[Mod] change query_bar -> query_history for rqdata_client

This commit is contained in:
vn.py 2019-05-08 15:57:35 +08:00
parent 8c707435e8
commit a68773fec9
5 changed files with 31 additions and 32 deletions

View File

@ -338,25 +338,24 @@ class BacktesterEngine(BaseEngine):
"""
self.write_log(f"{vt_symbol}-{interval}开始下载历史数据")
symbol, exchange = extract_vt_symbol(vt_symbol)
req = HistoryRequest(
symbol=symbol,
exchange=exchange,
interval=Interval(interval),
start=start,
end=end
)
contract = self.main_engine.get_contract(vt_symbol)
# If history data provided in gateway, then query
if contract and contract.history_data:
req = HistoryRequest(
symbol=contract.symbol,
exchange=contract.exchange,
interval=Interval(interval),
start=start,
end=end
)
data = self.main_engine.query_history(req, contract.gateway_name)
# Otherwise use RQData to query data
else:
symbol, exchange = extract_vt_symbol(vt_symbol)
data = rqdata_client.query_bar(
symbol, exchange, Interval(interval), start, end
)
data = rqdata_client.query_history(req)
if data:
database_manager.save_bar_data(data)

View File

@ -56,14 +56,14 @@ class BacktesterManager(QtWidgets.QWidget):
self.class_combo = QtWidgets.QComboBox()
self.class_combo.addItems(self.class_names)
self.symbol_line = QtWidgets.QLineEdit("XBTUSD.BITMEX")
self.symbol_line = QtWidgets.QLineEdit("IF88.CFFEX")
self.interval_combo = QtWidgets.QComboBox()
for inteval in Interval:
self.interval_combo.addItem(inteval.value)
end_dt = datetime.now()
start_dt = end_dt - timedelta(days=30)# * 365)
start_dt = end_dt - timedelta(days=3 * 365)
self.start_date_edit = QtWidgets.QDateEdit(
QtCore.QDate(

View File

@ -16,6 +16,7 @@ from vnpy.trader.engine import BaseEngine, MainEngine
from vnpy.trader.object import (
OrderRequest,
SubscribeRequest,
HistoryRequest,
LogData,
TickData,
BarData,
@ -136,9 +137,14 @@ class CtaEngine(BaseEngine):
"""
Query bar data from RQData.
"""
data = rqdata_client.query_bar(
symbol, exchange, interval, start, end
req = HistoryRequest(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end
)
data = rqdata_client.query_history(req)
return data
def process_tick_event(self, event: Event):

View File

@ -360,12 +360,7 @@ class BitmexRestApi(RestClient):
# Update start time
start_time = bar.datetime + TIMEDELTA_MAP[req.interval]
return history
return history
def on_send_order_failed(self, status_code: str, request: Request):
"""

View File

@ -7,7 +7,7 @@ from rqdatac.services.get_price import get_price as rqdata_get_price
from .setting import SETTINGS
from .constant import Exchange, Interval
from .object import BarData
from .object import BarData, HistoryRequest
INTERVAL_VT2RQ = {
@ -89,17 +89,16 @@ class RqdataClient:
return rq_symbol
def query_bar(
self,
symbol: str,
exchange: Exchange,
interval: Interval,
start: datetime,
end: datetime
):
def query_history(self, req: HistoryRequest):
"""
Query bar data from RQData.
Query history bar data from RQData.
"""
symbol = req.symbol
exchange = req.exchange
interval = req.interval
start = req.start
end = req.end
rq_symbol = self.to_rq_symbol(symbol, exchange)
if rq_symbol not in self.symbols:
return None