Enhance trading workflow with new order flow management

- Added dingdanliu_nb_mflow for improved order processing
- Updated related scripts and configurations to support new functionality

2.数据下载与处理/update_data._2py.py

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+from multiprocessing import Process
+from datetime import datetime
+
+from vnpy.trader.database import BarOverview
+from vnpy.trader.datafeed import get_datafeed
+from vnpy.trader.database import get_database
+from vnpy.trader.object import BarData, HistoryRequest
+from vnpy.trader.constant import Exchange, Interval
+
+import re
+
+# 交易所映射关系
+EXCHANGE_XT2VT = {
+    "SH": Exchange.SSE,
+    "SZ": Exchange.SZSE,
+    "BJ": Exchange.BSE,
+    "SF": Exchange.SHFE,
+    "IF": Exchange.CFFEX,
+    "INE": Exchange.INE,
+    "DF": Exchange.DCE,
+    "ZF": Exchange.CZCE,
+    "GF": Exchange.GFEX
+}
+
+# 开始查询时间
+START_TIME = datetime(2018, 1, 1)
+
+
+def update_history_data() -> None:
+    """更新历史合约信息"""
+    # 在子进程中加载xtquant
+    from xtquant.xtdata import download_history_data
+
+    # 初始化数据服务
+    datafeed = get_datafeed()
+    datafeed.init()
+
+    # 下载历史合约信息
+    download_history_data("", "historycontract")
+
+    print("xtquant历史合约信息下载完成")
+
+
+def update_bar_data(
+    sector_name: str,
+    interval: Interval = Interval.MINUTE
+) -> None:
+    """更新K线数据"""
+    # 在子进程中加载xtquant
+    from xtquant.xtdata import (
+        get_stock_list_in_sector,
+        get_instrument_detail
+    )
+
+    # 初始化数据服务
+    datafeed = get_datafeed()
+    datafeed.init()
+
+    # 连接数据库
+    database = get_database()
+
+    # 获取当前时间戳
+    now: datetime = datetime.now()
+
+    # 获取本地已有数据汇总
+    data: list[BarOverview] = database.get_bar_overview()
+
+    overviews: dict[str, BarOverview] = {}
+    for o in data:
+        vt_symbol: str = f"{o.symbol}.{o.exchange.value}"
+        overviews[vt_symbol] = o
+
+    # 查询交易所历史合约代码
+    xt_symbols: list[str] = get_stock_list_in_sector(sector_name)
+
+    # 遍历列表查询合约信息
+    for xt_symbol in xt_symbols:
+        # 查询合约信息
+        data: dict = get_instrument_detail(xt_symbol, True)
+
+        # 获取合约到期时间
+        expiry: datetime = None
+        if data["ExpireDate"]:
+            expiry = datetime.strptime(data["ExpireDate"], "%Y%m%d")
+
+        # 拆分迅投研代码
+        symbol, xt_exchange = xt_symbol.split(".")
+
+        symbol_main = re.split(r'(\d+)', symbol)[0]
+
+        # 生成本地代码
+        exchange: Exchange = EXCHANGE_XT2VT[xt_exchange]
+        vt_symbol: str = f"{symbol_main}+'JQ00'.{exchange.value}" or f"{symbol_main}+'00'.{exchange.value}"
+
+        # 查询数据汇总
+        overview: BarOverview = overviews.get(vt_symbol, None)
+
+        # 如果已经到期，则跳过
+        if overview and expiry and expiry < now:
+            continue
+
+        # 实现增量查询
+        start: datetime = START_TIME
+        if overview:
+            start = overview.end
+
+        # 执行数据查询和更新入库
+        req: HistoryRequest = HistoryRequest(
+            symbol=symbol,
+            exchange=exchange,
+            start=start,
+            end=now,
+            interval=interval
+        )
+
+        bars: list[BarData] = datafeed.query_bar_history(req)
+
+        if bars:
+            database.save_bar_data(bars)
+
+            start_dt: datetime = bars[0].datetime
+            end_dt: datetime = bars[-1].datetime
+            msg: str = f"{vt_symbol}数据更新成功，{start_dt} - {end_dt}"
+            print(msg)
+
+
+if __name__ == "__main__":
+    # 使用子进程更新历史合约信息
+    process: Process = Process(target=update_history_data)
+    process.start()
+    process.join()      # 等待子进程执行完成
+
+    # 更新历史数据
+    update_bar_data("上期所")
+    update_bar_data("过期上期所")