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[Fic] close vnpy#2021
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vnpy committed Sep 17, 2019
1 parent 8baafc5 commit 0c1dc81
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Showing 2 changed files with 19 additions and 13 deletions.
2 changes: 1 addition & 1 deletion examples/vn_trader/run.py
Original file line number Diff line number Diff line change
Expand Up @@ -76,7 +76,7 @@ def main():
main_engine.add_gateway(CoinbaseGateway)

main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
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30 changes: 18 additions & 12 deletions vnpy/app/cta_backtester/engine.py
Original file line number Diff line number Diff line change
Expand Up @@ -354,18 +354,24 @@ def run_downloading(

contract = self.main_engine.get_contract(vt_symbol)

# If history data provided in gateway, then query
if contract and contract.history_data:
data = self.main_engine.query_history(req, contract.gateway_name)
# Otherwise use RQData to query data
else:
data = rqdata_client.query_history(req)

if data:
database_manager.save_bar_data(data)
self.write_log(f"{vt_symbol}-{interval}历史数据下载完成")
else:
self.write_log(f"数据下载失败,无法获取{vt_symbol}的历史数据")
try:
# If history data provided in gateway, then query
if contract and contract.history_data:
data = self.main_engine.query_history(
req, contract.gateway_name
)
# Otherwise use RQData to query data
else:
data = rqdata_client.query_history(req)

if data:
database_manager.save_bar_data(data)
self.write_log(f"{vt_symbol}-{interval}历史数据下载完成")
else:
self.write_log(f"数据下载失败,无法获取{vt_symbol}的历史数据")
except Exception:
msg = f"数据下载失败,触发异常:\n{traceback.format_exc()}"
self.write_log(msg)

# Clear thread object handler.
self.thread = None
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