Initial hello world IBKR API connection.

src/trading_bot/__init__.py

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+"""Trading bot package."""

src/trading_bot/data/__init__.py

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+"""Training data collection tools."""

src/trading_bot/data/fetch_ibkr_daily.py

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+"""Skeleton IBKR daily candle fetcher.
+
+This intentionally uses hard-coded values while the project shape is still
+being designed. Parquet persistence and configurable date ranges come later.
+"""
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import date
+
+
+TICKER = "SPY"
+START_DATE = date(2026, 6, 1)
+END_DATE = date(2026, 6, 5)
+
+IBKR_HOST = "127.0.0.1"
+IBKR_PORT = 4002
+IBKR_CLIENT_ID = 101
+IBKR_CONNECT_TIMEOUT_SECONDS = 10
+
+
+@dataclass(frozen=True)
+class DailyCandle:
+    """Daily OHLCV market data for one trading session."""
+
+    trading_day: date
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: int
+
+
+def fetch_hard_coded_daily_candles() -> list[DailyCandle]:
+    """Fetch one hard-coded week of SPY daily candles from IBKR."""
+
+    try:
+        from ib_insync import IB, Stock  # type: ignore[import-not-found]
+    except ImportError as exc:
+        raise SystemExit(
+            "Missing dependency: ib_insync. Install it before running the "
+            "IBKR fetcher skeleton."
+        ) from exc
+
+    ib = IB()
+    try:
+        print(
+            f"Connecting to IBKR Gateway at {IBKR_HOST}:{IBKR_PORT} "
+            f"with client id {IBKR_CLIENT_ID}"
+        )
+        ib.connect(
+            IBKR_HOST,
+            IBKR_PORT,
+            clientId=IBKR_CLIENT_ID,
+            timeout=IBKR_CONNECT_TIMEOUT_SECONDS,
+        )
+
+        contract = Stock(TICKER, "SMART", "USD")
+        ib.qualifyContracts(contract)
+        bars = ib.reqHistoricalData(
+            contract,
+            endDateTime="20260605 23:59:59 US/Eastern",
+            durationStr="1 W",
+            barSizeSetting="1 day",
+            whatToShow="TRADES",
+            useRTH=True,
+            formatDate=1,
+        )
+
+        if not bars:
+            print("IBKR returned no historical bars for the hard-coded request.")
+
+        candles: list[DailyCandle] = []
+        for bar in bars:
+            trading_day = bar.date if isinstance(bar.date, date) else bar.date.date()
+            if START_DATE <= trading_day <= END_DATE:
+                candles.append(
+                    DailyCandle(
+                        trading_day=trading_day,
+                        open=float(bar.open),
+                        high=float(bar.high),
+                        low=float(bar.low),
+                        close=float(bar.close),
+                        volume=int(bar.volume),
+                    )
+                )
+
+        return candles
+    finally:
+        if ib.isConnected():
+            ib.disconnect()
+
+
+def print_candles(candles: list[DailyCandle]) -> None:
+    """Print candles in a compact table."""
+
+    print("date,ticker,open,high,low,close,volume")
+    for candle in candles:
+        print(
+            f"{candle.trading_day.isoformat()},"
+            f"{TICKER},"
+            f"{candle.open:.2f},"
+            f"{candle.high:.2f},"
+            f"{candle.low:.2f},"
+            f"{candle.close:.2f},"
+            f"{candle.volume}"
+        )
+
+
+def main() -> None:
+    """Run the hard-coded fetcher skeleton."""
+
+    print(f"Fetching {TICKER} daily candles from {START_DATE} to {END_DATE}")
+    candles = fetch_hard_coded_daily_candles()
+    print_candles(candles)
+
+
+if __name__ == "__main__":
+    main()