From a5550d42c7d39c3f26ecc658cf181b7104728db8 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Tue, 16 Apr 2019 13:39:06 +0800
Subject: [PATCH] [Mod]complete test of new database module with CtaStrategyApp

---
 tests/backtesting/getdata.py         | 41 ++++++++++++++++------------
 vnpy/app/cta_strategy/backtesting.py |  2 +-
 vnpy/app/cta_strategy/engine.py      | 17 +++++++++---
 vnpy/trader/utility.py               | 10 +++----
 4 files changed, 42 insertions(+), 28 deletions(-)

diff --git a/tests/backtesting/getdata.py b/tests/backtesting/getdata.py
index 62d02465..d5b01fdf 100644
--- a/tests/backtesting/getdata.py
+++ b/tests/backtesting/getdata.py
@@ -2,7 +2,9 @@ from time import time
 
 import rqdatac as rq
 
-from vnpy.trader.database import DbBarData
+from vnpy.trader.object import BarData
+from vnpy.trader.constant import Exchange, Interval
+from vnpy.trader.database import database_manager
 
 USERNAME = ""
 PASSWORD = ""
@@ -13,20 +15,18 @@ rq.init(USERNAME, PASSWORD, ("rqdatad-pro.ricequant.com", 16011))
 
 def generate_bar_from_row(row, symbol, exchange):
     """"""
-    bar = DbBarData()
-
-    bar.symbol = symbol
-    bar.exchange = exchange
-    bar.interval = "1m"
-    bar.open_price = row["open"]
-    bar.high_price = row["high"]
-    bar.low_price = row["low"]
-    bar.close_price = row["close"]
-    bar.volume = row["volume"]
-    bar.datetime = row.name.to_pydatetime()
-    bar.gateway_name = "DB"
-    bar.vt_symbol = f"{symbol}.{exchange}"
-
+    bar = BarData(
+        symbol=symbol,
+        exchange=Exchange(exchange),
+        interval=Interval.MINUTE,
+        open_price=row["open"],
+        high_price=row["high"],
+        low_price=row["low"],
+        close_price=row["close"],
+        volume=row["volume"],
+        datetime=row.name.to_pydatetime(),
+        gateway_name="DB"
+    )
     return bar
 
 
@@ -37,13 +37,20 @@ def download_minute_bar(vt_symbol):
 
     start = time()
 
-    df = rq.get_price(symbol, frequency="1m", fields=FIELDS)
+    df = rq.get_price(
+        symbol,
+        frequency="1m",
+        fields=FIELDS,
+        start_date='20100416',
+        end_date='20190416'
+    )
 
     bars = []
     for ix, row in df.iterrows():
         bar = generate_bar_from_row(row, symbol, exchange)
         bars.append(bar)
-    DbBarData.save_all(bars)
+
+    database_manager.save_bar_data(bars)
 
     end = time()
     cost = (end - start) * 1000
diff --git a/vnpy/app/cta_strategy/backtesting.py b/vnpy/app/cta_strategy/backtesting.py
index 01423bf5..d439f4b2 100644
--- a/vnpy/app/cta_strategy/backtesting.py
+++ b/vnpy/app/cta_strategy/backtesting.py
@@ -167,7 +167,7 @@ class BacktestingEngine:
         """"""
         self.mode = mode
         self.vt_symbol = vt_symbol
-        self.interval = interval
+        self.interval = Interval(interval)
         self.rate = rate
         self.slippage = slippage
         self.size = size
diff --git a/vnpy/app/cta_strategy/engine.py b/vnpy/app/cta_strategy/engine.py
index 7824ff2d..84939da3 100644
--- a/vnpy/app/cta_strategy/engine.py
+++ b/vnpy/app/cta_strategy/engine.py
@@ -35,7 +35,7 @@ from vnpy.trader.constant import (
     Offset, 
     Status
 )
-from vnpy.trader.utility import load_json, save_json
+from vnpy.trader.utility import load_json, save_json, extract_vt_symbol
 from vnpy.trader.database import database_manager
 from vnpy.trader.setting import SETTINGS
 
@@ -528,10 +528,14 @@ class CtaEngine(BaseEngine):
         return self.engine_type
 
     def load_bar(
-        self, symbol: str, exchange: Exchange, days: int, interval: Interval,
+        self, 
+        vt_symbol: str, 
+        days: int, 
+        interval: Interval,
         callback: Callable[[BarData], None]
     ):
         """"""
+        symbol, exchange = extract_vt_symbol(vt_symbol)
         end = datetime.now()
         start = end - timedelta(days)
 
@@ -549,9 +553,14 @@ class CtaEngine(BaseEngine):
         for bar in bars:
             callback(bar)
 
-    def load_tick(self, symbol: str, exchange: Exchange, days: int,
-                  callback: Callable[[TickData], None]):
+    def load_tick(
+        self, 
+        vt_symbol: str,
+        days: int,
+        callback: Callable[[TickData], None]
+    ):
         """"""
+        symbol, exchange = extract_vt_symbol(vt_symbol)
         end = datetime.now()
         start = end - timedelta(days)
 
diff --git a/vnpy/trader/utility.py b/vnpy/trader/utility.py
index 69fa6991..89af4945 100644
--- a/vnpy/trader/utility.py
+++ b/vnpy/trader/utility.py
@@ -10,20 +10,18 @@ import numpy as np
 import talib
 
 from .object import BarData, TickData
-
-if TYPE_CHECKING:
-    from vnpy.trader.constant import Exchange
+from .constant import Exchange
 
 
 def extract_vt_symbol(vt_symbol: str):
     """
     :return: (symbol, exchange)
     """
-    symbol, exchange = vt_symbol.split('.')
-    return symbol, exchange
+    symbol, exchange_str = vt_symbol.split('.')
+    return symbol, Exchange(exchange_str)
 
 
-def generate_vt_symbol(symbol: str, exchange: "Exchange"):
+def generate_vt_symbol(symbol: str, exchange: Exchange):
     return f'{symbol}.{exchange.value}'