我正在使用一个程序，该程序通过 IB TWS API 检索给定合约的历史数据。我面临的问题是，当我希望将“keepUpToDate”从 False 更改为 True 以便继续接收最新数据时，程序无法运行。
这是代码：
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.common import BarData
import datetime
class MyWrapper(EWrapper):
def nextValidId(self, orderId:int):
print("Setting nextValidOrderId: %d", orderId)
self.nextValidOrderId = orderId
self.start()
def historicalData(self, reqId:int, bar: BarData):
print("HistoricalData. ReqId:", reqId, "BarData.", bar)
def historicalDataEnd(self, reqId: int, start: str, end: str):
print("HistoricalDataEnd. ReqId:", reqId, "from", start, "to", end)
app.disconnect()
print("Finished")
def historicalDataUpdate(self, reqId: int, bar: BarData):
print("HistoricalDataUpdate. ReqId:", reqId, "BarData.", bar)
def error(self, reqId, errorCode, errorString):
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
def start(self):
queryTime = (datetime.datetime.today() - datetime.timedelta(days=0)).strftime("%Y%m%d %H:%M:%S")
contract = Contract()
contract.secType = "STK"
contract.symbol = "CBLI"
contract.currency = "USD"
contract.exchange = "SMART"
app.reqHistoricalData(1, contract, queryTime, "2 D", "15 mins", "TRADES", 0, 1, False, [])
app = EClient(MyWrapper())
app.connect("127.0.0.1", 7496, clientId=123)
app.run()
我正在尝试将第 38 行的值从 False 更改为 True。我也相信问题可能出在第 30 行，因为文档指出“如果为真，则无法指定 endDateTime”。
https://interactivebrokers.github.io/tws-api/historical_bars.html
任何输入将不胜感激。