{
 "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": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "数据长度 174959\n"
     ]
    }
   ],
   "source": [
    "# 查询期权历史数据\n",
    "req = HistoryRequest(\n",
    "    symbol=\"IFJQ00\",    # 加权指数 \n",
    "    # symbol=\"IF00\",      # 主力连续（未平滑）\n",
    "    exchange=Exchange.CFFEX,\n",
    "    start=datetime(2015, 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": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "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": []
  }
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