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Copy pathcache.py
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54 lines (42 loc) · 1.8 KB
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# -*- coding: utf-8 -*-
from quantdigger.datasource.source import DatasourceAbstract
from quantdigger.util import dlogger as logger
from quantdigger.infras.object import HashObject
class CachedDatasource(DatasourceAbstract):
'''带缓存的数据源'''
def __init__(self, datasource, cache):
self.datasource = datasource
self.cache = cache
def get_bars(self, pcontract, dt_start, dt_end):
try:
logger.info('trying to load from cache')
return self.cache.get_bars(pcontract, dt_start, dt_end)
except LoadCacheException as e:
logger.info('updating cache')
missing_range = e.missing_range
logger.info('missing range: {0}', missing_range)
missing_data = []
for start, end in missing_range:
wrapper = self.datasource.get_bars(pcontract, start, end)
missing_data.append(HashObject.new(data=wrapper.data,
start=start,
end=end))
self.cache.save_data(missing_data, pcontract)
logger.info('loading cache')
return self.cache.get_bars(pcontract, dt_start, dt_end)
def get_last_bars(self, pcontract, n):
raise NotImplementedError
def get_contracts(self):
# TODO:
return self.datasource.get_contracts()
class CacheAbstract(DatasourceAbstract):
'''缓存抽象类'''
def save_data(self, data, pcontract):
raise NotImplementedError
class LoadCacheException(Exception):
def __init__(self, missing_range, cached_data=None):
assert(missing_range)
self.cached_data = cached_data
self.missing_range = missing_range
def __str__(self):
return str(self.missing_range)