[Mod] 初始化项目

Author: vnpy

.flake8

@@ -0,0 +1,5 @@
+[flake8]
+exclude = build,__pycache__,__init__.py
+ignore =
+    E501 line too long, fixed by black
+    W503 line break before binary operator

LICENSE

@@ -1,6 +1,6 @@
-MIT License
+The MIT License (MIT)
 
-Copyright (c) 2021 vn.py
+Copyright (c) 2015-present, Xiaoyou Chen
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

README.md

@@ -1,2 +1,32 @@
-# vnpy_datamanager
-vn.py框架的数据管理模块
+# vn.py框架的数据管理模块
+
+<p align="center">
+  <img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
+</p>
+
+<p align="center">
+    <img src ="https://img.shields.io/badge/version-1.0.0-blueviolet.svg"/>
+    <img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
+    <img src ="https://img.shields.io/badge/python-3.7-blue.svg" />
+    <img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
+</p>
+
+## 说明
+
+通过UI界面直观查询数据库中已有的数据概况，选择任意时间段数据查看字段细节，支持CSV文件的数据导入和导出。
+
+## 安装
+
+安装需要基于2.4.0版本以上的[VN Studio](https://www.vnpy.com)。
+
+直接使用pip命令：
+
+```
+pip install vnpy_datamanager
+```
+
+下载解压后在cmd中运行
+
+```
+python setup.py install
+```

setup.cfg

@@ -0,0 +1,34 @@
+[metadata]
+name = vnpy_datamanager
+version = 1.0.0
+url = https://www.vnpy.com
+license = MIT
+author = Xiaoyou Chen
+author_email = xiaoyou.chen@mail.vnpy.com
+description = Data management application for vn.py quant trading framework.
+long_description = file: README.md
+long_description_content_type = text/markdown
+keywords =
+    quant
+    quantitative
+    investment
+    trading
+    algotrading
+classifiers =
+    Development Status :: 5 - Production/Stable
+    Operating System :: OS Independent
+    Programming Language :: Python :: 3
+    Programming Language :: Python :: 3.7
+    Programming Language :: Python :: 3.8
+    Programming Language :: Python :: 3.9
+    Programming Language :: Python :: 3.10
+    Topic :: Office/Business :: Financial :: Investment
+    Programming Language :: Python :: Implementation :: CPython
+    License :: OSI Approved :: MIT License
+    Natural Language :: Chinese (Simplified)
+
+[options]
+packages = find:
+zip_safe = False
+install_requires =
+    pandas

setup.py

@@ -0,0 +1,4 @@
+from setuptools import setup
+
+
+setup()

vnpy_datamanager/__init__.py

@@ -0,0 +1,39 @@
+# The MIT License (MIT)
+#
+# Copyright (c) 2015-present, Xiaoyou Chen
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from pathlib import Path
+
+from vnpy.trader.app import BaseApp
+
+from .engine import APP_NAME, ManagerEngine
+
+
+class DataManagerApp(BaseApp):
+    """"""
+
+    app_name = APP_NAME
+    app_module = __module__
+    app_path = Path(__file__).parent
+    display_name = "数据管理"
+    engine_class = ManagerEngine
+    widget_name = "ManagerWidget"
+    icon_name = "manager.ico"

vnpy_datamanager/engine.py

@@ -0,0 +1,241 @@
+import csv
+from datetime import datetime
+from typing import List, Tuple
+
+from pytz import timezone
+
+from vnpy.trader.database import BarOverview, DB_TZ
+from vnpy.trader.engine import BaseEngine, MainEngine, EventEngine
+from vnpy.trader.constant import Interval, Exchange
+from vnpy.trader.object import BarData, HistoryRequest
+from vnpy.trader.rqdata import rqdata_client
+from vnpy.trader.database import database_manager
+
+
+APP_NAME = "DataManager"
+
+
+class ManagerEngine(BaseEngine):
+    """"""
+
+    def __init__(
+        self,
+        main_engine: MainEngine,
+        event_engine: EventEngine,
+    ):
+        """"""
+        super().__init__(main_engine, event_engine, APP_NAME)
+
+    def import_data_from_csv(
+        self,
+        file_path: str,
+        symbol: str,
+        exchange: Exchange,
+        interval: Interval,
+        tz_name: str,
+        datetime_head: str,
+        open_head: str,
+        high_head: str,
+        low_head: str,
+        close_head: str,
+        volume_head: str,
+        open_interest_head: str,
+        datetime_format: str
+    ) -> Tuple:
+        """"""
+        with open(file_path, "rt") as f:
+            buf = [line.replace("\0", "") for line in f]
+
+        reader = csv.DictReader(buf, delimiter=",")
+
+        bars = []
+        start = None
+        count = 0
+        tz = timezone(tz_name)
+
+        for item in reader:
+            if datetime_format:
+                dt = datetime.strptime(item[datetime_head], datetime_format)
+            else:
+                dt = datetime.fromisoformat(item[datetime_head])
+            dt = tz.localize(dt)
+
+            open_interest = item.get(open_interest_head, 0)
+
+            bar = BarData(
+                symbol=symbol,
+                exchange=exchange,
+                datetime=dt,
+                interval=interval,
+                volume=float(item[volume_head]),
+                open_price=float(item[open_head]),
+                high_price=float(item[high_head]),
+                low_price=float(item[low_head]),
+                close_price=float(item[close_head]),
+                open_interest=float(open_interest),
+                gateway_name="DB",
+            )
+
+            bars.append(bar)
+
+            # do some statistics
+            count += 1
+            if not start:
+                start = bar.datetime
+
+        # insert into database
+        database_manager.save_bar_data(bars)
+
+        end = bar.datetime
+        return start, end, count
+
+    def output_data_to_csv(
+        self,
+        file_path: str,
+        symbol: str,
+        exchange: Exchange,
+        interval: Interval,
+        start: datetime,
+        end: datetime
+    ) -> bool:
+        """"""
+        bars = self.load_bar_data(symbol, exchange, interval, start, end)
+
+        fieldnames = [
+            "symbol",
+            "exchange",
+            "datetime",
+            "open",
+            "high",
+            "low",
+            "close",
+            "volume",
+            "open_interest"
+        ]
+
+        try:
+            with open(file_path, "w") as f:
+                writer = csv.DictWriter(f, fieldnames=fieldnames, lineterminator="\n")
+                writer.writeheader()
+
+                for bar in bars:
+                    d = {
+                        "symbol": bar.symbol,
+                        "exchange": bar.exchange.value,
+                        "datetime": bar.datetime.strftime("%Y-%m-%d %H:%M:%S"),
+                        "open": bar.open_price,
+                        "high": bar.high_price,
+                        "low": bar.low_price,
+                        "close": bar.close_price,
+                        "volume": bar.volume,
+                        "open_interest": bar.open_interest,
+                    }
+                    writer.writerow(d)
+
+            return True
+        except PermissionError:
+            return False
+
+    def get_bar_overview(self) -> List[BarOverview]:
+        """"""
+        return database_manager.get_bar_overview()
+
+    def load_bar_data(
+        self,
+        symbol: str,
+        exchange: Exchange,
+        interval: Interval,
+        start: datetime,
+        end: datetime
+    ) -> List[BarData]:
+        """"""
+        bars = database_manager.load_bar_data(
+            symbol,
+            exchange,
+            interval,
+            start,
+            end
+        )
+
+        return bars
+
+    def delete_bar_data(
+        self,
+        symbol: str,
+        exchange: Exchange,
+        interval: Interval
+    ) -> int:
+        """"""
+        count = database_manager.delete_bar_data(
+            symbol,
+            exchange,
+            interval
+        )
+
+        return count
+
+    def download_bar_data(
+        self,
+        symbol: str,
+        exchange: Exchange,
+        interval: str,
+        start: datetime
+    ) -> int:
+        """
+        Query bar data from RQData.
+        """
+        req = HistoryRequest(
+            symbol=symbol,
+            exchange=exchange,
+            interval=Interval(interval),
+            start=start,
+            end=datetime.now(DB_TZ)
+        )
+
+        vt_symbol = f"{symbol}.{exchange.value}"
+        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:
+            if not rqdata_client.inited:
+                rqdata_client.init()
+
+            data = rqdata_client.query_history(req)
+
+        if data:
+            database_manager.save_bar_data(data)
+            return(len(data))
+
+        return 0
+
+    def download_tick_data(
+        self,
+        symbol: str,
+        exchange: Exchange,
+        start: datetime
+    ) -> int:
+        """
+        Query tick data from RQData.
+        """
+        req = HistoryRequest(
+            symbol=symbol,
+            exchange=exchange,
+            start=start,
+            end=datetime.now(DB_TZ)
+        )
+
+        if not rqdata_client.inited:
+            rqdata_client.init()
+
+        data = rqdata_client.query_tick_history(req)
+
+        if data:
+            database_manager.save_tick_data(data)
+            return(len(data))
+
+        return 0

vnpy_datamanager/ui/__init__.py

@@ -0,0 +1 @@
+from .widget import ManagerWidget