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Merge pull request #1681 from qzm/patch-1

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修复错误多列索引顺序导致大数据查询效率低下问题
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vn.py 2019-05-14 13:55:49 +08:00 committed by GitHub
commit 116f9a4156
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2 changed files with 4 additions and 4 deletions
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4
vnpy/trader/database/database_mongo.py
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@ -55,7 +55,7 @@ class DbBarData(Document):
meta = { meta = {
"indexes": [ "indexes": [
{ {
"fields": ("datetime", "interval", "symbol", "exchange"), "fields": ("symbol", "exchange", "interval", "datetime"),
"unique": True, "unique": True,
} }
] ]
@ -150,7 +150,7 @@ class DbTickData(Document):
meta = { meta = {
"indexes": [ "indexes": [
{ {
"fields": ("datetime", "symbol", "exchange"), "fields": ("symbol", "exchange", "datetime"),
"unique": True, "unique": True,
} }
], ],

4
vnpy/trader/database/database_sql.py
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@ -82,7 +82,7 @@ def init_models(db: Database, driver: Driver):
class Meta: class Meta:
database = db database = db
indexes = ((("datetime", "interval", "symbol", "exchange"), True),) indexes = ((("symbol", "exchange", "interval", "datetime"), True),)
@staticmethod @staticmethod
def from_bar(bar: BarData): def from_bar(bar: BarData):
@ -195,7 +195,7 @@ def init_models(db: Database, driver: Driver):
class Meta: class Meta:
database = db database = db
indexes = ((("datetime", "symbol", "exchange"), True),) indexes = ((("symbol", "exchange", "datetime"), True),)
@staticmethod @staticmethod
def from_tick(tick: TickData): def from_tick(tick: TickData):