[bug fix] 修复取不到数据得bug
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@ -20,7 +20,7 @@ from vnpy.data.tdx.tdx_future_data import *
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bar_data_folder = os.path.abspath(os.path.join(vnpy_root, 'bar_data'))
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# 开始日期(每年大概需要几分钟)
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start_date = '20160101'
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start_date = '20190101'
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# 创建API对象
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api_01 = TdxFutureData()
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@ -55,6 +55,8 @@ for underlying_symbol in api_01.future_contracts.keys():
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start_dt=start_dt,
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return_bar=False)
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# [dict] => dataframe
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if not result or len(bars) == 0:
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continue
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df_extern = pd.DataFrame(bars)
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df_extern.set_index('datetime', inplace=True)
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@ -74,4 +76,4 @@ for underlying_symbol in api_01.future_contracts.keys():
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print(data_df.tail())
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data_df.to_csv(bar_file_path, index=True)
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print(f'更新{index_symbol}数据 => 文件{bar_file_path}')
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break
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