exchange.GetData

exchange.GetData()函数用于获取由exchange.SetData()函数加载的数据，或外部链接提供的数据。

    
    
    
exchange.GetData(key)

    
    
    
exchange.GetData(key, timeout)

示例

• 获取直接写入数据的调用方式示例。

  • javascript
  • python
  • rust
  • cpp

  
      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)
  

  
      rust
      
      
  /*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"}]
  */
  
  fn main() {
      let data = format!(
          r#"[[1579536000000, "{}"], [1579622400000, "{}"], [1579708800000, "{}"]]"#,
          _D(1579536000000), _D(1579622400000), _D(1579708800000)
      );
      exchange.SetData("test", &data);
      loop {
          Log!(exchange.GetData("test"));
          Sleep(1000 * 60 * 60 * 24);
      }
  }
  

  
      c++
      
      
  /*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);
      }
  }
  

• 支持通过外部链接请求数据，请求返回的数据格式如下：

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

  其中，schema 定义了数据主体中每条记录的数据格式，该格式固定为 ["time","data"]，与 data 属性中每条数据的格式一一对应。
  data 属性中存储的是数据主体，每条数据由毫秒级时间戳和数据内容构成（数据内容可以是任何可 JSON 编码的数据）。

  以下为测试用的服务程序，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)
  }
  

  程序接收到请求后返回的应答数据：

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

  测试策略代码如下：

  • javascript
  • python
  • rust
  • cpp

  
      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)
  

  
      rust
      
      
  /*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"}]
  */
  
  fn main() {
      loop {
          Log!(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
          Sleep(1000);
      }
  }
  

  
      c++
      
      
  /*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);
      }
  }
  

• 获取外部链接数据的调用方式。

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  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"))
  

  
      rust
      
      
  fn main() {
      Log!(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
  }
  

  
      c++
      
      
  void main() {
      Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
  }
  

• 请求在datadata平台上创建的查询数据，要求应答的数据格式如下（schema中必须包含time、data字段的描述）：

  
              json
              
              
  {
      "data": [],
      "schema": ["time", "data"]
  }
  

  其中"data"字段为所需的数据内容，且"data"字段中的数据需与"schema"中约定的字段保持一致。调用exchange.GetData()函数时，将返回一个JSON对象，例如：{"Time":1579795200000, "Data":"..."}。

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  function main() {
      // 链接中的xxx部分为查询数据的编码，此处xxx仅为示例。具体查询链接可登录datadata.cn平台创建，也可在优宽量化平台的「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"))
  

  
      rust
      
      
  fn main() {
      // 链接中的xxx部分为查询数据的编码，此处xxx仅为示例。具体查询链接可登录datadata.cn平台创建，也可在优宽量化平台的「数据探索」页面创建
      Log!(exchange.GetData("https://www.datadata.cn/api/v1/query/xxx/data"));
  }
  

  
      c++
      
      
  void main() {
      Log(exchange.GetData("https://www.datadata.cn/api/v1/query/xxx/data"));
  }
  

返回值

参数

参考

备注

回测时一次性获取全部数据，实盘时缓存一分钟的数据。

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，单位为秒）、to（时间戳，单位为秒）、period（底层K线周期，时间戳，单位为毫秒）等参数，用于确定所要获取数据的时间范围。