy, currently it is (twsapi_macunix.1016.01.zip for Linux)
+
+`unzip twsapi_macunix.1016.01.zip`
+
+The file will unzip to the directoty `IBJts`
+
+`cd IBJts/source/pythonclient`
+
+Run the setup.py to install the TWS API.
+`python setup.py install`
+
+Download a Atreyu Backtrader API, released version:
+
+`wget https://github.com/atreyuxtrading/atreyu-backtrader-api/archive/refs/tags/v1.0.zip`
+
+Unzip file, and install the Atreyu Backtrader API.
+
+`unzip v1.0.zip`
+
+`cd atreyu-backtrader-api-1.0 ; python setup.py install`
+
+Example Program to get market data from TWS. Note that you need a valid login account on TWS
+
+Check Settings of Locally Running TWS Running
+---------------------------------------------
+
+![TWS Settings](images/image-01.png "TWS Settings")
+
+Example: Download Realtime Bar Data from TWS
+-------------------------------------------
+
+```python
+import backtrader as bt
+from atreyu_backtrader_api import IBData
+
+cerebro = bt.Cerebro()
+# Check IB documentation: https://interactivebrokers.github.io/tws-api/historical_bars.html
+# for the 'what' parameter
+data = IBData(host='127.0.0.1', port=7497, clientId=35,
+               name="GOOG",     # Data name
+               dataname='GOOG', # Symbol name
+               secType='STK',   # SecurityType is STOCK 
+               exchange='SMART',# Trading exchange IB's SMART exchange 
+               currency='USD',  # Currency of SecurityType
+               what='BID_ASK',  # Get data fields (see note above)
+               rtbar=True,      # Request Realtime bars
+               _debug=True      # Set to True to print out debug messagess from IB TWS API
+              )
+
+cerebro.adddata(data)
+cerebro.run()
+```
+
+Disclaimer
+----------
+The software is provided on the conditions of the simplified BSD license.
+
+This project is not affiliated with Interactive Brokers Group, Inc.
+

atreyu_backtrader_api/__init__.py

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+from .ibstore import IBStore
+from .ibbroker import IBBroker
+from .ibdata import IBData
+from .custom_logger import setup_custom_logger
+
+__all__ = [
+  'IBStore', 'IBBroker', 'IBData', 'setup_custom_logger',
+]
+__version__ = '0.1.0'

atreyu_backtrader_api/custom_logger.py

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+import logging
+
+from datetime import datetime
+import os
+
+# Create the global logger
+def setup_custom_logger(global_name, filename, logdirname = './logs', debug_level = logging.ERROR, console_level = logging.ERROR, console = False):
+
+  # Check if logdir exists
+  if not os.path.exists(logdirname):
+    # Create it if not there 
+    try:
+      os.mkdir(logdirname)
+    except OSError:
+      print(f"Creation log_dir: {logdirname} failed")
+      return None
+    else:
+      print (f"Created log_dir: {logdirname}")
+
+  # Check if the file exists
+  logfilename = os.path.join(logdirname, filename)
+  if os.path.exists(logfilename):
+    # Create a new logfile for every run
+    now = datetime.now().strftime('%Y%m%dT%H%M%S')
+    new_logfile = os.path.join(logdirname, now + "." + filename)
+    os.rename(logfilename, new_logfile)
+
+  # Set up a log line format
+  log_fmt  = '%(asctime)s.%(msecs)03d - %(levelname)-7s - %(threadName)s - %(filename)s:%(lineno)d [%(funcName)s] - %(message)s'
+  date_fmt = '%Y-%m-%d %H:%M:%S'
+  logging.basicConfig(filename=logfilename, level=debug_level, format=log_fmt, datefmt=date_fmt)
+
+  logger = logging.getLogger(global_name)
+  logger.setLevel(debug_level)
+
+  if console:
+    # Create console handler and set debug_level
+    ch = logging.StreamHandler()
+    ch.setLevel(console_level)
+
+    # Create formatter
+    formatter = logging.Formatter(fmt=log_fmt, datefmt=date_fmt)
+
+    # Add formatter to ch
+    ch.setFormatter(formatter)
+
+    # Add ch to logger
+    logger.addHandler(ch)
+
+  return logger