该图什么也没显示

时间:2018-12-12 18:35:30

标签: python graph ib-api

这里有一个代码,用于从IB API获取数据。当我尝试对其进行编译时,它在Pycharm中没有错误,但是,该图未显示任何内容,并且在使用IB API时遇到了一个(最后一个)奇怪的错误。 有人可以解释一下为什么会这样吗?以及如何修改此代码?

来自控制台的消息:

ERROR -1 2104 Market data farm connection is OK:usbond
ERROR -1 2104 Market data farm connection is OK:usfarm.nj
ERROR -1 2104 Market data farm connection is OK:usfuture
ERROR -1 2104 Market data farm connection is OK:usfarm
ERROR -1 2106 HMDS data farm connection is OK:njhmds
ERROR -1 2106 HMDS data farm connection is OK:cashhmds
ERROR 1 321 Error validating request:-'bN' : cause - HMDS Expired Contract Violation:contract can not expire.

这是我的代码:

import ibapi
import tkinter as tk
from tkinter import ttk
from tkinter import messagebox

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

from threading import Thread

from time import sleep, strftime, time, localtime


class msgHandler(object):
    def handleHistoricalData(self, reqId: int, bar: ibapi.common.BarData):
        pass

    def handleHistoricalDataEnd(self, reqId: int, start: str, end: str):
        pass


class IBWrapper(EWrapper):
    def __init__(self):
        EWrapper.__init__(self)
        self.exporter = None
        self.contractDetailsObtained = False

    def init_withExporter(self, exporter):
        EWrapper.__init__(self)
        self.exporter = exporter
        self.contractDetailsObtained = False

    def historicalData(self, reqId: int, bar: ibapi.common.BarData):
        """ returns the requested historical data bars
        reqId - the request's identifier
        date  - the bar's date and time (either as a yyyymmss hh:mm:ssformatted
             string or as system time according to the request)
        open  - the bar's open point
        high  - the bar's high point
        low   - the bar's low point
        close - the bar's closing point
        volume - the bar's traded volume if available
        count - the number of trades during the bar's timespan (only available
            for TRADES).
        WAP -   the bar's Weighted Average Price
        hasGaps  -indicates if the data has gaps or not. """

        if self.exporter == None:
            self.logAnswer(ibapi.utils.current_fn_name(), vars())
            return
        else:
            self.exporter.handleHistoricalData(reqId, bar)

    def historicalDataEnd(self, reqId: int, start: str, end: str):
        if self.exporter == None:
            self.logAnswer(ibapi.utils.current_fn_name(), vars())
            return
        else:
            self.exporter.handleHistoricalDataEnd(reqId, start, end)

    def contractDetails(self, reqId: int, contractDetails: ibapi.contract.ContractDetails):
        self.resolved_contract = contractDetails.contract

    def contractDetailsEnd(self, reqId: int):
        self.contractDetailsObtained = True


class IBClient(EClient):

    def __init__(self, wrapper):
        EClient.__init__(self, wrapper)


class tApp(IBWrapper, IBClient):

    def __init__(self, IPAddress, PortId, ClientId, msgHandler):
        IBWrapper.init_withExporter(self, msgHandler)
        IBClient.__init__(self, wrapper=self)

        self.connect(IPAddress, PortId, ClientId)

        thread = Thread(target=self.run, name="MainThread")
        thread.start()

        setattr(self, "_thread", thread)


class Application(tk.Frame, msgHandler):

    def __init__(self, master):
        ttk.Frame.__init__(self, master)
        msgHandler.__init__(self)

        self.port = 4001
        self.clientID = 1
        self.grid()
        self.create_widgets()
        self.isConnected = False

    def create_widgets(self):

        now = strftime('%Y%m%d %H:%M:%S', localtime(int(time())))
        myfont = ('Arial', 10)

        self.btnConnect = tk.ttk.Button(self, text='Connect', command=self.connect_to_tws)
        self.btnConnect.grid(row=1, column=1, sticky=tk.W)

        self.btnGetData = ttk.Button(self, text='GetData', command=self.getHistData)
        self.btnGetData.grid(row=1, column=2, sticky=tk.W)

        self.label_datetime = tk.Label(root, font=myfont, text='End Datetime').grid(row=3, column=0)
        self.label_duration = tk.Label(root, font=myfont, text='Duration').grid(row=3, column=1)
        self.label_barsize = tk.Label(root, font=myfont, text='BarSize').grid(row=3, column=2)

        varDateTimeEnd.set(now)

        self.cbDateTimeEnd = tk.Entry(root, font=myfont, textvariable=varDateTimeEnd).grid(row=4, column=0)
        self.cbDuration = ttk.Combobox(root, font=myfont, textvariable=varDuration)
        self.cbDuration['values'] = ('1 Y', '1 M', '6 M', '1 D', '7 D')
        self.cbDuration.grid(row=4, column=1)

        self.cbBarSize = ttk.Combobox(root, font=myfont, textvariable=varBarSize)
        self.cbBarSize['values'] = ('1 day', '1 min', '2 mins', '5 mins')
        self.cbBarSize.grid(row=4, column=2)

        self.listbox1 = tk.Listbox(root, font=("", 12), width=75, height=30)
        self.listbox1.grid(row=6, column=0, columnspan=5, padx=5, pady=5, sticky='w')

        self.msgBox = tk.Listbox(root, font=("", 12), width=75, height=10)
        self.msgBox.grid(row=7, column=0, columnspan=5, padx=5, pady=5, sticky='w')

    def connect_to_tws(self):

        if self.isConnected:
            self.tws_client.disconnect()
            self.btnConnect.config(text='Connect')
            self.msgBox.insert(tk.END, "Disconnected From IB")
            self.isConnected = False
        else:
            self.tws_client = tApp('LocalHost', self.port, self.clientID, self)
            timePassed = 0
            while not (self.tws_client.isConnected()):
                sleep(0.1)
                timePassed += 0.1
                if (timePassed > 5):
                    self.msgBox.insert(tk.END, "waited more than 5 secs to establish connection to TWS")

            self.isConnected = True
            self.msgBox.insert(tk.END, "Successfully connected to IB")
            self.btnConnect.config(text="Disconnect")

    def getHistData(self):
        if not (self.isConnected):
            self.msgBox.insert(tk.END, "Not Connected to IB yet")
            return

        self.listbox1.delete(0, tk.END)

        self.contract = ibapi.contract.Contract()
        self.contract.symbol = "AMZN"
        self.contract.secType = "STK"
        self.contract.exchange = "SMART"
        self.contract.currency = "USD"
        self.contract.lastTradeDateOrContractMonth = "201812"

        self.tws_client.reqContractDetails(reqId=2, contract=self.contract)
        self.tws_client.contractDetailsObtained = False

        timePassed = 0
        while not (self.tws_client.contractDetailsObtained):
            sleep(0.1)
            timePassed += 0.1
            if (timePassed > 10):
                self.msgBox.insert(tk.END, "Waited more than 10 secs for contract details request")

        self.msgBox.insert(tk.END, "Successfully obtained contract details")
        aContract = self.tws_client.resolved_contract
        aContract.includeExpired = True

        now = varDateTimeEnd.get()
        duration = varDuration.get()
        barsize = varBarSize.get()

        self.tws_client.reqHistoricalData(reqId=1,
                                          contract=aContract,
                                          endDateTime=now,
                                          durationStr=duration,
                                          barSizeSetting=barsize,
                                          whatToShow='TRADES',
                                          useRTH=1,
                                          formatDate=1,
                                          keepUpToDate=False,
                                          chartOptions=[])

    def disconnect(self):
        if self.isConnected:
            self.tws_client.disconnect()
            self.isConnected = False

    def handleHistoricalData(self, reqId: int, bar: ibapi.common.BarData):
        str_open = str(bar.open)
        str_high = str(bar.high)
        str_low = str(bar.low)
        str_close = str(bar.close)
        str_volume = str(bar.volume)

        histData = bar.date + "," + str_open + "," + str_high + "," + str_low + "," + str_close + "," + str_volume
        self.listbox1.insert(tk.END, histData)

    def handleHistoricalDataEnd(self, reqId: int, start: str, end: str):
        self.msgBox.insert(tk.END, "Finished downloading historical data")


root = tk.Tk()


def on_closing():
    if messagebox.askokcancel("Quit", "Do you want to quit?"):
        app.disconnect()
        root.destroy()


root.title("Historical Data from IB Python API")
root.geometry("800x1200")
root.attributes("-topmost", True)
root.protocol("WM_DELETE_WINDOW", on_closing)

varDateTimeEnd = tk.StringVar()
varDuration = tk.StringVar(root, value="1 M")
varBarSize = tk.StringVar(root, value="1 day")

app = Application(root)

root.mainloop()

0 个答案:

没有答案