Merge pull request #2124 from vnpy/master

[Fix] rqdatac problem

vnpy/app/cta_strategy/engine.py

@@ -91,7 +91,7 @@ class CtaEngine(BaseEngine):
         self.stop_order_count = 0   # for generating stop_orderid
         self.stop_orders = {}       # stop_orderid: stop_order
 
-        self.init_executor = ThreadPoolExecutor(max_workers=3)
+        self.init_executor = ThreadPoolExecutor(max_workers=1)
 
         self.rq_client = None
         self.rq_symbols = set()

vnpy/trader/rqdata.py

@@ -49,8 +49,12 @@ class RqdataClient:
         if not self.username or not self.password:
             return False
 
-        rqdata_init(self.username, self.password,
-                    ('rqdatad-pro.ricequant.com', 16011))
+        rqdata_init(
+            self.username, 
+            self.password,
+            ('rqdatad-pro.ricequant.com', 16011),
+            use_pool=True
+        )
 
         try:
             df = rqdata_all_instruments(date=datetime.now())