140 lines
2.9 KiB
Plaintext
140 lines
2.9 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 配置迅投研数据服务\n",
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"from vnpy.trader.setting import SETTINGS\n",
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"\n",
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"SETTINGS[\"datafeed.name\"] = \"xt\"\n",
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"SETTINGS[\"datafeed.username\"] = \"token\"\n",
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"SETTINGS[\"datafeed.password\"] = \"4aff6f3b0dcfc990ec9476213ba784e17c34e757\""
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 加载功能模块\n",
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"from datetime import datetime\n",
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"\n",
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"from vnpy.trader.datafeed import get_datafeed\n",
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"from vnpy.trader.object import HistoryRequest, Exchange, Interval\n",
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"\n",
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"from vnpy_sqlite import Database as SqliteDatabase\n",
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"from elite_database import Database as EliteDatabase"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"True"
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]
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},
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"execution_count": 3,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"# 初始化数据服务\n",
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"datafeed = get_datafeed()\n",
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"datafeed.init()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"数据长度 174959\n"
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]
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}
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],
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"source": [
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"# 查询期权历史数据\n",
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"req = HistoryRequest(\n",
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" symbol=\"IFJQ00\", # 加权指数 \n",
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" # symbol=\"IF00\", # 主力连续（未平滑）\n",
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" exchange=Exchange.CFFEX,\n",
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" start=datetime(2015, 1, 1),\n",
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" end=datetime.now(),\n",
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" interval=Interval.MINUTE\n",
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")\n",
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"\n",
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"bars = datafeed.query_bar_history(req)\n",
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"print(\"数据长度\", len(bars))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"True"
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]
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},
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"execution_count": 5,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"# 创建Elite数据库实例并写入数据\n",
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"db2 = EliteDatabase()\n",
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"db2.save_bar_data(bars)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3 (ipykernel)",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.10.9"
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},
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"vscode": {
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"interpreter": {
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"hash": "1b43cb0bd93d5abbadd54afed8252f711d4681fe6223ad6b67ffaee289648f85"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 4
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}
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