def query_range_contracts(
self,
start_timestamp: int,
finish_timestamp: int,
interval: str,
standard: bool = False,
due_timestamp: int = 0, # 辅助参数
):
conn = Conn(self.db_name)
params = (start_timestamp, finish_timestamp, self.symbol, self.exchange, interval)
candles = conn.query(
"SELECT * FROM {} WHERE timestamp >= ? AND timestamp < ? AND symbol = ? AND exchange = ?"
" AND `interval` = ? ORDER BY timestamp, due_timestamp LIMIT 100".format(self.table_name),
params,
)
if due_timestamp:
tmp_candles = conn.query(
"SELECT * FROM {} WHERE timestamp = ? AND symbol = ? AND exchange = ? AND `interval` = ?"
" AND due_timestamp > ? ORDER BY due_timestamp".format(self.table_name),
(start_timestamp, self.symbol, self.exchange, interval, due_timestamp)
)
candles = tmp_candles + candles
conn.close() # 手动关闭链接。
for candle in candles:
yield self.__standard_candle(candle) if standard else candle
if len(candles) >= 100:
yield from self.query_range_contracts(
candles[-1]["timestamp"] + 1000,
finish_timestamp,
interval,
standard=standard,
due_timestamp=candles[-1].get("due_timestamp") or 0,
)
def query_range(
self,
start_timestamp: int,
finish_timestamp: int,
interval: str,
standard: bool = False
):
conn = Conn(self.db_name)
params = (self.symbol, self.exchange, interval, start_timestamp, finish_timestamp)
if self.trade_type == TRADE_TYPE_FUTURE:
params = (self.symbol, self.exchange, self.contract_type, interval, start_timestamp, finish_timestamp)
candles = conn.query(self.sql, params)
conn.close() # 手动关闭链接。
for candle in candles:
yield self.__standard_candle(candle) if standard else candle
if len(candles) == 100:
yield from self.query_range(candles[-1]["timestamp"] + 1000, finish_timestamp, interval, standard=standard)