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增加支持 TickData 查看,更新和删除 #14

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69 changes: 56 additions & 13 deletions vnpy_datamanager/engine.py
Original file line number Diff line number Diff line change
@@ -1,11 +1,11 @@
import csv
from datetime import datetime
from datetime import datetime, timedelta
from typing import List, Optional, Callable

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 @@ -217,6 +221,36 @@ def download_bar_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,
symbol: str,
Expand All @@ -227,17 +261,26 @@ def download_tick_data(
"""
Query tick data from datafeed.
"""
req: HistoryRequest = HistoryRequest(
symbol=symbol,
exchange=exchange,
start=start,
end=datetime.now(DB_TZ)
)
start_dt: datetime = start
end_dt: datetime = datetime.now(DB_TZ)
count: int = 0

data: List[TickData] = self.datafeed.query_tick_history(req, output)
while start_dt < end_dt:
new_start_dt: datetime = min(start_dt+timedelta(days=10), end_dt)

if data:
self.database.save_tick_data(data)
return (len(data))
req: HistoryRequest = HistoryRequest(
symbol=symbol,
exchange=exchange,
start=start_dt,
end=new_start_dt,
interval=Interval.TICK,
)

return 0
data: List[TickData] = self.datafeed.query_tick_history(req, output)
start_dt = new_start_dt

if data:
self.database.save_tick_data(data)
count += len(data)

return count
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