[Fix]添加缺失的future库安装
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@ -62,7 +62,7 @@ def generateVtBar(row):
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return bar
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#----------------------------------------------------------------------
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def downMinuteBarBySymbol(api, vtSymbol, startDate):
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def downMinuteBarBySymbol(api, vtSymbol, startDate, endDate=''):
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"""下载某一合约的分钟线数据"""
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start = time()
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@ -70,13 +70,17 @@ def downMinuteBarBySymbol(api, vtSymbol, startDate):
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cl.ensure_index([('datetime', ASCENDING)], unique=True) # 添加索引
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dt = datetime.strptime(startDate, '%Y%m%d')
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today = datetime.now()
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if endDate:
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end = datetime.strptime(endDate, '%Y%m%d')
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else:
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end = datetime.now()
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delta = timedelta(1)
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code, exchange = vtSymbol.split('.')
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symbol = '.'.join([code, exchangeMap[exchange]])
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while dt <= today:
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while dt <= end:
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d = int(dt.strftime('%Y%m%d'))
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df, msg = api.bar(symbol, freq='1M', trade_date=d)
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dt += delta
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@ -91,20 +95,20 @@ def downMinuteBarBySymbol(api, vtSymbol, startDate):
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cl.replace_one(flt, d, True)
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end = time()
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cost = (end - start) * 1000
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e = time()
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cost = (e - start) * 1000
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print u'合约%s数据下载完成%s - %s,耗时%s毫秒' %(vtSymbol, startDate, today.strftime('%Y%m%d'), cost)
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print u'合约%s数据下载完成%s - %s,耗时%s毫秒' %(vtSymbol, startDate, end.strftime('%Y%m%d'), cost)
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#----------------------------------------------------------------------
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def downloadAllMinuteBar(api):
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def downloadAllMinuteBar(api, days=10):
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"""下载所有配置中的合约的分钟线数据"""
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print '-' * 50
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print u'开始下载合约分钟线数据'
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print '-' * 50
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startDt = datetime.today() - 10 * timedelta(1)
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startDt = datetime.today() - days * timedelta(1)
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startDate = startDt.strftime('%Y%m%d')
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# 添加下载任务
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@ -115,7 +119,3 @@ def downloadAllMinuteBar(api):
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print u'合约分钟线数据下载完成'
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print '-' * 50
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if __name__ == '__main__':
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downloadAllMinuteBar()
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@ -19,4 +19,4 @@ if __name__ == '__main__':
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print u'数据服务器登录失败,原因:%s' %msg
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# 下载数据
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downloadAllMinuteBar(api)
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downloadAllMinuteBar(api, 100)
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@ -4,4 +4,5 @@ msgpack-python
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qdarkstyle
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SortedContainers
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futuquant
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wmi
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wmi
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future
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