Ibpy与Interactive不兼容

Question

我觉得有什么根本的错误。我从一个示例代码到另一个示例代码，尝试每一个，但我从来没有取得任何成功。

下面是我运行的脚本和响应的集合。这些脚本大多来自StackOverflow上的示例，在这些示例中，该人似乎(在获得一些帮助后)取得了成功。唉，我没有成功，只是觉得我所做的事情一定有什么问题。

在我开始看那些似乎不起作用的脚本之前，这里是我对Interactive，TWS的信任。

API -设置

选中:启用ActiveX和套接字客户端。未选中:启用DDE客户端。未检查:只读API。选中:在连接上下载打开的订单。检查:在发送投资组合时包括外汇头寸。选中:为EEP发送状态更新。套接字端口= 7496检查:使用负数绑定自动订单。未选中:创建API消息日志文件。未选中:在API日志文件中包含市场数据。未选中:让API帐户请求切换用户可访问的acc订阅。日志级别=错误。主API客户端ID = 100。将批量数据发送到API的超时时间为30秒。Component Exch Separator = Blank (此处没有条目)。选中:只允许从本地主机连接。

API -检查预防措施:绕过API订单的命令预防措施。在这个选项卡中，其他所有的东西都没有被选中。

例1.

#test_conn.py

from ib.opt import ibConnection
con = ibConnection(port=7496,clientId=100)
print(con.connect())

运行脚本和响应

C:\Users\alex>python test_conn.py
Server Version: 76
TWS Time at connection:20160314 16:13:59 ICT
True
True

我想我能和TWS有联系吗？

例2.

#test_portfolio.py

from ib.opt import ibConnection, message

def acct_update(msg):
    print(msg)

con = ibConnection(port=7496,clientId=100)
con.register(acct_update,
             message.updateAccountValue,
             message.updateAccountTime,
             message.updatePortfolio)
con.connect()
con.reqAccountUpdates(True,'DU358588')

#don't forget to disconnect somehow when done
con.disconnect()

运行脚本和响应

C:\Users\alex>python test_portfolio.py
Server Version: 76
TWS Time at connection:20160314 16:25:59 ICT

C:\Users\alex>

所以什么都不回？

例3.

#test_mkt_data.py

from ib.opt import ibConnection, message
from ib.ext.Contract import Contract
from time import sleep

def my_callback_handler(msg):
    inside_mkt_bid = ''
    inside_mkt_ask = ''

    if msg.field == 1:
        inside_mkt_bid = msg.price
        print 'bid', inside_mkt_bid
    elif msg.field == 2:
        inside_mkt_ask = msg.price
        print 'ask', inside_mkt_ask

tws = ibConnection()
tws.register(my_callback_handler, message.tickSize, message.tickPrice)
tws.connect()

c = Contract()
c.m_symbol = "GOOG"
c.m_secType = "STK"
c.m_exchange = "SMART"
c.m_currency = "USD"

tws.reqMktData(1,c,"",False)
sleep(25)

print 'All done'

tws.disconnect()

运行脚本和响应

C:\Users\alex>python test_mkt_data.py
Server Version: 76
TWS Time at connection:20160314 16:31:54 ICT
All done
Exception in thread EReader (likely raised during interpreter shutdown):
C:\Users\alex>

再说一遍，什么都不回？

例4。

#test_historical.py

from time import sleep, strftime
from time import sleep
from ib.ext.Contract import Contract
from ib.opt import ibConnection, message

def my_account_handler(msg):
    print(msg)

def my_tick_handler(msg):
    print(msg)

def my_hist_data_handler(msg):
    print(msg)


if __name__ == '__main__':

    con = ibConnection(port=7496,clientId=100)
    con.register(my_account_handler, 'UpdateAccountValue')
    con.register(my_tick_handler, message.tickSize, message.tickPrice)
    con.register(my_hist_data_handler, message.historicalData)
    con.connect()

    print(con.isConnected())

    def inner():

        qqqq = Contract()
        qqqq.m_secType = "STK" 
        qqqq.m_symbol = "GOOG"
        qqqq.m_currency = "USD"
        qqqq.m_exchange = "SMART"
        endtime = strftime('%Y%m%d %H:%M:%S')
    print(endtime)
        print(con.reqHistoricalData(1,qqqq,endtime,"5 D","1     hour","MIDPOINT",0,1))



        sleep(10)

    inner()
    sleep(5)
    print('disconnected', con.disconnect())
    print(con.isConnected())

运行脚本和响应

C:\Users\alex>python test_historical.py
Server Version: 76
TWS Time at connection:20160314 16:38:03 ICT
True
20160314 16:38:04
None
('disconnected', True)
False

C:\Users\alex>

没有历史数据？去掉“打印”中的“打印”(con.req.还是没什么区别。

例5.

# ib_api_demo.py

from ib.ext.Contract import Contract
from ib.ext.Order import Order
from ib.opt import Connection, message

def error_handler(msg):
    """Handles the capturing of error messages"""
    print "Server Error: %s" % msg

def reply_handler(msg):
    """Handles of server replies"""
    print "Server Response: %s, %s" % (msg.typeName, msg)

def create_contract(symbol, sec_type, exch, prim_exch, curr):
    """Create a Contract object defining what will
    be purchased, at which exchange and in which currency.

    symbol - The ticker symbol for the contract
    sec_type - The security type for the contract ('STK' is 'stock')
    exch - The exchange to carry out the contract on
    prim_exch - The primary exchange to carry out the contract on
    curr - The currency in which to purchase the contract"""
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = sec_type
    contract.m_exchange = exch
    contract.m_primaryExch = prim_exch
    contract.m_currency = curr
    return contract

def create_order(order_type, quantity, action):
    """Create an Order object (Market/Limit) to go long/short.

    order_type - 'MKT', 'LMT' for Market or Limit orders
    quantity - Integral number of assets to order
    action - 'BUY' or 'SELL'"""
    order = Order()
    order.m_orderType = order_type
    order.m_totalQuantity = quantity
    order.m_action = action
    return order

if __name__ == "__main__":
    # Connect to the Trader Workstation (TWS) running on the
    # usual port of 7496, with a clientId of 100
    # (The clientId is chosen by us and we will need 
    # separate IDs for both the execution connection and
    # market data connection)
    tws_conn = Connection.create(port=7496, clientId=100)
    tws_conn.connect()

    # Assign the error handling function defined above
    # to the TWS connection
    tws_conn.register(error_handler, 'Error')

    # Assign all of the server reply messages to the
    # reply_handler function defined above
    tws_conn.registerAll(reply_handler)

    # Create an order ID which is 'global' for this session. This
    # will need incrementing once new orders are submitted.
    order_id = 1

    # Create a contract in a stock via SMART order routing
    goog_contract = create_contract('BHP', 'STK', 'SMART', 'SMART', 'AUD')

    # Go long 100 shares of Google
    goog_order = create_order('MKT', 100, 'BUY')

    # Use the connection to the send the order to IB
    tws_conn.placeOrder(order_id, goog_contract, goog_order)

    # Disconnect from TWS
    tws_conn.disconnect()

运行和响应

C:\Users\alex>python ib_api_demo.py
Server Version: 76
TWS Time at connection:20160314 16:43:55 ICT
Server Error: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:afarm>

Server Response: error, <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:afarm>
C:\Users\alex>

所以似乎什么都没有起作用，我觉得只有一些基本的东西我错过了？当我运行python脚本和TWS设置(参见上面)时，我已经让TWS登录并运行，对于其他人在网上说的话来说，似乎都是正确的。

任何帮助都很感激。

Answer 1

我试过你提供的密码。

示例2.在con.disconnect()之前添加睡眠(1)

示例3.tWS= ibConnection()应改为tws = ibConnection(port=7496，clientId=100)

例4，"1小时“

示例5.注意下一个有效的订单id。它应该大于Ib系统中的order id。您可以使用以下代码从系统获得下一个有效的订单id。

def save_order_id(msg):

    print('Next Valid ID is ' + str(msg.orderId))

con = ibConnection(port=7496,clientId=100)

con.register(save_order_id, 'NextValidId')

con.connect()

sleep(1)

con.disconnect()

你很好地适应了上面的变化。