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rq-data's Introduction

rq-data

获取ricequant中数据, 其中期货数据默认为vnpy格式。



准备工作:

  1. 公网IP的网络(若没有可以使用ngrok工具,详细使用方法自行google或参照本目录下的word教程)
  2. 安装配置mongodb数据库(或根据自己需求,修改rpc的回调函数,存其它数据库,或者csv)

使用步骤:

  1. 在拥有公网ip的电脑上运行rpc服务器端 rqdata/mongo/mongo_server.py,并配置其中的mongodb以及rpc服务器端口
  2. rqdata/rpc/client.py 上传到 ricequant研究中的notebook中,放到文件夹rpc下,重命名为rpc.py
  3. 在研究中新建notebook名为:test.ipynb, 并将rqdata/scripts/[future1m.py, stock1m.py, rq.py]中的某个代码copy进去,修改其中的rpc客户端地址和端口,或者参照自行编写其它数据获取代码。(vnpy格式数据代码在future1m.py中)
若手动下载直接运行第3步中代码,每日自动更新继续下述配置

准备工作:

  1. 配置selenium环境(下载chromewebdriver,并将其路径添加到环境变量PATH中,自行翻墙下载或见群文件)

使用步骤:

  1. 在`rqdata/scripts/passwd.py中配置ricequant的用户名密码
  2. driver.get("https://www.ricequant.com/research/user/user_xxxxx/notebooks/test.ipynb")中的 url路径改为步骤3中test.ipynb的路径。
  3. 运行rqdata/scripts/rice_auto.py

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