def init(self, username: str = "", password: str = "") -> bool:
""""""
if self.inited:
return True
if username and password:
self.username = username
self.password = password
if not self.username or not self.password:
return False
try:
rqdata_init(
self.username,
self.password,
("rqdatad-pro.ricequant.com", 16011),
use_pool=True,
max_pool_size=1
)
df = rqdata_all_instruments()
self.symbols = df["order_book_id"].values
except (RuntimeError, AuthenticationFailed):
return False
self.inited = True
return True
def init(self, username="", password=""):
""""""
if self.inited:
return True
if username and password:
self.username = username
self.password = password
if not self.username or not self.password:
return False
rqdata_init(
self.username,
self.password,
('rqdatad-pro.ricequant.com', 16011),
use_pool=True,
)
try:
df = rqdata_all_instruments()
for ix, row in df.iterrows():
self.symbols.add(row['order_book_id'])
except (RuntimeError, AuthenticationFailed):
return False
self.inited = True
return True
def init(self, username: str = "", password: str = "") -> bool:
""""""
if self.inited:
return True
if username and password:
self.username = username
self.password = password
if not self.username or not self.password:
return False
try:
rqdata_init(self.username,
self.password, ('rqdatad-pro.ricequant.com', 16011),
use_pool=True,
max_pool_size=3)
df = rqdata_all_instruments()
for ix, row in df.iterrows():
self.symbols.add(row['order_book_id'])
temp = rqdata_get_price('000001.XSHE',
start_date='2015-04-01',
end_date='2015-04-01',
frequency='15m')
print('get_price', temp)
except (RuntimeError, AuthenticationFailed):
print('rqdata error')
return False
self.inited = True
return True
def rqdata_download_cs():
connect_rqdata()
cslist = rqdata_all_instruments('CS')
engine = create_engine(
'mysql+pymysql://root:[email protected]/vnpy?charset=utf8')
# 550
begin, over = 1800, len(cslist)
print('rqdata', begin, over)
with engine.connect() as con:
cursor = begin
length = len(cslist)
tbname = 'xshedata'
Base = declarative_base()
# insert into xshedata(order_book_id, datatime, open, close, high, low, volume, total_turnover, interval) values(select order_book_id, datatime, open, close, high, low, volume, total_turnover, interval from ``)
# 3. 创建表模型
class User(Base):
__tablename__ = tbname
id = Column(Integer, primary_key=True, autoincrement=True)
order_book_id = Column(String(32))
datetime = Column(DateTime)
open = Column(Float)
close = Column(Float)
high = Column(Float)
low = Column(Float)
volume = Column(Float)
total_turnover = Column(Float)
interval = Column(String(32))
def __repr__(self):
return self.name
Base.metadata.create_all(engine)
while cursor < over and cursor < length:
row = cslist.iloc[cursor]
try:
download_stock(row['order_book_id'], engine, tbname)
except QuotaExceeded:
print('pause', cursor)
raise QuotaExceeded
except Exception as e:
print(e)
cursor += 1
def init(self):
""""""
if self.inited:
return True
if not self.username or not self.password:
return False
rqdata_init(self.username, self.password,
('rqdatad-pro.ricequant.com', 16011))
try:
df = rqdata_all_instruments(date=datetime.now())
for ix, row in df.iterrows():
self.symbols.add(row['order_book_id'])
except RuntimeError:
return False
self.inited = True
return True
