Update dataService.py

修改原来的cl = db[vtSymbol],为不带交易所名称的cl = db[code],策略才能从MongoDB中读取相应合约的数据。
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Yohoman 2018-02-13 16:35:47 +08:00 committed by GitHub
parent 6798a2234f
commit aed035cd6d
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@ -84,8 +84,9 @@ def generateVtBar(row):
def downMinuteBarBySymbol(api, vtSymbol, startDate, endDate=''):
"""下载某一合约的分钟线数据"""
start = time()
cl = db[vtSymbol]
code, exchange = vtSymbol.split('.')
cl = db[code]
cl.ensure_index([('datetime', ASCENDING)], unique=True) # 添加索引
dt = datetime.strptime(startDate, '%Y%m%d')
@ -96,7 +97,6 @@ def downMinuteBarBySymbol(api, vtSymbol, startDate, endDate=''):
end = datetime.now()
delta = timedelta(1)
code, exchange = vtSymbol.split('.')
symbol = '.'.join([code, exchangeMap[exchange]])
while dt <= end: