def get_bar_data_available(self) -> List[Dict]:
""""""
data = database_manager.get_bar_data_statistics()
for d in data:
oldest_bar = database_manager.get_oldest_bar_data(
d["symbol"], Exchange(d["exchange"]), Interval(d["interval"]))
d["start"] = oldest_bar.datetime
newest_bar = database_manager.get_newest_bar_data(
d["symbol"], Exchange(d["exchange"]), Interval(d["interval"]))
d["end"] = newest_bar.datetime
return data
def set_parameters(self,
vt_symbol: str,
interval: Interval,
start: datetime,
rate: float,
slippage: float,
size: float,
pricetick: float,
capital: int = 0,
end: datetime = None,
mode: BacktestingMode = BacktestingMode.BAR,
inverse: bool = False,
risk_free: float = 0):
""""""
self.mode = mode
self.vt_symbol = vt_symbol
self.interval = Interval(interval)
self.rate = rate
self.slippage = slippage
self.size = size
self.pricetick = pricetick
self.start = start
self.symbol, exchange_str = self.vt_symbol.split(".")
self.exchange = Exchange(exchange_str)
self.capital = capital
self.end = end
self.mode = mode
self.inverse = inverse
self.risk_free = risk_free
def update_data(self) -> None:
""""""
data = self.engine.get_bar_data_available()
total = len(data)
count = 0
dialog = QtWidgets.QProgressDialog(
"历史数据更新中",
"取消",
0,
100
)
dialog.setWindowTitle("更新进度")
dialog.setWindowModality(QtCore.Qt.WindowModal)
dialog.setValue(0)
for d in data:
if dialog.wasCanceled():
break
self.engine.download_bar_data(
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
d["end"]
)
count += 1
progress = int(round(count / total * 100, 0))
dialog.setValue(progress)
dialog.close()
def download(self):
""""""
symbol = self.symbol_edit.text()
exchange = Exchange(self.exchange_combo.currentData())
interval = Interval(self.interval_combo.currentData())
start_date = self.start_date_edit.date()
start = datetime(start_date.year(), start_date.month(), start_date.day())
start = DB_TZ.localize(start)
if interval == Interval.TICK:
count = self.engine.download_tick_data(symbol, exchange, start)
else:
count = self.engine.download_bar_data(symbol, exchange, interval, start)
QtWidgets.QMessageBox.information(self, "下载结束", f"下载总数据量：{count}条")
def to_bar(self):
"""
Generate BarData object from DbBarData.
"""
bar = BarData(
symbol=self.symbol,
exchange=Exchange(self.exchange),
datetime=DB_TZ.localize(self.datetime),
interval=Interval(self.interval),
volume=self.volume,
open_price=self.open_price,
high_price=self.high_price,
open_interest=self.open_interest,
low_price=self.low_price,
close_price=self.close_price,
gateway_name="DB",
)
return bar
def run_downloading(self, vt_symbol: str, interval: str, start: datetime,
end: datetime):
"""
Query bar data from RQData.
"""
self.write_log(f"{vt_symbol}-{interval}开始下载历史数据")
try:
symbol, exchange = extract_vt_symbol(vt_symbol)
except ValueError:
self.write_log(f"{vt_symbol}解析失败，请检查交易所后缀")
self.thread = None
return
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end)
contract = self.main_engine.get_contract(vt_symbol)
try:
# If history data provided in gateway, then query
if contract and contract.history_data:
data = self.main_engine.query_history(req,
contract.gateway_name)
if data:
database_manager.save_bar_data(data)
self.write_log(f"{vt_symbol}-{interval}历史数据下载完成")
else:
self.write_log(f"数据下载失败，无法获取{vt_symbol}的历史数据")
except Exception:
msg = f"数据下载失败，触发异常：\n{traceback.format_exc()}"
self.write_log(msg)
# Clear thread object handler.
self.thread = None
def set_parameters(self,
spread: SpreadData,
interval: Interval,
start: datetime,
rate: float,
slippage: float,
size: float,
pricetick: float,
capital: int = 0,
end: datetime = None,
mode: BacktestingMode = BacktestingMode.BAR):
""""""
self.spread = spread
self.interval = Interval(interval)
self.rate = rate
self.slippage = slippage
self.size = size
self.pricetick = pricetick
self.start = start
self.capital = capital
self.end = end
self.mode = mode
def download_bar_data(self, symbol: str, exchange: Exchange, interval: str,
start: datetime) -> int:
"""
Query bar data from RQData.
"""
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=datetime.now())
vt_symbol = f"{symbol}.{exchange.value}"
contract = self.main_engine.get_contract(vt_symbol)
# If history data provided in gateway, then query
if contract and contract.history_data:
data = self.main_engine.query_history(req, contract.gateway_name)
if data:
database_manager.save_bar_data(data)
return (len(data))
return 0
def refresh_tree(self) -> None:
""""""
self.clear_tree()
data = self.engine.get_bar_data_available()
for d in data:
key = (d["symbol"], d["exchange"], d["interval"])
item = self.tree_items.get(key, None)
if not item:
item = QtWidgets.QTreeWidgetItem()
self.tree_items[key] = item
item.setText(1, ".".join([d["symbol"], d["exchange"]]))
item.setText(2, d["symbol"])
item.setText(3, d["exchange"])
if d["interval"] == Interval.MINUTE.value:
self.minute_child.addChild(item)
elif d["interval"] == Interval.HOUR.value:
self.hour_child.addChild(item)
else:
self.daily_child.addChild(item)
output_button = QtWidgets.QPushButton("导出")
output_func = partial(
self.output_data,
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
d["start"],
d["end"]
)
output_button.clicked.connect(output_func)
show_button = QtWidgets.QPushButton("查看")
show_func = partial(
self.show_data,
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
d["start"],
d["end"]
)
show_button.clicked.connect(show_func)
delete_button = QtWidgets.QPushButton("删除")
delete_func = partial(
self.delete_data,
d["symbol"],
Exchange(d["exchange"]),
Interval(d["interval"]),
)
delete_button.clicked.connect(delete_func)
self.tree.setItemWidget(item, 7, show_button)
self.tree.setItemWidget(item, 8, output_button)
self.tree.setItemWidget(item, 9, delete_button)
item.setText(4, str(d["count"]))
item.setText(5, d["start"].strftime("%Y-%m-%d %H:%M:%S"))
item.setText(6, d["end"].strftime("%Y-%m-%d %H:%M:%S"))
self.minute_child.setExpanded(True)
self.hour_child.setExpanded(True)
self.daily_child.setExpanded(True)