def send_order(self, strategy: StrategyTemplate, vt_symbol: str,
direction: Direction, offset: Offset, price: float,
volume: float, lock: bool) -> List[str]:
""""""
price = round_to(price, self.priceticks[vt_symbol])
symbol, exchange = extract_vt_symbol(vt_symbol)
self.limit_order_count += 1
order = OrderData(
symbol=symbol,
exchange=exchange,
orderid=str(self.limit_order_count),
direction=direction,
offset=offset,
price=price,
volume=volume,
status=Status.SUBMITTING,
datetime=self.datetime,
gateway_name=self.gateway_name,
)
self.active_limit_orders[order.vt_orderid] = order
self.limit_orders[order.vt_orderid] = order
return [order.vt_orderid]
def get_position(self, vt_symbol: str, direction: Direction = Direction.NET, gateway_name: str = ''):
"""
查询合约在账号的持仓
"""
if not gateway_name:
gateway_name = self.gateway_name
k = f'{gateway_name}.{vt_symbol}.{direction.value}'
pos = self.positions.get(k, None)
if not pos:
contract = self.get_contract(vt_symbol)
if not contract:
self.write_log(f'{vt_symbol}合约信息不存在，构造一个')
symbol, exchange = extract_vt_symbol(vt_symbol)
if self.contract_type == 'future':
product = Product.FUTURES
elif self.contract_type == 'stock':
product = Product.EQUITY
else:
product = Product.SPOT
contract = ContractData(gateway_name=gateway_name,
name=vt_symbol,
product=product,
symbol=symbol,
exchange=exchange,
size=self.get_size(vt_symbol),
pricetick=self.get_price_tick(vt_symbol),
margin_rate=self.get_margin_rate(vt_symbol))
pos = PositionData(
gateway_name=gateway_name,
symbol=contract.symbol,
exchange=contract.exchange,
direction=direction
)
self.positions[k] = pos
return pos
def init_bar_overview(self) -> None:
"""
Init overview table if not exists.
"""
f = shelve.open(self.overview_filepath)
query: str = "select count(close_price) from bar_data group by *"
result = self.client.query(query)
for k, v in result.items():
tags = k[1]
data = list(v)[0]
vt_symbol = tags["vt_symbol"]
symbol, exchange = extract_vt_symbol(vt_symbol)
interval = Interval(tags["interval"])
overview = BarOverview(
symbol=symbol,
exchange=exchange,
interval=interval,
count=data["count"]
)
overview.start = self.get_bar_datetime(vt_symbol, interval, 1)
overview.end = self.get_bar_datetime(vt_symbol, interval, -1)
key = f"{vt_symbol}_{interval.value}"
f[key] = overview
f.close()
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")
symbol, exchange = extract_vt_symbol(vt_symbol)
data = rqdata_client.query_bar(
symbol, exchange, Interval(interval), start, end
)
if not data:
self.write_log(f"数据下载失败，无法获取{vt_symbol}的历史数据")
database_manager.save_bar_data(data)
# Clear thread object handler.
self.thread = None
self.write_log(f"{vt_symbol}-{interval}历史数据下载完成")
def __init__(self, strategy_engine: StrategyEngine, strategy_name: str,
vt_symbols: List[str], setting: dict):
""""""
super().__init__(strategy_engine, strategy_name, vt_symbols, setting)
self.bgs: Dict[str, BarGenerator] = {}
self.last_tick_time: datetime = None
# Obtain contract info
for vt_symbol in self.vt_symbols:
symbol, exchange = extract_vt_symbol(vt_symbol)
if "C" in symbol:
self.call_symbol = vt_symbol
_, strike_str = symbol.split("-C-") # For CFFEX/DCE options
self.strike_price = int(strike_str)
elif "P" in symbol:
self.put_symbol = vt_symbol
else:
self.futures_symbol = vt_symbol
def on_bar(bar: BarData):
""""""
pass
self.bgs[vt_symbol] = BarGenerator(on_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")
symbol, exchange = extract_vt_symbol(vt_symbol)
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end)
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)
# Otherwise use RQData to query data
else:
data = rqdata_client.query_history(req)
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")
# Clear thread object handler.
self.thread = None
def rq_download(
self,
vt_symbol: str,
interval: str,
start: datetime,
end: datetime,
):
rqdata_client.init()
symbol, exchange = extract_vt_symbol(vt_symbol)
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end)
# print(req)
data = rqdata_client.query_history(req)
if data:
database_manager.save_bar_data(data)
print(f"{vt_symbol}-{interval} 历史数据下载完成")
else:
print(f"数据下载失败，无法得到 {vt_symbol} 的数据")
def save_to_database(data: List[dict], vt_symbol: str, rq_interval: str):
interval = INTERVAL_RQ2VT.get(rq_interval)
if not rq_interval:
return None
symbol, exchange = extract_vt_symbol(vt_symbol)
exchange = Exchange(exchange)
dt_format = "%Y-%m-%d %H:%M:%S"
res_list: List[BarData] = []
if data is not None:
for row in data:
bar = BarData(symbol=symbol,
exchange=exchange,
interval=interval,
datetime=datetime.strptime(
row['datetime'], dt_format),
open_price=row["open"],
high_price=row["high"],
low_price=row["low"],
close_price=row["close"],
volume=row["volume"],
gateway_name="RQ_WEB")
res_list.append(bar)
database_manager.save_bar_data(res_list)
def load_bar(
self,
vt_symbol: str,
days: int,
interval: Interval,
callback: Callable[[BarData], None]
):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now()
start = end - timedelta(days)
# Query bars from RQData by default, if not found, load from database.
bars = self.query_bar_from_rq(symbol, exchange, interval, start, end)
if not bars:
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
for bar in bars:
callback(bar)
def load_bar(self, vt_symbol: str, days: int,
interval: Interval) -> List[BarData]:
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now(get_localzone())
start = end - timedelta(days)
contract: ContractData = self.main_engine.get_contract(vt_symbol)
data = []
# Query bars from gateway if available
if contract and contract.history_data:
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end)
data = self.main_engine.query_history(req, contract.gateway_name)
# Try to query bars from RQData, if not found, load from database.
else:
data = self.query_bar_from_rq(symbol, exchange, interval, start,
end)
if not data:
data = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
return data
def load_bar(self, vt_symbol: str, days: int, interval: Interval,
callback: Callable[[BarData], None]):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now()
start = end - timedelta(days)
# Query bars from gateway if available
contract = self.main_engine.get_contract(vt_symbol)
if contract and contract.history_data:
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end)
bars = self.main_engine.query_history(req, contract.gateway_name)
# Try to query bars from RQData, if not found, load from database.
else:
bars = self.query_bar_from_rq(symbol, exchange, interval, start,
end)
if not bars:
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
for bar in bars:
callback(bar)
def load_bar_data(vt_symbol: str, interval: Interval, start: datetime,
end: datetime):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
return database_manager.load_bar_data(symbol, exchange, interval, start,
end)
def load_market_trade(self, vt_symbol: str, callback: Callable):
contract = self.main_engine.get_contract(vt_symbol)
symbol, exchange = extract_vt_symbol(vt_symbol)
req = HistoryRequest(symbol=symbol, exchange=exchange, start=datetime.now())
trades = self.main_engine.query_market_trade(req=req, gateway_name=contract.gateway_name)
for trade in trades:
callback(trade)
def load_bar_data(
spread: SpreadData,
interval: Interval,
start: datetime,
end: datetime,
pricetick: float = 0
):
""""""
# Load bar data of each spread leg
leg_bars: Dict[str, Dict] = {}
for vt_symbol in spread.legs.keys():
symbol, exchange = extract_vt_symbol(vt_symbol)
bar_data: List[BarData] = database_manager.load_bar_data(
symbol, exchange, interval, start, end
)
bars: Dict[datetime, BarData] = {bar.datetime: bar for bar in bar_data}
leg_bars[vt_symbol] = bars
# Calculate spread bar data
spread_bars: List[BarData] = []
for dt in bars.keys():
spread_price = 0
spread_value = 0
spread_available = True
for leg in spread.legs.values():
leg_bar = leg_bars[leg.vt_symbol].get(dt, None)
if leg_bar:
price_multiplier = spread.price_multipliers[leg.vt_symbol]
spread_price += price_multiplier * leg_bar.close_price
spread_value += abs(price_multiplier) * leg_bar.close_price
else:
spread_available = False
if spread_available:
if pricetick:
spread_price = round_to(spread_price, pricetick)
spread_bar = BarData(
symbol=spread.name,
exchange=exchange.LOCAL,
datetime=dt,
interval=interval,
open_price=spread_price,
high_price=spread_price,
low_price=spread_price,
close_price=spread_price,
gateway_name="SPREAD",
)
spread_bar.value = spread_value
spread_bars.append(spread_bar)
return spread_bars
def load_data(vt_symbol: str, interval: str, start: datetime,
end: datetime) -> pd.DataFrame:
symbol, exchange = extract_vt_symbol(vt_symbol)
data = database_manager.load_bar_data(
symbol,
exchange,
Interval(interval),
start=start,
end=end,
)
return vt_bar_to_df(data)
def is_trading(self, vt_symbol, current_time) -> bool:
"""
交易时间，过滤校验Tick
"""
symbol, exchange = extract_vt_symbol(vt_symbol)
if self.drop_start <= current_time < self.drop_end:
return False
if exchange in [Exchange.DCE, Exchange.SHFE, Exchange.CZCE]:
if self.rest_start <= current_time < self.rest_end:
return False
return True
def vt_symbol_to_tq_symbol(vt_symbol: str, bar_type: str):
"""
bar_type: "trading", "index", "main"
"""
symbol, exchange = extract_vt_symbol(vt_symbol)
if bar_type == "trading":
return f"{exchange.value}.{symbol}"
elif bar_type == "index":
return f"KQ.i@{exchange.value}.{strip_digt(symbol)}"
elif bar_type == "main":
return f"KQ.m@{exchange.value}.{strip_digt(symbol)}"
else:
raise ValueError("The bar_type argument must be trading, index or main")
def get_position(self, vt_symbol: str, direction: Direction):
""""""
key = (vt_symbol, direction)
if key in self.positions:
return self.positions[key]
else:
symbol, exchange = extract_vt_symbol(vt_symbol)
position = PositionData(symbol=symbol,
exchange=exchange,
direction=direction,
gateway_name=GATEWAY_NAME)
self.positions[key] = position
return position
def load_tick(self, vt_symbol: str, days: int,
callback: Callable[[TickData], None]):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now()
start = end - timedelta(days)
ticks = database_manager.load_tick_data(
symbol=symbol,
exchange=exchange,
start=start,
end=end,
)
for tick in ticks:
callback(tick)
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)
# Otherwise use RQData to query data
else:
if SETTINGS["rqdata.username"]:
data = rqdata_client.query_history(req)
elif SETTINGS["tqdata.username"]:
data = tqdata_client.query_history(req)
else:
data = []
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 load_bar(
self,
vt_symbol: str,
days: int,
interval: Interval,
callback: Callable[[BarData], None],
use_database: bool
):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now()
start = end - timedelta(days)
bars = []
# Pass gateway and RQData if use_database set to True
#如果database设置为foalse，就先从rqdata里面取数，如果里面没有再从数据库里面查找有
#没有相关数据
if not use_database:
# Query bars from gateway if available
contract = self.main_engine.get_contract(vt_symbol)##什么意思
if contract and contract.history_data:
req = HistoryRequest(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end
)
bars = self.main_engine.query_history(req, contract.gateway_name)
# Try to query bars from RQData, if not found, load from database.
else:
bars = self.query_bar_from_rq(symbol, exchange, interval, start, end)
#从数据库中提取数据
if not bars:
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
for bar in bars:
callback(bar)
def save_tdx_data(file_path,vt_symbol:str,future_download:bool,interval: Interval = Interval.MINUTE):
"""
保存通达信导出的lc1分钟数据,期货数据对齐datetime到文华财经
"""
print("%(processName)s %(message)s save_tdx_data函数")
symbol,exchange= extract_vt_symbol(vt_symbol)
#读取二进制文件
dt = np.dtype([
('date', 'u2'),
('time', 'u2'),
('open_price', 'f4'),
('high_price', 'f4'),
('low_price', 'f4'),
('close_price', 'f4'),
('amount', 'f4'),
('volume', 'u4'),
('reserve','u4')])
data = np.fromfile(file_path, dtype=dt)
df = pd.DataFrame(data, columns=data.dtype.names)
df.eval('''
year=floor(date/2048)+2004
month=floor((date%2048)/100)
day=floor(date%2048%100)
hour = floor(time/60)
minute = time%60
''',inplace=True)
# 需要标准datetime格式，非datetime64[ns],timeStamp，此处将datetime64[ns]生成int型timestamp
df['datetime2']=pd.to_datetime(df.loc[:,['year','month','day','hour','minute']])
#tz_localize('Asia/Shanghai') 下面处理时区的问题 '1970-01-01T00:00:00-08:00' 与 UTC差8个小时
df['datetime3'] =((df['datetime2'] - np.datetime64('1970-01-01T00:00:00-08:00')) / np.timedelta64(1, 's'))
df['datetime'] = df['datetime3'].astype(int)
#df['datetime'] = datetime.fromtimestamp(df['datetime4'] ) #这一步将int型timestamp转换为datetime，放到最后的BarData赋值时
#删除多余字段
df.drop(['date','time','year','month','day','hour','minute',"amount","reserve",'datetime2','datetime3'],1,inplace=True)
#补全信息
df['symbol'] = symbol
df['exchange'] = exchange
df['interval'] = interval
#将整理好的df存入数据库
return move_df_to_db(df,future_download)
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} start downloading historical data ")
symbol, exchange = extract_vt_symbol(vt_symbol)
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
)
# Otherwise use RQData to query data
else:
data = rqdata_client.query_history(req)
if data:
database_manager.save_bar_data(data)
self.write_log(f"{vt_symbol}-{interval} historical data download is complete ")
else:
self.write_log(f" data download failed ， unable to get {vt_symbol} historical data ")
except Exception:
msg = f" data download failed ， trigger abnormal ：\n{traceback.format_exc()}"
self.write_log(msg)
# Clear thread object handler.
self.thread = None
def load_bar(
self,
vt_symbol: str,
days: int,
interval: Interval,
callback: Callable[[BarData], None],
use_database: bool
):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now(get_localzone())
end = datetime(year=end.year, month=end.month, day=end.day, hour=end.hour, minute=0)
start = end - timedelta(days)
bars = []
# Pass gateway and RQData if use_database set to True
if not use_database:
# Query bars from gateway if available
contract = self.main_engine.get_contract(vt_symbol)
if contract and contract.history_data:
req = HistoryRequest(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end
)
bars = self.main_engine.query_history(req, contract.gateway_name)
# Try to query bars from RQData, if not found, load from database.
else:
bars = self.query_bar_from_rq(symbol, exchange, interval, start, end)
if not bars:
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
for bar in bars:
callback(bar)
def load_bar(self, vt_symbol: str, days: int, interval: Interval,
callback: Callable[[BarData], None], use_database: bool):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now()
start = end - timedelta(days)
bars = []
data_source = ""
# Pass gateway and RQData if use_database set to True
if not use_database:
# Query bars from gateway if available
contract = self.main_engine.get_contract(vt_symbol)
if contract and contract.history_data:
data_source = "行情服务器"
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end)
bars = self.main_engine.query_history(req,
contract.gateway_name)
# Try to query bars from RQData, if not found, load from database.
else:
data_source = "tdx数据源"
bars = self.query_bar_from_rq(symbol, exchange, interval,
start, end)
if not bars:
data_source = "本地数据库"
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
# JinAdd : 添加日志
self.write_log(f"从{data_source}加载{len(bars)}条数据")
for bar in bars:
callback(bar)
def get_bar(self, vt_symbol: str, bar_type: str, interval: Interval, size: int = 200):
print(vt_symbol, bar_type, interval, size)
symbol, exchange = extract_vt_symbol(vt_symbol)
vt_tq_symbol = f"{symbol}.{bar_type}"
tq_interval = INTERVAL_MAP_VT2TQ.get(interval, None)
if tq_interval is None:
raise KeyError("The interval can only be daily, hour or minute")
bar_name = f"{vt_symbol}_{bar_type}_{interval.value}"
bars_df = self.data_dict.get(bar_name, None)
if bars_df is None:
tq_symbol = vt_symbol_to_tq_symbol(vt_symbol, bar_type)
print('get_bar_arguments', tq_symbol, tq_interval, size)
bars_df = self.tqapi.get_kline_serial(tq_symbol, tq_interval, size)
self.data_dict[bar_name] = bars_df
print(bars_df)
for _ix, row in bars_df.iterrows():
vt_bar = self.to_vt_bar(row, vt_tq_symbol, exchange, interval)
self.on_tqdata_bar(vt_bar)
def update_portfolio_setting(self,
portfolio_name: str,
model_name: str,
interest_rate: float,
chain_underlying_map: Dict[str, str],
inverse: bool = False,
precision: int = 0) -> None:
""""""
portfolio = self.get_portfolio(portfolio_name)
for chain_symbol, underlying_symbol in chain_underlying_map.items():
if "LOCAL" in underlying_symbol:
symbol, exchange = extract_vt_symbol(underlying_symbol)
contract = ContractData(symbol=symbol,
exchange=exchange,
name="",
product=Product.INDEX,
size=0,
pricetick=0,
gateway_name=APP_NAME)
else:
contract = self.main_engine.get_contract(underlying_symbol)
portfolio.set_chain_underlying(chain_symbol, contract)
portfolio.set_interest_rate(interest_rate)
pricing_model = PRICING_MODELS[model_name]
portfolio.set_pricing_model(pricing_model)
portfolio.set_inverse(inverse)
portfolio.set_precision(precision)
portfolio_settings = self.setting.setdefault("portfolio_settings", {})
portfolio_settings[portfolio_name] = {
"model_name": model_name,
"interest_rate": interest_rate,
"chain_underlying_map": chain_underlying_map,
"inverse": inverse,
"precision": precision
}
self.save_setting()
def load_bar(self, vt_symbol: str, days: int, interval: Interval,
callback: Callable[[BarData], None], use_database: bool):
""""""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now(LOCAL_TZ)
start = end - timedelta(days)
bars = []
# Pass gateway and datafeed if use_database set to True
if not use_database:
# Query bars from gateway if available
contract = self.main_engine.get_contract(vt_symbol)
if contract and contract.history_data:
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end)
bars = self.main_engine.query_history(req,
contract.gateway_name)
# Try to query bars from datafeed, if not found, load from database.
else:
bars = self.query_bar_from_datafeed(symbol, exchange, interval,
start, end)
if not bars:
bars = self.database.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
for bar in bars:
callback(bar)
def load_symbol_data(vt_symbol, start, end):
"""
从数据库读取数据
:param vt_symbol:
:param start:
:param end:
:return:
"""
symbol, exchange = extract_vt_symbol(vt_symbol) # XBTUSD.BITMEX 分离
start = datetime.strptime(start, "%Y%m%d")
end = datetime.strptime(end, "%Y%m%d")
interval = Interval.MINUTE
data = database_manager.load_bar_data(symbol, exchange, interval, start,
end) # 数据库读取数据
dt_list = []
close_list = []
for bar in data:
dt_list.append(bar.datetime)
close_list.append(bar.close_price)
s = pd.Series(close_list, index=dt_list)
return s
def load_bar(self, vt_symbol: str, days: int, interval: Interval,
callback: Callable[[BarData], None]):
"""载入历史bar"""
symbol, exchange = extract_vt_symbol(vt_symbol)
end = datetime.now()
start = end - timedelta(days)
# Query bars from RQData by default, if not found, load from database.
# TODO
# 这里CTA的载入历史数据是从米匡那里拿，这个必须修改，没有米匡账号！
# 初步建议修改为在主引擎中发送query_history拿数据，由gateway回调数据
# OKEX的历史数据由OKEX提供，FUTURES的历史数据由数据库提供，每个都不一样，因此，不能在这里统一，要改成在gaetway中分发
bars = self.query_bar_from_rq(symbol, exchange, interval, start, end)
if not bars:
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
for bar in bars:
callback(bar)
