brokers.py 文件源码

def req_hist_data_async(self, *req_list: [object]):
        """
        Concurrently downloads historical market data for multiple requests.
        """
        ibparms_list = (self._hist_data_req_to_args(req) for req in req_list)
        bars_list = await asyncio.gather(*(
            self.reqHistoricalDataAsync(*ibparms)
            for ibparms in ibparms_list))
        df_list = [ib_insync.util.df(bars) for bars in bars_list]
        xchg_tz_list = await asyncio.gather(*(
            self.hist_data_req_timezone(req) for req in req_list))
        blk_list = []
        for req, df, xchg_tz in zip(req_list, df_list, xchg_tz_list):
            _logger.debug(df.iloc[:3])
            if req.BarSize[-1] in ('d', 'W', 'M'):  # not intraday
                dl_tz = xchg_tz  # dates without timezone, init with xchg_tz.
            else:
                dl_tz = pytz.UTC
            blk = MarketDataBlock(df, symbol=req.Symbol, datatype=req.DataType,
                                  barsize=req.BarSize, tz=dl_tz)
            blk.tz_convert(xchg_tz)
            blk_list.append(blk)
        return blk_list