使用IbPy的基本数据

Question

我正在尝试使用IbPY将其股票的价格与其财务报表一起提取。我是python的新手，并没有完全理解在IbPy中调用一些不同方法的复杂性。

我写了一些代码来循环SP 500，并拉出每个股票的出价/询问。我希望有人能够帮助我找出下一步提取财务报表的方法。

有关最佳方法的思考？

from ib.opt import ibConnection, message 
from ib.ext.Contract import Contract 
from ib.ext.EWrapper import EWrapper 
from time import sleep 
import csv 

with open(r'C:\Users\User\folder\sp500-symbol-list.txt') as f: 
reader = csv.reader(f) 
lst = list(reader) 


bid_lst=[] 
ask_lst = [] 

start = -1 

for x in range(len(lst)): 
start = start +1 

    def my_callback_handler(msg): 
    #print(start) 
    inside_mkt_bid = '' 
    inside_mkt_ask = '' 

    if msg.field == 1: 
     inside_mkt_bid = msg.price 
     z = ('bid', inside_mkt_bid) 
     print(z) 
     bid_lst.append(z[1]) 


    elif msg.field == 2: 
     inside_mkt_ask = msg.price 
     k=['ask', inside_mkt_ask] 
     print(k) 
     ask_lst.append(k[1]) 

tws = ibConnection(port=1111, clientId=000) 
tws.register(my_callback_handler, message.tickSize, message.tickPrice) 
tws.connect() 


c = Contract() 
c.m_symbol = lst[start][0] 
c.m_secType = 'STK' 
c.m_exchange = "SMART" 
c.m_currency = "USD" 

print(c.m_symbol) 
tws.reqMktData(1,c,"",False) 
tws.reqFundamentalData(1,c,'ReportsFinStatements') 
sleep(1) 

tws.disconnect() 

Answer 1

有很多无关的代码，但你的问题是你没有实现基本数据回调的处理程序。

from ib.opt import ibConnection, message 
from ib.ext.Contract import Contract 
from time import sleep 

def fundamentalData_handler(msg): 
    print(msg) 

def error_handler(msg): 
    print(msg) 

tws = ibConnection(port=7497, clientId=123) 
tws.register(error_handler, message.Error) 
tws.register(fundamentalData_handler, message.fundamentalData) 
tws.connect() 

c = Contract() 
c.m_symbol = 'AAPL' 
c.m_secType = 'STK' 
c.m_exchange = "SMART" 
c.m_currency = "USD" 

tws.reqFundamentalData(1,c,'ReportsFinStatements') 
sleep(2) 

tws.disconnect()