From 19e27ea031c716b02ce3653ca7038da0a273276a Mon Sep 17 00:00:00 2001
From: nanoric <nanoric@qq.com>
Date: Wed, 17 Apr 2019 23:16:57 -0400
Subject: [PATCH] [Add] get_newest_bar_data in database_mongo.py [Add]
 get_newest_tick_data in database_mongo.py

---
 vnpy/trader/database/database_mongo.py | 42 +++++++++++++++++++++++---
 1 file changed, 37 insertions(+), 5 deletions(-)

diff --git a/vnpy/trader/database/database_mongo.py b/vnpy/trader/database/database_mongo.py
index cdf68000..7f5bcb90 100644
--- a/vnpy/trader/database/database_mongo.py
+++ b/vnpy/trader/database/database_mongo.py
@@ -1,6 +1,6 @@
 from datetime import datetime
 from enum import Enum
-from typing import Sequence
+from typing import Sequence, Optional
 
 from mongoengine import DateTimeField, Document, FloatField, StringField, connect
 
@@ -54,8 +54,10 @@ class DbBarData(Document):
 
     meta = {
         "indexes": [
-            {"fields": ("datetime", "interval", "symbol",
-                        "exchange"), "unique": True}
+            {
+                "fields": ("datetime", "interval", "symbol", "exchange"),
+                "unique": True,
+            }
         ]
     }
 
@@ -145,8 +147,14 @@ class DbTickData(Document):
     ask_volume_4: float = FloatField()
     ask_volume_5: float = FloatField()
 
-    meta = {"indexes": [
-        {"fields": ("datetime", "symbol", "exchange"), "unique": True}]}
+    meta = {
+        "indexes": [
+            {
+                "fields": ("datetime", "symbol", "exchange"),
+                "unique": True,
+            }
+        ],
+    }
 
     @staticmethod
     def from_tick(tick: TickData):
@@ -305,3 +313,27 @@ class MongoManager(BaseDatabaseManager):
                     symbol=d.symbol, exchange=d.exchange.value, datetime=d.datetime
                 ).update_one(upsert=True, **updates)
             )
+
+    def get_newest_bar_data(
+        self, symbol: str, exchange: "Exchange", interval: "Interval"
+    ) -> Optional["BarData"]:
+        s = (
+            DbBarData.objects(symbol=symbol, exchange=exchange.value)
+            .order_by("-datetime")
+            .first()
+        )
+        if len(s):
+            return list(s)[0]
+        return None
+
+    def get_newest_tick_data(
+        self, symbol: str, exchange: "Exchange"
+    ) -> Optional["TickData"]:
+        s = (
+            DbTickData.objects(symbol=symbol, exchange=exchange.value)
+            .order_by("-datetime")
+            .first()
+        )
+        if len(s):
+            return list(s)[0]
+        return None