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jqdataserviceforvnpy's Introduction

聚宽历史行情服务

提供downloadAllMinuteBar(),可以通过定时任务的形式,按vnpy的数据格式,每日获取分钟数据写入到mongodb当中

提供downloadMinuteBarByDate,可以输入开始日期与结束日期,将时间段内的分钟数据写入到mongodb当中

loadHistroyData,可以将下载下来的所有历史数据的csv,增加到mongodb数据库当中

loadHistroyData进行修改,添加了线程池和修改了mongodb的导入部分,提高导入效率

感谢vnpy与jqdatasdk提供的开源的工具与数据,从中获得的技术和思路收益匪浅

2019-04-08

  1. 增加了data_server_test.py,用于数据服务的单元测试,mock了jqdata的数据接口

2019-02-14内容更新

  1. 增加checkHistoryData的数据校验功能,可以校验你希望校验的合约的日线和分钟线信息,保证本地数据的准确性,综合信息输出在控制台,具体合约错误的日期输出到本地以合约名命名的文件当中。
  2. 增加按合约补全数据的功能,这样校验出来的错误就可以通过此功能补全了。

2018-12-10内容更新

  1. 增加日线按日期进行补全的部分,现在调用downloadBarByDate,可以按日期来补全日线和分钟线了

2018-12-07内容更新

  1. 增加日线历史数据导入的部分
  2. 增加example中日线数据文件与分钟线数据文件的示例,用于表述导入时所使用的文件格式

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