Python EPosixClientSocket.exited方法代码示例

# 需要导入模块: from swigibpy import EPosixClientSocket [as 别名]
# 或者: from swigibpy.EPosixClientSocket import exited [as 别名]
    def error(self, id, errCode, errString):
        global clientid
        global tws
        global connection_state
        global pacing
        global last_time
        global cooldowntime

        s = "IB[{}]: {}".format(errCode, errString)
        if id > -1:
            s += " (ID: {})".format(id)
        logging.debug(s)

        if errCode == ErrorCode.clientid_in_use:
            logging.info("Client ID {} in use, reconnecting ...".format(clientid))
            clientid += 1
            tws = EPosixClientSocket(self)
            tws.eConnect("", 7496, clientid)
        elif errCode == ErrorCode.md_connection_ok:
            logging.info("IB[{}]: {}".format(errCode, errString))
            api_started.set()
        # TODO: use a better string here!
        elif errCode == ErrorCode.historical_data_error and "Historical data request pacing violation" in errString:
            logging.info("Historical data pacing violation: retrying last batch and start using pacing between data requests...")
            logging.info(errString)
            if not pacing:
                pacing = 10
            dt = prev_last_time.strftime("%Y%m%d %H:%M:%S")
            logging.info("Cooling down for {} seconds...".format(cooldowntime))
            sleep(cooldowntime)
            cooldowntime += 15 #  sometimes we just need to cool down for a longer time
            tws.reqHistoricalData(0, contract, dt, duration, barsize, datatype, rth_only, 1)
        elif errCode == ErrorCode.historical_data_error and "invalid step" in errString:
            logging.info("IB[{}]: {}".format(errCode, errString))
            historical_data_received.set()
        elif errCode == ErrorCode.historical_data_error and "HMDS query returned no data" in errString:
            logging.info("IB[{}]: {}".format(errCode, errString))
            historical_data_received.set()
        elif (errCode == ErrorCode.historical_data_error and "Trader Workstation exited" in errString) or \
                errCode == ErrorCode.cannot_connect_to_tws:
            logging.info("IB[{}]: {}".format(errCode, errString))
            tws.exited = True
            historical_data_received.set()
        # requesting historical data from period too long time ago
        elif errCode == ErrorCode.error_validating_request and "Historical data queries on this contract requesting any data earlier than" in errString:
            dt = prev_last_time.strftime(dt_format)
            logging.info("IB cannot provide data from period ending {}, it's too far back in the history.".format(dt))
            historical_data_received.set()
        elif errCode == ErrorCode.error_validating_request:
            s = "IB[{}]: {}".format(errCode, errString)
            if id > -1:
                s += " (ID: {})".format(id)
            logging.fatal(s)
            historical_data_received.set()
        elif errCode == ErrorCode.connection_lost:
            # TODO: some logic to retry after connection has been momentarily lost, and eventually give up...
            logging.info("Connection lost, saving data end aborting...")
            if not output_file:
                sys.exit(ExitCode.error_can_continue)
            historical_data_received.set()
        elif errCode == ErrorCode.no_security_def_found:
            logging.info("IB[{}]: {}".format(errCode, errString))
            if not output_file:
                sys.exit(ExitCode.error_can_continue)
            historical_data_received.set()
        else:
            s = "IB[{}]: {}".format(errCode, errString)
            if id > -1:
                s += " (ID: {})".format(id)
            logging.info(s)

# 需要导入模块: from swigibpy import EPosixClientSocket [as 别名]
# 或者: from swigibpy.EPosixClientSocket import exited [as 别名]
        '1 day': '1 Y',
        '1W': '1 Y',
        '1M': '1 Y'
    }

    if args.d:
        duration = args.d
    else:
        duration = max_duration[barsize]

    # need to get extra info from tws in order to proceed

    callbacks = MyCallbacks()

    tws = EPosixClientSocket(callbacks)
    tws.exited = False  # used to show whether TWS has suddenly exited

    # generate clientid based on time of day so that we won't likely get duplicate clientids
    timenow = datetime.utcnow().time()
    clientid = timenow.hour * 60 * 60 + timenow.minute * 60 + timenow.second

    tws.eConnect("", 7496, clientid)

    api_started.wait(10)

    if tws.exited:
        sys.exit(2)

    logging.info("API functional, getting started...")

    logging.info("Requesting contract details...")