senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update dataService.py

Browse Source 
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。
This commit is contained in:
Yohoman 2018-02-13 16:35:47 +08:00 committed by GitHub
parent 6798a2234f
commit aed035cd6d
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
examples/QuantosDataService/dataService.py
View File

@ -84,8 +84,9 @@ def generateVtBar(row):
def downMinuteBarBySymbol(api, vtSymbol, startDate, endDate=''): def downMinuteBarBySymbol(api, vtSymbol, startDate, endDate=''):
"""下载某一合约的分钟线数据""" """下载某一合约的分钟线数据"""
start = time() start = time()
cl = db[vtSymbol] code, exchange = vtSymbol.split('.')
cl = db[code]
cl.ensure_index([('datetime', ASCENDING)], unique=True) # 添加索引 cl.ensure_index([('datetime', ASCENDING)], unique=True) # 添加索引
dt = datetime.strptime(startDate, '%Y%m%d') dt = datetime.strptime(startDate, '%Y%m%d')
@ -96,7 +97,6 @@ def downMinuteBarBySymbol(api, vtSymbol, startDate, endDate=''):
end = datetime.now() end = datetime.now()
delta = timedelta(1) delta = timedelta(1)
code, exchange = vtSymbol.split('.')
symbol = '.'.join([code, exchangeMap[exchange]]) symbol = '.'.join([code, exchangeMap[exchange]])
while dt <= end: while dt <= end: