python - ibpy 交互式经纪商的 python api 不适用于下订单

Question

我有以下示例代码，当我第一次尝试运行它时，它起作用了:

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

def make_contract(symbol, sec_type, exch, prim_exch, curr):

    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 make_order(action,quantity, price = None):

    if price is not None:
        order = Order()
        order.m_orderType = 'LMT'
        order.m_totalQuantity = quantity
        order.m_action = action
        order.m_lmtPrice = price

    else:
        order = Order()
        order.m_orderType = 'MKT'
        order.m_totalQuantity = quantity
        order.m_action = action


    return order


cid = 100

while __name__ == "__main__":

    conn = Connection.create(port=7496, clientId=999)
    conn.connect()
    oid = cid
    cont = make_contract('AAPL', 'STK', 'SMART', 'SMART', 'USD')
    offer = make_order('BUY', 1, 200)
    conn.placeOrder(oid, cont, offer)
    conn.disconnect()
    x = raw_input('enter to resend')
    cid += 1

当我第一次运行脚本时，IB的界面会弹出一个窗口，并显示来自API的纸质交易的配置信息。然而，当我第二次、第三次运行它时，弹出信息再也没有出现，这让我很困惑。这里有什么问题吗？

Answer 1

正如已经提到的，应该是 if name == "ma​​in":

您正在做的是运行一个无限循环，连接到 IB API、下订单、断开连接并重复相同的过程。

该弹出窗口可能是 API 警告之一，一旦接受，就不会再出现，因此您不会再看到它。

您的订单很可能已下达并且应该显示在 TWS 中，除非它导致了您在 TWS 中看不到的错误。

正如其他人提到的，您需要做的首先是不要使用 iPython 笔记本，因为它不会让您很好地了解正在发生的事情。将您的代码更改为如下所示，您将能够看到发生了什么:

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

def make_contract(symbol, sec_type, exch, prim_exch, curr):

    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 make_order(action,quantity, price = None):

    if price is not None:
        order = Order()
        order.m_orderType = 'LMT'
        order.m_totalQuantity = quantity
        order.m_action = action
        order.m_lmtPrice = price

    else:
        order = Order()
        order.m_orderType = 'MKT'
        order.m_totalQuantity = quantity
        order.m_action = action


    return order


cid = 100

def handleAll(msg):
    print msg

if __name__ == "__main__":

    conn = Connection.create(port=7496, clientId=999)
    conn.connect()
    conn.registerAll(handleAll)
    oid = cid
    cont = make_contract('AAPL', 'STK', 'SMART', 'SMART', 'USD')
    offer = make_order('BUY', 1, 200)
    conn.placeOrder(oid, cont, offer)
    while 1:
        time.sleep(1)