基于https://www.vnpy.com/forum/topic/3759-vn-pyshe-qu-jing-xuan-22-kan-wan-zhe-pian-che-di-xue-hui-csvli-shi-shu-ju-dao-ru
在点击初始化时会调用akshare下载分时数据入库，小白第一次发帖，简单改动一下，各位看看有没有bug
！！！akshare只有最近3到5天分时数据！！！
1下载数据和导入

# 导入 database_manager 模块
from vnpy.trader.constant import (Exchange, Interval)
from vnpy.trader.object import (BarData,TickData)
import pandas as pd
from pytz import timezone
from vnpy.trader.database.initialize import init_sql
from vnpy.trader.database.database import Driver
from datetime import datetime

CHINA_TZ = timezone("Asia/Shanghai")


settings={
    "database": "database.db",
    "host": "localhost",
    "port": 3306,
    "user": "root",
    "password": "",
    "authentication_source": "admin"
}
sqlite_manager = init_sql(driver=Driver.SQLITE, settings=settings)
# 封装函数
def move_df_to_mongodb(imported_data:pd.DataFrame, input_symbol:'RB99' ,
                       exchange:Exchange.SHFE , interval:Interval.MINUTE , collection_name:str = None):
    bars = []
    start = None
    count = 0
    imported_data['symbol'] = input_symbol
    imported_data['exchange'] = exchange
    imported_data['interval'] = interval

    for sy,row in imported_data.iterrows():
        # print(row['datetime'])
        dt = datetime.fromisoformat(row['datetime'])

        bar = BarData(

              symbol=row['symbol'],
              exchange=row['exchange'],
              datetime = dt,
              interval=row['interval'],
              volume=row['volume'],
              open_price=row['open'],
              high_price=row['high'],
              low_price=row['low'],
              close_price=row['close'],
              open_interest=row.get("open_interest", 0),
              gateway_name="DB",

        )


        bars.append(bar)

        # do some statistics
        count += 1
        if not start:
            start = bar.datetime
    end = bar.datetime

    # insert into database
    sqlite_manager.save_bar_data(bars)
    # database_manager.save_bar_data(bars) 数据库mongodb
    print(f"Insert Bar: {count} from {start} - {end}")

2修改D:\vnstudio\Lib\site-packages\vnpy\app\cta_strategy\engine.py中的

from vnpy.trader.constant import (Exchange, Interval)
import akshare as ak
from vnpy.app.cta_strategy import 手动下载导入 as imp_vn
# 手动下载导入 as imp_vn

    def _init_strategy(self, strategy_name: str):
        """
        Init strategies in queue.
        """
        strategy = self.strategies[strategy_name]

        if strategy.inited:
            self.write_log(f"{strategy_name}已经完成初始化，禁止重复操作")
            return

        self.write_log(f"{strategy_name}开始执行初始化")

        # Call on_init function of strategy
        self.call_strategy_func(strategy, strategy.on_init)

        # Restore strategy data(variables)
        data = self.strategy_data.get(strategy_name, None)
        if data:
            for name in strategy.variables:
                value = data.get(name, None)
                if value:
                    setattr(strategy, name, value)

        # Subscribe market data
        contract = self.main_engine.get_contract(strategy.vt_symbol)

        # 下载策略
        rbdf = ak.futures_zh_minute_sina(contract.symbol, '1')
        rbdf.rename(columns={'date': 'datetime'}, inplace=True)
        imp_vn.move_df_to_mongodb(rbdf, contract.symbol, contract.exchange, Interval.MINUTE)

        if contract:
            req = SubscribeRequest(
                symbol=contract.symbol, exchange=contract.exchange)
            self.main_engine.subscribe(req, contract.gateway_name)
        else:
            self.write_log(f"行情订阅失败，找不到合约{strategy.vt_symbol}", strategy)

        # Put event to update init completed status.
        strategy.inited = True
        self.put_strategy_event(strategy)
        self.write_log(f"{strategy_name}初始化完成")