exchange.GetData

数据集合中的记录。
object

exchange.GetData(key)
exchange.GetData(key, timeout)

数据集合的名称。
key
true
string
用于设置缓存超时时间，单位为毫秒。实盘环境下默认缓存超时时间为一分钟。
timeout
false
number

```javascript
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*/

function main() {
    exchange.SetData("test", [[1579536000000, _D(1579536000000)], [1579622400000, _D(1579622400000)], [1579708800000, _D(1579708800000)]])
    while(true) {
        Log(exchange.GetData("test"))
        Sleep(1000 * 60 * 60 * 24)
    }
}```
```python
'''backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
'''
def main():
    exchange.SetData("test", [[1579536000000, _D(1579536000000/1000)], [1579622400000, _D(1579622400000/1000)], [1579708800000, _D(1579708800000/1000)]])
    while True:
        Log(exchange.GetData("test"))
        Sleep(1000 * 60 * 60 * 24)```
```cpp
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*/
void main() {
    json arr = R"([[1579536000000, ""], [1579622400000, ""], [1579708800000, ""]])"_json;
    arr[0][1] = _D(1579536000000);
    arr[1][1] = _D(1579622400000);
    arr[2][1] = _D(1579708800000);
    exchange.SetData("test", arr);
    while(true) {
        Log(exchange.GetData("test"));
        Sleep(1000 * 60 * 60 * 24);
    }
}```
获取通过直接写入方式存储的数据的调用示例。
```javascript
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*/
function main() {
    while(true) {
        Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
        Sleep(1000)
    }
}```
```python
'''backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
'''

def main():
    while True:
        Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
        Sleep(1000)```
```cpp
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*/

void main() {
    while(true) {
        Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
        Sleep(1000);
    }
}```
支持通过外部链接请求数据，请求到的数据格式如下：

```json
{
    "schema":["time","data"],
    "data":[
        [1579536000000, "abc"],
        [1579622400000, 123],
        [1579708800000, {"price": 123}],
        [1579795200000, ["abc", 123, {"price": 123}]]
    ]
}

其中schema为加载数据主体中每条记录的数据格式，该格式固定为["time","data"]，对应data属性中每条数据的格式。

测试用的服务程序，使用Go语言编写：
```golang
package main

import (
    "fmt"
    "net/http"
    "encoding/json"
)

func Handle (w http.ResponseWriter, r *http.Request) {
    defer func() {
        fmt.Println("req:", *r)
        ret := map[string]interface{}{
            "schema": []string{"time","data"},
            "data": []interface{}{
                []interface{}{1579536000000, "abc"},
                []interface{}{1579622400000, 123},
                []interface{}{1579708800000, map[string]interface{}{"price":123}},
                []interface{}{1579795200000, []interface{}{"abc", 123, map[string]interface{}{"price":123}}},
            },
        }
        b, _ := json.Marshal(ret)
        w.Write(b)
    }()
}

func main () {
    fmt.Println("listen http://localhost:9090")
    http.HandleFunc("/data", Handle)
    http.ListenAndServe(":9090", nil)
}

程序接收到请求后的响应数据：

{
    "schema":["time","data"],
    "data":[
        [1579536000000, "abc"],
        [1579622400000, 123],
        [1579708800000, {"price": 123}],
        [1579795200000, ["abc", 123, {"price": 123}]]
    ]
}

测试策略代码：

function main() {
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
}```
```python
def main():
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))```
```cpp
void main() {
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
}```
获取外部链接数据的调用方式。
```javascript
function main() {
    // 链接中xxx部分为查询数据的编码，此处xxx仅为示例。具体查询链接可以登录datadata.cn平台创建，也可以在优宽量化平台「数据探索」页面创建
    Log(exchange.GetData("https://www.datadata.cn/api/v1/query/xxx/data"))
}```
```python
def main():
    Log(exchange.GetData("https://www.datadata.cn/api/v1/query/xxx/data"))```
```cpp
void main() {
    Log(exchange.GetData("https://www.datadata.cn/api/v1/query/xxx/data"));
}```
请求[datadata](https://www.datadata.cn)平台上创建的查询数据，要求响应的数据格式为（必须在schema中包含time、data字段）：
```json
{
    "data": [],
    "schema": ["time", "data"]
}

其中”data”字段为所需的数据内容，”data”字段中的数据需要与”schema”中定义的保持一致。当调用exchange.GetData()函数时，返回一个JSON对象，例如：{"Time":1579795200000, "Data":"..."}。

回测时一次性获取全部数据，实盘时数据缓存一分钟。

在回测系统中，当使用访问接口请求数据的方式时，回测系统会自动为请求添加from（时间戳，单位：秒）、to（时间戳，单位：秒）、period（底层K线周期，单位：毫秒）等参数，用于确定要获取数据的时间范围。

{@fun/Market/exchange.SetData exchange.SetData}