1

我是 IBPy 的新手，我真的很想知道如何获取多个帐户的帐户参数。下面的代码仅在命令行中为我提供了输出，但我无法弄清楚如何将这些信息存储到数据框中。函数 updateAccountValue() 没有唯一的 ID，我可以将其用作数据帧的索引。

from ib.opt import Connection, message
import pandas as pd
import time

def error_handler(msg):
    """Handles the capturing of error messages"""
    print "Server Error: %s" % msg

def updateAccount_handler(msg):
    if msg.key in ['AccountType','NetLiquidation']:
        print msg.key, msg.value

if __name__ == "__main__":
    conn = Connection.create(port=7497, clientId = 93)
    conn.connect()

    conn.register(error_handler, 'Error')
    conn.register(updateAccount_handler,message.updateAccountValue)

    # we can do a loop, i am just giving a simple example for 2 accounts
    conn.reqAccountUpdates(1,"Uxxxx008")
    time.sleep(0.5)

    conn.reqAccountUpdates(1,"Uxxxx765")
    time.sleep(0.5)

    conn.disconnect()

输出如下所示：

Server Version: 76
TWS Time at connection:20150729 12:46:56 EST
Server Error: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
Server Error: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture.us>
Server Error: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
Server Error: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
AccountType INDIVIDUAL
NetLiquidation 2625.24
AccountType IRA-ROTH NEW
NetLiquidation 11313.83

最终目标是将这些信息存储为具有唯一 ID 帐号的 pandas 数据帧格式。

4

1 回答 1

1

好的，IBpy 在发送方/接收方架构中工作。我想建议您使用一个全局变量来存储帐户信息。

from ib.opt import Connection, message
import pandas as pd
import time
class account_update :
   acc_info = [] # list to store all your account info
   # you can have list,tuple,panda dataframe or any data strucure I am using normal list to demonstrate
   def error_handler(self,msg):
       """Handles the capturing of error messages"""
       print "Server Error: %s" % msg

   def updateAccount_handler(self,msg):
       if msg.key in ['AccountType','NetLiquidation']:
           self.acc_info.append(msg.key, msg.value)

   def main(self):
       conn = Connection.create(port=7497, clientId = 93)
       conn.connect()

       conn.register(error_handler, 'Error')
       conn.register(updateAccount_handler,message.updateAccountValue)

       conn.reqAccountUpdates(1,"Uxxxx008")
       time.sleep(0.5)

       conn.reqAccountUpdates(1,"Uxxxx765")
       time.sleep(0.5)

       conn.disconnect()

if __name__ == "__main__" :
     account_update().main()

所以逻辑很简单，创建一个全局变量并让您的响应处理程序方法在收到响应时更新全局变量。希望它有效:)

于 2015-08-03T08:54:43.937 回答