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.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.object import ContractData, BarData, HistoryRequest
+from vnpy.trader.constant import Exchange, Product, OptionType, Interval
+from vnpy.trader.setting import SETTINGS
+
+from elite_database import EliteDatabase
+
+
+# 配置迅投研数据服务
+SETTINGS["datafeed.name"] = "xt"
+SETTINGS["datafeed.username"] = "token"
+SETTINGS["datafeed.password"] = ""
+
+
+# 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
+}
+
+
+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_contract_data(sector_name: str) -> None:
+    """更新合约数据"""
+    # 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()
+
+    # 查询中金所历史合约代码
+    vt_symbols: list[str] = get_stock_list_in_sector(sector_name)
+
+    # 遍历列表查询合约信息
+    contracts: list[ContractData] = []
+
+    for xt_symbol in vt_symbols:
+        # 拆分XT代码
+        symbol, xt_exchange = xt_symbol.split(".")
+
+        # 筛选期权合约合约
+        if "-" in symbol:
+            data: dict = get_instrument_detail(xt_symbol, True)
+
+            type_str = data["InstrumentID"].split("-")[1]
+            if type_str == "C":
+                option_type = OptionType.CALL
+            elif type_str == "P":
+                option_type = OptionType.PUT
+
+            option_underlying: str = data["InstrumentID"].split("-")[0]
+                
+            contract: ContractData = ContractData(
+                symbol=data["InstrumentID"],
+                exchange=EXCHANGE_XT2VT[xt_exchange.replace("O", "")],
+                name=data["InstrumentName"],
+                product=Product.OPTION,
+                size=data["VolumeMultiple"],
+                pricetick=data["PriceTick"],
+                min_volume=data["MinLimitOrderVolume"],
+                option_strike=data["ExtendInfo"]["OptExercisePrice"],
+                option_listed=datetime.strptime(data["OpenDate"], "%Y%m%d"),
+                option_expiry=datetime.strptime(data["ExpireDate"], "%Y%m%d"),
+                option_underlying=option_underlying,
+                option_portfolio=data["ProductID"],
+                option_index=str(data["ExtendInfo"]["OptExercisePrice"]),
+                option_type=option_type,
+                gateway_name="XT"
+            )
+            contracts.append(contract)
+
+    # 保存合约信息到数据库
+    database: EliteDatabase = EliteDatabase()
+    database.save_contract_data(contracts)
+
+    print("合约信息更新成功", len(contracts))
+
+
+def update_bar_data() -> None:
+    """更新K线数据"""
+    # 初始化数据服务
+    datafeed = get_datafeed()
+    datafeed.init()
+
+    # 获取当前时间戳
+    now: datetime = datetime.now()
+
+    # 获取合约信息
+    database: EliteDatabase = EliteDatabase()
+    contracts: list[ContractData] = database.load_contract_data()
+
+    # 获取数据汇总
+    data: list[BarOverview] = database.get_bar_overview()
+
+    overviews: dict[str, BarOverview] = {}
+    for o in data:
+        # 只保留分钟线数据
+        if o.interval != Interval.MINUTE:
+            continue
+
+        vt_symbol: str = f"{o.symbol}.{o.exchange.value}"
+        overviews[vt_symbol] = o
+
+    # 遍历所有合约信息
+    for contract in contracts:
+        # 如果没有到期时间，则跳过
+        if not contract.option_expiry:
+            continue
+
+        # 查询数据汇总
+        overview: BarOverview = overviews.get(contract.vt_symbol, None)
+
+        # 如果已经到期，则跳过
+        if overview and contract.option_expiry < now:
+            continue
+
+        # 初始化查询开始的时间
+        start: datetime = datetime(2018, 1, 1)
+
+        # 实现增量查询
+        if overview:
+            start = overview.end
+
+        # 执行数据查询和更新入库
+        req: HistoryRequest = HistoryRequest(
+            symbol=contract.symbol,
+            exchange=contract.exchange,
+            start=start,
+            end=datetime.now(),
+            interval=Interval.MINUTE
+        )
+
+        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"{contract.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
+
+    # 更新合约信息
+    update_contract_data("中金所")
+    update_contract_data("过期中金所")
+
+    # 更新历史数据
+    # update_bar_data()