def run_downloading(self, data_source: str, full_symbol: str,
interval: str, start: datetime, end: datetime):
"""
Query bar data from RQData.
"""
self.write_log(f"{full_symbol}-{interval}开始从{data_source}下载历史数据")
symbol, exchange = extract_full_symbol(full_symbol)
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end)
if data_source == 'RQData':
data = rqdata_client.query_history(req)
elif data_source == 'Tushare':
QtWidgets.QMessageBox().information(None, 'Info', '待实现!',
QtWidgets.QMessageBox.Ok)
data = None
elif data_source == 'JoinQuant':
QtWidgets.QMessageBox().information(None, 'Info', '待实现!',
QtWidgets.QMessageBox.Ok)
data = None
if data:
database_manager.save_bar_data(data)
self.write_log(f"{full_symbol}-{interval}历史数据从{data_source}下载完成")
else:
self.write_log(f"无法从{data_source}获取{full_symbol}的历史数据")
# Clear thread object handler.
self.thread = None
def load_by_handle(self, f: TextIO):
"""
load by text mode file handle
"""
reader = csv.DictReader(f)
bars = []
start = None
count = 0
full_sym = generate_full_symbol(self.exchange, self.symbol)
alreadyhas = bool(sqglobal.history_bar[full_sym])
starttime = ttime()
try:
for item in reader:
if self.datetime_format:
dt = datetime.strptime(item[self.datetime_head],
self.datetime_format)
else:
dt = datetime.fromisoformat(item[self.datetime_head])
bar = BarData(
symbol=self.symbol,
exchange=self.exchange,
datetime=dt,
interval=self.interval,
volume=int(float(item[self.volume_head])),
open_interest=int(float(item[self.openinterest_head])),
open_price=float(item[self.open_head]),
high_price=float(item[self.high_head]),
low_price=float(item[self.low_head]),
close_price=float(item[self.close_head]),
gateway_name="DB",
)
bars.append(bar)
# do some statistics
count += 1
if not start:
start = bar.datetime
if count % 100000 == 0:
if self.saveto == 'DataBase':
database_manager.save_bar_data(bars)
bars.clear()
except Exception as e:
msg = "Load csv error: {0}".format(str(e.args[0]))
self.finishmsg.emit(msg)
return
end = bar.datetime
# insert into database
if self.saveto == 'Memory' and not alreadyhas:
sqglobal.history_bar[full_sym] = bars
elif self.saveto == 'DataBase':
database_manager.save_bar_data(bars)
endtime = ttime()
totalloadtime = int(endtime - starttime)
if start and end and count:
msg = f"\
CSV载入Bar成功\n\
代码：{self.symbol}\n\
交易所：{self.exchange.value}\n\
周期：{self.interval.value}\n\
起始：{start}\n\
结束：{end}\n\
总数量：{count}\n\
耗时：{totalloadtime}s\n\
"
self.finishmsg.emit(msg)