Merge branch 'main' into stream

README.md

@@ -35,19 +35,6 @@ VeighNa不会主动为MySQL数据库创建实例，所以使用前请确保datab
 
 若实例尚未创建，可以使用【MySQL Workbench】客户端的【new_schema】进行操作。
 
-### Tick时间戳的毫秒支持
-
-由于peewee的建表功能限制，默认情况下在保存tick数据时，时间精确度只能精确到秒。如果影响使用，可按照以下方式手动修改MySQL数据表来解决：
-
-```
-# 用MySQL命令行工具连接数据库
-
-# 选择数据实例
-use vnpy;
-
-# 修改dbtickdata表datetime列的数据格式
-ALTER TABLE `dbtickdata` MODIFY COLUMN `datetime` DATETIME(3);
-```
 
 ### 字符串大小写敏感支持
 

vnpy_mysql/mysql_database.py

@@ -26,7 +26,7 @@
 from vnpy.trader.setting import SETTINGS
 
 
-db = PeeweeMySQLDatabase(
+db: PeeweeMySQLDatabase = PeeweeMySQLDatabase(
     database=SETTINGS["database.database"],
     user=SETTINGS["database.user"],
     password=SETTINGS["database.password"],
@@ -35,10 +35,16 @@
 )
 
 
+class DateTimeMillisecondField(DateTimeField):
+    # 毫秒支持
+    def get_modifiers(self):
+        return [3]
+
+
 class DbBarData(Model):
     """K线数据表映射对象"""
 
-    id = AutoField()
+    id: AutoField = AutoField()
 
     symbol: str = CharField()
     exchange: str = CharField()
@@ -54,18 +60,18 @@ class DbBarData(Model):
     close_price: float = FloatField()
 
     class Meta:
-        database = db
-        indexes = ((("symbol", "exchange", "interval", "datetime"), True),)
+        database: PeeweeMySQLDatabase = db
+        indexes: tuple = ((("symbol", "exchange", "interval", "datetime"), True),)
 
 
 class DbTickData(Model):
     """TICK数据表映射对象"""
 
-    id = AutoField()
+    id: AutoField = AutoField()
 
     symbol: str = CharField()
     exchange: str = CharField()
-    datetime: datetime = DateTimeField()
+    datetime: datetime = DateTimeMillisecondField()
 
     name: str = CharField()
     volume: float = FloatField()
@@ -108,14 +114,14 @@ class DbTickData(Model):
     localtime: datetime = DateTimeField(null=True)
 
     class Meta:
-        database = db
-        indexes = ((("symbol", "exchange", "datetime"), True),)
+        database: PeeweeMySQLDatabase = db
+        indexes: tuple = ((("symbol", "exchange", "datetime"), True),)
 
 
 class DbBarOverview(Model):
     """K线汇总数据表映射对象"""
 
-    id = AutoField()
+    id: AutoField = AutoField()
 
     symbol: str = CharField()
     exchange: str = CharField()
@@ -125,8 +131,8 @@ class DbBarOverview(Model):
     end: datetime = DateTimeField()
 
     class Meta:
-        database = db
-        indexes = ((("symbol", "exchange", "interval"), True),)
+        database: PeeweeMySQLDatabase = db
+        indexes: tuple = ((("symbol", "exchange", "interval"), True),)
 
 
 class DbTickOverview(Model):
@@ -150,25 +156,25 @@ class MysqlDatabase(BaseDatabase):
 
     def __init__(self) -> None:
         """"""
-        self.db = db
+        self.db: PeeweeMySQLDatabase = db
         self.db.connect()
         self.db.create_tables([DbBarData, DbTickData, DbBarOverview, DbTickOverview])
 
     def save_bar_data(self, bars: List[BarData], stream: bool = False) -> bool:
         """保存K线数据"""
         # 读取主键参数
-        bar = bars[0]
-        symbol = bar.symbol
-        exchange = bar.exchange
-        interval = bar.interval
+        bar: BarData = bars[0]
+        symbol: str = bar.symbol
+        exchange: Exchange = bar.exchange
+        interval: Interval = bar.interval
 
         # 将BarData数据转换为字典，并调整时区
-        data = []
+        data: list = []
 
         for bar in bars:
             bar.datetime = convert_tz(bar.datetime)
 
-            d = bar.__dict__
+            d: dict = bar.__dict__
             d["exchange"] = d["exchange"].value
             d["interval"] = d["interval"].value
             d.pop("gateway_name")
@@ -188,7 +194,7 @@ def save_bar_data(self, bars: List[BarData], stream: bool = False) -> bool:
         )
 
         if not overview:
-            overview = DbBarOverview()
+            overview: DbBarOverview = DbBarOverview()
             overview.symbol = symbol
             overview.exchange = exchange.value
             overview.interval = interval.value
@@ -221,12 +227,12 @@ def save_tick_data(self, ticks: List[TickData], stream: bool = False) -> bool:
         exchange: Exchange = tick.exchange
 
         # 将TickData数据转换为字典，并调整时区
-        data = []
+        data: list = []
 
         for tick in ticks:
             tick.datetime = convert_tz(tick.datetime)
 
-            d = tick.__dict__
+            d: dict = tick.__dict__
             d["exchange"] = d["exchange"].value
             d.pop("gateway_name")
             d.pop("vt_symbol")
@@ -276,8 +282,8 @@ def load_bar_data(
         end: datetime
     ) -> List[BarData]:
         """"""
-        start = start.replace(hour=0, minute=0, second=0)
-        end = end.replace(hour=23, minute=59, second=59)
+        start: datetime = start.replace(hour=0, minute=0, second=0)
+        end: datetime = end.replace(hour=23, minute=59, second=59)
 
         s: ModelSelect = (
             DbBarData.select().where(
@@ -291,7 +297,7 @@ def load_bar_data(
 
         bars: List[BarData] = []
         for db_bar in s:
-            bar = BarData(
+            bar: BarData = BarData(
                 symbol=db_bar.symbol,
                 exchange=Exchange(db_bar.exchange),
                 datetime=datetime.fromtimestamp(db_bar.datetime.timestamp(), DB_TZ),
@@ -317,8 +323,8 @@ def load_tick_data(
         end: datetime
     ) -> List[TickData]:
         """读取TICK数据"""
-        start = start.replace(hour=0, minute=0, second=0)
-        end = end.replace(hour=23, minute=59, second=59)
+        start: datetime = start.replace(hour=0, minute=0, second=0)
+        end: datetime = end.replace(hour=23, minute=59, second=59)
 
         s: ModelSelect = (
             DbTickData.select().where(
@@ -331,7 +337,7 @@ def load_tick_data(
 
         ticks: List[TickData] = []
         for db_tick in s:
-            tick = TickData(
+            tick: TickData = TickData(
                 symbol=db_tick.symbol,
                 exchange=Exchange(db_tick.exchange),
                 datetime=datetime.fromtimestamp(db_tick.datetime.timestamp(), DB_TZ),
@@ -386,7 +392,7 @@ def delete_bar_data(
             & (DbBarData.exchange == exchange.value)
             & (DbBarData.interval == interval.value)
         )
-        count = d.execute()
+        count: int = d.execute()
 
         # 删除K线汇总数据
         d2: ModelDelete = DbBarOverview.delete().where(
@@ -407,27 +413,27 @@ def delete_tick_data(
             (DbTickData.symbol == symbol)
             & (DbTickData.exchange == exchange.value)
         )
-        count = d.execute()
+
+        count: int = d.execute()
 
         # 删除Tick汇总数据
         d2: ModelDelete = DbTickOverview.delete().where(
             (DbTickOverview.symbol == symbol)
             & (DbTickOverview.exchange == exchange.value)
         )
         d2.execute()
-
         return count
 
     def get_bar_overview(self) -> List[BarOverview]:
         """查询数据库中的K线汇总信息"""
         # 如果已有K线，但缺失汇总信息，则执行初始化
-        data_count = DbBarData.select().count()
-        overview_count = DbBarOverview.select().count()
+        data_count: int = DbBarData.select().count()
+        overview_count: int = DbBarOverview.select().count()
         if data_count and not overview_count:
             self.init_bar_overview()
 
         s: ModelSelect = DbBarOverview.select()
-        overviews = []
+        overviews: List[BarOverview] = []
         for overview in s:
             overview.exchange = Exchange(overview.exchange)
             overview.interval = Interval(overview.interval)
@@ -459,7 +465,7 @@ def init_bar_overview(self) -> None:
         )
 
         for data in s:
-            overview = DbBarOverview()
+            overview: DbBarOverview = DbBarOverview()
             overview.symbol = data.symbol
             overview.exchange = data.exchange
             overview.interval = data.interval