def load_data(self):
""""""
self.output("开始加载历史数据")
if self.mode == BacktestingMode.BAR:
s = (
DbBarData.select()
.where(
(DbBarData.vt_symbol == self.vt_symbol) &
(DbBarData.interval == self.interval)
& (DbBarData.datetime >= self.start)
& (DbBarData.datetime <= self.end)
) .order_by(DbBarData.datetime)
)
self.history_data = [db_bar.to_bar() for db_bar in s]
else:
s = (
DbTickData.select()
.where(
(DbTickData.vt_symbol == self.vt_symbol)
& (DbTickData.datetime >= self.start)
& (DbTickData.datetime <= self.end)
)
.order_by(DbTickData.datetime)
)
self.history_data = [db_tick.to_tick() for db_tick in s]
self.output(f"历史数据加载完成，数据量：{len(self.history_data)}")
def load_data(self):
""""""
self.output("开始加载历史数据")
if self.mode == BacktestingMode.BAR:
s = (
DbBarData.select()
.where(
(DbBarData.vt_symbol == self.vt_symbol)
& (DbBarData.interval == self.interval)
& (DbBarData.datetime >= self.start)
& (DbBarData.datetime <= self.end)
)
.order_by(DbBarData.datetime)
)
self.history_data = [db_bar.to_bar() for db_bar in s]
else:
s = (
DbTickData.select()
.where(
(DbTickData.vt_symbol == self.vt_symbol)
& (DbTickData.datetime >= self.start)
& (DbTickData.datetime <= self.end)
)
.order_by(DbTickData.datetime)
)
self.history_data = [db_tick.to_tick() for db_tick in s]
self.output(f"历史数据加载完成，数据量：{len(self.history_data)}")
def load_tick_data(vt_symbol: str, start: datetime, end: datetime):
""""""
s = (DbTickData.select().where((DbTickData.vt_symbol == vt_symbol)
& (DbTickData.datetime >= start)
& (DbTickData.datetime <= end)).order_by(
DbTickData.datetime))
data = [db_tick.db_tick() for db_tick in s]
return data
def load_tick(self, vt_symbol: str, days: int, callback: Callable):
""""""
end = datetime.now()
start = end - timedelta(days)
s = (DbTickData.select().where((DbBarData.vt_symbol == vt_symbol)
& (DbBarData.datetime >= start)
& (DbBarData.datetime <= end)).order_by(
DbBarData.datetime))
for tick in s:
callback(tick)
def load_tick(self, vt_symbol: str, days: int, callback: Callable):
""""""
end = datetime.now()
start = end - timedelta(days)
s = (
DbTickData.select()
.where(
(DbBarData.vt_symbol == vt_symbol)
& (DbBarData.datetime >= start)
& (DbBarData.datetime <= end)
)
.order_by(DbBarData.datetime)
)
for tick in s:
callback(tick)