3fbe6c9be5
- 添加 vnpy_v4.4.0/ 目录到版本控制 - 删除嵌入的 .git 目录避免嵌套仓库 - 添加 README_SANGUO.md 说明来源和用途 - 更新 .gitignore 移除 vnpy_v4.4.0/ 忽略规则 上游代码信息: - 项目: VeighNa 量化交易平台 - 版本: 4.4.0 - 来源: https://github.com/vnpy/vnpy 用途: 版本参考、代码学习、差异对比、离线开发 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
69 lines
1.9 KiB
Python
69 lines
1.9 KiB
Python
from types import ModuleType
|
|
from collections.abc import Callable
|
|
from importlib import import_module
|
|
|
|
from .object import HistoryRequest, TickData, BarData
|
|
from .setting import SETTINGS
|
|
from .locale import _
|
|
|
|
|
|
class BaseDatafeed:
|
|
"""
|
|
Abstract datafeed class for connecting to different datafeed.
|
|
"""
|
|
|
|
def init(self, output: Callable = print) -> bool:
|
|
"""
|
|
Initialize datafeed service connection.
|
|
"""
|
|
return False
|
|
|
|
def query_bar_history(self, req: HistoryRequest, output: Callable = print) -> list[BarData]:
|
|
"""
|
|
Query history bar data.
|
|
"""
|
|
output(_("查询K线数据失败:没有正确配置数据服务"))
|
|
return []
|
|
|
|
def query_tick_history(self, req: HistoryRequest, output: Callable = print) -> list[TickData]:
|
|
"""
|
|
Query history tick data.
|
|
"""
|
|
output(_("查询Tick数据失败:没有正确配置数据服务"))
|
|
return []
|
|
|
|
|
|
datafeed: BaseDatafeed | None = None
|
|
|
|
|
|
def get_datafeed() -> BaseDatafeed:
|
|
""""""
|
|
# Return datafeed object if already inited
|
|
global datafeed
|
|
if datafeed:
|
|
return datafeed
|
|
|
|
# Read datafeed related global setting
|
|
datafeed_name: str = SETTINGS["datafeed.name"]
|
|
|
|
if not datafeed_name:
|
|
datafeed = BaseDatafeed()
|
|
|
|
print(_("没有配置要使用的数据服务,请修改全局配置中的datafeed相关内容"))
|
|
else:
|
|
module_name: str = f"vnpy_{datafeed_name}"
|
|
|
|
# Try to import datafeed module
|
|
try:
|
|
module: ModuleType = import_module(module_name)
|
|
|
|
# Create datafeed object from module
|
|
datafeed = module.Datafeed()
|
|
# Use base class if failed
|
|
except ModuleNotFoundError:
|
|
datafeed = BaseDatafeed()
|
|
|
|
print(_("无法加载数据服务模块,请运行 pip install {} 尝试安装").format(module_name))
|
|
|
|
return datafeed
|