[Add]新增富途证券历史数据服务（港股、美股）

examples/FutuDataService/config.json

@@ -0,0 +1,6 @@
+{
+	"MONGO_HOST": "localhost",
+	"MONGO_PORT": 27017,
+
+	"SYMBOLS": ["HK.00001", "HK.00002"]
+}

examples/FutuDataService/dataService.py

@@ -0,0 +1,94 @@
+# encoding: UTF-8
+
+import sys
+import json
+from datetime import datetime, timedelta
+from time import time, sleep
+
+from pymongo import MongoClient, ASCENDING
+
+from vnpy.trader.vtObject import VtBarData
+from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
+
+import futuquant as ft
+
+# 加载配置
+config = open('config.json')
+setting = json.load(config)
+
+MONGO_HOST = setting['MONGO_HOST']
+MONGO_PORT = setting['MONGO_PORT']
+SYMBOLS = setting['SYMBOLS']
+
+mc = MongoClient(MONGO_HOST, MONGO_PORT)        # Mongo连接
+db = mc[MINUTE_DB_NAME]                         # 数据库
+quote = ft.OpenQuoteContext()                   # 富途行情接口
+today = datetime.now().date()
+startDate = (today - timedelta(10)).strftime('%Y-%m-%d')    # 数据下载起始日期
+
+
+#----------------------------------------------------------------------
+def generateVtBar(row):
+    """生成K线"""
+    bar = VtBarData()
+    
+    bar.symbol = row['code']
+    bar.exchange = ''
+    bar.vtSymbol = bar.symbol
+    bar.open = row['open']
+    bar.high = row['high']
+    bar.low = row['low']
+    bar.close = row['close']
+    bar.volume = row['volume']
+    bar.datetime = datetime.strptime(row['time_key'], '%Y-%m-%d %H:%M:%S')
+    bar.date = bar.datetime.strftime("%Y%m%d")
+    bar.time = bar.datetime.strftime("%H:%M:%S")
+    
+    return bar
+
+#----------------------------------------------------------------------
+def downMinuteBarBySymbol(symbol):
+    """下载某一合约的分钟线数据"""
+    start = time()
+
+    cl = db[symbol]
+    cl.ensure_index([('datetime', ASCENDING)], unique=True)         # 添加索引
+    
+    code, data = quote.get_history_kline(symbol, start=startDate, ktype='K_1M')
+    if code:
+        print u'合约%s数据下载失败：%s' %(symbol, data)
+        return
+        
+    data = data.sort_index()
+    
+    for ix, row in data.iterrows():
+        bar = generateVtBar(row)
+        d = bar.__dict__
+        flt = {'datetime': bar.datetime}
+        cl.replace_one(flt, d, True)            
+
+    end = time()
+    cost = (end - start) * 1000
+
+    print u'合约%s数据下载完成%s - %s，耗时%s毫秒' %(symbol, data.iloc[0]['time_key'], 
+                                                  data.iloc[-1]['time_key'], cost)
+
+    
+#----------------------------------------------------------------------
+def downloadAllMinuteBar():
+    """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
+    for symbol in SYMBOLS:
+        downMinuteBarBySymbol(str(symbol))
+    
+    print '-' * 50
+    print u'合约分钟线数据下载完成'
+    print '-' * 50
+    
+
+
+    

examples/FutuDataService/downloadData.py

@@ -0,0 +1,11 @@
+# encoding: UTF-8
+
+"""
+立即下载数据到数据库中，用于手动执行更新操作。
+"""
+
+from dataService import *
+
+
+if __name__ == '__main__':
+    downloadAllMinuteBar()

examples/FutuDataService/runService.py

@@ -0,0 +1,32 @@
+# 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。
+"""
+
+import time
+import datetime
+
+from dataService import downloadAllMinuteBar
+
+
+if __name__ == '__main__':
+    taskCompletedDate = None
+    
+    # 注意这里的任务时间，必须在富途牛牛更新完当日本地数据后
+    taskTime = datetime.time(hour=17, minute=0)
+    
+    # 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):
+            downloadAllMinuteBar()
+            
+            # 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)

vnpy/trader/gateway/futuGateway/futuGateway.py

@@ -354,9 +354,9 @@ class FutuGateway(VtGateway):
     def close(self):
         """关闭"""
         if self.quoteCtx:
-            self.quoteCtx.stop()
+            self.quoteCtx.close()
         if self.tradeCtx:
-            self.tradeCtx.stop()
+            self.tradeCtx.close()
         
     #----------------------------------------------------------------------
     def initQuery(self):