我有这段代码可以执行一些算法,但是有几个明显的错误很难解决,因为我对Python和IBPy还不熟悉,连接问题在任何语言中都是专家问题。在
这是密码
import ib
from ib.opt import Connection, message
from ib.ext.Contract import Contract
from ib.ext.Order import Order
class Downloader(object):
field4price = ''
def __init__(self):
self.tws = ibConnection('localhost', 4001, 0)
self.tws.register(self.tickPriceHandler, 'TickPrice')
self.tws.connect()
self._reqId = 1 # current request id
def tickPriceHandler(self,msg):
if msg.field == 4:
self.field4price = msg.price
#print '[debug]', msg
def requestData(self,contract):
self.tws.reqMktData(self._reqId, contract, '', 1)
self._reqId+=1
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 = 303
c_id = 304
while __name__ == "__main__":
d1 = downloader
d2 = downloader
conn = Connection.create(port=7496, clientId=999)
conn.connect()
orderId = cid
oid = c_id
3sigma = 3
sec1 = make_contract('TSLA', 'STK', 'SMART', 'SMART', 'USD')
sec2 = make_contract('AAPL', 'STK', 'SMART', 'SMART', 'USD')
d1.requestData(sec1)
d2.requestData(sec2)
if abs(float(d1.field4price) - float(d2.field4price)) < 3sigma
if float(d1.field4price) < float(d2.field4price)
offer = make_order('BUY', 1, 200)
conn.placeOrder(orderId, sec1, offer)
offer = make_order('SELL', 1, 200)
conn.placeOrder(orderId, sec2, offer)
else
offer = make_order('BUY', 1, 200)
conn.placeOrder(orderId, sec2, offer)
offer = make_order('SELL', 1, 200)
conn.placeOrder(orderId, sec1, offer)
conn.disconnect()
x = raw_input('enter to resend')
c_id += 1
cid +=1
目前没有回答
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