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())
start = end - timedelta(days)
bars = []
# Pass gateway and database 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 load the data from database if we query no data from api.
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)
if not data:
data = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end,
)
return data
def request2():
print("start2")
start = datetime(2020, 11, 12, tzinfo=get_localzone())
end = datetime(2020, 11, 13, tzinfo=get_localzone())
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end)
data = gate_way.query_history(req)
print("start12_end13", data)
def request1():
start = datetime(2020, 10, 1, tzinfo=get_localzone())
end = datetime(2020, 10, 2, tzinfo=get_localzone())
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end)
data = gate_way.query_history(req)
print(data)
if data:
database_manager.save_bar_data(data)
def _query_history(self, vt_symbol: str, interval: Interval,
start: datetime, end: datetime) -> None:
""""""
contract: ContractData = self.main_engine.get_contract(vt_symbol)
req = HistoryRequest(symbol=contract.symbol,
exchange=contract.exchange,
interval=interval,
start=start,
end=end)
if contract.history_data:
data = self.main_engine.query_history(req, contract.gateway_name)
event = Event(EVENT_CHART_HISTORY, data)
self.event_engine.put(event)
def download_tick_data(self, symbol: str, exchange: Exchange,
start: datetime) -> int:
"""
Query tick data from RQData.
"""
req = HistoryRequest(symbol=symbol,
exchange=exchange,
start=start,
end=datetime.now())
# if not rqdata_client.inited:
# rqdata_client.init()
#
# data = rqdata_client.query_tick_history(req)
#
# if data:
# database_manager.save_tick_data(data)
# return(len(data))
return 0
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 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