用来学习 ibkr 的 python api.zip

#!/usr/bin/env python # -*- coding: utf-8 -*- from ibapi.client import EClient from ibapi.wrapper import EWrapper # types from ibapi.common import * from ibapi.order_condition import * from ibapi.contract import * from ibapi.order import * from ibapi.order_state import * from ibapi.execution import Execution from ibapi.execution import ExecutionFilter from ibapi.commission_report import CommissionReport from ibapi.scanner import ScannerSubscription from ibapi.ticktype import * from ibapi.account_summary_tags import * import datetime class MyWrapper(EWrapper): def historicalData(self, reqId: TickerId, date: str, open: float, high: float, low: float, close: float, volume: int, barCount: int, WAP: float, hasGaps: int): super().historicalData(reqId, date, open, high, low, close, volume, barCount, WAP, hasGaps) print("HistoricalData. ", reqId, " Date:", date, "Open:", open, "High:", high, "Low:", low, "Close:", close, "Volume:", volume, "Count:", barCount, "WAP:", WAP, "HasGaps:", hasGaps) def contractDetails(self, reqId, contractDetails): super().contractDetails(reqId, contractDetails) print("ContractDetails. ReqId:", reqId, contractDetails.summary.symbol, contractDetails.summary.secType, "ConId:", contractDetails.summary.conId, "@", contractDetails.summary.exchange) def contractDetailsEnd(self, reqId): super().contractDetailsEnd(reqId) print("ContractDetailsEnd. ", reqId, "\n") def tickPrice(self, reqId, tickType, price, attrib): super().tickPrice(reqId, tickType, price, attrib) print("Tick Price. Ticker Id:", reqId, "tickType:", tickType, "Price:", price, "CanAutoExecute:", attrib.canAutoExecute, "PastLimit", attrib.pastLimit) def tickSnapshotEnd(self, reqId): super().tickSnapshotEnd(reqId) print("TickSnapshotEnd:", reqId) wrapper = MyWrapper() app = EClient(wrapper) app.connect("127.0.0.1", 7497, clientId=0) print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime())) from ibapi.contract import Contract contract = Contract() contract.symbol = "XAUUSD" contract.secType = "CMDTY" contract.exchange = "SMART" contract.currency = "USD" queryTime = datetime.datetime.today().strftime("%Y%m%d %H:%M:%S") # String queryTime = DateTime.Now.AddMonths(-6).ToString("yyyyMMdd HH:mm:ss") app.reqHistoricalData(1, contract, queryTime, "1 M", "1 day", "MIDPOINT", 1, 1, []) app.run() if __name__ == '__main__': pass