Question

我很难将来自 Interactive Brokers python api 的简单响应保存为稍后使用的对象。例如，如果我想打印当前时间，我会执行以下操作（摘自 Scarpino 的书《Algorithmic Trading with Interactive Brokers：

from datetime import datetime
from threading import Thread
import time

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.utils import iswrapper

class SimpleClient(EWrapper, EClient):
    ''' Serves as the client and the wrapper '''

    def __init__(self, addr, port, client_id):
        EClient. __init__(self, self)

        # Connect to TWS
        self.connect(addr, port, client_id)

        # Launch the client thread
        thread = Thread(target=self.run)
        thread.start()

    @iswrapper
    def currentTime(self, cur_time):
        t = datetime.fromtimestamp(cur_time)
        print('Current time: {}'.format(t))
        

    @iswrapper
    def error(self, req_id, code, msg):
        print('Error {}: {}'.format(code, msg))

def main():

    # Create the client and connect to TWS
    client = SimpleClient('127.0.0.1', 7497, 0)

    # Request the current time
    client.reqCurrentTime()

    # Sleep while the request is processed
    time.sleep(0.5)

    # Disconnect from TWS
    client.disconnect()

if __name__ == '__main__':
    main()

但是，如果我想将 return t 作为一个对象进行比较，作为在预定时间之前不发送订单的一种方式，这并不是那么简单。我试过了：

从日期时间导入日期时间从线程导入线程导入时间

从 ibapi.client 导入 EClient 从 ibapi.wrapper 导入 EWrapper 从 ibapi.utils 导入 iswrapper

class SimpleClient(EWrapper, EClient)： ''' 作为客户端和包装器 '''

def __init__(self, addr, port, client_id):
    EClient. __init__(self, self)

    # Connect to TWS
    self.connect(addr, port, client_id)

    # Launch the client thread
    thread = Thread(target=self.run)
    thread.start()

@iswrapper
def currentTime(self, cur_time):
    t = datetime.fromtimestamp(cur_time)
    return t
    

@iswrapper
def error(self, req_id, code, msg):
    print('Error {}: {}'.format(code, msg))

定义 main():

# Create the client and connect to TWS
client = SimpleClient('127.0.0.1', 7497, 0)

# Request the current time
client.reqCurrentTime()

# Sleep while the request is processed
time.sleep(0.5)

# Disconnect from TWS
client.disconnect()

if name == 'main'： main()

脚本运行但返回 None。

同样，如果我想根据我的帐户价值确定订单大小，我必须返回帐户价值。

以下打印帐户值：

@iswrapper
def accountSummary(self, req_id, account, tag, value, currency):
    ''' Read information about the account '''
    print('Account {}: {} = {}'.format(account, tag, value))

但如果我只想交易价值的 5%，我需要将价值作为对象返回。我该怎么做？

如何将来自盈透证券原生 API 的消息返回保存为对象？

0 个答案: