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

# # Scanners

# In[1]:


from ib_insync import *
util.startLoop()  

ib = IB()
ib.connect('127.0.0.1', 7497, clientId=17)


# ## Basic Scanner
# 
# To create a scanner, create a `ScannerSubscription` to submit to the `reqScannerData` method. For any scanner to work, at least these three fields must be filled: `instrument` (the what), `locationCode` (the where), and `scanCode` (the ranking).
# 
# For example, to find the top ranked US stock percentage gainers:

# In[2]:


sub = ScannerSubscription(
    instrument='STK', 
    locationCode='STK.US.MAJOR', 
    scanCode='TOP_PERC_GAIN')

scanData = ib.reqScannerData(sub)

print(f'{len(scanData)} results, first one:')
print(scanData[0])


# *The displayed error 162 can be ignored*
# 
# The scanner returns a list of contract details, without current market data (this can be obtained via seperate market data requests).
# 
# ## Filtering scanner results, the old way
# 
# The `ScannerSubscription` object has addional parameters that can be set to filter the results, such as `abovePrice`, `aboveVolume`, `marketCapBelow` or `spRatingAbove`. 
# 
# For example, to reuse the previous `sub` and query only for stocks with a price above 200 dollar:

# In[3]:


sub.abovePrice = 200
scanData = ib.reqScannerData(sub)

symbols = [sd.contractDetails.contract.symbol for sd in scanData]
print(symbols)


# ## Filtering, the new way
# 
# In the new way there is a truly vast number of parameters available to use for filtering.
# These new scanner parameters map directly to the options available through the TWS "Advanced Market Scanner." The parameters
# are dynamically available from a huge XML document that is returned by ``reqScannerParameters``:

# In[4]:


xml = ib.reqScannerParameters()

print(len(xml), 'bytes')


# To view the XML in a web browser:

# In[5]:


path = 'scanner_parameters.xml'
with open(path, 'w') as f:
    f.write(xml)

import webbrowser
webbrowser.open(path)


# In[6]:


# parse XML document
import xml.etree.ElementTree as ET
tree = ET.fromstring(xml)

# find all tags that are available for filtering
tags = [elem.text for elem in tree.findall('.//AbstractField/code')]
print(len(tags), 'tags, showing first 100:')
print(tags[:100])


# Notice how ``abovePrice`` is now called ``priceAbove``...
# 
# Using three of these filter tags, let's perform a query to find all US stocks that went up 20% and have a current price between 5 and 50 dollar, sorted by percentage gain:

# In[7]:


sub = ScannerSubscription(
    instrument='STK',
    locationCode='STK.US.MAJOR',
    scanCode='TOP_PERC_GAIN')

tagValues = [
    TagValue("changePercAbove", "20"),
    TagValue('priceAbove', 5),
    TagValue('priceBelow', 50)]

# the tagValues are given as 3rd argument; the 2nd argument must always be an empty list
# (IB has not documented the 2nd argument and it's not clear what it does)
scanData = ib.reqScannerData(sub, [], tagValues)

symbols = [sd.contractDetails.contract.symbol for sd in scanData]
print(symbols)


# Any scanner query that TWS can do can alse be done through the API. The `scanCode` parameter maps directly to the "Parameter" window in the TWS "Advanced Market Scanner." We can verify this by printing out the `scanCode` values available:

# In[8]:


scanCodes = [e.text for e in tree.findall('.//scanCode')]

print(len(scanCodes), 'scan codes, showing the ones starting with "TOP":')
print([sc for sc in scanCodes if sc.startswith('TOP')])


# Queries are not limited to stocks. To get a list of all supported instruments:

# In[9]:


instrumentTypes = set(e.text for e in tree.findall('.//Instrument/type'))
print(instrumentTypes)


# To find all location codes:

# In[10]:


locationCodes = [e.text for e in tree.findall('.//locationCode')]
print(locationCodes)


# In[11]:


ib.disconnect()