anthonyng2 / ib Goto Github PK

Great code examples. I wrote a simple code based on your examples. It prints data under historicalData but not in the main() function. How do I create a dataframe in main() with historical data? For some reason it doesnt work below.

Thanks!

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.common import *
from ibapi.contract import *
from ibapi.ticktype import TickTypeEnum
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import queue

class TestWrapper(EWrapper,EClient):
def initiate_variables(self):
setattr(self, 'historical_Data', [])
setattr(self, 'historical_DataEnd_flag', False)

def historicalData(self, reqId, bar):
historical_Data = self.historical_Data
historical_Data.append((reqId, bar.date, bar.open, bar.high, bar.low, bar.close, bar.volume))
print("data", reqId, bar.date, bar.open, bar.high, bar.low, bar.close, bar.volume)

def main():

callback = TestWrapper() # Instantiate IBWrapper. callback
tws = EClient(callback) # Instantiate EClientSocket and return data to callback

tws.connect(host='127.0.0.1', port=4002, clientId=5)

callback.initiate_variables()
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.currency = "USD"
contract.exchange = "IDEALPRO"

tws.reqHistoricalData(1101, contract, "", "6000", "1 min", "MIDPOINT", 0, 1, False, [])
data= pd.DataFrame(callback.historical_Data,
columns = ["reqId", "date", "open",
"high", "low", "close",
"volume"])
data[-10:]
tws.run()
print(data)
tws.disconnect()

if __name__ == '__main__':
main()

Hello,

I purchased your udemy course, and greatly enjoyed it -- however upon going to your github I'm unable to get the software to work in Ipynb -- I can get the imports to work, however can't create instances of EWrapper/IBWrapper. Even made a class and extended functionality of IBWrapper/EClient -- still no luck.

Please advise -- and yes the software/twsapi is downloaded, basic tws calls work (requesting data) in pycharm just not able to get your code working in ipynb.

Any help would be greatly appreciated.

Here's the error thrown.

TypeError: Can't instantiate abstract class EWrapper with abstract methods accountDownloadEnd, accountSummary, accountSummaryEnd, bondContractDetails, commissionReport, connectionClosed, contractDetails, contractDetailsEnd, currentTime, deltaNeutralValidation, error, error_0, error_1, execDetails, execDetailsEnd, fundamentalData, historicalData, managedAccounts, marketDataType, nextValidId, openOrder, openOrderEnd, orderStatus, position, positionEnd, realtimeBar, receiveFA, scannerData, scannerDataEnd, scannerParameters, tickEFP, tickGeneric, tickOptionComputation, tickPrice, tickSize, tickSnapshotEnd, tickString, updateAccountTime, updateAccountValue, updateMktDepth, updateMktDepthL2, updateNewsBulletin, updatePortfolio