python - 如何在 python 控制台上检索和显示来自 TWS 的历史数据？

Question

我能够成功地建立从 python 到的连接，TWS但我无法获取数据或不确定数据是否已获取但未显示。

我是新手，你能帮忙看看如何从中获取历史数据TWS吗？

Answer 1

这对我有用。

from ibapi.wrapper import EWrapper
from ibapi.client import EClient
from ibapi.utils import iswrapper
from ibapi.common import *
from ibapi.contract import *
from ibapi.ticktype import *

class TestApp(EWrapper, EClient):
  def __init__(self):
    EClient.__init__(self,self)

  def error(self, reqId: TickerId, errorCode:int, errorString:str):
    print('Error:', reqId, " ", errorCode, " ", errorString)

  def contractDetails(self, reqId:int, contractDetails:ContractDetails):
    print("contractDetails: ", reqId, " ", contractDetails)

  def marketDataType(self, reqId: TickerId, marketDataType: int):
    super().marketDataType(reqId, marketDataType)
    print("MarketDataType. ", reqId, "Type:", marketDataType)
  @iswrapper
  def tickPrice(self, reqId: TickerId, tickType: TickType, price: float, attrib: TickAttrib):
    super().tickPrice(reqId, tickType, price, attrib)
    print("Tick Price. Ticker Id:", reqId, "tickType:", tickType, "Price:", price, "CanAutoExecute:", attrib.canAutoExecute, "PastLimit", attrib.pastLimit)
  @iswrapper
  def tickSize(self, reqId: TickerId, tickType: TickType, size: int):
    super().tickSize(reqId, tickType, size)
    print("Tick Size. Ticker Id:", reqId, "tickType:", tickType, "Size:", size)

  @iswrapper
  def tickString(self, reqId: TickerId, tickType: TickType, value: str):
    super().tickString(reqId, tickType, value)
    print("Tick string. Ticker Id:", reqId, "Type:", tickType, "Value:", value)

  @iswrapper
  def tickGeneric(self, reqId: TickerId, tickType: TickType, value: float):
    super().tickGeneric(reqId, tickType, value)
    print("Tick Generic. Ticker Id:", reqId, "tickType:", tickType, "Value:", value)

def main():
  app = TestApp()
  app.connect("127.0.0.1", 4001, 0)

  contract = Contract();
  contract.symbol = "VIX";
  contract.secType = "FUT";
  contract.exchange = "CFE";
  contract.currency = "USD";
  contract.lastTradeDateOrContractMonth = "20170621";

  app.reqMktData(1001, contract, "", False, False, [])

  app.run()
  sleep(10)
  app.disconnect()


if __name__ == '__main__':
  main()