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修正天勤数据接口不能正常获取数据的bug

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This commit is contained in:
yangyang 2018-04-09 16:30:19 +08:00
parent 880e0b3868
commit bc7c9cd92b
5 changed files with 20 additions and 12 deletions
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6
examples/TqDataService/config.json
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@ -1,8 +1,4 @@
{ {
"MONGO_HOST": "localhost", "MONGO_HOST": "localhost",
"MONGO_PORT": 27017, "MONGO_PORT": 27017
"SYMBOLS": ["IF1710", "IF1711", "IF1712", "IF1803",
"IH1710", "IH1711", "IH1712", "IH1803",
"IC1710", "IC1711", "IC1712", "IC1803"]
} }

7
examples/TqDataService/dataService.py
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@ -18,7 +18,6 @@ setting = json.load(config)
MONGO_HOST = setting['MONGO_HOST'] MONGO_HOST = setting['MONGO_HOST']
MONGO_PORT = setting['MONGO_PORT'] MONGO_PORT = setting['MONGO_PORT']
SYMBOLS = setting['SYMBOLS']
mc = MongoClient(MONGO_HOST, MONGO_PORT) # Mongo连接 mc = MongoClient(MONGO_HOST, MONGO_PORT) # Mongo连接
db = mc[MINUTE_DB_NAME] # 数据库 db = mc[MINUTE_DB_NAME] # 数据库
@ -80,16 +79,16 @@ def downMinuteBarBySymbol(symbol, num):
api.subscribe_chart(symbol, 60, num, onChart) api.subscribe_chart(symbol, 60, num, onChart)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def downloadAllMinuteBar(num): def downloadAllMinuteBar(num, symbols):
"""下载所有配置中的合约的分钟线数据""" """下载所有配置中的合约的分钟线数据"""
print '-' * 50 print '-' * 50
print u'开始下载合约分钟线数据' print u'开始下载合约分钟线数据'
print '-' * 50 print '-' * 50
# 添加下载任务 # 添加下载任务
taskList.extend(SYMBOLS) taskList.extend(symbols)
for symbol in SYMBOLS: for symbol in symbols:
downMinuteBarBySymbol(str(symbol), num) downMinuteBarBySymbol(str(symbol), num)
while True: while True:

8
examples/TqDataService/downloadData.py
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@ -2,10 +2,16 @@
""" """
立即下载数据到数据库中，用于手动执行更新操作。 立即下载数据到数据库中，用于手动执行更新操作。
注意: 请先在本机启动天勤终端 (0.8.0 以上版本) 并保持运行, 再执行本程序
""" """
from dataService import * from dataService import *
if __name__ == '__main__': if __name__ == '__main__':
downloadAllMinuteBar(1000) symbols = ["CFFEX.IF1710", "CFFEX.IF1711", "CFFEX.IF1712", "CFFEX.IF1803",
"CFFEX.IH1710", "CFFEX.IH1711", "CFFEX.IH1712", "CFFEX.IH1803",
"CFFEX.IC1710", "CFFEX.IC1711", "CFFEX.IC1712", "CFFEX.IC1803"]
downloadAllMinuteBar(1000, symbols)

8
examples/TqDataService/runService.py
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@ -2,6 +2,8 @@
""" """
定时服务，可无人值守运行，实现每日自动下载更新历史行情数据到数据库中。 定时服务，可无人值守运行，实现每日自动下载更新历史行情数据到数据库中。
注意: 请确保本程序运行时, 本机天勤终端 (0.8.0 以上版本)正在运行中
""" """
import time import time
@ -16,6 +18,10 @@ if __name__ == '__main__':
# 生成一个随机的任务下载时间，用于避免所有用户在同一时间访问数据服务器 # 生成一个随机的任务下载时间，用于避免所有用户在同一时间访问数据服务器
taskTime = datetime.time(hour=17, minute=0) taskTime = datetime.time(hour=17, minute=0)
symbols = ["CFFEX.IF1710", "CFFEX.IF1711", "CFFEX.IF1712", "CFFEX.IF1803",
"CFFEX.IH1710", "CFFEX.IH1711", "CFFEX.IH1712", "CFFEX.IH1803",
"CFFEX.IC1710", "CFFEX.IC1711", "CFFEX.IC1712", "CFFEX.IC1803"]
# 进入主循环 # 进入主循环
while True: while True:
t = datetime.datetime.now() t = datetime.datetime.now()
@ -23,7 +29,7 @@ if __name__ == '__main__':
# 每天到达任务下载时间后，执行数据下载的操作 # 每天到达任务下载时间后，执行数据下载的操作
if t.time() > taskTime and (taskCompletedDate is None or t.date() != taskCompletedDate): if t.time() > taskTime and (taskCompletedDate is None or t.date() != taskCompletedDate):
# 下载1000根分钟线数据，足以覆盖过去两天的行情 # 下载1000根分钟线数据，足以覆盖过去两天的行情
downloadAllMinuteBar(1000) downloadAllMinuteBar(1000, symbols)
# 更新任务完成的日期 # 更新任务完成的日期
taskCompletedDate = t.date() taskCompletedDate = t.date()

1
vnpy/data/tq/vntq.py
View File

@ -277,4 +277,5 @@ class TqApi(object):
def _generate_chart_id(self, ins_id, duration_seconds): def _generate_chart_id(self, ins_id, duration_seconds):
"""生成图表编号""" """生成图表编号"""
chart_id = "VN_%s_%d" % (ins_id, duration_seconds) chart_id = "VN_%s_%d" % (ins_id, duration_seconds)
chart_id = chart_id.replace(".", "_")
return chart_id return chart_id