无意中发现盈透接口是提供了下载五分钟，三十分分钟线历史数据的功能的。放着不用就可惜了。
于是开始修改。
我只下载十天的数据，够用就行，免得数据多了下载太慢。
在这里加入5分钟，30分钟的数据定义。这里最后要作为参数传递给函数。
在这里继续修改
然后这里下载可以看见5分钟三十分钟的选择了。
下载的数据保存在数据库的日线分类中，我也不知道为什么，反正能用了。
然后使用下面代码
from datetime import datetime
import numpy as np
from typing import List, Tuple, Dict
from vnpy.trader.ui import create_qapp, QtCore
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.database import database_manager
from vnpy.chart import ChartWidget, VolumeItem, CandleItem
import pyqtgraph as pg
import talib
from vnpy.trader.ui import create_qapp, QtCore, QtGui, QtWidgets
from vnpy.trader.object import BarData
from vnpy.chart.item import ChartItem
from vnpy.chart.manager import BarManager
from vnpy.chart.base import NORMAL_FONT
class SmaItem(CandleItem):
""""""
def __init__(self, manager: BarManager):
""""""
super().__init__(manager)
self.blue_pen: QtGui.QPen = pg.mkPen(color=(100, 100, 255), width=2)
self.sma_window = 10
self.sma_data: Dict[int, float] = {}
def get_sma_value(self, ix: int) -> float:
""""""
if ix < 0:
return 0
# When initialize, calculate all rsi value
if not self.sma_data:
bars = self._manager.get_all_bars()
close_data = [bar.close_price for bar in bars]
sma_array = talib.SMA(np.array(close_data), self.sma_window)
for n, value in enumerate(sma_array):
self.sma_data[n] = value
# Return if already calcualted
if ix in self.sma_data:
return self.sma_data[ix]
# Else calculate new value
close_data = []
for n in range(ix - self.sma_window, ix + 1):
bar = self._manager.get_bar(n)
close_data.append(bar.close_price)
sma_array = talib.SMA(np.array(close_data), self.sma_window)
sma_value = sma_array[-1]
self.sma_data[ix] = sma_value
return sma_value
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
sma_value = self.get_sma_value(ix)
last_sma_value = self.get_sma_value(ix - 1)
# Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# Set painter color
painter.setPen(self.blue_pen)
# Draw Line
start_point = QtCore.QPointF(ix-1, last_sma_value)
end_point = QtCore.QPointF(ix, sma_value)
painter.drawLine(start_point, end_point)
# Finish
painter.end()
return picture
def get_info_text(self, ix: int) -> str:
""""""
if ix in self.sma_data:
sma_value = self.sma_data[ix]
text = f"SMA {sma_value:.1f}"
else:
text = "SMA -"
return text
if __name__ == "__main__":
app = create_qapp()
symbol = "CL-20210322-USD-FUT"
exchange = Exchange.NYMEX
interval = Interval.MINUTE_5
start = datetime(2021, 3, 1)
end = datetime(2021, 3, 16)
bars = database_manager.load_bar_data(
symbol=symbol,
exchange=exchange,
interval=interval,
start=start,
end=end
)
widget = ChartWidget()
widget.add_plot("candle", hide_x_axis=True)
widget.add_plot("volume", maximum_height=250)
widget.add_item(CandleItem, "candle", "candle")
widget.add_item(SmaItem, "SmaItem", "candle")
widget.add_item(VolumeItem, "volume", "volume")
widget.add_cursor()
history = bars
widget.update_history(history)
def update_bar():
bar = new_data.pop(0)
widget.update_bar(bar)
timer = QtCore.QTimer()
timer.timeout.connect(update_bar)
widget.show()
app.exec_()可以看见下载的数据了。
其中，
这个参数是自己前面定义的。
大概就是这么个，下一步的任务是把自己编写的指标能显示出来
