Seit 2002 Diskussionen rund um die Programmiersprache Python
https://www.python-forum.de/
Du hattest doch vorher gesagt, die Daten, die du durch ib_insync erhältst, brauchen gar nicht so oft angefragt werden. Warum sagst du jetzt, dass du das unbedingt parallel zum Aufruf von Yahoo machen willst?... ib_insync, mir reicht es, wenn der Teil so mal mit durchläuft. Die Werte, die da ausgespuckt werden, ändern sich nicht stündlich.
Code: Alles auswählen
from multiprocessing import Process, Queue, set_start_method
import pandas as pd
def get_sepal_length(queue):
iris = pd.read_csv(
"https://raw.githubusercontent.com/mwaskom/seaborn-data/master/iris.csv"
)
filered_data = iris[iris.sepal_length > 6]
queue.put(filered_data)
if __name__ == "__main__":
set_start_method("spawn")
queue = Queue()
process = Process(target=get_sepal_length, args=(queue,))
process.start()
print(queue.get())
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import asyncio
import ib_insync as ibi
import pandas as pd
import time
yf_df = pd.read_csv('yahoo.csv')
stocks = yf_df.Ticker.tolist()
class App:
async def run(self):
self.ib = ibi.IB()
with await self.ib.connectAsync('127.0.0.1', 7496, clientId=16):
self.ib.reqMarketDataType(1)
contracts = [ibi.Stock(symbol, 'SMART', 'USD') for symbol in stocks]
ticks = [self.ib.reqMktData(s, "106,165,221,100", False, False) for s in contracts]
data = pd.DataFrame(ticks, columns =['bid', 'ask'])
data.to_csv('test.csv')
print(data)
def stop(self):
self.ib.disconnect()
app = App()
try:
asyncio.run(app.run())
except (KeyboardInterrupt, SystemExit):
app.stop()
Code: Alles auswählen
import asyncio
import ib_insync as ibi
import pandas as pd
import time
yf_df = pd.read_csv('yahoo.csv')
stocks = yf_df.Ticker.tolist()
class App:
async def run(self):
self.ib = ibi.IB()
with await self.ib.connectAsync('127.0.0.1', 7496, clientId=16):
self.ib.reqMarketDataType(1)
contracts = [ibi.Stock(symbol, 'SMART', 'USD') for symbol in stocks]
for s in contracts:
iv = self.ib.reqMktData(s, "106,100", False, False)
await asyncio.sleep(1)
print(round(iv.impliedVolatility*100, 2))
def stop(self):
self.ib.disconnect()
app = App()
try:
asyncio.run(app.run())
except (KeyboardInterrupt, SystemExit):
app.stop()
Mehrere Anfragen in asyncio, ist kein Problem. Ich kann dir dazu gerne ein Beispiel posten.Das Script müsste ich nun so umbauen, dass ich mehrere Anfragen auf einmal senden kann, wird nicht leicht.
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print(round(iv.impliedVolatility*100, 2))
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from ib_insync import *
ib = IB()
ib.connect('127.0.0.1', 7496, clientId=10)
stock = Stock('AMD', 'SMART', 'USD')
market_data = ib.reqMktData(stock, '106,100', False, False)
def onPendingTicker(ticker):
print("pending ticker event received")
print(ticker)
ib.pendingTickersEvent += onPendingTicker
ib.run()Code: Alles auswählen
{Ticker(contract=Stock(symbol='AMD', exchange='SMART', currency='USD'), time=datetime.datetime(2021, 7, 28, 18, 42, 20, 28620, tzinfo=datetime.timezone.utc), bid=98.12, bidSize=18, ask=98.14, askSize=50, last=98.12, lastSize=3, prevBid=98.1, prevBidSize=4, prevAsk=98.12, prevAskSize=7, prevLast=98.1, prevLastSize=2, volume=1146819, open=93.35, high=98.14, low=89.65, close=91.03, putVolume=323402, callVolume=1010232, impliedVolatility=0.37976469524517303, ticks=[TickData(time=datetime.datetime(2021, 7, 28, 18, 42, 20, 28620, tzinfo=datetime.timezone.utc), tickType=30, price=-1.0, size=323402)])}
pending ticker event received
{Ticker(contract=Stock(symbol='AMD', exchange='SMART', currency='USD'), time=datetime.datetime(2021, 7, 28, 18, 42, 20, 30634, tzinfo=datetime.timezone.utc), bid=98.12, bidSize=18, ask=98.14, askSize=50, last=98.12, lastSize=3, prevBid=98.1, prevBidSize=4, prevAsk=98.12, prevAskSize=7, prevLast=98.1, prevLastSize=2, volume=1146822, open=93.35, high=98.14, low=89.65, close=91.03, putVolume=323402, callVolume=1010232, impliedVolatility=0.37976469524517303, ticks=[TickData(time=datetime.datetime(2021, 7, 28, 18, 42, 20, 30634, tzinfo=datetime.timezone.utc), tickType=8, price=-1.0, size=1146822)])}
pending ticker event received
{Ticker(contract=Stock(symbol='AMD', exchange='SMART', currency='USD'), time=datetime.datetime(2021, 7, 28, 18, 42, 20, 32995, tzinfo=datetime.timezone.utc), bid=98.12, bidSize=15, ask=98.13, askSize=3, last=98.12, lastSize=3, prevBid=98.1, prevBidSize=18, prevAsk=98.14, prevAskSize=50, prevLast=98.1, prevLastSize=2, volume=1146822, open=93.35, high=98.14, low=89.65, close=91.03, putVolume=323402, callVolume=1010232, impliedVolatility=0.37976469524517303, ticks=[TickData(time=datetime.datetime(2021, 7, 28, 18, 42, 20, 32995, tzinfo=datetime.timezone.utc), tickType=2, price=98.13, size=3), TickData(time=datetime.datetime(2021, 7, 28, 18, 42, 20, 32995, tzinfo=datetime.timezone.utc), tickType=0, price=98.12, size=15)])}