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_history(req)
if data:
database_manager.save_tick_data(data)
return(len(data))
return 0
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)
# Otherwise use RQData to query data
else:
if not rqdata_client.inited:
rqdata_client.init()
data = rqdata_client.query_history(req)
if data:
database_manager.save_bar_data(data)
return (len(data))
return 0
def rq_download(
self,
vt_symbol: str,
interval: str,
start: datetime,
end: datetime,
):
rqdata_client.init()
symbol, exchange = extract_vt_symbol(vt_symbol)
req = HistoryRequest(symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end)
# print(req)
data = rqdata_client.query_history(req)
if data:
database_manager.save_bar_data(data)
print(f"{vt_symbol}-{interval} 历史数据下载完成")
else:
print(f"数据下载失败，无法得到 {vt_symbol} 的数据")
def init(self):
"""
Start script engine.
"""
result = rqdata_client.init()
if result:
self.write_log("RQData数据接口初始化成功")
def init_rqdata(self):
"""
Init RQData client.
"""
result = rqdata_client.init()
if result:
self.write_log("RQData数据接口初始化成功")
def init_rqdata(self):
"""
Init RQData client.
"""
result = rqdata_client.init()
if result:
self.write_log("RQData successful initialization data interface")
def init(self):
"""
Start script engine.
"""
result = rqdata_client.init()
if result:
self.write_log("RQData successful initialization data interface ")
def init_rqdata(self):
"""
Init RQData client.
"""
username = SETTINGS["rqdata.username"]
if username:
result = rqdata_client.init()
if result:
self.write_log("RQData数据接口初始化成功")
def query_bar_from_rq(
symbol: str,
exchange: Exchange,
interval: Interval,
start: datetime,
end: datetime
):
"""
Query bar data from RQData.
"""
if not rqdata_client.inited:
rqdata_client.init()
req = HistoryRequest(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end
)
data = rqdata_client.query_history(req)
return data
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__(main_engine, event_engine, APP_NAME)
rqdata_client.init()
from vnpy.trader.setting import SETTINGS
# 设置配置参数
interval = Interval.MINUTE
symbol = "IF2005"
exchange = Exchange.CFFEX
# 查询数据库中的最新数据
bar = database_manager.get_newest_bar_data(symbol, exchange, interval)
if bar:
start = bar.datetime
else:
start = datetime(2017, 1, 1)
# 初始化米筐
n = rqdata_client.init(SETTINGS["rqdata.username"],
SETTINGS["rqdata.password"])
if n:
print("RQData登录成功")
else:
print("RQData登录失败")
# 从米筐下载数据
req = HistoryRequest(symbol,
exchange,
start,
datetime.now(),
interval=interval)
data = rqdata_client.query_history(req)
# 写入数据库
if data:
from vnpy.trader.constant import Interval, Exchange
from vnpy.trader.database import BarOverview, DB_TZ
from vnpy.trader.database import database_manager
from vnpy.trader.engine import BaseEngine, MainEngine, EventEngine
from vnpy.trader.object import BarData, HistoryRequest
from vnpy.trader.rqdata import rqdata_client
from vnpy.trader.iexdata import iexdata_client
from vnpy.trader.tiingodata import tiingo_client
from vnpy.trader.setting import SETTINGS
import sys
from vnpy.trader.rqdata import rqdata_client
username = SETTINGS['rqdata.username']
password = SETTINGS['rqdata.password']
rqdata_client.init(username, password)
req = HistoryRequest(symbol='TSLA',
exchange=Exchange.NASDAQ,
start=DB_TZ.localize(
datetime.strptime('2020-01-01', '%Y-%m-%d')),
interval=Interval.DAILY,
end=datetime.now(DB_TZ))
data = rqdata_client.query_history(req)
print(data)
#
# start = datetime(2016, 1, 1)
# end = datetime(2019, 7, 30)
# # single_stock_history = client.getHistoricalPrices(['AAPL'])
# single_company_history = client.getCompanyInfo(['AAPL'])
import datetime as dt
from vnpy.trader.rqdata import rqdata_client
from vnpy.trader.database import database_manager
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.object import HistoryRequest
rqdata_client.init()
# symbols = {
# "SHFE": ["CU", "AL", "ZN", "PB", "NI", "SN", "AU", "AG", "RB", "WR", "HC", "SS", "BU", "RU", "NR", "SP", "SC", "LU", "FU"],
# "DCE": ["C", "CS", "A", "B", "M", "Y", "P", "FB","BB", "JD", "RR", "L", "V", "PP", "J", "JM", "I", "EG", "EB", "PG"],
# "CZCE": ["SR", "CF", "CY", "PM","WH", "RI", "LR", "AP","JR","OI", "RS", "RM", "TA", "MA", "FG", "SF", "ZC", "SM", "UR", "SA", "CL"],
# "CFFEX": ["IH","IC","IF", "TF","T", "TS"]
# }
symbols = {"CFFEX": ["IH", "IC", "IF"]}
start_date = dt.datetime(2020, 1, 1)
end_date = dt.datetime(2020, 9, 10)
symbol_type = "88"
def load_data(req):
data = rqdata_client.query_history(req)
database_manager.save_bar_data(data)
print(f"{req.symbol}历史数据下载完成")
for exchange, symbols_list in symbols.items():
for s in symbols_list:
req = HistoryRequest(
