[增强功能] tdx下载普通合约;增加远程服务器文件访问;股票砖图支持使用1分钟生成

prod/jobs/refill_stock_renko.py

@@ -16,7 +16,7 @@ from vnpy.data.renko.rebuild_stock import *
 if __name__ == "__main__":
 
     if len(sys.argv) < 4:
-        print(u'请输入三个参数 host symbol pricetick')
+        print(u'请输入三个参数 host symbol pricetick [ bar]')
         exit()
     print(sys.argv)
     host = sys.argv[1]
@@ -24,15 +24,25 @@ if __name__ == "__main__":
     setting = {
         "host": host,
         "db_name": STOCK_RENKO_DB_NAME,
-        "cache_folder": os.path.join(vnpy_root, 'tick_data', 'tdx', 'stock')
+        "cache_folder": os.path.join(vnpy_root, 'tick_data', 'tdx', 'stock'),
+        'bar_folder': os.path.join(vnpy_root,'bar_data')
     }
     builder = StockRenkoRebuilder(setting)
 
     symbol = sys.argv[2]
     price_tick = float(sys.argv[3])
+    if len(sys.argv) >= 5 and sys.argv[4] == 'bar':
+        using_bar = True
+    else:
+        using_bar = False
 
-    print(f'启动期货renko补全,数据库:{host}/{STOCK_RENKO_DB_NAME} 合约:{symbol}')
-    builder.start(symbol=symbol, price_tick=price_tick, height=['K3', 'K5', 'K10'], refill=True)
+    if using_bar:
+        print(f'启动股票bar=> renko补全,数据库:{host}/{STOCK_RENKO_DB_NAME} 合约:{symbol}')
+        builder.start_with_bar(symbol=symbol, price_tick=price_tick, height=['K3', 'K5', 'K10'])
+
+    else:
+        print(f'启动股票tick=> renko补全,数据库:{host}/{STOCK_RENKO_DB_NAME} 合约:{symbol}')
+        builder.start(symbol=symbol, price_tick=price_tick, height=['K3', 'K5', 'K10'], refill=True)
 
     print(f'exit refill {symbol} renkos')
 

prod/jobs/refill_tdx_stock_bars.py

@@ -35,7 +35,7 @@ stock_list = load_json('stock_list.json')
 
 symbol_dict = api_01.symbol_dict
 
-# 逐一指数合约下载并更新
+# 逐一合约下载并更新
 for stock_code in stock_list:
     market_id = get_tdx_market_code(stock_code)
     if market_id == 0:
@@ -108,6 +108,5 @@ for stock_code in stock_list:
 
         print(f'更新{stock_code}  {stock_name} 数据 => 文件{bar_file_path}, 最后记录:{bars[-1]}')
 
-
 print('更新完毕')
 os._exit(0)

vnpy/data/tdx/tdx_future_data.py

@@ -300,8 +300,13 @@ class TdxFutureData(object):
         if '.' in symbol:
             symbol = symbol.split('.')[0]
         tdx_symbol = symbol.upper().replace('_', '')
-        tdx_symbol = tdx_symbol.replace('99', 'L9')
         underlying_symbol = get_underlying_symbol(symbol).upper()
+
+        if '99' in tdx_symbol:
+            tdx_symbol = tdx_symbol.replace('99', 'L9')
+        else:
+            tdx_symbol = get_full_symbol(symbol).upper()
+
         tdx_index_symbol = underlying_symbol + 'L9'
         vn_exchange = self._get_vn_exchange(underlying_symbol)
 

vnpy/trader/utility.py

@@ -1404,3 +1404,28 @@ def get_bars(csv_file: str,
             count += 1
 
     return bars
+
+
+def get_remote_file(remote_ip, remote_file_path, mode='rb'):
+    """
+    获取远程服务器的文件
+    :param remote_ip: 服务器ip地址
+    :param remote_file_path:服务器上文件路径
+    :param mode: 打开文件目录
+    :return:
+    """
+    try:
+        import paramiko
+        pkey = '/home/trade/.ssh/id_rsa'
+        key = paramiko.RSAKey.from_private_key_file(pkey)
+        paramiko.util.log_to_file('log/paramiko.log')
+        ssh = paramiko.SSHClient()
+        ssh.set_missing_host_key_policy(paramiko.AutoAddPolicy())
+        # ssh.load_system_host_keys()
+        ssh.connect(remote_ip, username='trade', pkey=key)
+        sftp_client = ssh.open_sftp()
+        remote_file = sftp_client.open(remote_file_path, mode)
+        return remote_file
+    except Exception as ex:
+        print(u'打开远程目录异常:{}'.format(str(ex)))
+        return None