[Add]新增RQData数据服务

examples/DataService/README.md

@@ -1,5 +1,7 @@
 # DataService说明
 
+* RqdataDataService：RQData数据服务（A股、期货、基金）
+
 * ShcifcoDataService：上海中期历史行情服务（期货）
 
 * TqDataService：天勤历史行情服务（期货）

examples/DataService/RqdataDataService/config.json

@@ -0,0 +1,9 @@
+{
+	"MONGO_HOST": "localhost",
+	"MONGO_PORT": 27017,
+
+	"SYMBOLS": ["510050", "510300"],
+
+	"USERNAME": "",
+	"PASSWORD": ""
+}

examples/DataService/RqdataDataService/dataService.py

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+# encoding: UTF-8
+
+from __future__ import print_function
+import sys
+import json
+from datetime import datetime
+from time import time, sleep
+
+from pymongo import MongoClient, ASCENDING
+
+from vnpy.trader.vtObject import VtBarData
+from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
+
+import rqdatac as rq
+
+# 加载配置
+config = open('config.json')
+setting = json.load(config)
+
+MONGO_HOST = setting['MONGO_HOST']
+MONGO_PORT = setting['MONGO_PORT']
+SYMBOLS = setting['SYMBOLS']
+
+mc = MongoClient(MONGO_HOST, MONGO_PORT)        # Mongo连接
+db = mc[MINUTE_DB_NAME]                         # 数据库
+
+USERNAME = setting['USERNAME']
+PASSWORD = setting['PASSWORD']
+rq.init(USERNAME, PASSWORD)
+
+FIELDS = ['open', 'high', 'low', 'close', 'volume']
+
+#print (rq.all_instruments(type='Future'))
+#print(rq.get_price('IF99', frequency='1m', fields=FIELDS))
+
+#----------------------------------------------------------------------
+def generateVtBar(row, symbol):
+    """生成K线"""
+    bar = VtBarData()
+    
+    bar.symbol = symbol
+    bar.vtSymbol = symbol
+    bar.open = row['open']
+    bar.high = row['high']
+    bar.low = row['low']
+    bar.close = row['close']
+    bar.volume = row['volume']
+    bar.datetime = row.name
+    bar.date = bar.datetime.strftime("%Y%m%d")
+    bar.time = bar.datetime.strftime("%H:%M:%S")
+    
+    return bar
+
+#----------------------------------------------------------------------
+def downMinuteBarBySymbol(symbol):
+    """下载某一合约的分钟线数据"""
+    start = time()
+
+    cl = db[symbol]
+    cl.ensure_index([('datetime', ASCENDING)], unique=True)         # 添加索引
+    
+    df = rq.get_price(symbol, frequency='1m', fields=FIELDS)
+    
+    for ix, row in df.iterrows():
+        bar = generateVtBar(row, symbol)
+        d = bar.__dict__
+        flt = {'datetime': bar.datetime}
+        cl.replace_one(flt, d, True)            
+
+    end = time()
+    cost = (end - start) * 1000
+
+    print(u'合约%s数据下载完成%s - %s，耗时%s毫秒' %(symbol, df.index[0], df.index[-1], cost))
+
+    
+#----------------------------------------------------------------------
+def downloadAllMinuteBar():
+    """下载所有配置中的合约的分钟线数据"""
+    print('-' * 50)
+    print(u'开始下载合约分钟线数据')
+    print('-' * 50)
+    
+    # 添加下载任务
+    for symbol in SYMBOLS:
+        downMinuteBarBySymbol(str(symbol))
+    
+    print('-' * 50)
+    print(u'合约分钟线数据下载完成')
+    print('-' * 50)
+    
+
+
+    

examples/DataService/RqdataDataService/downloadData.py

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+# encoding: UTF-8
+
+"""
+立即下载数据到数据库中，用于手动执行更新操作。
+"""
+
+from dataService import *
+
+
+if __name__ == '__main__':
+    downMinuteBarBySymbol('IF1812')
+    #downloadAllMinuteBar()

examples/DataService/RqdataDataService/runService.py

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+# encoding: UTF-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。
+"""
+from __future__ import print_function
+
+import time
+import datetime
+
+from dataService import downloadAllMinuteBar
+
+
+if __name__ == '__main__':
+    taskCompletedDate = None
+    
+    # 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)
+    
+    # 进入主循环
+    while True:
+        t = datetime.datetime.now()
+        
+        # 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):
+            downloadAllMinuteBar()
+            
+            # 更新任务完成的日期
+            taskCompletedDate = t.date()
+        else:
+            print(u'当前时间%s，任务定时%s' %(t, taskTime))
+    
+        time.sleep(60)