增加交易策略、交易指标、量化库代码等文件夹

5.课程代码/2.Option_spread_strategy/使用文档/16/16_demo.ipynb

@@ -0,0 +1,199 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 配置迅投研数据服务\n",
+    "from vnpy.trader.setting import SETTINGS\n",
+    "\n",
+    "SETTINGS[\"datafeed.name\"] = \"xt\"\n",
+    "SETTINGS[\"datafeed.username\"] = \"token\"\n",
+    "SETTINGS[\"datafeed.password\"] = \"4aff6f3b0dcfc990ec9476213ba784e17c34e757\""
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 加载功能模块\n",
+    "from datetime import datetime\n",
+    "\n",
+    "from vnpy.trader.datafeed import get_datafeed\n",
+    "from vnpy.trader.object import HistoryRequest, Exchange, Interval\n",
+    "\n",
+    "from vnpy_sqlite import Database as SqliteDatabase\n",
+    "from elite_database import Database as EliteDatabase"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "True"
+      ]
+     },
+     "execution_count": 3,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "# 初始化数据服务\n",
+    "datafeed = get_datafeed()\n",
+    "datafeed.init()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 23,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "数据长度 51143\n"
+     ]
+    }
+   ],
+   "source": [
+    "# 查询期权历史数据\n",
+    "req = HistoryRequest(\n",
+    "    symbol=\"m2205-C-3000\",\n",
+    "    exchange=Exchange.DCE,#SZSE\n",
+    "    start=datetime(2017, 1, 1),\n",
+    "    end=datetime.now(),\n",
+    "    interval=Interval.MINUTE\n",
+    ")\n",
+    "\n",
+    "bars = datafeed.query_bar_history(req)\n",
+    "print(\"数据长度\", len(bars))"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 9,
+   "metadata": {},
+   "outputs": [
+    {
+     "ename": "IndexError",
+     "evalue": "list index out of range",
+     "output_type": "error",
+     "traceback": [
+      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
+      "\u001b[1;31mIndexError\u001b[0m                                Traceback (most recent call last)",
+      "Cell \u001b[1;32mIn[9], line 2\u001b[0m\n\u001b[0;32m      1\u001b[0m \u001b[38;5;66;03m# 查看K线数据内容\u001b[39;00m\n\u001b[1;32m----> 2\u001b[0m \u001b[43mbars\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;241;43m0\u001b[39;49m\u001b[43m]\u001b[49m\n",
+      "\u001b[1;31mIndexError\u001b[0m: list index out of range"
+     ]
+    }
+   ],
+   "source": [
+    "# 查看K线数据内容\n",
+    "bars[0]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 创建SQLite数据库实例并写入数据\n",
+    "db1 = SqliteDatabase()\n",
+    "db1.save_bar_data(bars)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 测试SQLite数据查询性能\n",
+    "%timeit bars = db1.load_bar_data(req.symbol, req.exchange, req.interval, req.start, req.end)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 重新查询一次数据\n",
+    "bars = datafeed.query_bar_history(req)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 创建Elite数据库实例并写入数据\n",
+    "db2 = EliteDatabase()\n",
+    "db2.save_bar_data(bars)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 测试Elite数据查询性能\n",
+    "%timeit bars = db2.load_bar_data(req.symbol, req.exchange, req.interval, req.start, req.end)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "153/6.25"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.9"
+  },
+  "vscode": {
+   "interpreter": {
+    "hash": "1b43cb0bd93d5abbadd54afed8252f711d4681fe6223ad6b67ffaee289648f85"
+   }
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 4
+}