如何从交互式经纪人API获取历史股价数据？

Question

我想使用IBAPI来获取历史库存数据。 我的代码不起作用，什么也没有返回。 有人可以帮我编辑代码吗？ 谢谢

from ibapi import client
from ibapi import wrapper
import datetime
from ibapi.contract import Contract
from ibapi.common import BarData

# ! [socket_init]
class App(wrapper.EWrapper,client.EClient):
    def __init__(self):
        wrapper.EWrapper.__init__(self)
        client.EClient.__init__(self, wrapper=self)


 #Build a sample contract
contract = Contract();
contract.symbol = "9005.T";
contract.secType = "STK";
contract.currency = "JPY";
contract.exchange = "SMART";


app = App()
app.connect(host='localhost',port=7497, clientId=3)
print(app.isConnected())
queryTime = (datetime.datetime.today() - datetime.timedelta(days=180)).strftime("%Y%m%d %H:%M:%S")
print(app.reqHistoricalData(4102, contract, queryTime,"1 M", "1 day", "MIDPOINT", 1, 1, False, []))
queryTime = (datetime.datetime.today() - datetime.timedelta(days=180)).strftime("%Y%m%d %H:%M:%S")
print(app.historicalData(4102,BarData))


OUTPUT:
True
None
None

我试图阅读源代码。 但是我发现对我来说很难理解。 其他帖子显示的答案似乎与最新的api版本无关。

Answer 1

这就是我要做的。

class App(wrapper.EWrapper,client.EClient):类EClient如果我想重写EClient任何方法，我只会将其作为子类。 我不是很用python，但是在其他语言中却是如此。

在class App您需要覆盖您感兴趣的方法，例如historicalData

在app.connect之后，您必须调用app.run()以启动它的消息阅读器线程。 一旦该线程获得控制权，它将阻塞您的程序，因此您必须异步执行程序流。

我将数字放在注释中，以便您查看流程。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.common import BarData

import datetime

class MyWrapper(EWrapper):

    def nextValidId(self, orderId:int):
        #4 first message received is this one
        print("setting nextValidOrderId: %d", orderId)
        self.nextValidOrderId = orderId
        #5 start requests here
        self.start()

    def historicalData(self, reqId:int, bar: BarData):
        #7 data is received for every bar
        print("HistoricalData. ReqId:", reqId, "BarData.", bar)

    def historicalDataEnd(self, reqId: int, start: str, end: str):
        #8 data is finished
        print("HistoricalDataEnd. ReqId:", reqId, "from", start, "to", end)
        #9 this is the logical end of your program
        app.disconnect()
        print("finished")

    def error(self, reqId, errorCode, errorString):
        # these messages can come anytime.
        print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)

    def start(self):
        queryTime = (datetime.datetime.today() - datetime.timedelta(days=180)).strftime("%Y%m%d %H:%M:%S")

        fx = Contract()
        fx.secType = "CASH" 
        fx.symbol = "USD"
        fx.currency = "JPY"
        fx.exchange = "IDEALPRO"

        #6 request data, using fx since I don't have Japanese data
        app.reqHistoricalData(4102, fx, queryTime,"1 M", "1 day", "MIDPOINT", 1, 1, False, [])

app = EClient(MyWrapper()) #1 create wrapper subclass and pass it to EClient
app.connect("127.0.0.1", 7497, clientId=123) #2 connect to TWS/IBG
app.run() #3 start message thread