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Update engine.py #1

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Dec 20, 2024
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39 changes: 37 additions & 2 deletions vnpy_datamanager/engine.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,7 @@
from vnpy.trader.engine import BaseEngine, MainEngine, EventEngine
from vnpy.trader.constant import Interval, Exchange
from vnpy.trader.object import BarData, TickData, ContractData, HistoryRequest
from vnpy.trader.database import BaseDatabase, get_database, BarOverview, DB_TZ
from vnpy.trader.database import BaseDatabase, get_database, BarOverview, TickOverview, DB_TZ
from vnpy.trader.datafeed import BaseDatafeed, get_datafeed
from vnpy.trader.utility import ZoneInfo

Expand Down Expand Up @@ -146,6 +146,10 @@ def get_bar_overview(self) -> List[BarOverview]:
""""""
return self.database.get_bar_overview()

def get_tick_overview(self) -> List[TickOverview]:
""""""
return self.database.get_tick_overview()

def load_bar_data(
self,
symbol: str,
Expand Down Expand Up @@ -216,6 +220,36 @@ def download_bar_data(
return (len(data))

return 0

def load_tick_data(
self,
symbol: str,
exchange: Exchange,
start: datetime,
end: datetime
) -> List[TickData]:
""""""
ticks: List[TickData] = self.database.load_tick_data(
symbol,
exchange,
start,
end
)

return ticks

def delete_tick_data(
self,
symbol: str,
exchange: Exchange,
) -> int:
""""""
count: int = self.database.delete_tick_data(
symbol,
exchange,
)

return count

def download_tick_data(
self,
Expand All @@ -231,7 +265,8 @@ def download_tick_data(
symbol=symbol,
exchange=exchange,
start=start,
end=datetime.now(DB_TZ)
end=datetime.now(DB_TZ),
interval = Interval.TICK,
)

data: List[TickData] = self.datafeed.query_tick_history(req, output)
Expand Down