[Add]RQData数据服务新增对日线级别数据的支持

examples/DataService/RqdataDataService/dataService.py

@@ -9,7 +9,7 @@ from time import time, sleep
 from pymongo import MongoClient, ASCENDING
 
 from vnpy.trader.vtObject import VtBarData
-from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
+from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME, DAILY_DB_NAME
 
 import rqdatac as rq
 
@@ -23,6 +23,7 @@ SYMBOLS = setting['SYMBOLS']
 
 mc = MongoClient(MONGO_HOST, MONGO_PORT)        # Mongo连接
 db = mc[MINUTE_DB_NAME]                         # 数据库
+db2 = mc[DAILY_DB_NAME]
 
 USERNAME = setting['USERNAME']
 PASSWORD = setting['PASSWORD']
@@ -49,7 +50,7 @@ def generateVtBar(row, symbol):
     return bar
 
 #----------------------------------------------------------------------
-def downMinuteBarBySymbol(symbol):
+def downloadMinuteBarBySymbol(symbol):
     """下载某一合约的分钟线数据"""
     start = time()
 
@@ -69,7 +70,28 @@ def downMinuteBarBySymbol(symbol):
 
     print(u'合约%s数据下载完成%s - %s，耗时%s毫秒' %(symbol, df.index[0], df.index[-1], cost))
 
+#----------------------------------------------------------------------
+def downloadDailyBarBySymbol(symbol):
+    """下载某一合约日线数据"""
+    start = time()
+
+    cl = db2[symbol]
+    cl.ensure_index([('datetime', ASCENDING)], unique=True)         # 添加索引
     
+    df = rq.get_price(symbol, frequency='1d', fields=FIELDS, end_date=datetime.now().strftime('%Y%m%d'))
+    
+    for ix, row in df.iterrows():
+        bar = generateVtBar(row, symbol)
+        d = bar.__dict__
+        flt = {'datetime': bar.datetime}
+        cl.replace_one(flt, d, True)            
+
+    end = time()
+    cost = (end - start) * 1000
+
+    print(u'合约%s数据下载完成%s - %s，耗时%s毫秒' %(symbol, df.index[0], df.index[-1], cost))
+
+
 #----------------------------------------------------------------------
 def downloadAllMinuteBar():
     """下载所有配置中的合约的分钟线数据"""
@@ -79,12 +101,24 @@ def downloadAllMinuteBar():
     
     # 添加下载任务
     for symbol in SYMBOLS:
-        downMinuteBarBySymbol(str(symbol))
+        downloadMinuteBarBySymbol(str(symbol))
     
     print('-' * 50)
     print(u'合约分钟线数据下载完成')
     print('-' * 50)
+
+#----------------------------------------------------------------------
+def downloadAllDailyBar():
+    """下载所有配置中的合约的日数据"""
+    print('-' * 50)
+    print(u'开始下载合约日线数据')
+    print('-' * 50)
     
-
-
+    # 添加下载任务
+    for symbol in SYMBOLS:
+        downloadDailyBarBySymbol(str(symbol))
+    
+    print('-' * 50)
+    print(u'合约日线数据下载完成')
+    print('-' * 50)
     

examples/DataService/RqdataDataService/downloadData.py

@@ -8,5 +8,10 @@ from dataService import *
 
 
 if __name__ == '__main__':
-    downMinuteBarBySymbol('IF1812')
-    #downloadAllMinuteBar()
+    #downloadMinuteBarBySymbol('IF1812')
+    #downloadAllMinuteBar()
+    #downloadMinuteBarBySymbol('CU99')
+    downloadDailyBarBySymbol('CU99')
+    downloadDailyBarBySymbol('IF99')
+    downloadDailyBarBySymbol('TA99')
+    downloadDailyBarBySymbol('I99')