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)
# Otherwise use RQData to query data
else:
# JinAdd:增加数据源
# if not rqdata_client.inited:
# rqdata_client.init()
if not data_client.inited:
data_client.init()
# data = rqdata_client.query_history(req)
data = data_client.query_history(req)
if data:
database_manager.save_bar_data(data)
return (len(data))
return 0
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__(main_engine, event_engine, APP_NAME)
# JinAdd:增加数据源
# rqdata_client.init()
try:
data_client.init(is_update_contracts=True)
except TypeError:
data_client.init()
def init_rqdata(self):
"""
Init RQData client.
"""
# JinAdd: 增加数据源
result = data_client.init()
if result:
self.write_log(f"{SETTINGS['data.source']}数据接口初始化成功")
def init(self):
"""
Start script engine.
"""
# JinAdd:增加数据源
result = data_client.init(is_update_contracts=True)
if result:
self.write_log(f"{SETTINGS['data.source']}数据接口初始化成功")