我是Python的新手,我使用Windows 7,并且已经下载并安装了TWS API(9.76.01)(我的TWS正在运行972.1),并按照指示成功安装了ibapi python:
1) python setup.py sdist
2) python setup.py bdist_wheel
3) python -m pip install --user --upgrade dist/ibapi-9.76.01-py3-none-any.whl
我加载了VS Code,并从IB复制了教程示例代码:https://cdcdyn.interactivebrokers.com/webinars/TA-2018-TWS-Python-Receiving-Market-Data-Study-Notes.pdf
(Youtube视频:https://www.youtube.com/watch?v=GmTPDzcko6k)
我使用的示例代码来自文档“为APL请求流市场数据的示例”的第2页
运行代码后,终端上没有输出。但是,VS Code的“ main()”末尾有一条消息,指出以下截图:
Unable to import 'ibapi.client'pylint(import-error)
Unable to import 'ibapi.wrapper'pylint(import-error)
Unable to import 'ibapi.contract'pylint(import-error)
Unable to import 'ibapi.ticktype'pylint(import-error)
Undefined variable 'TestApp'pylint(undefined-variable)
有什么我错过的步骤吗?谢谢!
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
class TestApp(EWrapper, EClient):
def __init__(self):
EClient.__init__(self, self)
def error(self, reqId, errorCode, errorString):
print("Error: ", reqId, " ", errorCode, " ", errorString)
def tickPrice(self, reqId, tickType, price, attrib):
print("Tick Price. Ticker Id:", reqId, "tickType:",
TickTypeEnum.to_str(tickType), "Price:", price, end=' ')
def tickSize(self, reqId, tickType, size):
print("Tick Size. Ticker Id:", reqId, "tickType:",
TickTypeEnum.to_str(tickType), "Size:", size)
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
# switch to delayed-frozen data if live is not available
app.reqMarketDataType(4)
app.reqMktData(1, contract, "", False, False, [])
app.run()
if __name__ == "__main__":
main()
最佳答案
如果浏览TWS API安装,将找到一个名为ibapi的文件夹。它包含定义您缺少的TWS类的Python模块。您需要设置PYTHONPATH环境变量以包含此目录。
Algorithmic Trading with Interactive Brokers