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我正在为 Ibapi 开发 python 程序，我可以自动下订单。此外，我想通过程序从交易者站导出当前未结订单。

self.reqAllOpenOrders() （参考：https ://interactivebrokers.github.io/tws-api/open_orders.html ）

我正在使用此命令获取所有未结订单。它给出了终端中的所有记录，记录的类型为无类型。所以，我想知道如何将该记录导出到 csv 文件。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.order import *

import threading
import time


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

    def openOrder(self, orderId, contract, order, orderState):
        print('openOrder id:', orderId, contract.symbol, contract.secType, '@', contract.exchange,
              ':', order.action, order.orderType, order.totalQuantity, orderState.status)

        self.reqAllOpenOrders()

def run_loop():
    app.run()

app = IBapi()
app.connect('127.0.0.1', 7497, 123)

# Start the socket in a thread
api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()

time.sleep(3)
app.disconnect()
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1 回答 1

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class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)
        self.file = open('file.csv', 'w')

    def openOrder(self, orderId, contract, order, orderState):
        mywriter = csv.writer(
            self.file, lineterminator='\n')
        mywriter.writerows([df])
于 2021-07-14T08:02:54.443 回答