IB API Python异步数据请求中的同步处理：以历史数据下载为例

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
import threading

class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)

    def historicalData(self, reqId, bar):
        # 此处应打印历史数据
        print(reqId, bar.date, bar.high, bar.low, bar.volume)

def run_loop():
    app.run()

app = IBapi()
app.connect('127.0.0.1', 7497, 123) # 连接IB TWS/Gateway

api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()

contract = Contract()
contract.symbol = "VIX"
contract.secType = "FUT"
contract.exchange = "CFE"
contract.currency = "USD"
contract.lastTradeDateOrContractMonth = "20240117"
contract.multiplier = "1000"
contract.includeExpired = True

app.reqHistoricalData(1, contract, "", "1 M", "30 mins", "bid", 0, 1, False, [])

app.disconnect() # 问题所在：在数据返回前过早断开连接

print("done")

import threading
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract

class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)
        # 初始化一个threading.Event对象，用于同步
        self.data_received = threading.Event()

    def historicalData(self, reqId, bar):
        # 当接收到历史数据时，打印数据
        print(reqId, bar.date, bar.high, bar.low, bar.volume)
        # 接收到数据后，设置事件，通知主线程可以继续
        self.data_received.set()

    # 建议添加historicalDataEnd回调，以确保所有数据传输完成
    def historicalDataEnd(self, reqId, start, end):
        print(f"HistoricalDataEnd. ReqId: {reqId} from {start} to {end}")
        # 确保在所有数据传输完成后才设置事件
        self.data_received.set()


# 创建IBapi实例并连接
app = IBapi()
app.connect('127.0.0.1', 7497, 123)

# 启动API事件循环的独立线程
api_thread = threading.Thread(target=app.run, daemon=True)
api_thread.start()

# 定义合约信息
contract = Contract()
contract.symbol = "VIX"
contract.secType = "FUT"
contract.exchange = "CFE"
contract.currency = "USD"
contract.lastTradeDateOrContractMonth = "20240117"
contract.multiplier = "1000"
contract.includeExpired = True

# 请求历史数据
# 参数说明：
# 1: reqId (请求ID)
# contract: 合约对象
# "": endDateTime (空字符串表示当前时间)
# "1 M": durationStr (请求时长，例如1个月)
# "30 mins": barSizeSetting (K线周期，例如30分钟)
# "bid": whatToShow (数据显示类型，例如买价)
# 0: useRTH (是否只显示常规交易时段数据，0=所有时段)
# 1: formatDate (日期格式，1=YYYYMMDD HH:MM:SS，2=秒数)
# False: keepUpToDate (是否保持最新数据，用于实时数据，历史数据通常为False)
# []: chartOptions (图表选项)
app.reqHistoricalData(1, contract, "", "1 M", "30 mins", "bid", 0, 1, False, [])

# 主线程在此处阻塞，直到data_received事件被设置
# 可以添加timeout参数，防止无限等待：app.data_received.wait(timeout=30)
app.data_received.wait() 

# 数据接收完成后，断开连接
app.disconnect()

print("done")