[Add]history data cache in cta backtesting to improve speed

vnpy/app/cta_backtester/engine.py

@@ -165,6 +165,7 @@ class BacktesterEngine(BaseEngine):
             self.write_log("已有回测在运行中，请等待完成")
             return False
 
+        self.write_log("-" * 40)
         self.thread = Thread(
             target=self.run_backtesting,
             args=(

vnpy/app/cta_strategy/backtesting.py

@@ -2,6 +2,7 @@ from collections import defaultdict
 from datetime import date, datetime
 from typing import Callable
 from itertools import product
+from functools import lru_cache
 import multiprocessing
 
 import numpy as np
@@ -197,28 +198,18 @@ class BacktestingEngine:
         self.output("开始加载历史数据")
 
         if self.mode == BacktestingMode.BAR:
-            s = (
-                DbBarData.select()
-                .where(
-                    (DbBarData.vt_symbol == self.vt_symbol) 
-                    & (DbBarData.interval == self.interval) 
-                    & (DbBarData.datetime >= self.start) 
-                    & (DbBarData.datetime <= self.end)
-                )
-                .order_by(DbBarData.datetime)
+            self.history_data = load_bar_data(
+                self.vt_symbol,
+                self.interval,
+                self.start,
+                self.end
             )
-            self.history_data = [db_bar.to_bar() for db_bar in s]
         else:
-            s = (
-                DbTickData.select()
-                .where(
-                    (DbTickData.vt_symbol == self.vt_symbol) 
-                    & (DbTickData.datetime >= self.start) 
-                    & (DbTickData.datetime <= self.end)
-                )
-                .order_by(DbTickData.datetime)
+            self.history_data = load_tick_data(
+                self.vt_symbol,
+                self.start,
+                self.end
             )
-            self.history_data = [db_tick.to_tick() for db_tick in s]
 
         self.output(f"历史数据加载完成，数据量：{len(self.history_data)}")
 
@@ -970,3 +961,45 @@ def optimize(
 
     target_value = statistics[target_name]
     return (str(setting), target_value, statistics)
+
+
+@lru_cache(maxsize=10)
+def load_bar_data(
+    vt_symbol: str, 
+    interval: str, 
+    start: datetime, 
+    end: datetime
+):
+    """"""
+    s = (
+        DbBarData.select()
+        .where(
+            (DbBarData.vt_symbol == vt_symbol) 
+            & (DbBarData.interval == interval) 
+            & (DbBarData.datetime >= start) 
+            & (DbBarData.datetime <= end)
+        )
+        .order_by(DbBarData.datetime)
+    )
+    data = [db_bar.to_bar() for db_bar in s]
+    return data
+
+
+@lru_cache(maxsize=10)
+def load_tick_data(
+    vt_symbol: str, 
+    start: datetime, 
+    end: datetime
+):
+    """"""
+    s = (
+        DbTickData.select()
+        .where(
+            (DbTickData.vt_symbol == vt_symbol) 
+            & (DbTickData.datetime >= start) 
+            & (DbTickData.datetime <= end)
+        )
+        .order_by(DbTickData.datetime)
+    )
+    data = [db_tick.db_tick() for db_tick in s]
+    return data