如何循环请求历史数据?(台湾语 API)

Question

我对tws API很陌生，我试图编写一个程序，根据股票的历史价格下订单。我尝试从 excel 文件中获取股票代码，然后在循环中调用 reqMktdata： class TestApp(EClient，EWrapper(：

def __init__(self):
EClient.__init__(self,self)
self.barsList=[]
def error(self, reqId, errorCode, errorString):
print(reqId,"error",errorString)
def nextValidId(self,reqId):
self.start()

def historicalData(self, reqId, bar):
print(bar)

def start(self):
contract = Contract()
wb = Workbook.load_workbook('StockTickers.xlsx')
sheet_ranges=wb['Sheet1']

empty_list=[]
empty_list.append(sheet_ranges['A1'].value)
empty_list.append(sheet_ranges['A2'].value)
empty_list.append(sheet_ranges['A3'].value)
for i in empty_list:
contract.symbol=str(i)
print(i)


contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
self.reqHistoricalData(1, contract, "", "26 W", "1 day", "MIDPOINT", 0, 1, False, [])
def stop(self):
self.done=True
self.disconnect()

def main((：

app = TestApp()
app.nextOrderId=0
app.connect("127.0.0.1", 7497, 0)
Timer(3, app.stop).start()

app.run()

如果名称==">主要"： 主((

但是，当我尝试打印历史数据时，它只打印第一个交易品种的历史数据并停止。谁能指出我在这里做错了什么，或者有人在循环中获取数据？谢谢。

Answer 1

您需要按合约执行此操作：

def start(self):
wb = Workbook.load_workbook('StockTickers.xlsx')
sheet_ranges = wb['Sheet1']
for cell in ['A3', 'A4', 'A5']:
contract = Contract()
contract.symbol = str(sheet_ranges[cell].value)
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = "NASDAQ"
self.reqHistoricalData(1, contract, "", "26 W", "1 day", "MIDPOINT", 0, 1, False, [])