[Mod] change query_bar -> query_history for rqdata_client

vnpy/app/cta_backtester/engine.py

@@ -338,25 +338,24 @@ class BacktesterEngine(BaseEngine):
         """
         self.write_log(f"{vt_symbol}-{interval}开始下载历史数据")
 
-        contract = self.main_engine.get_contract(vt_symbol)
+        symbol, exchange = extract_vt_symbol(vt_symbol)
 
-        # If history data provided in gateway, then query
-        if contract and contract.history_data:
         req = HistoryRequest(
-                symbol=contract.symbol,
-                exchange=contract.exchange,
+            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:
             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)

vnpy/app/cta_backtester/ui/widget.py

@@ -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(

vnpy/app/cta_strategy/engine.py

@@ -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):

vnpy/gateway/bitmex/bitmex_gateway.py

@@ -362,11 +362,6 @@ class BitmexRestApi(RestClient):
 
         return history            
 
-
-
-
-            
-
     def on_send_order_failed(self, status_code: str, request: Request):
         """
         Callback when sending order failed on server.

vnpy/trader/rqdata.py

@@ -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