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我正在尝试开发一种股票筛选器，用于在特定时间范围内筛选多只股票的价格行为。因此，我需要在具有足够内存缓冲区的多个工具上自动从 IB 提取数据。

如果我只运行一次脚本，服务器可以顺利连接。

TWS Time at connection:20171206 12:00:11 CST

连接成功后，我用ibpy拉出历史数据。数据下载成功，没有问题。但是，当我再次尝试从具有相同设置的同一仪器中提取数据时。

TWS Time at connection:20171206 12:00:11 CST
Server Error: <error id=None, errorCode=None, errorMsg=unpack requires a buffer of 1 bytes>

我不确定如何为执行此任务分配内存缓冲区。我是 Python 的新手，对缓冲区分配一无所知。请以超级简单的语言提供解决服务器错误的建议。提前感谢您的帮助和努力！！（理想情况下，为了我更容易理解，无需深入编辑 ibpy 核心代码）

我试图联系 IB 客户服务以获取 API 支持，但由于缺少错误代码而无济于事。

下面是与IB的连接相关的代码。

def connect_to_tws(self):
    self.tws_conn = Connection.create(port=7497, clientId=5)
    self.tws_conn.connect()
    self.register_callback_functions()

def contract_creation(self):
    self.listbox1.delete(0,END) # clears contents of the listbox
    self.tws_conn.cancelHistoricalData(5) #cancels historical data
    mySymbol = self.input.symbol # get the symbol from the combobox

    contract = self.create_contract(mySymbol,
                               'STK',   # security STK = stock 
                               'SEHK', # exchange
                               '',# primary exchange
                               'HKD')   # currency

    duration = self.input.duration # get the duration ie. 1 D, 1 M, 1 Y
    bar_size = self.input.barsize  # get the bar size ie. 5 mins, 2 mins, 1 day

    self.tws_conn.reqHistoricalData(tickerId = 5,       # contract number can be any number
                                    contract=contract,  # contract detail from about
                                    endDateTime=self.input.now,    # end date and time
                                    durationStr=duration,    
                                    barSizeSetting=bar_size,
                                    whatToShow='TRADES', # what to show ie. MIDPOINT, BID, ASK,
                                    useRTH=1,          # Regular trading hours 1 = RTH, 0 = all data
                                    formatDate=1)   # 1 = 20161021  09:30:00 2 = Unix time (Epoch)

def register_callback_functions(self):
    # Assign server messages handling function.
    self.tws_conn.registerAll(self.server_handler)

    # Assign error handling function.
    self.tws_conn.register(self.error_handler, 'Error')

def error_handler(self, msg):
    if msg.typeName == 'error'and msg.id != -1:
        print ('Server Error:', msg)

def server_handler(self, msg):    
    if msg.typeName == 'historicalData':
        hd_date = msg.date
        hd_open = msg.open
        hd_high = msg.high
        hd_low = msg.low
        hd_close = msg.close
        hd_volume = msg.volume

        str_date = str(hd_date)
        str_open = str(hd_open)
        str_high = str(hd_high)
        str_low = str(hd_low)
        str_close = str(hd_close)
        str_volume = str(hd_volume)
        # creates a string containing date, open, high, low, close, volume
        priceData2 = hd_date+","+str_open+","+str_high+","+str_low+","+str_close+","+str_volume

        if 'finished' in hd_date:
            pass
        else:
            str_data = hd_date, hd_open, hd_high, hd_low, hd_close, hd_volume
            print (str_data) # prints info to the Python shell
            self.listbox1.insert(END, priceData2) # adds info to the listbox

    elif msg.typeName == "error" and msg.id != -1:
        return

def create_contract(self, symbol, sec_type, exch, prim_exch, curr):
    contract = Contract()
    contract.m_symbol = symbol
    contract.m_secType = sec_type
    contract.m_exchange = exch
    contract.m_primaryExch = prim_exch
    contract.m_currency = curr
    return contract
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1 回答 1

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我每天都在使用 IBpy 库，而且我从来没有遇到过缓冲区大小的问题。也许您会告诉我们更多关于您的环境（操作系统、CPU、RAM）的信息？IBpy 的其他示例是否有效？

与 IB 的沟通并不容易，但通过输入一些print("Line xx works")信息，您将知道错误发生在哪里，并通过消息向 IB 发送更具体的信息，他们将帮助您友好。

于 2018-02-03T08:58:05.063 回答