如何获得基本比率通用报价 (python 3.x) (Interactive Broker)

Question

基于以下网站，我想通过 reqMktData "233,236,258"

下载基本比率通用报价

https://interactivebrokers.github.io/tws-api/fundamental_ratios_tags.html

但是我试了很多次，都无法改正错误。

'Error reading request:Message id 1004. Unable to parse data. java.lang.NumberFormatException: For input string: "Snapshot"']

AttributeError: 'IBWrapper' 对象没有属性 'reqMktData'

备注："IBWrapper"不是IB官网提供的，由以下link提供： https://github.com/anthonyng2/ib

# -*- coding: utf-8 -*-

"""
Created on Wed Jun 20 19:37:23 2018
@author: Owner
"""

import time

from IBWrapper import IBWrapper, contract 

from ib.ext.EClientSocket import EClientSocket



callback = IBWrapper() # Instantiate IBWrapper. callback

tws = EClientSocket(callback) # Instantiate EClientSocket and return data to 
callback

host = "127.0.0.1"

port = 7496

clientId = 25

tws.eConnect(host, port, clientId) # connect to TWS

create = contract() # Instantiate contract class

callback.initiate_variables()

contract_Details = create.create_contract(700, 'STK', 'SEHK', 'HKD')

tickerId = 1004

tws.reqMktData(tickerId,

contract_Details,

"233,236,258",

"ReportSnapshot" #ReportsFinSummary ReportsOwnership ReportsFinStatements 
#RESC CalendarReport ReportSnapshot

)

time.sleep(5)

print(callback.reqMktData)

tws.eDisconnect()

Answer 1

认真研究了一下，IBWrapper不支持通用的tick数据，只能导入ibpy

from ib.ext.Contract import Contract
from ib.opt import ibConnection
from time import sleep
import csv

class Downloader(object):
    tickType47value = ''
    #field4price = ''

    def __init__(self):
        self.tws = ibConnection('localhost', 7496, 20)
        self.tws.register(self.tickPriceHandler, 'TickString')
        self.tws.connect()
        self._reqId = 1003 # current request id

    def tickPriceHandler(self,msg):
        if msg.tickType == 47:    # tickType=47 
            self.tickType47value = msg.value
            #print('[debug]', msg)

    def requestData(self,contract): 
        self.tws.reqMktData(self._reqId, contract, "233, 236, 258", False)  #"233, 236, 258", 
        self._reqId+=1  

    def cancelData(self):    
        #self.tws.cancelMktData(1003)
        self.tws.disconnect()

以下 link 都是可用的基本比率 - "headers" 中存在的标记值： https://interactivebrokers.github.io/tws-api/fundamental_ratios_tags.html

if __name__=='__main__':
    headers = ['TickNo',
            'TTMNPMGN',
             'NLOW',
             'TTMPRCFPS',
             'TTMGROSMGN',
             'TTMCFSHR',
             'QCURRATIO',
             'TTMREV',
             'TTMINVTURN',
             'TTMOPMGN',
             'TTMPR2REV',
             'AEPSNORM',
             'TTMNIPEREM',
             'EPSCHNGYR',
             'TTMPRFCFPS',
             'TTMRECTURN',
             'TTMPTMGN',
             'QCSHPS',
             'TTMFCF',
             'LATESTADATE',
             'APTMGNPCT',
             'AEBTNORM',
             'TTMNIAC',
             'NetDebt_I',
             'PRYTDPCTR',
             'TTMEBITD',
             'AFEEPSNTM',
             'PR2TANBK',
             'EPSTRENDGR',
             'QTOTD2EQ',
             'TTMFCFSHR',
             'QBVPS',
             'NPRICE',
             'YLD5YAVG',
             'REVTRENDGR',
             'TTMEPSXCLX',
             'QTANBVPS',
             'PRICE2BK',
             'MKTCAP',
             'TTMPAYRAT',
             'TTMINTCOV',
             'TTMREVCHG',
             'TTMROAPCT',
             'TTMROEPCT',
             'TTMREVPERE',
             'APENORM',
             'TTMROIPCT',
             'REVCHNGYR',
             'CURRENCY',
             'DIVGRPCT',
             'TTMEPSCHG',
             'PEEXCLXOR',
             'QQUICKRATI',
             'TTMREVPS',
             'BETA',
             'TTMEBT',
             'ADIV5YAVG',
             'ANIACNORM',
             'QLTD2EQ',
             'NHIG']

    stocks=['700']
    with open('Your path', 'w', newline='') as csvfile:
        csvwriter = csv.writer(csvfile, delimiter=',', quotechar='"')
        csvwriter.writerow(headers)
        sleep(0.5)

    for x in stocks:
        for _ in range(5): #10 #If markets are open, there can be no more than 5 requests pending for the same contract.
            dl = Downloader()
            c = Contract()
            c.m_symbol = x
            c.m_secType = 'STK'
            c.m_exchange = 'SEHK'
            c.m_currency = 'HKD'
            sleep(1)
            dl.requestData(c)
            sleep(1)
            m0 = str(x)
            m = dl.tickType47value
            #data = m.split(';')
            #pairs = { tuple(datum.split('=')) for datum in data}
            #print(m)
            sleep(1)

            if dl.tickType47value:
                    with         open(r'c:\Users\Owner\Desktop\extracedCSV\ALLHKSTOCK@Finratio_2.csv', 'a', newline='') as csvfile:
                    csvwriter = csv.writer(csvfile, delimiter=',', quotechar='"')
                    row = []
                    row.append(m0)
                    row.append(m)
                    csvwriter.writerow(row)
                    dl.cancelData()
                    sleep(0.5)
                    break

            print("Data is empty")
            dl.cancelData()
            sleep(0.5)

如何获得基本比率通用报价 (python 3.x) (Interactive Broker)

How to get Fundamental Ratios generic ticks (python 3.x) (Interactive Broker)

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