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我对 tws API 很陌生，我正在尝试编写一个基于股票历史价格下订单的程序。我试图从一个 excel 文件中获取股票代码，然后在循环中调用 reqMktdata：类 TestApp(EClient,EWrapper)：

def __init__(self):
    EClient.__init__(self,self)
    self.barsList=[]
def error(self, reqId, errorCode, errorString):
    print(reqId,"error",errorString)
def nextValidId(self,reqId):
    self.start()


def historicalData(self, reqId, bar):
    print(bar)


def start(self):
    contract = Contract()
    wb = Workbook.load_workbook('StockTickers.xlsx')
    sheet_ranges=wb['Sheet1']


    empty_list=[]
    empty_list.append(sheet_ranges['A1'].value)
    empty_list.append(sheet_ranges['A2'].value)
    empty_list.append(sheet_ranges['A3'].value)
    for i in empty_list:
        contract.symbol=str(i)
        print(i)




    contract.secType = "STK"
    contract.exchange = "SMART"
    contract.currency = "USD"
    contract.primaryExchange = "NASDAQ"

    self.reqHistoricalData(1, contract, "", "26 W", "1 day", "MIDPOINT", 0, 1, False, [])

def stop(self):
    self.done=True
    self.disconnect()

定义主（）：

app = TestApp()
app.nextOrderId=0
app.connect("127.0.0.1", 7497, 0)
Timer(3, app.stop).start()


app.run()

如果名称==“主”：主（）

但是，当我尝试打印历史数据时，它只打印第一个交易品种的历史数据并停止。谁能指出我在这里做错了什么，或者有人在循环中获取数据吗？非常感谢。

4

1 回答 1

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您需要根据合同执行此操作：

def start(self):
    wb = Workbook.load_workbook('StockTickers.xlsx')
    sheet_ranges = wb['Sheet1']

    for cell in ['A3', 'A4', 'A5']:
        contract = Contract()
        contract.symbol = str(sheet_ranges[cell].value)
        contract.secType = "STK"
        contract.exchange = "SMART"
        contract.currency = "USD"
        contract.primaryExchange = "NASDAQ"
        self.reqHistoricalData(1, contract, "", "26 W", "1 day", "MIDPOINT", 0, 1, False, [])
于 2020-02-11T07:44:00.423 回答