87 lines
2.7 KiB
Markdown
87 lines
2.7 KiB
Markdown
# Manual Test Instructions
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## IBKR Daily Fetcher
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This test checks the IBKR data fetcher and confirms it writes a symbol-named Parquet file.
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The fetcher currently requests:
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- gateway: `127.0.0.1:4002`;
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- client id: `101`;
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- symbol: provided as a command line argument;
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- end date: provided with `--end-date YYYYMMDD`, defaulting to yesterday;
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- end date can also be derived with `--end-date-from-parquet`;
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- duration: provided with `--duration`, defaulting to `1 W`;
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- bar size: `1 day`;
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- data type: `TRADES`;
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- regular trading hours only;
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- output: printed CSV-like rows and a Parquet file in `data/ibkr/daily/`.
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## Prerequisites
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1. Start IBKR Gateway.
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2. Log in to the paper trading account.
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3. Confirm API access is enabled in IBKR Gateway.
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4. Confirm the API socket port is `4002`.
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5. Confirm no other API client is already using client id `101`.
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6. Sync Python dependencies:
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```sh
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mise exec -- uv sync
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```
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## Run The Test
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From the repository root, run:
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```sh
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mise exec -- uv run python src/trading_bot/data/fetch_ibkr_daily.py SPY
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```
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To fetch a specific IBKR range, pass an end date and duration:
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```sh
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mise exec -- uv run python src/trading_bot/data/fetch_ibkr_daily.py SPY --end-date 20250605 --duration "1 M"
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```
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To fetch backward from the oldest date already stored in `data/ibkr/daily/SPY.parquet`:
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```sh
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mise exec -- uv run python src/trading_bot/data/fetch_ibkr_daily.py SPY --end-date-from-parquet
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```
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`--end-date` and `--end-date-from-parquet` cannot be used together. If the symbol Parquet file does not exist or has no rows, `--end-date-from-parquet` uses today's US/Eastern date.
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## Expected Output
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The tool should first print the request range and connection target:
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```text
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Fetching SPY daily candles ending 2025-06-05 for duration 1 M
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Connecting to IBKR Gateway at 127.0.0.1:4002 with client id 101
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```
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If the request succeeds, it should then print a header and one row per returned trading day:
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```text
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date,symbol,open,high,low,close,volume
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2025-06-05,SPY,...
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```
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Exact prices and volume depend on what IBKR returns.
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The tool should then write or update:
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```text
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data/ibkr/daily/SPY.parquet
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```
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If the Parquet file already exists, rows from the latest fetch are merged into it. The trading date is used as the row key, so a symbol file keeps only one row for each date.
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## Common Issues
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- Connection refused: IBKR Gateway is not running, the port is not `4002`, or API access is disabled.
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- Client id already in use: change `IBKR_CLIENT_ID` in the fetcher or disconnect the other client.
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- No historical bars: confirm the account has market data permissions and that IBKR accepts the requested historical data range.
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- Pacing or permission errors: note the IBKR error message before changing the request.
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