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vnpy_mysql's Issues

mysql数据库字段类型设置错误导致数据失真

vnpy_mysql.mysql_database.DbTickData中的数据类型设置不够合理

  • 在保存m2305合约的2023/03/24-14:12:13下午行情结束的行情的时候,出现了成交量保存数据失真的情况,下图为对比其他数据源的截图,看起来datetime也是去除了一部分精度
    问题所在
  • 另外turnover字段也普遍存在失真的问题
    image

[Add] 自动重连

MySQL 数据库连接在长时间不活动后会断开,在记录连续一周行情的时候很让人困扰。

通过 ReconnectMixin 可以让 PeeweeMySQLDatabase 带上自动重连的功能,如 commit

不知道将其作为 vnpy_mysql 的默认行为是否合适?

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