接收错误时TWS API frezee

Question

我正在编写一个基于Python语言的通过TWS工作的服务。在获取历史数据时遇到了一个问题。底线是，当您使用正确的参数请求app.reqHistoricalData()时，脚本将无问题地运行，并在执行后退出。如果将假参数传递给app.reqHistoricalData() (例如，contract.currency = ' US ')，那么在控制台中会出现一个错误："ERROR 123 321请求验证失败。-'bS‘：原因-美国货币是不允许的“。脚本不会结束并处于此状态，直到手动停止为止。也许你遇到过这样的问题，并能建议如何处理这种情况？下面是我的脚本代码。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.order import Order
import pandas as pd
import threading
import time


class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)
        self.open_orders = list()
        self.historical_data = list()
        self.df = None
        self.data_end = False

    def nextValidId(self, orderId: int):
        super().nextValidId(orderId)
        self.nextorderId = orderId
        print('The next valid order id is: ', self.nextorderId)

    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.open_orders.append(('OpenOrder ID:', orderId, contract.symbol, contract.secType, '@',
                                 contract.exchange, ':', order.action, order.orderType, order.totalQuantity,
                                 orderState.status))

    def historicalData(self, reqId, bar):
        self.historical_data.append(vars(bar))

    def historicalDataUpdate(self, reqId, bar):
        line = vars(bar)
        self.df.loc[pd.to_datetime(line.pop('date'))] = line

    def historicalDataEnd(self, reqId: int, start: str, end: str):
        self.df = pd.DataFrame(self.historical_data)
        self.data_end = True


class Connect:
    app = None

    def __init__(self):
        self.app = IBapi()
        self.app.connect('127.0.0.1', 7497, 123)
        # self.app.nextorderId = None

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

        time.sleep(1)  # Sleep interval to allow time for connection to server
        print('Соединились')

    def run_loop(self):
        self.app.run()


def get_historical_data(symbol, sectype, exchange, currency, duration=None, barsize=None,
                        whattoshow=None, enddatetime=None, userth=None, format_date=None) -> list:
    print('\nGET HISTORY\n-------------------------------')

    app = Connect().app

    contract = Contract()  # Создание объекта Contract, который описывает интересующий актив

    contract.symbol = symbol  # символ актива
    contract.secType = sectype  # 'CASH' # тип ценной бумаги
    contract.exchange = exchange  # 'IDEALPRO'  # биржа
    contract.currency = currency  # 'USD'  # валюта базового актива

    if format_date is None:
        format_date = 1  # 1- datetime,  2 - unix

    if enddatetime is None:
        enddatetime = ''

    if barsize is None:
        barsize = '1 hour'

    if duration is None:
        duration = '1 D'

    if whattoshow is None:
        whattoshow = 'BID'

    if userth is None:
        userth = 1  # 1 - обычные торговые часы, 0 - предторговля

    app.reqHistoricalData(reqId=123, contract=contract, endDateTime=enddatetime, durationStr=duration,
                          barSizeSetting=barsize, whatToShow=whattoshow, useRTH=userth, formatDate=format_date,
                          keepUpToDate=False, chartOptions=[])

    while not app.data_end:
        time.sleep(1)
    result = app.df.to_dict('records')
    print(result)

    app.disconnect()

    return result


if __name__ == '__main__':
    # get_historical_data(symbol='EUR', sectype='CASH', exchange='IDEALPRO', currency='USD')
    get_historical_data(symbol='EUR', sectype='CASH', exchange='IDEALPRO', currency='US')  # wrong params

Answer 1

data_end只在historicalDataEnd中设置为True，因此如果出现错误，它将永远不会被调用，程序将永远休眠。

不睡觉的另一个原因。