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algorithmic-trading c++ interactive-brokers ib-api

algorithmic trading-无法在IB API C ++中获取历史数据

(algorithmic trading - Cant get historical data in IB API C++)

发布于 2020-12-14 05:11:10

我正在尝试获取外汇合约的历史数据（不需要任何订阅），并在以下位置获取std :: bad_alloc

m_pClient->reqHistoricalData(4001, contract, queryTime, "1 M", "1 day", "TRADES", 1, 1, false, TagValueListSPtr());

这是完整的代码：

#include "stdafx.h"

#include <Contract.h>
#include <Order.h>
#include <OrderState.h>
#include <Execution.h>
#include <CommissionReport.h>
#include <ScannerSubscription.h>
#include <executioncondition.h>
#include <PriceCondition.h>
#include <MarginCondition.h>
#include <PercentChangeCondition.h>
#include <TimeCondition.h>
#include <VolumeCondition.h>
#include <CommonDefs.h>
#include <EWrapper.h>
#include <EReaderOSSignal.h>
#include <EReader.h>
#include <EClientSocket.h>
#include <EClient.h>

#include <stdio.h>
#include <chrono>
#include <iostream>
#include <thread>
#include <ctime>
#include <fstream>
#include <cstdint>

using namespace std;
class TestSample : public EWrapper
{
public:
    TestSample();
    ~TestSample();
    void historicalDataRequests(Contract &contract);
    bool connect(const char * host, int port, int clientId = 0);
    void tickPrice(TickerId tickerId, TickType field, double price, const TickAttrib& attrib) {}
    void tickSize(TickerId tickerId, TickType field, int size) {}
    void tickOptionComputation(TickerId tickerId, TickType tickType, double impliedVol, double delta,
        double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice) {}
    void tickGeneric(TickerId tickerId, TickType tickType, double value) {}
    void tickString(TickerId tickerId, TickType tickType, const std::string& value) {}
    void tickEFP(TickerId tickerId, TickType tickType, double basisPoints, const std::string& formattedBasisPoints,
        double totalDividends, int holdDays, const std::string& futureLastTradeDate, double dividendImpact, double dividendsToLastTradeDate) {}
    void orderStatus(OrderId orderId, const std::string& status, double filled,
        double remaining, double avgFillPrice, int permId, int parentId,
        double lastFillPrice, int clientId, const std::string& whyHeld, double mktCapPrice) {}
    void openOrder(OrderId orderId, const Contract&, const Order&, const OrderState&) {}
    void openOrderEnd() {}
    void winError(const std::string& str, int lastError) {}
    void connectionClosed() {}
    void updateAccountValue(const std::string& key, const std::string& val,
        const std::string& currency, const std::string& accountName) {}
    void updatePortfolio(const Contract& contract, double position,
        double marketPrice, double marketValue, double averageCost,
        double unrealizedPNL, double realizedPNL, const std::string& accountName) {}
    void updateAccountTime(const std::string& timeStamp) {}
    void accountDownloadEnd(const std::string& accountName) {}
    void nextValidId(OrderId orderId) {}
    void contractDetails(int reqId, const ContractDetails& contractDetails) {}
    void bondContractDetails(int reqId, const ContractDetails& contractDetails) {}
    void contractDetailsEnd(int reqId) {}
    void execDetails(int reqId, const Contract& contract, const Execution& execution) {}
    void execDetailsEnd(int reqId) {}
    void error(int id, int errorCode, const std::string& errorString) {}
    void updateMktDepth(TickerId id, int position, int operation, int side,
        double price, int size) {}
    void updateMktDepthL2(TickerId id, int position, const std::string& marketMaker, int operation,
        int side, double price, int size, bool isSmartDepth) {}
    void updateNewsBulletin(int msgId, int msgType, const std::string& newsMessage, const std::string& originExch) {}
    void managedAccounts(const std::string& accountsList) {}
    void receiveFA(faDataType pFaDataType, const std::string& cxml) {}
    void historicalData(TickerId reqId, const Bar& bar);
    void historicalDataEnd(int reqId, const std::string& startDateStr, const std::string& endDateStr) {}
    void scannerParameters(const std::string& xml) {}
    void scannerData(int reqId, int rank, const ContractDetails& contractDetails,
        const std::string& distance, const std::string& benchmark, const std::string& projection,
        const std::string& legsStr) {}
    void scannerDataEnd(int reqId) {}
    void realtimeBar(TickerId reqId, long time, double open, double high, double low, double close,
        long volume, double wap, int count) {}
    void currentTime(long time) {}
    void fundamentalData(TickerId reqId, const std::string& data) {}
    void deltaNeutralValidation(int reqId, const DeltaNeutralContract& deltaNeutralContract) {}
    void tickSnapshotEnd(int reqId) {}
    void marketDataType(TickerId reqId, int marketDataType) {}
    void commissionReport(const CommissionReport& commissionReport) {}
    void position(const std::string& account, const Contract& contract, double position, double avgCost) {}
    void positionEnd() {}
    void accountSummary(int reqId, const std::string& account, const std::string& tag, const std::string& value, const std::string& curency) {}
    void accountSummaryEnd(int reqId) {}
    void verifyMessageAPI(const std::string& apiData) {}
    void verifyCompleted(bool isSuccessful, const std::string& errorText) {}
    void displayGroupList(int reqId, const std::string& groups) {}
    void displayGroupUpdated(int reqId, const std::string& contractInfo) {}
    void verifyAndAuthMessageAPI(const std::string& apiData, const std::string& xyzChallange) {}
    void verifyAndAuthCompleted(bool isSuccessful, const std::string& errorText) {}
    void connectAck() {}
    void positionMulti(int reqId, const std::string& account, const std::string& modelCode, const Contract& contract, double pos, double avgCost) {}
    void positionMultiEnd(int reqId) {}
    void accountUpdateMulti(int reqId, const std::string& account, const std::string& modelCode, const std::string& key, const std::string& value, const std::string& currency) {}
    void accountUpdateMultiEnd(int reqId) {}
    void securityDefinitionOptionalParameter(int reqId, const std::string& exchange, int underlyingConId, const std::string& tradingClass,
        const std::string& multiplier, const std::set<std::string>& expirations, const std::set<double>& strikes) {}
    void securityDefinitionOptionalParameterEnd(int reqId) {}
    void softDollarTiers(int reqId, const std::vector<SoftDollarTier> &tiers) {}
    void familyCodes(const std::vector<FamilyCode> &familyCodes) {}
    void symbolSamples(int reqId, const std::vector<ContractDescription> &contractDescriptions) {}
    void mktDepthExchanges(const std::vector<DepthMktDataDescription> &depthMktDataDescriptions) {}
    void tickNews(int tickerId, time_t timeStamp, const std::string& providerCode, const std::string& articleId, const std::string& headline, const std::string& extraData) {}
    void smartComponents(int reqId, const SmartComponentsMap& theMap) {}
    void tickReqParams(int tickerId, double minTick, const std::string& bboExchange, int snapshotPermissions) {}
    void newsProviders(const std::vector<NewsProvider> &newsProviders) {}
    void newsArticle(int requestId, int articleType, const std::string& articleText) {}
    void historicalNews(int requestId, const std::string& time, const std::string& providerCode, const std::string& articleId, const std::string& headline) {}
    void historicalNewsEnd(int requestId, bool hasMore) {}
    void headTimestamp(int reqId, const std::string& headTimestamp) {}
    void histogramData(int reqId, const HistogramDataVector& data) {}
    void historicalDataUpdate(TickerId reqId, const Bar& bar) {}
    void rerouteMktDataReq(int reqId, int conid, const std::string& exchange) {}
    void rerouteMktDepthReq(int reqId, int conid, const std::string& exchange) {}
    void marketRule(int marketRuleId, const std::vector<PriceIncrement> &priceIncrements) {}
    void pnl(int reqId, double dailyPnL, double unrealizedPnL, double realizedPnL) {}
    void pnlSingle(int reqId, int pos, double dailyPnL, double unrealizedPnL, double realizedPnL, double value) {}
    void historicalTicks(int reqId, const std::vector<HistoricalTick> &ticks, bool done) {}
    void historicalTicksBidAsk(int reqId, const std::vector<HistoricalTickBidAsk> &ticks, bool done) {}
    void historicalTicksLast(int reqId, const std::vector<HistoricalTickLast> &ticks, bool done) {}
    void tickByTickAllLast(int reqId, int tickType, time_t time, double price, int size, const TickAttribLast& tickAttribLast, const std::string& exchange, const std::string& specialConditions) {}
    void tickByTickBidAsk(int reqId, time_t time, double bidPrice, double askPrice, int bidSize, int askSize, const TickAttribBidAsk& tickAttribBidAsk) {}
    void tickByTickMidPoint(int reqId, time_t time, double midPoint) {}
    void orderBound(long long orderId, int apiClientId, int apiOrderId) {}
    void completedOrder(const Contract& contract, const Order& order, const OrderState& orderState) {}
    void tickOptionComputation(TickerId tickerId, TickType tickType, int tickAttrib, double impliedVol, double delta,
    double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice) {}
    void replaceFAEnd(int reqId, const std::string& text) {}
    void completedOrdersEnd() {};
    //! [socket_declare]
    private:
    EReaderOSSignal m_osSignal;
    EClientSocket * const m_pClient;
    EReader *m_pReader;

};
TestSample::TestSample() :
    m_osSignal(2000)//2-seconds timeout
    , m_pClient(new EClientSocket(this, &m_osSignal))
{
}
TestSample::~TestSample()
{
    if (m_pReader)
        delete m_pReader;

    delete m_pClient;
}
Bar Return_Bar_Data(TickerId reqId, const Bar& bar)
{
    cout << bar.close << " " << bar.open << " " << endl;
    return bar;
}
void TestSample::historicalData(TickerId reqId, const Bar& bar) {
    printf("HistoricalData. ReqId: %ld - Date: %s, Open: %g, High: %g, Low: %g, Close: %g, Volume: %lld, Count: %d, WAP: %g\n", reqId, bar.time.c_str(), bar.open, bar.high, bar.low, bar.close, bar.volume, bar.count, bar.wap);
    //Return_Bar_Data(reqId, bar);
}

void TestSample::historicalDataRequests(Contract &contract)
{
    /*** Requesting historical data ***/
    //! [reqhistoricaldata]
    std::time_t rawtime;
    std::tm* timeinfo;
    char queryTime[80];

    std::time(&rawtime);
    timeinfo = std::localtime(&rawtime);
    std::strftime(queryTime, 80, "%Y%m%d %H:%M:%S", timeinfo);

    m_pClient->reqHistoricalData(4001, contract, queryTime, "1 M", "1 day", "TRADES", 1, 1, false, TagValueListSPtr());
    //m_pClient->reqMktData(1, contract, "1 min",false, false, TagValueListSPtr());
}

bool TestSample::connect(const char *host, int port, int clientId)
{
    // trying to connect
    printf("Connecting to %s:%d clientId:%d\n", !(host && *host) ? "127.0.0.1" : host, port, clientId);

    //! [connect]
    bool bRes = m_pClient->eConnect(host, port, clientId);
    //! [connect]

    if (bRes) {
        //printf("Connected to %s:%d clientId:%d\n", m_pClient->host().c_str(), m_pClient->port(), clientId);
        cout << "Connected!" << endl;
        //! [ereader]
        m_pReader = new EReader(m_pClient, &m_osSignal);
        m_pReader->start();
        //! [ereader]
    }
    else
        cout << "Cannot connect!" << endl;

    return bRes;
}

const unsigned MAX_ATTEMPTS = 50;
const unsigned SLEEP_TIME = 10;

int main()
{
    unsigned attempt = 0;
    printf("Start of C++ Socket Client Test %u\n", attempt);
    TestSample client;

    Contract contract;
    contract.symbol = "EUR";
    contract.secType = "CASH";
    contract.currency = "USD";
    contract.exchange = "IDEALPRO";

    for (;;) {
        ++attempt;
        std::cout << "Attemt No: " << attempt << " of " << MAX_ATTEMPTS;

        if (client.connect("", 7497, 271727))
            break;

        if (attempt >= MAX_ATTEMPTS) {
            break;
        }
        printf("Sleeping %u seconds before next attempt\n", SLEEP_TIME);
        std::this_thread::sleep_for(std::chrono::seconds(SLEEP_TIME));
    }
    client.historicalDataRequests(contract);
    printf("End of C++ Socket Client Test\n");

    return 0;
}
Questioner
Bohdan Syvanenko
Viewed
0
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Bohdan Syvanenko 2020-12-15 12:55:46

经过一些实验，我弄清楚了如何连接和获取历史数据。这是完整的代码。也许对某人有用。

#include "stdafx.h"

#include <Contract.h>
#include <Order.h>
#include <OrderState.h>
#include <Execution.h>
#include <CommissionReport.h>
#include <ScannerSubscription.h>
#include <executioncondition.h>
#include <PriceCondition.h>
#include <MarginCondition.h>
#include <PercentChangeCondition.h>
#include <TimeCondition.h>
#include <VolumeCondition.h>
#include <CommonDefs.h>
#include <EWrapper.h>
#include <EReaderOSSignal.h>
#include <EReader.h>
#include <EClientSocket.h>
#include <EClient.h>

#include <stdio.h>
#include <chrono>
#include <iostream>
#include <thread>
#include <ctime>
#include <fstream>
#include <cstdint>

using namespace std;

class MyEwrapper : public EWrapper
{
public:
    void tickPrice(TickerId tickerId, TickType field, double price, const TickAttrib& attrib) {}
    void tickSize(TickerId tickerId, TickType field, int size) {}
    void tickOptionComputation(TickerId tickerId, TickType tickType, int tickAttrib, double impliedVol, double delta,
        double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice) {}
    void tickGeneric(TickerId tickerId, TickType tickType, double value) {}
    void tickString(TickerId tickerId, TickType tickType, const std::string& value) {}
    void tickEFP(TickerId tickerId, TickType tickType, double basisPoints, const std::string& formattedBasisPoints,
        double totalDividends, int holdDays, const std::string& futureLastTradeDate, double dividendImpact, double dividendsToLastTradeDate) {}
    void orderStatus(OrderId orderId, const std::string& status, double filled,
        double remaining, double avgFillPrice, int permId, int parentId,
        double lastFillPrice, int clientId, const std::string& whyHeld, double mktCapPrice) {}
    void openOrder(OrderId orderId, const Contract&, const Order&, const OrderState&) {}
    void openOrderEnd() {}
    void winError(const std::string& str, int lastError) {}
    void connectionClosed() {}
    void updateAccountValue(const std::string& key, const std::string& val,
        const std::string& currency, const std::string& accountName) {}
    void updatePortfolio(const Contract& contract, double position,
        double marketPrice, double marketValue, double averageCost,
        double unrealizedPNL, double realizedPNL, const std::string& accountName) {}
    void updateAccountTime(const std::string& timeStamp) {}
    void accountDownloadEnd(const std::string& accountName) {}
    void nextValidId(OrderId orderId) {}
    void contractDetails(int reqId, const ContractDetails& contractDetails) {}
    void bondContractDetails(int reqId, const ContractDetails& contractDetails) {}
    void contractDetailsEnd(int reqId) {}
    void execDetails(int reqId, const Contract& contract, const Execution& execution) {}
    void execDetailsEnd(int reqId) {}
    void error(int id, int errorCode, const std::string& errorString) {}
    void updateMktDepth(TickerId id, int position, int operation, int side,
        double price, int size) {}
    void updateMktDepthL2(TickerId id, int position, const std::string& marketMaker, int operation,
        int side, double price, int size, bool isSmartDepth) {}
    void updateNewsBulletin(int msgId, int msgType, const std::string& newsMessage, const std::string& originExch) {}
    void managedAccounts(const std::string& accountsList) {}
    void receiveFA(faDataType pFaDataType, const std::string& cxml) {}
    void historicalData(TickerId reqId, const Bar& bar);
    void historicalDataEnd(int reqId, const std::string& startDateStr, const std::string& endDateStr) {}
    void scannerParameters(const std::string& xml) {}
    void scannerData(int reqId, int rank, const ContractDetails& contractDetails,
        const std::string& distance, const std::string& benchmark, const std::string& projection,
        const std::string& legsStr) {}
    void scannerDataEnd(int reqId) {}
    void realtimeBar(TickerId reqId, long time, double open, double high, double low, double close,
        long volume, double wap, int count) {}
    void currentTime(long time) {}
    void fundamentalData(TickerId reqId, const std::string& data) {}
    void deltaNeutralValidation(int reqId, const DeltaNeutralContract& deltaNeutralContract) {}
    void tickSnapshotEnd(int reqId) {}
    void marketDataType(TickerId reqId, int marketDataType) {}
    void commissionReport(const CommissionReport& commissionReport) {}
    void position(const std::string& account, const Contract& contract, double position, double avgCost) {}
    void positionEnd() {}
    void accountSummary(int reqId, const std::string& account, const std::string& tag, const std::string& value, const std::string& curency) {}
    void accountSummaryEnd(int reqId) {}
    void verifyMessageAPI(const std::string& apiData) {}
    void verifyCompleted(bool isSuccessful, const std::string& errorText) {}
    void displayGroupList(int reqId, const std::string& groups) {}
    void displayGroupUpdated(int reqId, const std::string& contractInfo) {}
    void verifyAndAuthMessageAPI(const std::string& apiData, const std::string& xyzChallange) {}
    void verifyAndAuthCompleted(bool isSuccessful, const std::string& errorText) {}
    void connectAck() {}
    void positionMulti(int reqId, const std::string& account, const std::string& modelCode, const Contract& contract, double pos, double avgCost) {}
    void positionMultiEnd(int reqId) {}
    void accountUpdateMulti(int reqId, const std::string& account, const std::string& modelCode, const std::string& key, const std::string& value, const std::string& currency) {}
    void accountUpdateMultiEnd(int reqId) {}
    void securityDefinitionOptionalParameter(int reqId, const std::string& exchange, int underlyingConId, const std::string& tradingClass,
        const std::string& multiplier, const std::set<std::string>& expirations, const std::set<double>& strikes) {}
    void securityDefinitionOptionalParameterEnd(int reqId) {}
    void softDollarTiers(int reqId, const std::vector<SoftDollarTier> &tiers) {}
    void familyCodes(const std::vector<FamilyCode> &familyCodes) {}
    void symbolSamples(int reqId, const std::vector<ContractDescription> &contractDescriptions) {}
    void mktDepthExchanges(const std::vector<DepthMktDataDescription> &depthMktDataDescriptions) {}
    void tickNews(int tickerId, time_t timeStamp, const std::string& providerCode, const std::string& articleId, const std::string& headline, const std::string& extraData) {}
    void smartComponents(int reqId, const SmartComponentsMap& theMap) {}
    void tickReqParams(int tickerId, double minTick, const std::string& bboExchange, int snapshotPermissions) {}
    void newsProviders(const std::vector<NewsProvider> &newsProviders) {}
    void newsArticle(int requestId, int articleType, const std::string& articleText) {}
    void historicalNews(int requestId, const std::string& time, const std::string& providerCode, const std::string& articleId, const std::string& headline) {}
    void historicalNewsEnd(int requestId, bool hasMore) {}
    void headTimestamp(int reqId, const std::string& headTimestamp) {}
    void histogramData(int reqId, const HistogramDataVector& data) {}
    void historicalDataUpdate(TickerId reqId, const Bar& bar) {}
    void rerouteMktDataReq(int reqId, int conid, const std::string& exchange) {}
    void rerouteMktDepthReq(int reqId, int conid, const std::string& exchange) {}
    void marketRule(int marketRuleId, const std::vector<PriceIncrement> &priceIncrements) {}
    void pnl(int reqId, double dailyPnL, double unrealizedPnL, double realizedPnL) {}
    void pnlSingle(int reqId, int pos, double dailyPnL, double unrealizedPnL, double realizedPnL, double value) {}
    void historicalTicks(int reqId, const std::vector<HistoricalTick> &ticks, bool done) {}
    void historicalTicksBidAsk(int reqId, const std::vector<HistoricalTickBidAsk> &ticks, bool done) {}
    void historicalTicksLast(int reqId, const std::vector<HistoricalTickLast> &ticks, bool done) {}
    void tickByTickAllLast(int reqId, int tickType, time_t time, double price, int size, const TickAttribLast& tickAttribLast, const std::string& exchange, const std::string& specialConditions) {}
    void tickByTickBidAsk(int reqId, time_t time, double bidPrice, double askPrice, int bidSize, int askSize, const TickAttribBidAsk& tickAttribBidAsk) {}
    void tickByTickMidPoint(int reqId, time_t time, double midPoint) {}
    void orderBound(long long orderId, int apiClientId, int apiOrderId) {}
    void completedOrder(const Contract& contract, const Order& order, const OrderState& orderState) {}
    void completedOrdersEnd() {}
    void replaceFAEnd(int reqId, const std::string& text) {}
};

void MyEwrapper::historicalData(TickerId reqId, const Bar& bar)
{
    cout << "Open: " << bar.open << " Close: " << bar.close << endl;
}

int main()
{
    MyEwrapper MV;
    EReaderOSSignal Esignal(2000);
    EClientSocket* EC = new EClientSocket(&MV, &Esignal);
    
    Contract contract;
    contract.symbol = "EUR";
    contract.secType = "CASH";
    contract.currency = "USD";
    contract.exchange = "IDEALPRO";

    if (EC->eConnect("127.0.0.1", 7497, 271726))
    {
        cout << "Connected" << endl;
        this_thread::sleep_for(chrono::seconds(3));
        EC->startApi();
        EReader *m_pReader = new EReader(EC, &Esignal);
        m_pReader->start();
        
        EC->reqHistoricalData(101, contract, "", "2 D", "1 hour", "MIDPOINT", 1, 1, false, TagValueListSPtr());
        this_thread::sleep_for(chrono::seconds(3)); // needs some time to get signal. without sllep it won't work
        Esignal.waitForSignal();
        m_pReader->processMsgs();
    
    }
    else
        cout << "Not Connected" << endl;
    
    system("pause");
    return 0;
}

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Mamba is a new state space model architecture showing promising performance on information-dense data such as language modeling, where previous subquadratic models fall short of Transformers. It is based on the line of progress on structured state space models, with an efficient hardware-aware design and implementation in the spirit of FlashAttention. (翻译：Mamba 是一种新的状态空间模型架构，在信息密集型数据（例如语言建模）上显示出良好的性能，而之前的二次模型在 Transformers 方面存在不足。它基于结构化状态空间模型的进展，并本着FlashAttention的精神进行高效的硬件感知设计和实现。)
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This repository contains System Design resources which are useful while preparing for interviews and learning Distributed Systems (翻译：该存储库包含系统设计资源，在准备面试和学习分布式系统时非常有用)
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Curso para aprender el lenguaje de programación Python desde cero y para principiantes. 75 clases, 37 horas en vídeo, código, proyectos y grupo de chat. Fundamentos, frontend, backend, testing, IA... (翻译：从零开始学习 Python 编程语言的课程，适合初学者)
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🎓 Path to a free self-taught education in Computer Science! (翻译：🎓计算机科学免费自学教程！)
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1️⃣🐝🏎️ The One Billion Row Challenge -- A fun exploration of how quickly 1B rows from a text file can be aggregated with Java (翻译：十亿行挑战 —— 使用 Java 对文本文件中的 10 亿行数据进行聚合的有趣探索)
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A collective list of free APIs (翻译：免费 API 的集合列表)
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📚 Freely available programming books (翻译：📚 免费提供的编程书籍)