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Merge pull request #2124 from vnpy/master

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[Fix] rqdatac problem
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vn.py 2019-09-30 11:35:23 +08:00 committed by GitHub
commit e67d21c15e
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2 changed files with 7 additions and 3 deletions
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2
vnpy/app/cta_strategy/engine.py
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@ -91,7 +91,7 @@ class CtaEngine(BaseEngine):
self.stop_order_count = 0 # for generating stop_orderid self.stop_order_count = 0 # for generating stop_orderid
self.stop_orders = {} # stop_orderid: stop_order 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_client = None
self.rq_symbols = set() self.rq_symbols = set()

8
vnpy/trader/rqdata.py
View File

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