brokers.py 文件源码

def _hist_data_req_to_args(self, req: object):
        """Convert marketdata.HistDataReq to IB arguments.
        """
        assert req.DataType.upper() in IB_HIST_DATA_TYPES,\
            'Invalid IB data type requested: %s' % req.DataType
        contract = self._hist_data_req_to_contract(req)
        endDateTime = pytz.UTC.normalize(
            req.TimeEnd).strftime('%Y%m%d %H:%M:%S %Z')
        durationStr = timedur_to_IB(req.TimeDur)
        barSizeSetting = barsize_to_IB(req.BarSize)
        whatToShow = req.DataType.upper()
        useRTH = True if barSizeSetting in ('1 day', '1W', '1M') else False
        formatDate = 2  # enforce UTC output
        keepUpToDate = False
        chartOptions = None
        return (contract, endDateTime, durationStr, barSizeSetting, whatToShow,
                useRTH, formatDate, keepUpToDate, chartOptions)