def download_history_data(symbol, exchange):
print(symbol, exchange)
begin_date = datetime.strptime("2019-09-19", "%Y-%m-%d")
for i in range(1):
start_date = begin_date.replace(year=begin_date.year + i)
# end_date = begin_date.replace(year=begin_date.year + i + 1)
end_date = datetime.now()
print(start_date, end_date)
req = HistoryRequest(symbol=symbol,
exchange=Exchange(exchange),
interval=Interval("1m"),
start=start_date,
end=end_date)
data = mddata_client.query_history(req)
def query_bar_from_rq(self, symbol: str, exchange: Exchange,
interval: Interval, start: datetime, end: datetime):
"""
Query bar data from RQData.
"""
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end)
# data = mddata_client.query_history(req)
try:
data = mddata_client.query_history(req)
except Exception as ex:
self.write_log(f"{symbol}.{exchange.value}合约下载失败：{ex.args}")
return None
return data
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")
symbol, exchange = extract_vt_symbol(vt_symbol)
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
)
# Otherwise use RQData to query data
else:
data = mddata_client.query_history(req)
if data:
self.write_log(f"{vt_symbol}-{interval}历史数据下载完成, 共计：{len(data)}")
database_manager.save_bar_data(data)
self.write_log(f"{vt_symbol}-{interval}数据保存成功！")
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 get_bars(self, vt_symbol: str, start_date: str, interval: Interval, use_df: bool = False) -> Sequence[BarData]:
""""""
contract = self.main_engine.get_contract(vt_symbol)
if not contract:
return []
start = datetime.strptime(start_date, "%Y%m%d")
req = HistoryRequest(
symbol=contract.symbol,
exchange=contract.exchange,
start=start,
interval=interval
)
try:
data = mddata_client.query_history(req)
except Exception as ex:
self.write_log(f"{contract.symbol}.{contract.exchange.value}合约下载失败：{ex.args}")
return None
# return get_data(rqdata_client.query_history, arg=req, use_df=use_df)
return data