IB盈透API调试

程序员文章站 2022-07-13 15:02:15

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第一步：注册账号，并下载TWS-API:
http://interactivebrokers.github.io/#
第二步：下载并安装 IB Trade workstation：
https://www.interactivebrokers.com/cn/index.php?f=5234
打开软件进入设置如下：
IB盈透API调试
第三步：python导入ib_insync、dataclasses、pandas
输入代码：
参考：https://pypi.org/project/ib-insync/

from ib_insync import *
# util.startLoop()  # uncomment this line when in a notebook
import pandas as pd
import time

ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)

contract = Forex('EURUSD')
#指定时间
# bars = ib.reqHistoricalData(
#     contract, endDateTime='20081212 18:45:00', durationStr='60 S',
#     barSizeSetting='1 min', whatToShow='MIDPOINT', useRTH=True)
#不指定时间
bars = ib.reqHistoricalData(
    contract, endDateTime='', durationStr='60 S',
    barSizeSetting='1 secs', whatToShow='MIDPOINT', useRTH=True,keepUpToDate=True)

#convert to pandas dataframe

df = util.df(bars)
print(df)

Python调用的时候，必须保证IB Trade WorkerStation联网正常