如何解决从 TWS IB 中提取基本数据的最后一段代码丢失
我从 Stackoverflow 中的一个已回答查询中获取了以下代码(不幸的是,我无法完全信任,因为我无法再找到该页面)。我对其进行了一些更改以符合我的目的。 我想为股票行情列表提取历史路透社数据 (fundamentalData)。下面的代码工作正常,但它只获取最后的代码数据。我知道我需要建立一个 while 循环,但我尝试了很多次,但都没有奏效。我确定这是一个快速解决方案,但由于我是编码和 Python 的新手,因此我找不到解决方案。任何帮助将不胜感激!
#Import all libriaries
from ib.opt import ibConnection,message
from time import sleep
import lxml.etree
from bs4 import BeautifulSoup
import pandas as pd
import numpy as np
from IPython.core.debugger import set_trace
from ibapi import wrapper
from ibapi.client import EClient
from ibapi.common import *
from ibapi.contract import Contract
#upload excel file of list of company tickers you want to review
us_list= pd.read_excel(r'C:\TWS API\Request Reuters data\Quant Project IB TWS_test.xlsx',engine='openpyxl')
stocksList = us_list[['TICKER']]
stocksList
def fundamentalData_handler(msg):
global imported
imported = msg.data
def error_handler(msg):
pass
# processing of the lines in financial statements
def extractVauleFromLineItem(fiscalperiod,code):
stage1 = fiscalperiod.find(name='lineitem',coacode=code)
if (not stage1 is None):
stage2 = stage1.get_text()
if (stage2 == stage2):
stage3 = float(stage2)
if (stage3 == stage3):
return (stage3)
else:
return (0.0)
result = pd.DataFrame(columns =['Year','Ticker','control','TotalRevenue','Grossprofit','CommonSharesOutstanding','DilutednormalizedEPS','totalCash','TotalDebt','Dividends'])
outcomes = []
for i,row in stocksList.iterrows():
contract = Contract()
contract.symbol = row['TICKER']
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
tws = ibConnection("127.0.0.1",port=7497,clientId=901)
tws.register(error_handler,message.Error)
tws.register(fundamentalData_handler,message.fundamentalData)
tws.connect()
tws.reqFundamentalData(1,contract,'ReportsFinStatements')
sleep(1)
tws.disconnect()
print(contract.symbol)
soup = BeautifulSoup(imported) # library for processing of the obtained XML data
data = []
print(soup.find(name='issueid',type="Ticker").get_text())
print(soup.find(name='coid',type="CompanyName").get_text())
# I found that IB API is not very stable.
# Sometimes it returns data of the wrong company.
# So the control is important
print('Control -',contract.symbol == soup.find(name='issueid',type="Ticker").get_text())
print()
for fiscalperiod in soup.find_all(name="fiscalperiod",type="Annual"):
year = fiscalperiod['fiscalyear']
TotalRevenue = extractVauleFromLineItem(fiscalperiod,'RTLR')
Grossprofit = extractVauleFromLineItem(fiscalperiod,'SGRP')
CommonSharesOutstanding = extractVauleFromLineItem(fiscalperiod,'QTCO')
DilutednormalizedEPS = extractVauleFromLineItem(fiscalperiod,'VDES')
totalCash = extractVauleFromLineItem(fiscalperiod,'OTLO')
TotalDebt = extractVauleFromLineItem(fiscalperiod,'STLD')
Dividends = extractVauleFromLineItem(fiscalperiod,'FCDP')
thisYearData = (year,contract.symbol,(contract.symbol == soup.find(name='issueid',type="Ticker").get_text()),TotalRevenue,Grossprofit,CommonSharesOutstanding,totalCash,TotalDebt,Dividends)
data.append(thisYearData)
df_data = pd.DataFrame(data,columns =['Year','Dividends'])
df_data = df_data.sort_values(by=['Year'])
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