[Add] HistoryRequest and related query functions in BaseGateway

vnpy/trader/gateway.py

@@ -27,12 +27,13 @@ from .object import (
     OrderRequest,
     CancelRequest,
     SubscribeRequest,
+    HistoryRequest
 )
 
 
 class BaseGateway(ABC):
     """
-    Abstract gateway class for creating gateways connection 
+    Abstract gateway class for creating gateways connection
     to different trading systems.
 
     # How to implement a gateway:
@@ -206,8 +207,6 @@ class BaseGateway(ABC):
         Cancel an existing order.
         implementation should finish the tasks blow:
         * send request to server
-
-
         """
         pass
 
@@ -215,7 +214,6 @@ class BaseGateway(ABC):
     def query_account(self):
         """
         Query account balance.
-
         """
         pass
 
@@ -226,6 +224,18 @@ class BaseGateway(ABC):
         """
         pass
 
+    def query_bar_history(self, req: HistoryRequest):
+        """
+        Query bar history data.
+        """
+        pass
+
+    def query_tick_history(self, req: HistoryRequest):
+        """
+        Query tick history data.
+        """
+        pass
+
     def get_default_setting(self):
         """
         Return default setting dict.

vnpy/trader/object.py

@@ -236,6 +236,8 @@ class ContractData(BaseData):
     min_volume: float = 1           # minimum trading volume of the contract
     stop_supported: bool = False    # whether server supports stop order
     net_position: bool = False      # whether gateway uses net position volume
+    bar_history: bool = False       # whether gateway provides bar history data
+    tick_history: bool = False      # whether gateway provides tick history data
 
     option_strike: float = 0
     option_underlying: str = ""     # vt_symbol of underlying contract
@@ -310,3 +312,20 @@ class CancelRequest:
     def __post_init__(self):
         """"""
         self.vt_symbol = f"{self.symbol}.{self.exchange.value}"
+
+
+@dataclass
+class HistoryRequest:
+    """
+    Request sending to specific gateway for querying history data.
+    """
+
+    symbol: str
+    exchange: Exchange
+    start: datetime
+    end: datetime = None
+    interval: Interval = None
+
+    def __post_init__(self):
+        """"""
+        self.vt_symbol = f"{self.symbol}.{self.exchange.value}"