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[bug fix] 修复取不到数据得bug

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This commit is contained in:
msincenselee 2020-01-08 16:03:23 +08:00
parent 324afc25bf
commit 6a6a3408dd
1 changed files with 4 additions and 2 deletions
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6
vnpy/data/tdx/refill_tdx_future_bars.py
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@ -20,7 +20,7 @@ from vnpy.data.tdx.tdx_future_data import *
bar_data_folder = os.path.abspath(os.path.join(vnpy_root, 'bar_data')) bar_data_folder = os.path.abspath(os.path.join(vnpy_root, 'bar_data'))
# 开始日期（每年大概需要几分钟） # 开始日期（每年大概需要几分钟）
start_date = '20160101' start_date = '20190101'
# 创建API对象 # 创建API对象
api_01 = TdxFutureData() api_01 = TdxFutureData()
@ -55,6 +55,8 @@ for underlying_symbol in api_01.future_contracts.keys():
start_dt=start_dt, start_dt=start_dt,
return_bar=False) return_bar=False)
# [dict] => dataframe # [dict] => dataframe
if not result or len(bars) == 0:
continue
df_extern = pd.DataFrame(bars) df_extern = pd.DataFrame(bars)
df_extern.set_index('datetime', inplace=True) df_extern.set_index('datetime', inplace=True)
@ -74,4 +76,4 @@ for underlying_symbol in api_01.future_contracts.keys():
print(data_df.tail()) print(data_df.tail())
data_df.to_csv(bar_file_path, index=True) data_df.to_csv(bar_file_path, index=True)
print(f'更新{index_symbol}数据 => 文件{bar_file_path}') print(f'更新{index_symbol}数据 => 文件{bar_file_path}')
break