[Mod]修改QuantosDataService的兼容性

2018-02-14 13:02:16 +08:00 · 2018-02-14 13:02:16 +08:00 · 44b7ecf108
commit 44b7ecf108
parent c99a085daa
1 changed files with 7 additions and 1 deletions
--- a/examples/QuantosDataService/dataService.py
+++ b/examples/QuantosDataService/dataService.py
@ -86,7 +86,13 @@ def downMinuteBarBySymbol(api, vtSymbol, startDate, endDate=''):
    start = time()
    
    code, exchange = vtSymbol.split('.')
-    cl = db[code]
+
+    # 对于期货合约的vtSymbol没有交易所后缀
+    if exchange in ['SSE', 'SZSE']:
+        cl = db[vtSymbol]
+    else:
+        cl = db[code]
+
    cl.ensure_index([('datetime', ASCENDING)], unique=True)         # 添加索引
    
    dt = datetime.strptime(startDate, '%Y%m%d')