1

我想使用来自contractDetails() 的值从函数tickPrice() 中获取值。

为此，我尝试将contractDetails() 的结果传递给tickPrice() 的参数，但是当我尝试在contractDetails() 函数中设置参数时，我收到一个错误，即未定义变量。

到目前为止，这是我的代码：

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.common import *
from ibapi.contract import *
import pandas as pd
from threading import Timer


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


    def error(self, reqId, errorCode, errorString):
        print("Error: ", reqId, " ", errorCode, " ", errorString)

    def nextValidId(self, orderId):
        self.start()

    def contractDetails(self, reqId, contractDetails):

        contract.lastTradeDateOrContractMonth = contractDetails.realExpirationDate
        contract.strike = contractDetails.contract.strike
        contract.right = contractDetails.contract.right

        def tickPrice(self, reqId, tickType, price, attrib):
            if tickType == 4  and reqId == 1:
                print(price)

    def contractDetailsEnd(self, reqId):
        print("\ncontractDetails End\n")
        self.stop()

    def start(self):

        contract = Contract()
        contract.symbol = 'AAPL'
        contract.secType = 'OPT'
        contract.currency = 'USD'
        contract.exchange = 'SMART'
        contract.multiplier = '100'
        contract.lastTradeDateOrContractMonth = '20200619'
        contract.strike = '180'
        contract.right = 'C'

        self.reqContractDetails(1, contract)
        self.reqMktData(1, contract, '101', False, False, [])

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

def main():
    print('start')
    app = TestApp()
    app.nextOrderId = 0
    app.connect('127.0.0.1',7497,108)
    #Timer(4, app.stop).start()
    app.run()
    print('finish')
if __name__ == "__main__":
    main()

错误：

contract.lastTradeDateOrContractMonth = contractDetails.realExpirationDate
NameError: name 'contract' is not defined

我无法设置剩下的 3 个变量：

contract.lastTradeDateOrContractMonth = contractDetails.realExpirationDate
contract.strike = contractDetails.contract.strike
contract.right = contractDetails.contract.right

使用 contractDetails() 的结果。

这将允许我遍历所有参数。

4

1 回答 1

1

您contract在定义对象之前设置对象的字段。看起来您想contract成为一个实例变量，所以我将以下代码添加到该__init__方法中：

def __init__(self):
    EWrapper.__init__(self)
    EClient.__init__(self, self)
    self.contract = None

然后在其余方法中contract替换为。self.contract

于 2020-06-15T11:41:17.697 回答