问题
In the following code i am collecting data to pandas dataframe called ohlcv as a function and running the app throw to the ib server:
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
from ibapi.common import * #for TickerId type
import pandas as pd
from socket import error as SocketError
import errno
def read_ohlcv(reqId, symbol, sec_type, exch, prim_exch, curr, durationStr, barSizeSetting):
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.exchange = exch
contract.primaryExchange = prim_exch
contract.currency = curr
class TestApp(EWrapper, EClient):
def __init__(self):
EClient.__init__(self,self)
self.historicaldata = pd.DataFrame([], columns = ['Open', 'High', 'Low', 'Close', 'Volume'])
def error(self, reqId:TickerId, errorCode:int, errorString:str):
if reqId > -1:
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
def historicalData(self,reqId, bar):
self.historicaldata.index.name = 'Date'
self.historicaldata.loc[bar.date] = bar.open, bar.high, bar.low, bar.close, bar.volume
def historicalDataEnd(self, reqId: int, start: str, end: str):
super().historicalDataEnd(reqId, start, end)
print("HistoricalDataEnd. ReqId:", reqId, "from", start, "to", end)
self.disconnect()
app = TestApp()
app.connect('127.0.0.1', 7497, 0)
app.reqHistoricalData(reqId = reqId,
contract = contract,
endDateTime = '',
durationStr = durationStr,
barSizeSetting = barSizeSetting,
whatToShow = 'TRADES',
useRTH = 1, # =1 for RTH data
formatDate = 1,
keepUpToDate = False,
chartOptions = [])
ohlcv = app.historicaldata
app.run()
sleep(5)
return ohlcv
When i call the function, the code is working well and I collect the data as pandas dataframe. However i get the following error which i would like to understand and find a way to avoid it:
unhandled exception in EReader thread
Traceback (most recent call last):
File "/usr/local/lib/python3.6/dist-packages/ibapi/reader.py", line 34, in run
data = self.conn.recvMsg()
File "/usr/local/lib/python3.6/dist-packages/ibapi/connection.py", line 99, in recvMsg
buf = self._recvAllMsg()
File "/usr/local/lib/python3.6/dist-packages/ibapi/connection.py", line 119, in _recvAllMsg
buf = self.socket.recv(4096)
OSError: [Errno 9] Bad file descriptor
回答1:
The ibapi package disconnects from the socket but the reader is still trying to read from the socket. The source code has been modified to just trap the error but it hasn't made it into a release yet. You can modify your source code like is suggested here. https://groups.io/g/twsapi/message/42580 .
来源:https://stackoverflow.com/questions/58619155/how-can-i-avoid-to-get-oserror-errno-9-bad-file-descriptor-using-ibapi