交互式经纪人Python API连接缓冲区

Question

我正在尝试开发一个库存筛选器，以在多个股票上的特定时间范围内筛选价格操作。因此，我需要在具有足够的内存缓冲器的多个乐器上自动从IB中提取数据。

如果我只运行脚本一次，则可以平稳连接服务器。

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

成功连接后，我使用ibpy删除了历史数据。成功下载了数据，没有问题。但是，当我尝试再次使用相同设置从同一仪器中获取数据时。

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，对缓冲分配不了解。请用超级简单的语言建议解决服务器错误。预先感谢您的帮助和努力！！（理想情况下，无需更深入地编辑IBPY核心代码，以使我更容易理解）

我试图联系IB客户服务以寻求API支持，但由于缺乏错误代码而徒劳无功。

这是与IB的连接有关的代码。

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        

Answer 1

我每天都使用Ibpy-library，但我从来没有遇到缓冲尺寸的问题。也许您会告诉我们更多有关您的环境（OS，CPU，RAM）的信息？ibpy工作的其他例子吗？

与IB的通信并不容易，但是使用一些print("Line xx works")，您会知道发生错误的位置，并通过消息向IB发送更多具体信息，它们将帮助您友好。