sanguo_vnpy_v2/vnpy_v4.4.0/examples/download_bars/download_bars.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 忽略各模块的警告信息\n",
    "import warnings\n",
    "warnings.filterwarnings(\"ignore\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 加载所需使用的模块\n",
    "from datetime import datetime\n",
    "\n",
    "from vnpy.trader.datafeed import get_datafeed\n",
    "from vnpy.trader.database import get_database, DB_TZ\n",
    "from vnpy.trader.constant import Interval\n",
    "from vnpy.trader.object import BarData, HistoryRequest\n",
    "from vnpy.trader.utility import extract_vt_symbol\n",
    "from vnpy.trader.setting import SETTINGS"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 配置数据服务\n",
    "SETTINGS[\"datafeed.name\"] = \"rqdata\"            # 可以根据自己的需求选择数据服务：rqdata/xt/wind等\n",
    "SETTINGS[\"datafeed.username\"] = \"license\"       # RQData的用户名统一为“license”这个字符串\n",
    "SETTINGS[\"datafeed.password\"] = \"123456\"        # 这里需要替换为你购买或者申请试用的RQData数据license\n",
    "\n",
    "# 配置数据库\n",
    "SETTINGS[\"database.name\"] = \"taos\"              # 可以根据自己的需求选择数据库，这里使用的是TDengine\n",
    "SETTINGS[\"database.database\"] = \"vnpy\"\n",
    "SETTINGS[\"database.host\"] = \"127.0.0.1\"\n",
    "SETTINGS[\"database.port\"] = 6030\n",
    "SETTINGS[\"database.user\"] = \"root\"\n",
    "SETTINGS[\"database.password\"] = \"taosdata\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 创建对象实例\n",
    "datafeed = get_datafeed()\n",
    "\n",
    "database = get_database()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 要下载数据的合约代码\n",
    "vt_symbols = [\n",
    "    \"IF2501.CFFEX\",\n",
    "    \"IF2502.CFFEX\",\n",
    "    \"IF2503.CFFEX\",\n",
    "\n",
    "    \"IH2501.CFFEX\",\n",
    "    \"IH2502.CFFEX\",\n",
    "    \"IH2503.CFFEX\",\n",
    "\n",
    "    \"IC2501.CFFEX\",\n",
    "    \"IC2502.CFFEX\",\n",
    "    \"IC2503.CFFEX\",\n",
    "\n",
    "    \"IM2501.CFFEX\",\n",
    "    \"IM2502.CFFEX\",\n",
    "    \"IM2503.CFFEX\",\n",
    "]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 要下载数据的起止时间\n",
    "start = datetime(2025, 1, 1, tzinfo=DB_TZ)\n",
    "end = datetime(2025, 3, 30, tzinfo=DB_TZ)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "下载数据成功：IF2501.CFFEX，总数据量：2880\n",
      "下载数据成功：IF2502.CFFEX，总数据量：7440\n",
      "下载数据成功：IF2503.CFFEX，总数据量：12240\n",
      "下载数据成功：IH2501.CFFEX，总数据量：2880\n",
      "下载数据成功：IH2502.CFFEX，总数据量：7440\n",
      "下载数据成功：IH2503.CFFEX，总数据量：12240\n",
      "下载数据成功：IC2501.CFFEX，总数据量：2880\n",
      "下载数据成功：IC2502.CFFEX，总数据量：7440\n",
      "下载数据成功：IC2503.CFFEX，总数据量：12240\n",
      "下载数据成功：IM2501.CFFEX，总数据量：2880\n",
      "下载数据成功：IM2502.CFFEX，总数据量：7440\n",
      "下载数据成功：IM2503.CFFEX，总数据量：12240\n"
     ]
    }
   ],
   "source": [
    "# 遍历列表执行下载\n",
    "for vt_symbol in vt_symbols:\n",
    "    # 拆分合约代码和交易所\n",
    "    symbol, exchange = extract_vt_symbol(vt_symbol)\n",
    "\n",
    "    # 创建历史数据请求对象\n",
    "    req: HistoryRequest = HistoryRequest(\n",
    "        symbol=symbol,\n",
    "        exchange=exchange,\n",
    "        start=start,\n",
    "        end=end,\n",
    "        interval=Interval.MINUTE        # 这里下载最常用的1分钟K线\n",
    "    )\n",
    "\n",
    "    # 从数据服务下载数据\n",
    "    bars: list[BarData] = datafeed.query_bar_history(req)\n",
    "\n",
    "    # 如果下载成功则保存\n",
    "    if bars:\n",
    "        database.save_bar_data(bars)\n",
    "        print(f\"下载数据成功：{vt_symbol}，总数据量：{len(bars)}\")\n",
    "    # 否则失败则打印信息\n",
    "    else:\n",
    "        print(f\"下载数据失败：{vt_symbol}\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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