[Add] download history data from rqdata into sqlite

.gitignore

@@ -11,3 +11,4 @@
 # Temp
 build
 dist
+*.local

tests/backtesting/getdata.py

@@ -0,0 +1,59 @@
+from time import time
+from datetime import datetime
+
+import rqdatac as rq
+
+from vnpy.trader.database import DbBarData, DB
+
+USERNAME = ""
+PASSWORD = ""
+FIELDS = ["open", "high", "low", "close", "volume"]
+
+rq.init(USERNAME, PASSWORD, ("rqdatad-pro.ricequant.com", 16011))
+
+
+def generate_bar_from_row(row, symbol, exchange):
+    """"""
+    bar = DbBarData()
+
+    bar.symbol = symbol
+    bar.exchange = exchange
+    bar.interval = "1m"
+    bar.open_price = row["open"]
+    bar.high_price = row["high"]
+    bar.low_price = row["low"]
+    bar.close_price = row["close"]
+    bar.volume = row["volume"]
+    bar.datetime = row.name.to_pydatetime()
+    bar.gateway_name = "DB"
+    bar.vt_symbol = f"{symbol}.{exchange}"
+
+    return bar
+
+
+def download_minute_bar(vt_symbol):
+    """下载某一合约的分钟线数据"""
+    print(f"开始下载合约数据{vt_symbol}")
+    symbol, exchange = vt_symbol.split(".")
+
+    start = time()
+
+    df = rq.get_price(symbol, frequency="1m", fields=FIELDS)
+
+    with DB.atomic():
+        for ix, row in df.iterrows():
+            print(row.name)
+            bar = generate_bar_from_row(row, symbol, exchange)
+            DbBarData.replace(bar.__data__).execute()
+
+    end = time()
+    cost = (end - start) * 1000
+
+    print(
+        "合约%s的分钟K线数据下载完成%s - %s，耗时%s毫秒"
+        % (symbol, df.index[0], df.index[-1], cost)
+    )
+
+
+if __name__ == "__main__":
+    download_minute_bar("IF88.CFFEX")