[Fix]Close #1559

vnpy/app/csv_loader/engine.py

@@ -23,9 +23,11 @@ Sample csv file:
 import csv
 from datetime import datetime
 
+from peewee import chunked
+
 from vnpy.event import EventEngine
 from vnpy.trader.constant import Exchange, Interval
-from vnpy.trader.database import DbBarData
+from vnpy.trader.database import DbBarData, DB
 from vnpy.trader.engine import BaseEngine, MainEngine
 
 
@@ -75,30 +77,37 @@ class CsvLoaderEngine(BaseEngine):
         with open(file_path, 'rt') as f:
             reader = csv.DictReader(f)
 
+            db_bars = []
+
             for item in reader:
-                db_bar = DbBarData()
+                dt = datetime.strptime(item[datetime_head], datetime_format)
 
-                db_bar.symbol = symbol
-                db_bar.exchange = exchange.value
-                db_bar.datetime = datetime.strptime(
-                    item[datetime_head], datetime_format
-                )
-                db_bar.interval = interval.value
-                db_bar.volume = item[volume_head]
-                db_bar.open_price = item[open_head]
-                db_bar.high_price = item[high_head]
-                db_bar.low_price = item[low_head]
-                db_bar.close_price = item[close_head]
-                db_bar.vt_symbol = vt_symbol
-                db_bar.gateway_name = "DB"
+                db_bar = {
+                    "symbol": symbol,
+                    "exchange": exchange.value,
+                    "datetime": dt,
+                    "interval": interval.value,
+                    "volume": item[volume_head],
+                    "open_price": item[open_head],
+                    "high_price": item[high_head],
+                    "low_price": item[low_head],
+                    "close_price": item[close_head],
+                    "vt_symbol": vt_symbol,
+                    "gateway_name": "DB"
+                }
 
-                db_bar.replace()
+                db_bars.append(db_bar)
 
                 # do some statistics
                 count += 1
                 if not start:
-                    start = db_bar.datetime
+                    start = db_bar["datetime"]
 
-        end = db_bar.datetime
+        end = db_bar["datetime"]
+
+        # Insert into DB
+        with DB.atomic():
+            for batch in chunked(db_bars, 500):
+                DbBarData.insert_many(batch).on_conflict_replace().execute()
 
         return start, end, count

vnpy/app/csv_loader/ui/widget.py

@@ -27,8 +27,8 @@ class CsvLoaderWidget(QtWidgets.QWidget):
         self.setFixedWidth(300)
 
         self.setWindowFlags(
-            (self.windowFlags() | QtCore.Qt.CustomizeWindowHint)
-            & ~QtCore.Qt.WindowMaximizeButtonHint)
+            (self.windowFlags() | QtCore.Qt.CustomizeWindowHint) &
+            ~QtCore.Qt.WindowMaximizeButtonHint)
 
         file_button = QtWidgets.QPushButton("选择文件")
         file_button.clicked.connect(self.select_file)
@@ -90,7 +90,8 @@ class CsvLoaderWidget(QtWidgets.QWidget):
 
     def select_file(self):
         """"""
-        result: str = QtWidgets.QFileDialog.getOpenFileName(self)
+        result: str = QtWidgets.QFileDialog.getOpenFileName(
+            self, filter="CSV (*.csv)")
         filename = result[0]
         if filename:
             self.file_edit.setText(filename)