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

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   "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": []
  }
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