Interactive Brokers Python API (官方原生) 新手教學
- 樓主 綠茶妹
- 53151323-1-31 23:01
本帖最後由 綠茶妹 於 23-1-31 23:49 編輯
Interactive Brokers Python API (官方原生)
下面這一篇寫的很清楚。
我也不知道原生API有沒有比第三方API好用。反正就學學看
https://algotrading101.com/learn ... n-api-native-guide/
今天做到中間這裡 ，還滿好上手的。
我的測試
Interactive Brokers Python API (官方原生)
下面這一篇寫的很清楚。
我也不知道原生API有沒有比第三方API好用。反正就學學看
https://algotrading101.com/learn ... n-api-native-guide/
今天做到中間這裡 ，還滿好上手的。
我的測試
評分
-
+ 3
- 推薦 綠茶妹
- 23-2-12 00:00
取出1分鐘線的程式碼
複製代碼
結果如下
- from ibapi.client import EClient
- from ibapi.wrapper import EWrapper
- from ibapi.contract import Contract
- import threading
- import time
- class IBapi(EWrapper, EClient):
- def __init__(self):
- EClient.__init__(self, self)
- self.data = [] #Initialize variable to store candle
- def historicalData(self, reqId, bar):
- print(f'Time: {bar.date} Close: {bar.close}')
- self.data.append([bar.date, bar.open,bar.high,bar.low,bar.close])
-
- def run_loop():
- app.run()
- app = IBapi()
- app.connect('127.0.0.1', 7497, 123)
- #Start the socket in a thread
- api_thread = threading.Thread(target=run_loop, daemon=True)
- api_thread.start()
- time.sleep(1) #Sleep interval to allow time for connection to server
- #Create contract object
- contract = Contract()
- contract.symbol = "MYM"
- contract.secType = "FUT"
- contract.exchange = "CBOT"
- contract.currency = "USD"
- contract.lastTradeDateOrContractMonth = "202303"
- #Request historical candles
- app.reqHistoricalData(1, contract, '', '5 D', '1 min', 'TRADES', 1, 2, False, [])
- time.sleep(10) #sleep to allow enough time for data to be returned
- #Working with Pandas DataFrames
- import pandas
- df = pandas.DataFrame(app.data, columns=['DateTime', 'Open','High','Low','Close'])
- df['DateTime'] = pandas.to_datetime(df['DateTime'],unit='s')
- df.to_csv('MYM-1min.csv')
- print(df)
- app.disconnect()
結果如下
評分
-
+ 5
- 頭香 綠茶妹
- 23-1-31 23:47
MYM取資料也OK了。(一樣是上面這篇教學)
程式碼如下：
複製代碼
程式碼如下：
- from ibapi.client import EClient
- from ibapi.wrapper import EWrapper
- from ibapi.contract import Contract
- import threading
- import time
- class IBapi(EWrapper, EClient):
- def __init__(self):
- EClient.__init__(self, self)
- def tickPrice(self, reqId, tickType, price, attrib):
- if tickType == 2 and reqId == 1:
- print('The current ask price is: ', price)
- def run_loop():
- app.run()
- app = IBapi()
- app.connect('127.0.0.1', 7497, 123)
- #Start the socket in a thread
- api_thread = threading.Thread(target=run_loop, daemon=True)
- api_thread.start()
- time.sleep(1) #Sleep interval to allow time for connection to server
- #Create contract object
- contract = Contract()
- contract.symbol = "MYM"
- contract.secType = "FUT"
- contract.exchange = "CBOT"
- contract.currency = "USD"
- contract.lastTradeDateOrContractMonth = "202303"
- #Request Market Data
- app.reqMktData(1, contract, '', False, False, [])
- time.sleep(10) #Sleep interval to allow time for incoming price data
- app.disconnect()
評分
-
+ 2