interactive_brokers_price_handler.py 文件源码

def request_prices(self, current_date, symbols):
        """Implementation of abstract base class method."""
        # Reset the bar object for the latest assets requested.
        self.bar = pd.Panel(
            items=[PriceFields.current_price.value], major_axis=[current_date],
            minor_axis=symbols
        )
        # Issue requests to Interactive Brokers for the latest price data of
        # each asset in the list of bars.
        for i, s in enumerate(symbols):
            c = self.create_contract(s)
            self.conn.reqMktData(i, c, "", True)

        # Wait a moment.
        sleep(0.5)

        return self.bar