更新:增加mongo独立接口，更新FAQ

Q_n_A.md

@@ -123,6 +123,7 @@
 
 #5、碰到的问题：version `GLIBCXX_3.4.21' not found
     conda install libgcc
+    若出现更高版本需求，参见第10点
 
 #6、碰到的问题：在3.5 env下安装RqPlus时，报错:talib/common.c:242:28: fatal error: ta-lib/ta_defs.h: No such file or directory
     locate ta_defs.h
@@ -148,3 +149,63 @@ pip install autobahn
 pip install twisted
 若出现找不到rc.exe， 请先使用vs x86&x64界面，激活py35后，再运行
 pip install pyOpenSSL
+
+# 10、升级gcc
+    使用奇正MOM的CTP API时，提示`GLIBCXX_3.4.22' not found，当前centos最高版本是 3.4.21，通过yum不能升级，需要手工下载升级。
+    
+    wget http://ftp.de.debian.org/debian/pool/main/g/gcc-9/libstdc++6_9.2.1-8_amd64.deb
+解压
+
+    ar -x libstdc++6_9.2.1-8_amd64.deb    
+    （就是 ar 命令，不是tar）    
+    tar -xvf data.tar.xz
+
+安装
+    
+    删除： rm /usr/lib64/libstdc++.so.6    
+    拷贝： cp usr/lib/x86_64-linux-gnu/libstdc++.so.6.0.28 /usr/lib64/    
+    连接： ln /usr/lib64/libstdc++.so.6.0.28    /usr/lib64/libstdc++.so.6
+结果
+
+    strings /usr/lib64/libstdc++.so.6 | grep GLIBCXX
+    
+    GLIBCXX_3.4
+    GLIBCXX_3.4.1
+    GLIBCXX_3.4.2
+    GLIBCXX_3.4.3
+    GLIBCXX_3.4.4
+    GLIBCXX_3.4.5
+    GLIBCXX_3.4.6
+    GLIBCXX_3.4.7
+    GLIBCXX_3.4.8
+    GLIBCXX_3.4.9
+    GLIBCXX_3.4.10
+    GLIBCXX_3.4.11
+    GLIBCXX_3.4.12
+    GLIBCXX_3.4.13
+    GLIBCXX_3.4.14
+    GLIBCXX_3.4.15
+    GLIBCXX_3.4.16
+    GLIBCXX_3.4.17
+    GLIBCXX_3.4.18
+    GLIBCXX_3.4.19
+    GLIBCXX_3.4.20
+    GLIBCXX_3.4.21
+    GLIBCXX_3.4.22
+    GLIBCXX_3.4.23
+    GLIBCXX_3.4.24
+    GLIBCXX_3.4.25
+    GLIBCXX_DEBUG_MESSAGE_LENGTH
+
+# 11、升级glibc
+    使用奇正MOM的CTP API时，提示`GLIBC_2.18' not found，当前centos最高版本是 3.4.21，通过yum不能升级，需要手工下载升级。
+    
+    root 用户登录
+    wget http://ftp.gnu.org/gnu/glibc/glibc-2.18.tar.gz
+    tar –zxvf glibc-2.18.tar.gz
+    cd glibc-2.18
+    mkdir build
+    cd build
+    ../configure --prefix=/usr --disable-profile --enable-add-ons --with-headers=/usr/include --with-binutils=/usr/bin
+    make –j4
+    make install

vnpy/data/mongo/mongo_data.py

@@ -0,0 +1,270 @@
+# encoding: UTF-8
+
+# Mongodb 数据服务
+
+
+import sys,os,traceback
+
+from datetime import datetime,timedelta
+from pymongo import MongoClient, ASCENDING
+from pymongo.errors import ConnectionFailure,AutoReconnect
+from time import sleep
+
+from vnpy.trader.vtFunction import loadMongoSetting
+from vnpy.trader.setup_logger import setup_logger
+
+class MongoData(object):
+    dbClient = None
+    db_has_connected = False
+
+    def __init__(self):
+        self.dbConnect()
+
+    def dbConnect(self, force=False):
+        if (self.dbClient is None or self.db_has_connected == False) or force:
+            host, port, logging = loadMongoSetting()
+            print('connecting to Mongo:{}:{}'.format(host, port))
+            try:
+                # 设置MongoDB操作的超时时间为0.5秒
+                self.dbClient = MongoClient(host, port, connectTimeoutMS=500)
+                # 调用server_info查询服务器状态，防止服务器异常并未连接成功
+                self.dbClient.server_info()
+
+                self.db_has_connected = True
+                print('mongo db connected')
+
+            except Exception as ex:
+                self.dbClient = None
+                self.db_has_connected = False
+                self.writeError(u'connect to mongo {}:{} exception:{}'.format(host,port,str(ex)))
+
+    def writeLog(self,content):
+        print(content)
+
+    def writeError(self,content):
+        print(content,file=sys.stderr)
+
+    # ----------------------------------------------------------------------
+    def dbInsert(self, dbName, collectionName, d):
+        """向MongoDB中插入数据，d是具体数据"""
+        try:
+            if self.dbClient:
+                db = self.dbClient[dbName]
+                collection = db[collectionName]
+                collection.insert_one(d)
+            else:
+                self.writeError(u'db insert fail')
+                if self.db_has_connected:
+                    self.writeLog(u'重新尝试连接数据库')
+                    self.dbConnect(force=True)
+
+        except AutoReconnect as ex:
+            self.writeLog(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.dbClient = None
+            self.writeError(u'数据库连接断开')
+            if self.db_has_connected:
+                self.writeLog(u'重新尝试连接数据库')
+                self.dbConnect(force=True)
+        except Exception as ex:
+            self.writeError(u'dbInsert exception:{}'.format(str(ex)))
+
+    def dbInsertMany(self,dbName, collectionName, data_list,ordered=True):
+        """
+        向MongoDB中插入数据，data_list是具体数据 列表
+        :param dbName:
+        :param collectionName:
+        :param data_list:
+        :param ordered: 是否忽略insert error
+        :return:
+        """
+        if not isinstance(data_list, list):
+            self.writeError('data_list should be a list')
+            return
+        try:
+            if self.dbClient:
+                db = self.dbClient[dbName]
+                collection = db[collectionName]
+                collection.insert_many(data_list, ordered = ordered)
+            else:
+                self.writeError('db insert many fail')
+                if self.db_has_connected:
+                    self.writeLog(u'重新尝试连接数据库')
+                    self.dbConnect(force=True)
+
+        except AutoReconnect as ex:
+            self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.dbClient = None
+            self.writeError(u'数据库连接断开')
+            if self.db_has_connected:
+                self.writeLog(u'重新尝试连接数据库')
+                self.dbConnect(force=True)
+        except Exception as ex:
+            self.writeError(u'dbInsertMany exception:{}'.format(str(ex)))
+
+
+    # ----------------------------------------------------------------------
+    def dbQueryOne(self, dbName, collectionName, flt):
+        """从MongoDB中读取数据，d是查询要求，返回的是一个结果"""
+        try:
+            if self.dbClient:
+                db = self.dbClient[dbName]
+                collection = db[collectionName]
+
+                return collection.find_one(flt)
+
+            else:
+                self.writeLog('db query fail')
+                if self.db_has_connected:
+                    self.writeLog(u'重新尝试连接数据库')
+                    self.dbConnect()
+
+        except AutoReconnect as ex:
+            self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.dbClient = None
+            self.writeError(u'数据库连接断开')
+            if self.db_has_connected:
+                self.writeLog(u'重新尝试连接数据库')
+                self.dbConnect()
+        except Exception as ex:
+            self.writeError(u'dbQuery exception:{}'.format(str(ex)))
+
+        return None
+
+    # ----------------------------------------------------------------------
+    def dbQuery(self, dbName, collectionName, d, sortKey='', sortDirection=ASCENDING):
+        """从MongoDB中读取数据，d是查询要求，返回的是数据库查询的指针"""
+        try:
+            if self.dbClient:
+                db = self.dbClient[dbName]
+                collection = db[collectionName]
+
+                if sortKey:
+                    cursor = collection.find(d).sort(sortKey, sortDirection)  # 对查询出来的数据进行排序
+                else:
+                    cursor = collection.find(d)
+
+                if cursor:
+                    return list(cursor)
+                else:
+                        return []
+            else:
+                self.writeLog('db query fail')
+                if self.db_has_connected:
+                    self.writeLog(u'重新尝试连接数据库')
+                    self.dbConnect()
+
+        except AutoReconnect as ex:
+            self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.dbClient = None
+            self.writeError(u'数据库连接断开')
+            if self.db_has_connected:
+                self.writeLog(u'重新尝试连接数据库')
+                self.dbConnect()
+        except Exception as ex:
+            self.writeError(u'dbQuery exception:{}'.format(str(ex)))
+
+        return []
+
+    def dbQueryBySort(self, dbName, collectionName, d, sortName, sortType, limitNum=0):
+        """从MongoDB中读取数据，d是查询要求，sortName是排序的字段,sortType是排序类型
+          返回的是数据库查询的指针"""
+        try:
+            if self.dbClient:
+                db = self.dbClient[dbName]
+                collection = db[collectionName]
+                if limitNum > 0:
+                    cursor = collection.find(d).sort(sortName, sortType).limit(limitNum)
+                else:
+                    cursor = collection.find(d).sort(sortName, sortType)
+                if cursor:
+                    return list(cursor)
+                else:
+                    return []
+            else:
+                self.writeLog('db query fail')
+                if self.db_has_connected:
+                    self.writeLog(u'重新尝试连接数据库')
+                    self.dbConnect()
+
+        except AutoReconnect as ex:
+            self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.dbClient = None
+            self.writeError(u'数据库连接断开')
+            if self.db_has_connected:
+                self.writeLog(u'重新尝试连接数据库')
+                self.dbConnect()
+        except Exception as ex:
+            self.writeError(u'dbQueryBySort exception:{}'.format(str(ex)))
+
+        return []
+
+    # ----------------------------------------------------------------------
+    def dbUpdate(self, dbName, collectionName, d, flt, upsert=False,replace=True):
+        """向MongoDB中更新数据，d是具体数据，flt是过滤条件，upsert代表若无是否要插入"""
+        try:
+            if self.dbClient:
+                db = self.dbClient[dbName]
+                collection = db[collectionName]
+                if replace:
+                    rtn =collection.replace_one(flt, d, upsert)
+                else:
+                    rtn = collection.update_one(flt, {'$set':d}, upsert)
+
+                return rtn
+
+            else:
+                self.writeLog('db update fail')
+                if self.db_has_connected:
+                    self.writeLog(u'重新尝试连接数据库')
+                    self.dbConnect()
+
+        except AutoReconnect as ex:
+            self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.dbClient = None
+            self.writeError(u'数据库连接断开')
+            if self.db_has_connected:
+                self.writeLog(u'重新尝试连接数据库')
+                self.dbConnect()
+        except Exception as ex:
+            self.writeError(u'dbUpdate exception:{}'.format(str(ex)))
+
+        return None
+
+    def dbDelete(self,dbName, collectionName, flt):
+        """
+        向mongodb中，删除数据，flt是过滤条件
+        :param dbName:
+        :param collectionName:
+        :param flt:
+        :return:
+        """
+        try:
+            if self.dbClient:
+                db = self.dbClient[dbName]
+                collection = db[collectionName]
+                collection.delete_many(flt)
+            else:
+                self.writeLog('db delete fail')
+                if self.db_has_connected:
+                    self.writeLog(u'重新尝试连接数据库')
+                    self.dbConnect()
+        except ConnectionFailure:
+            self.dbClient = None
+            self.writeError(u'数据库连接断开')
+            if self.db_has_connected:
+                self.writeLog(u'重新尝试连接数据库')
+                self.dbConnect()
+        except Exception as ex:
+            self.writeError(u'dbDelete exception:{}'.format(str(ex)))