[Add]interval map from vt to rqdata
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@ -10,6 +10,13 @@ from .constant import Exchange, Interval
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from .object import BarData
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INTERVAL_VT2RQ = {
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Interval.MINUTE: "1m",
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Interval.HOUR: "1h",
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Interval.DAILY: "1d",
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}
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class RqdataClient:
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"""
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Client for querying history data from RQData.
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@ -91,11 +98,15 @@ class RqdataClient:
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if rq_symbol not in self.symbols:
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return None
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rq_interval = INTERVAL_VT2RQ.get(interval)
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if not rq_interval:
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return None
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end += timedelta(1) # For querying night trading period data
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df = rqdata_get_price(
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rq_symbol,
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frequency=interval.value,
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frequency=rq_interval,
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fields=["open", "high", "low", "close", "volume"],
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start_date=start,
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end_date=end
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