开云体育

Hi,?

Please help to advise on this.

Since getting ticker for each stock just taking too much time. Calling?reqTickers() for 500 stocks took 1 hour.

So I am trying to write a func to get the current price for all SP500 stocks in parallel for my ML model. The code as below:

def get_all_pre_closed_and_current_price_from_ib_concurrently(self, stock_names):
    self.open_prices = {}
    self.close_prices = {}
    with concurrent.futures.ThreadPoolExecutor(max_workers=10) as executor:
        futures = [executor.submit(self.get_pre_closed_and_current_price_from_ib_for_one_stock_concurrently, stock_name) for
                   stock_name in stock_names]
        wait(futures, timeout=5, return_when=ALL_COMPLETED)  # ALL_COMPLETED is actually the default
    loop.close()
    return self.open_prices, self.close_prices

def get_pre_closed_and_current_price_from_ib_for_one_stock_concurrently(self, stock_name):
    contract = Stock(stock_name, 'SMART', 'USD')
    s_ticker_snap = self.ib.reqTickers(contract, regulatorySnapshot=False)
    s_last = s_ticker_snap[0].last
    s_bid = s_ticker_snap[0].bid
    s_ask = s_ticker_snap[0].ask
    s_peg = (s_bid + s_ask) / 2
    s_peg = round(s_peg, 2)
    print("{} stock price: {}, ".format(contract.symbol, s_peg))
    self.close_prices[stock_name], self.open_prices[stock_name] = s_peg, s_ticker_snap[0].close

However, it doesn't work as it fails to download any ticker at all.

Much appreciated.