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Support transaction history with date range #1

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166 changes: 87 additions & 79 deletions schwab_api/schwab.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
from .account_information import Position, Account
from .authentication import SessionManager


class Schwab(SessionManager):
def __init__(self, session_cache=None, **kwargs):
"""
Expand Down Expand Up @@ -83,10 +84,12 @@ def get_account_info(self):

return account_info

def get_transaction_history_v2(self, account_id):
def get_transaction_history_v2(self, account_id, from_date="", to_date=""):
"""
account_id (int) - The account ID to place the trade on. If the ID is XXXX-XXXX,
we're looking for just XXXXXXXX.
from_date (yyyy-mm-dd) - the date the transaction history starts from. Leave it empty to search for all.
to_date (yyyy-mm-dd) - the date the transaction history ends with. Leave it empty to search for all.

Returns a dictionary of transaction history entries for the provided account ID.
"""
Expand Down Expand Up @@ -116,6 +119,11 @@ def get_transaction_history_v2(self, account_id):
"sortColumn": "Date",
"sortDirection": "Descending"
}
if len(from_date) > 0 and len(to_date) > 0:
data["timeFrame"] = "SpecifyDateRange"
data["fromDate"] = from_date
data["toDate"] = to_date

r = requests.post(urls.transaction_history_v2(), json=data, headers=self.headers)
if r.status_code != 200:
return [r.text], False
Expand All @@ -140,18 +148,18 @@ def trade(self, ticker, side, qty, account_id, dry_run=True):
raise Exception("side must be either Buy or Sell")

data = {
"IsMinQty":False,
"CustomerId":str(account_id),
"BuySellCode":buySellCode,
"Quantity":str(qty),
"IsReinvestDividends":False,
"SecurityId":ticker,
"TimeInForce":"1", # Day Only
"OrderType":1, # Market Order
"CblMethod":"FIFO",
"CblDefault":"FIFO",
"CostBasis":"FIFO",
}
"IsMinQty": False,
"CustomerId": str(account_id),
"BuySellCode": buySellCode,
"Quantity": str(qty),
"IsReinvestDividends": False,
"SecurityId": ticker,
"TimeInForce": "1", # Day Only
"OrderType": 1, # Market Order
"CblMethod": "FIFO",
"CblDefault": "FIFO",
"CostBasis": "FIFO",
}

r = self.session.post(urls.order_verification(), data)

Expand Down Expand Up @@ -199,21 +207,21 @@ def trade(self, ticker, side, qty, account_id, dry_run=True):
return messages, False

def trade_v2(self,
ticker,
side,
qty,
account_id,
dry_run=True,
# The Fields below are experimental fields that should only be changed if you know what you're doing.
order_type=49,
duration=48,
limit_price=0,
stop_price=0,
primary_security_type=46,
valid_return_codes = {0,10},
affirm_order=False,
costBasis='FIFO'
):
ticker,
side,
qty,
account_id,
dry_run=True,
# The Fields below are experimental fields that should only be changed if you know what you're doing.
order_type=49,
duration=48,
limit_price=0,
stop_price=0,
primary_security_type=46,
valid_return_codes={0, 10},
affirm_order=False,
costBasis='FIFO'
):
"""
ticker (Str) - The symbol you want to trade,
side (str) - Either 'Buy' or 'Sell',
Expand Down Expand Up @@ -297,44 +305,44 @@ def trade_v2(self,
# Max 2 decimal places allowed for price >= $1 and 4 decimal places for price < $1.
if limit_price >= 1:
if decimal_places > 2:
limit_price = round(limit_price,2)
limit_price = round(limit_price, 2)
limit_price_warning = f"For limit_price >= 1, Only 2 decimal places allowed. Rounded price_limit to: {limit_price}"
else:
if decimal_places > 4:
limit_price = round(limit_price,4)
limit_price = round(limit_price, 4)
limit_price_warning = f"For limit_price < 1, Only 4 decimal places allowed. Rounded price_limit to: {limit_price}"

self.update_token(token_type='update')

data = {
"UserContext": {
"AccountId":str(account_id),
"AccountColor":0
"AccountId": str(account_id),
"AccountColor": 0
},
"OrderStrategy": {
"PrimarySecurityType":primary_security_type,
"PrimarySecurityType": primary_security_type,
"CostBasisRequest": {
"costBasisMethod":costBasis,
"defaultCostBasisMethod":costBasis
"costBasisMethod": costBasis,
"defaultCostBasisMethod": costBasis
},
"OrderType":str(order_type),
"LimitPrice":str(limit_price),
"StopPrice":str(stop_price),
"Duration":str(duration),
"AllNoneIn":False,
"DoNotReduceIn":False,
"OrderStrategyType":1,
"OrderLegs":[
"OrderType": str(order_type),
"LimitPrice": str(limit_price),
"StopPrice": str(stop_price),
"Duration": str(duration),
"AllNoneIn": False,
"DoNotReduceIn": False,
"OrderStrategyType": 1,
"OrderLegs": [
{
"Quantity":str(qty),
"LeavesQuantity":str(qty),
"Instrument":{"Symbol":ticker},
"SecurityType":primary_security_type,
"Instruction":buySellCode
"Quantity": str(qty),
"LeavesQuantity": str(qty),
"Instrument": {"Symbol": ticker},
"SecurityType": primary_security_type,
"Instruction": buySellCode
}
]},
]},
# OrderProcessingControl seems to map to verification vs actually placing an order.
"OrderProcessingControl":1
"OrderProcessingControl": 1
}

# Adding this header seems to be necessary.
Expand Down Expand Up @@ -390,21 +398,20 @@ def trade_v2(self,

return messages, False


def option_trade_v2(self,
strategy,
symbols,
instructions,
quantities,
account_id,
order_type,
dry_run=True,
duration=48,
limit_price=0,
stop_price=0,
valid_return_codes = {0,10},
affirm_order=False
):
strategy,
symbols,
instructions,
quantities,
account_id,
order_type,
dry_run=True,
duration=48,
limit_price=0,
stop_price=0,
valid_return_codes={0, 10},
affirm_order=False
):
"""
Disclaimer:
Use at own risk.
Expand Down Expand Up @@ -500,11 +507,11 @@ def option_trade_v2(self,
self.update_token(token_type='update')

data = {
"UserContext": {
"UserContext": {
"AccountId": str(account_id),
"AccountColor": 0
},
"OrderStrategy": {
},
"OrderStrategy": {
"PrimarySecurityType": 48,
"CostBasisRequest": None,
"OrderType": str(order_type),
Expand All @@ -525,7 +532,7 @@ def option_trade_v2(self,
"SecurityType": 48,
"Instruction": instruction
} for qty, symbol, instruction in zip(quantities, symbols, instruction_codes)
]},
]},
# OrderProcessingControl seems to map to verification vs actually placing an order.
"OrderProcessingControl": 1
}
Expand Down Expand Up @@ -585,8 +592,8 @@ def cancel_order_v2(
# The fields below are experimental and should only be changed if you know what
# you're doing.
instrument_type=46,
order_management_system=2, # You may need to change this based on the value returned from calling orders_v2
):
order_management_system=2, # You may need to change this based on the value returned from calling orders_v2
):
"""
Cancels an open order (specified by order ID) using the v2 API

Expand All @@ -605,12 +612,12 @@ def cancel_order_v2(
"IsLiveOrder": True,
"InstrumentType": instrument_type,
"CancelOrderLegs": [{}],
}],
}],
"ContingentIdToCancel": 0,
"OrderIdToCancel": 0,
"OrderProcessingControl": 1,
"ConfirmCancelOrderId": 0,
}
}
self.headers["schwab-client-account"] = account_id
self.headers["schwab-resource-version"] = '2.0'
# Web interface uses bearer token retrieved from:
Expand Down Expand Up @@ -649,9 +656,9 @@ def quote_v2(self, tickers):
quote_v2 takes a list of Tickers, and returns Quote information through the Schwab API.
"""
data = {
"Symbols":tickers,
"IsIra":False,
"AccountRegType":"S3"
"Symbols": tickers,
"IsIra": False,
"AccountRegType": "S3"
}

# Adding this header seems to be necessary.
Expand Down Expand Up @@ -703,7 +710,8 @@ def get_account_info_v2(self):
position["symbolDetail"]["symbol"],
position["symbolDetail"]["description"],
float(position["quantity"]),
0 if "costDetail" not in position else float(position["costDetail"]["costBasisDetail"]["costBasis"]),
0 if "costDetail" not in position else float(
position["costDetail"]["costBasisDetail"]["costBasis"]),
0 if "priceDetail" not in position else float(position["priceDetail"]["marketValue"]),
position["symbolDetail"]["schwabSecurityId"]
)._as_dict()
Expand Down Expand Up @@ -767,7 +775,7 @@ def get_lot_info_v2(self, account_id, security_id):
is_success = r.status_code in [200, 207]
return is_success, (is_success and json.loads(r.text) or r.text)

def get_options_chains_v2(self, ticker, greeks = False):
def get_options_chains_v2(self, ticker, greeks=False):
"""
Please do not abuse this API call. It is pulling all the option chains for a ticker.
It's not reverse engineered to the point where you can narrow it down to a range of strike prices and expiration dates.
Expand All @@ -777,11 +785,11 @@ def get_options_chains_v2(self, ticker, greeks = False):
greeks (bool) - if greeks is true, you will also get the option greeks (Delta, Theta, Gamma etc... )
"""
data = {
"Symbol":ticker,
"Symbol": ticker,
"IncludeGreeks": "true" if greeks else "false"
}

full_url= urllib.parse.urljoin(urls.option_chains_v2(), '?' + urllib.parse.urlencode(data))
full_url = urllib.parse.urljoin(urls.option_chains_v2(), '?' + urllib.parse.urlencode(data))

# Adding this header seems to be necessary.
self.headers['schwab-resource-version'] = '1.0'
Expand Down