通過 IbPy 檢索歷史數據的問題

我在從 IB 檢索 14 天的歷史數據時遇到問題。我最近從 MATLAB 切換到 Python，所以我有很多事情要做。我哪裡錯了？感謝所有幫助。

import sys

import pandas as pd

from time import sleep, strftime

from ib.ext.Contract import Contract



#Make connection
conn = Connection.create(port=7496, clientId=999)
conn.connect()

def var2(msg):
   print(msg)

conn.register(var2, message.historicalData)
def var3(msg):
   print(msg)


if __name__ == '__main__':
   #conn = ibConnection()
   conn.register(var2, 'UpdateAccountValue')
   conn.register(var3, message.tickSize, message.tickPrice)
   conn.connect()

   def inner():

       qqqq = Contract()
       qqqq.m_secType = "STK" 
       qqqq.m_symbol = "ABN"
       qqqq.m_currency = "EUR"
       qqqq.m_exchange = "AEB"
       endtime = strftime('%Y%m%d %H:%M:%S')
       conn.reqHistoricalData(1,qqqq,endtime,"14 D","1 min","BID",1,1)
       data = reqHistoricalData


conn.disconnect()

您的程式碼中有幾個錯誤，其中一個很明顯是有一個inner()函式但沒有呼叫它。這是我根據您的程式碼清理的範例。我在程式碼中添加了一些註釋來解釋發生了什麼。另請參閱我對您原始文章的評論。

from time import sleep, strftime
from ib.ext.Contract import Contract


def historical_data_handler(msg):
   # The response data callback function
   # print (msg.reqId, msg.date, msg.open, msg.close, msg.high, msg.low)
   print(msg)


if __name__ == '__main__':
   # Establish IB connection, make sure you have the correct port, clientId
   conn = ibConnection(host='127.0.0.1', port=7496, clientId=999)

   # Register the response callback function and type of data to be returned
   conn.register(historical_data_handler, message.historicalData)
   conn.connect()

   # Establish a Contract object and the params for the request
   req = Contract()
   req.m_secType = "STK" 
   req.m_symbol = "ABN"
   req.m_currency = "EUR"
   req.m_exchange = "AEB"
   endtime = strftime('%Y%m%d %H:%M:%S')
   conn.reqHistoricalData(1,req,endtime,"14 D","1 min","BID",1,1)

   # Make sure the connection don't get disconnected prior the response data return
   sleep(5)
   conn.disconnect()

引用自：https://quant.stackexchange.com/questions/35403