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[Add]interval map from vt to rqdata

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This commit is contained in:
vn.py 2019-04-29 13:30:27 +08:00
parent e4caa5996c
commit 769e70290d
1 changed files with 12 additions and 1 deletions
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13
vnpy/trader/rqdata.py
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@ -10,6 +10,13 @@ from .constant import Exchange, Interval
from .object import BarData from .object import BarData
INTERVAL_VT2RQ = {
Interval.MINUTE: "1m",
Interval.HOUR: "1h",
Interval.DAILY: "1d",
}
class RqdataClient: class RqdataClient:
""" """
Client for querying history data from RQData. Client for querying history data from RQData.
@ -91,11 +98,15 @@ class RqdataClient:
if rq_symbol not in self.symbols: if rq_symbol not in self.symbols:
return None return None
rq_interval = INTERVAL_VT2RQ.get(interval)
if not rq_interval:
return None
end += timedelta(1) # For querying night trading period data end += timedelta(1) # For querying night trading period data
df = rqdata_get_price( df = rqdata_get_price(
rq_symbol, rq_symbol,
frequency=interval.value, frequency=rq_interval,
fields=["open", "high", "low", "close", "volume"], fields=["open", "high", "low", "close", "volume"],
start_date=start, start_date=start,
end_date=end end_date=end