这里我有一个从 IB API 获取数据的代码。当我尝试编译它时，它在 Pycharm 中没有任何错误，但是，该图没有显示任何内容，并且在使用 IB API 时出现一个（最后一个）奇怪错误。有人可以解释一下为什么会这样吗？以及如何修改此代码？
来自控制台的消息：
ERROR -1 2104 Market data farm connection is OK:usbond
ERROR -1 2104 Market data farm connection is OK:usfarm.nj
ERROR -1 2104 Market data farm connection is OK:usfuture
ERROR -1 2104 Market data farm connection is OK:usfarm
ERROR -1 2106 HMDS data farm connection is OK:njhmds
ERROR -1 2106 HMDS data farm connection is OK:cashhmds
ERROR 1 321 Error validating request:-'bN' : cause - HMDS Expired Contract Violation:contract can not expire.
这是我的代码：
import ibapi
import tkinter as tk
from tkinter import ttk
from tkinter import messagebox
from ibapi.wrapper import EWrapper
from ibapi.client import EClient
from threading import Thread
from time import sleep, strftime, time, localtime
class msgHandler(object):
def handleHistoricalData(self, reqId: int, bar: ibapi.common.BarData):
pass
def handleHistoricalDataEnd(self, reqId: int, start: str, end: str):
pass
class IBWrapper(EWrapper):
def __init__(self):
EWrapper.__init__(self)
self.exporter = None
self.contractDetailsObtained = False
def init_withExporter(self, exporter):
EWrapper.__init__(self)
self.exporter = exporter
self.contractDetailsObtained = False
def historicalData(self, reqId: int, bar: ibapi.common.BarData):
""" returns the requested historical data bars
reqId - the request's identifier
date - the bar's date and time (either as a yyyymmss hh:mm:ssformatted
string or as system time according to the request)
open - the bar's open point
high - the bar's high point
low - the bar's low point
close - the bar's closing point
volume - the bar's traded volume if available
count - the number of trades during the bar's timespan (only available
for TRADES).
WAP - the bar's Weighted Average Price
hasGaps -indicates if the data has gaps or not. """
if self.exporter == None:
self.logAnswer(ibapi.utils.current_fn_name(), vars())
return
else:
self.exporter.handleHistoricalData(reqId, bar)
def historicalDataEnd(self, reqId: int, start: str, end: str):
if self.exporter == None:
self.logAnswer(ibapi.utils.current_fn_name(), vars())
return
else:
self.exporter.handleHistoricalDataEnd(reqId, start, end)
def contractDetails(self, reqId: int, contractDetails: ibapi.contract.ContractDetails):
self.resolved_contract = contractDetails.contract
def contractDetailsEnd(self, reqId: int):
self.contractDetailsObtained = True
class IBClient(EClient):
def __init__(self, wrapper):
EClient.__init__(self, wrapper)
class tApp(IBWrapper, IBClient):
def __init__(self, IPAddress, PortId, ClientId, msgHandler):
IBWrapper.init_withExporter(self, msgHandler)
IBClient.__init__(self, wrapper=self)
self.connect(IPAddress, PortId, ClientId)
thread = Thread(target=self.run, name="MainThread")
thread.start()
setattr(self, "_thread", thread)
class Application(tk.Frame, msgHandler):
def __init__(self, master):
ttk.Frame.__init__(self, master)
msgHandler.__init__(self)
self.port = 4001
self.clientID = 1
self.grid()
self.create_widgets()
self.isConnected = False
def create_widgets(self):
now = strftime('%Y%m%d %H:%M:%S', localtime(int(time())))
myfont = ('Arial', 10)
self.btnConnect = tk.ttk.Button(self, text='Connect', command=self.connect_to_tws)
self.btnConnect.grid(row=1, column=1, sticky=tk.W)
self.btnGetData = ttk.Button(self, text='GetData', command=self.getHistData)
self.btnGetData.grid(row=1, column=2, sticky=tk.W)
self.label_datetime = tk.Label(root, font=myfont, text='End Datetime').grid(row=3, column=0)
self.label_duration = tk.Label(root, font=myfont, text='Duration').grid(row=3, column=1)
self.label_barsize = tk.Label(root, font=myfont, text='BarSize').grid(row=3, column=2)
varDateTimeEnd.set(now)
self.cbDateTimeEnd = tk.Entry(root, font=myfont, textvariable=varDateTimeEnd).grid(row=4, column=0)
self.cbDuration = ttk.Combobox(root, font=myfont, textvariable=varDuration)
self.cbDuration['values'] = ('1 Y', '1 M', '6 M', '1 D', '7 D')
self.cbDuration.grid(row=4, column=1)
self.cbBarSize = ttk.Combobox(root, font=myfont, textvariable=varBarSize)
self.cbBarSize['values'] = ('1 day', '1 min', '2 mins', '5 mins')
self.cbBarSize.grid(row=4, column=2)
self.listbox1 = tk.Listbox(root, font=("", 12), width=75, height=30)
self.listbox1.grid(row=6, column=0, columnspan=5, padx=5, pady=5, sticky='w')
self.msgBox = tk.Listbox(root, font=("", 12), width=75, height=10)
self.msgBox.grid(row=7, column=0, columnspan=5, padx=5, pady=5, sticky='w')
def connect_to_tws(self):
if self.isConnected:
self.tws_client.disconnect()
self.btnConnect.config(text='Connect')
self.msgBox.insert(tk.END, "Disconnected From IB")
self.isConnected = False
else:
self.tws_client = tApp('LocalHost', self.port, self.clientID, self)
timePassed = 0
while not (self.tws_client.isConnected()):
sleep(0.1)
timePassed += 0.1
if (timePassed > 5):
self.msgBox.insert(tk.END, "waited more than 5 secs to establish connection to TWS")
self.isConnected = True
self.msgBox.insert(tk.END, "Successfully connected to IB")
self.btnConnect.config(text="Disconnect")
def getHistData(self):
if not (self.isConnected):
self.msgBox.insert(tk.END, "Not Connected to IB yet")
return
self.listbox1.delete(0, tk.END)
self.contract = ibapi.contract.Contract()
self.contract.symbol = "AMZN"
self.contract.secType = "STK"
self.contract.exchange = "SMART"
self.contract.currency = "USD"
self.contract.lastTradeDateOrContractMonth = "201812"
self.tws_client.reqContractDetails(reqId=2, contract=self.contract)
self.tws_client.contractDetailsObtained = False
timePassed = 0
while not (self.tws_client.contractDetailsObtained):
sleep(0.1)
timePassed += 0.1
if (timePassed > 10):
self.msgBox.insert(tk.END, "Waited more than 10 secs for contract details request")
self.msgBox.insert(tk.END, "Successfully obtained contract details")
aContract = self.tws_client.resolved_contract
aContract.includeExpired = True
now = varDateTimeEnd.get()
duration = varDuration.get()
barsize = varBarSize.get()
self.tws_client.reqHistoricalData(reqId=1,
contract=aContract,
endDateTime=now,
durationStr=duration,
barSizeSetting=barsize,
whatToShow='TRADES',
useRTH=1,
formatDate=1,
keepUpToDate=False,
chartOptions=[])
def disconnect(self):
if self.isConnected:
self.tws_client.disconnect()
self.isConnected = False
def handleHistoricalData(self, reqId: int, bar: ibapi.common.BarData):
str_open = str(bar.open)
str_high = str(bar.high)
str_low = str(bar.low)
str_close = str(bar.close)
str_volume = str(bar.volume)
histData = bar.date + "," + str_open + "," + str_high + "," + str_low + "," + str_close + "," + str_volume
self.listbox1.insert(tk.END, histData)
def handleHistoricalDataEnd(self, reqId: int, start: str, end: str):
self.msgBox.insert(tk.END, "Finished downloading historical data")
root = tk.Tk()
def on_closing():
if messagebox.askokcancel("Quit", "Do you want to quit?"):
app.disconnect()
root.destroy()
root.title("Historical Data from IB Python API")
root.geometry("800x1200")
root.attributes("-topmost", True)
root.protocol("WM_DELETE_WINDOW", on_closing)
varDateTimeEnd = tk.StringVar()
varDuration = tk.StringVar(root, value="1 M")
varBarSize = tk.StringVar(root, value="1 day")
app = Application(root)
root.mainloop()