python - Interactive Brokers (IB) Python API：无法在 VS Code 上运行 IB 教程示例

Question

我是 Python 新手，我使用的是 Windows 7，并且已经下载并安装了 TWS API (9.76.01)（我的 TWS 正在运行 972.1），并按照说明成功安装了 ibapi python：

1) python setup.py sdist
2) python setup.py bdist_wheel
3) python -m pip install --user --upgrade dist/ibapi-9.76.01-py3-none-any.whl

我加载了 VS Code 并从 IB 复制了教程示例代码： https ://cdcdyn.interactivebrokers.com/webinars/TA-2018-TWS-Python-Receiving-Market-Data-Study-Notes.pdf （Youtube 视频：https ://www.youtube.com/watch?v=GmTPDzcko6k )

我使用的示例代码来自文档“为 AAPL 请求流市场数据的示例”的第 2 页

运行代码后，终端上没有输出。但是，在 VS Code 上的“main()”末尾有一条消息，说明以下截图：

Unable to import 'ibapi.client'pylint(import-error)
Unable to import 'ibapi.wrapper'pylint(import-error)
Unable to import 'ibapi.contract'pylint(import-error)
Unable to import 'ibapi.ticktype'pylint(import-error)
Undefined variable 'TestApp'pylint(undefined-variable)

我错过了什么或一些步骤吗？谢谢！

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum


class TestApp(EWrapper, EClient):
 def __init__(self):
 EClient.__init__(self, self)
 def error(self, reqId, errorCode, errorString):
 print("Error: ", reqId, " ", errorCode, " ", errorString)
 def tickPrice(self, reqId, tickType, price, attrib):
 print("Tick Price. Ticker Id:", reqId, "tickType:",
       TickTypeEnum.to_str(tickType), "Price:", price, end=' ')

 def tickSize(self, reqId, tickType, size):
 print("Tick Size. Ticker Id:", reqId, "tickType:",
       TickTypeEnum.to_str(tickType), "Size:", size)


def main():
 app = TestApp()
 app.connect("127.0.0.1", 7497, 0)
 contract = Contract()
 contract.symbol = "AAPL"
 contract.secType = "STK"
 contract.exchange = "SMART"
 contract.currency = "USD"
 contract.primaryExchange = "NASDAQ"
 # switch to delayed-frozen data if live is not available
 app.reqMarketDataType(4)
 app.reqMktData(1, contract, "", False, False, [])
 app.run()


if __name__ == "__main__":
 main()

标签： pythonapiinteractive-brokers

Answer 1

如果您查看 TWS API 安装，您会发现一个名为 ibapi 的文件夹。这包含定义您缺少的 TWS 类的 Python 模块。您需要设置 PYTHONPATH 环境变量以包含此目录。