语法指南 | 发明者量化

内置函数

结构体

内置变量

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。


    javascript
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
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":"Bitfinex","currency":"BTC_USD"}]
'''
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":"Bitfinex","currency":"BTC_USD"}]
*/
fn main() {
    // Rust SDK 中SetData的数据参数为JSON字符串，使用format!拼接数据
    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":"Bitfinex","currency":"BTC_USD"}]
*/
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属性中逐条数据的格式一一对应。data属性用于存储数据主体，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）。

以下是使用Go语言编写的测试服务程序：


            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
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
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":"Bitfinex","currency":"BTC_USD"}]
'''

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":"Bitfinex","currency":"BTC_USD"}]
*/

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":"Bitfinex","currency":"BTC_USD"}]
*/

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
    
    
function main() {
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
    Log(exchange.GetData("https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json"))
}


    python
    
    
def main():
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
    Log(exchange.GetData("https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json"))


    rust
    
    
fn main() {
    Log!(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
    Log!(exchange.GetData("https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json"));
}


    c++
    
    
void main() {
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
    Log(exchange.GetData("https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json"));
}

请求在datadata平台上创建的查询数据，应答的数据格式需满足以下要求（schema中必须描述time和data字段）：


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

其中"data"字段为所需的数据内容，且"data"字段中的数据须与"schema"中约定的字段一致。调用exchange.GetData()函数时，将返回一个JSON对象，例如：{"Time":1579795200000, "Data":"..."}。


    javascript
    
    
function main() {
    Log(exchange.GetData("https://www.datadata.com/api/v1/query/xxx/data"))   // 链接中xxx部分为查询数据的编码，此处xxx仅为示例
}


    python
    
    
def main():
    Log(exchange.GetData("https://www.datadata.com/api/v1/query/xxx/data"))


    rust
    
    
fn main() {
    Log!(exchange.GetData("https://www.datadata.com/api/v1/query/xxx/data"));   // 链接中xxx部分为查询数据的编码，此处xxx仅为示例
}


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

返回值

类型	描述
object / 空值	数据集合中的记录，或请求返回的数据。

参数

名称	类型	必填	描述
key	string	是	数据集合的名称，或数据请求链接。
timeout	number	否	用于设置缓存超时时间，单位为毫秒。实盘时默认缓存超时时间为一分钟。

参考

exchange.SetData

备注

回测时一次性获取数据，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，单位秒)、to(时间戳，单位秒)、period(底层K线周期，时间戳，单位毫秒)等参数，用于确定要获取数据的时间范围。