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这是我如何检查未平仓头寸的示例。如果不存在头寸，则创建一个 txt 文件，如果存在未平仓头寸，则删除 .txt 文件。我的问题是我不知道如何断开它。它也输出错误 -1 见下面的脚本 

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.common import *
from ibapi.contract import *
from ib.opt import ibConnection
import os.path
from os import path


class CheckPos(EClient, EWrapper):
            def __init__(self):
                EClient.__init__(self, self)
            def nextValidId(self, orderId:int):
                self.reqPositions()
            def position(self, account: str, contract: Contract, position: float,
                avgCost: float):
                super().position(account, contract, position, avgCost)

                if position >0:
                    try:
                        os.remove("noposition.txt")

                    except:
                       print("Open Positons")



                else:
                    try:
                        open("noposition.txt","w+")
                        print("File Created Sucessfully")

                    except:
                        print("No Open Positions")







def main():
    app = CheckPos()
    app.connect("127.0.0.1", 7497,421 )
    app.run()


if __name__ == "__main__":
    main()

输出为 ERROR -1 2104 Market data farm connection is OK:usfuture ERROR -1 2104 Market data farm connection is OK:usfarm ERROR -1 2106 HMDS data farm connection is OK:ushmds File Created Sucessfully

4

1 回答 1

2

您删除了 positionEnd() 方法。那是你应该断开连接的时候。

此行from ib.opt import ibConnection来自 IbPy，将其删除。

我不确定您要对文件做什么，但您可能会在回调中返回许多位置。最好将它们添加到列表中，并在程序完成所有位置后对它们进行处理。我在 positionEnd() 方法中写了一些东西，断开连接然后保存数据。

像这样ERROR -1 2104 Market data farm connection is OK:usfuture的行只是信息。你可以忽略它们，除非他们说它坏了，但这是另一个错误代码。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.common import *
from ibapi.contract import *

import os

class TestApp(EClient, EWrapper):
    posns = []
    fname = 'fname.txt'

    def __init__(self):
        EClient.__init__(self, self)

    def nextValidId(self, orderId:int):
        print("id", orderId)
        print("starting program")
        self.reqPositions()

    def error(self, reqId:TickerId, errorCode:int, errorString:str):
        print("Error: ", reqId, "", errorCode, "", errorString)

    def position(self, account: str, contract: Contract, position: float, avgCost: float):
        self.posns.append((account, contract.symbol, position, avgCost))
        print(contract.symbol, position)

    def positionEnd(self):
        print("end, disconnecting")
        self.disconnect()

        #write posns to file or delete file if no positions
        if self.posns: #means not empty
            with open(self.fname, "w") as outfile:
                outfile.write('\n'.join(str(posn) for posn in self.posns))
        else: # no posns so delete file
            os.remove(self.fname)

def main():
    app = TestApp()
    app.connect("127.0.0.1", 7497, 421)
    app.run()

if __name__ == "__main__":
    main()
于 2019-07-28T22:41:45.567 回答