From 243c0b1ac5104fc77ab8c003a09677eae99e0305 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Thu, 20 Dec 2018 09:57:25 +0800 Subject: [PATCH] =?UTF-8?q?[Del]=E7=A7=BB=E9=99=A4=E5=A4=A9=E5=8B=A4?= =?UTF-8?q?=E6=95=B0=E6=8D=AE=E6=9C=8D=E5=8A=A1?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- examples/DataService/TqDataService/README.md | 3 - .../DataService/TqDataService/config.json | 4 - .../DataService/TqDataService/dataService.py | 107 ------------------ .../DataService/TqDataService/downloadData.py | 17 --- .../DataService/TqDataService/runService.py | 40 ------- 5 files changed, 171 deletions(-) delete mode 100644 examples/DataService/TqDataService/README.md delete mode 100644 examples/DataService/TqDataService/config.json delete mode 100644 examples/DataService/TqDataService/dataService.py delete mode 100644 examples/DataService/TqDataService/downloadData.py delete mode 100644 examples/DataService/TqDataService/runService.py diff --git a/examples/DataService/TqDataService/README.md b/examples/DataService/TqDataService/README.md deleted file mode 100644 index 422744db..00000000 --- a/examples/DataService/TqDataService/README.md +++ /dev/null @@ -1,3 +0,0 @@ -# 天勤历史行情服务 - -请在[www.tq18.cn](www.tq18.cn)下载天勤行情终端，安装运行后，即可使用该服务。 \ No newline at end of file diff --git a/examples/DataService/TqDataService/config.json b/examples/DataService/TqDataService/config.json deleted file mode 100644 index 467e7857..00000000 --- a/examples/DataService/TqDataService/config.json +++ /dev/null @@ -1,4 +0,0 @@ -{ - "MONGO_HOST": "localhost", - "MONGO_PORT": 27017 -} \ No newline at end of file diff --git a/examples/DataService/TqDataService/dataService.py b/examples/DataService/TqDataService/dataService.py deleted file mode 100644 index d7f2ed28..00000000 --- a/examples/DataService/TqDataService/dataService.py +++ /dev/null @@ -1,107 +0,0 @@ -# encoding: UTF-8 - -from __future__ import print_function -import sys -import json -from datetime import datetime -from time import sleep - -from pymongo import MongoClient, ASCENDING - -from vnpy.data.tq.vntq import TqApi -from vnpy.trader.vtObject import VtBarData -from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME - - -# 加载配置 -config = open('config.json') -setting = json.load(config) - -MONGO_HOST = setting['MONGO_HOST'] -MONGO_PORT = setting['MONGO_PORT'] - -mc = MongoClient(MONGO_HOST, MONGO_PORT) # Mongo连接 -db = mc[MINUTE_DB_NAME] # 数据库 - -api = TqApi() # 历史行情服务API对象 -api.connect() # 连接 -taskList = [] # 下载任务列表 - - -#---------------------------------------------------------------------- -def generateVtBar(symbol, d): - """生成K线""" - bar = VtBarData() - - bar.symbol = symbol - bar.vtSymbol = symbol - bar.open = d['open'] - bar.high = d['high'] - bar.low = d['low'] - bar.close = d['close'] - bar.volume = d['volume'] - bar.openInterest = d['open_oi'] - bar.datetime = datetime.fromtimestamp(d['datetime']/1000000000) - bar.date = bar.datetime.strftime("%Y%m%d") - bar.time = bar.datetime.strftime("%H:%M:%S") - - return bar - -#---------------------------------------------------------------------- -def onChart(symbol, seconds): - """K线更新处理函数""" - # 避免重复记录已经完成的任务 - if symbol not in taskList: - return - - serial = api.get_kline_serial(symbol, seconds) - - cl = db[symbol] # 集合 - cl.ensure_index([('datetime', ASCENDING)], unique=True) # 添加索引 - - l = serial.values() - for d in l: - bar = generateVtBar(symbol, d) - d = bar.__dict__ - flt = {'datetime': bar.datetime} - cl.replace_one(flt, d, True) - - start = datetime.fromtimestamp(l[0]['datetime']/1000000000) - end = datetime.fromtimestamp(l[-1]['datetime']/1000000000) - print(u'合约%s下载完成%s - %s' %(symbol, start, end)) - - # 移除已经完成的任务 - if symbol in taskList: - taskList.remove(symbol) - -#---------------------------------------------------------------------- -def downMinuteBarBySymbol(symbol, num): - """下载某一合约的分钟线数据""" - api.subscribe_chart(symbol, 60, num, onChart) - -#---------------------------------------------------------------------- -def downloadAllMinuteBar(num, symbols): - """下载所有配置中的合约的分钟线数据""" - print('-' * 50) - print(u'开始下载合约分钟线数据') - print('-' * 50) - - # 添加下载任务 - taskList.extend(symbols) - - for symbol in symbols: - downMinuteBarBySymbol(str(symbol), num) - - while True: - sleep(2) - - # 如果任务列表为空，则说明数据已经全部下载完成 - if not taskList: - print('-' * 50) - print(u'合约分钟线数据下载完成') - print('-' * 50) - return - - - - \ No newline at end of file diff --git a/examples/DataService/TqDataService/downloadData.py b/examples/DataService/TqDataService/downloadData.py deleted file mode 100644 index 246df77a..00000000 --- a/examples/DataService/TqDataService/downloadData.py +++ /dev/null @@ -1,17 +0,0 @@ -# encoding: UTF-8 - -""" -立即下载数据到数据库中，用于手动执行更新操作。 - -注意: 请先在本机启动天勤终端 (0.8.0 以上版本) 并保持运行, 再执行本程序 -""" - -from dataService import * - - - -if __name__ == '__main__': - symbols = ["CFFEX.IF1710", "CFFEX.IF1711", "CFFEX.IF1712", "CFFEX.IF1803", - "CFFEX.IH1710", "CFFEX.IH1711", "CFFEX.IH1712", "CFFEX.IH1803", - "CFFEX.IC1710", "CFFEX.IC1711", "CFFEX.IC1712", "CFFEX.IC1803"] - downloadAllMinuteBar(1000, symbols) \ No newline at end of file diff --git a/examples/DataService/TqDataService/runService.py b/examples/DataService/TqDataService/runService.py deleted file mode 100644 index cddbc89e..00000000 --- a/examples/DataService/TqDataService/runService.py +++ /dev/null @@ -1,40 +0,0 @@ -# encoding: UTF-8 - -""" -定时服务，可无人值守运行，实现每日自动下载更新历史行情数据到数据库中。 - -注意: 请确保本程序运行时, 本机天勤终端 (0.8.0 以上版本)正在运行中 -""" -from __future__ import print_function - -import time -import datetime - -from dataService import downloadAllMinuteBar - - -if __name__ == '__main__': - taskCompletedDate = None - - # 生成一个随机的任务下载时间，用于避免所有用户在同一时间访问数据服务器 - taskTime = datetime.time(hour=17, minute=0) - - symbols = ["CFFEX.IF1710", "CFFEX.IF1711", "CFFEX.IF1712", "CFFEX.IF1803", - "CFFEX.IH1710", "CFFEX.IH1711", "CFFEX.IH1712", "CFFEX.IH1803", - "CFFEX.IC1710", "CFFEX.IC1711", "CFFEX.IC1712", "CFFEX.IC1803"] - - # 进入主循环 - while True: - t = datetime.datetime.now() - - # 每天到达任务下载时间后，执行数据下载的操作 - if t.time() > taskTime and (taskCompletedDate is None or t.date() != taskCompletedDate): - # 下载1000根分钟线数据，足以覆盖过去两天的行情 - downloadAllMinuteBar(1000, symbols) - - # 更新任务完成的日期 - taskCompletedDate = t.date() - else: - print(u'当前时间%s，任务定时%s' %(t, taskTime)) - - time.sleep(60) \ No newline at end of file