0

の結果に苦労していますScannerSubscription。
たとえば、私が要求した場合:

qqq_id = 0
subscript = ScannerSubscription()
subscript.numberOfRows(15)
subscript.m_scanCode = 'HIGH_OPEN_GAP'
subscript.m_instrument = 'STK'
subscript.m_averageOptionVolumeAbove = ''
subscript.m_couponRateAbove = ''
subscript.m_couponRateBelow = ''
subscript.m_abovePrice = '5'
subscript.m_belowPrice = ''
subscript.m_marketCapAbove = ''
subscript.m_marketCapBelow = ''
subscript.m_aboveVolume = '100000'
subscript.m_stockTypeFilter = 'ALL'
subscript.locationCode('STK.US.MAJOR')
tws_conn.reqScannerSubscription(qqq_id, subscript)
tws_conn.reqScannerParameters()

scannerData次のような応答 を受け取りました。

<scannerData reqId=0, rank=0, contractDetails=<ib.ext.ContractDetails.ContractDetails object at 0x00000000036EFA58>, distance=None, benchmark=None, projection=None, legsStr=None>
等...

しかし、結果の値を取得できません。たとえば、次のようになります。

reqScannerParameters()xml 結果は、値<colId>390</colId>の colId として指定します。Gap

<ScanType>
    <displayName>Top Close-to-Open % Gainers</displayName>
    <scanCode>HIGH_OPEN_GAP</scanCode>
    <instruments>STK,STOCK.NA,STOCK.EU,STOCK.HK,FUT.US,FUT.HK,FUT.EU,FUT.NA</instruments>
    <absoluteColumns>false</absoluteColumns>
<Columns varName="columns">
<Column>
    <colId>390</colId>
    <name>Gap</name>
    <display>true</display>
    <section>m</section>
    <displayType>DATA</displayType>
</Column>

GAP 値を取得するにはどうすればよいですか?
これは可能ですか？

4

1 に答える 1

1

これで、契約を取得してからデータを要求することになっているはずです。

import pandas as pd
scans = 15
res = pd.DataFrame(index = range(scans), columns = ['sym','open','close','calc']).fillna(0)
msgs = []

from ib.ext.Contract import Contract
from ib.opt import ibConnection, message
from ib.ext.TickType import TickType as tt

def tickPrice(msg):
    global scans 

    if msg.field in [tt.OPEN, tt.CLOSE]:
        res.loc[msg.tickerId,tt.getField(msg.field)] = msg.price

    op = res.loc[msg.tickerId,'open']
    cl = res.loc[msg.tickerId,'close']

    if  op > 0 and cl > 0 and res.loc[msg.tickerId,'calc'] == 0:
        res.loc[msg.tickerId,'calc'] = ((op-cl)*100/cl)
        con.cancelMktData(msg.tickerId)
        scans -= 1
        if scans == 0:
            print(res)
            con.disconnect()

def snapshot(msg):
    res.loc[msg.rank,'sym'] = msg.contractDetails.m_summary.m_symbol
    #tt.OPEN (14) isn't coming with snapshot
    con.reqMktData(str(msg.rank), msg.contractDetails.m_summary, "", False)

def watcher(msg):
    #print (msg)
    msgs.append(msg)

def scanData(msg):
    snapshot(msg)

def scanDataEnd(msg):
    con.cancelScannerSubscription(qqq_id)

con = ibConnection(port=7497, clientId=888)
con.registerAll(watcher)
con.unregister(watcher, message.scannerData)
con.register(scanData, message.scannerData)
con.unregister(watcher, message.scannerDataEnd)
con.register(scanDataEnd, message.scannerDataEnd)
con.unregister(watcher, message.tickPrice)
con.register(tickPrice, message.tickPrice)

con.connect()

from ib.ext.ScannerSubscription import ScannerSubscription
qqq_id = 0
subscript = ScannerSubscription()
subscript.numberOfRows(15)
subscript.m_scanCode = 'HIGH_OPEN_GAP'
subscript.m_instrument = 'STK'
subscript.m_averageOptionVolumeAbove ='0'
subscript.m_abovePrice = '5'
subscript.m_aboveVolume = '100000'

con.reqScannerSubscription(qqq_id, subscript)

推定午後 1 時の解像度 =

        sym   open  close       calc
0       TAC   4.95   4.25  16.470588
1      CTRP  44.80  40.99   9.294950
2      IIIN  39.26  36.58   7.326408
3       LFC  14.60  13.63   7.116654
4       ACH  11.59  10.87   6.623735
5      KALV   9.01   8.38   7.517900
6      OMER  13.25  12.75   3.921569
7      DWTI  68.00  66.50   2.255639
8      WLDN  23.75  23.43   1.365770
9       BZQ  19.67  18.73   5.018687
10     JNUG   6.55   6.43   1.866252
11  GXP PRB  50.78  49.80   1.967871
12       AU  10.85  10.59   2.455146
13     USLV  13.07  12.81   2.029664
14      CBD  16.60  16.03   3.555833

なぜランキングに入らないのかわからない？？

于 2016-11-25T18:01:57.020 に答える