開源量化框架backtrader FAQ：開發MySQL data feed

有很多人建立了自己本地的行情數據庫，希望能夠從本地數據庫將數據發到backtrader，供策略使用。一個通用的方法是將數據庫的行情數據讀到pandas dataframe裡，然後將這個數據幀的數據傳給backtrader的pandas feed數據對象，這樣策略就能夠使用了。

但是有些同學不想通過pandas dataframe中轉，而是想直接從數據庫將數據喂給backtrader的數據餽送對象，這就需要針對數據庫開發專門的data feed類了。

以下就是backtrader社區提供的一個從MySQL數據庫讀取數據的feed類MySQLData，大家可以試一試。

from__future__import (absolute_import, division, print_function,
unicode_literals)
importdatetime
frombacktrader.feedimportDataBase
frombacktraderimportdate2num
fromsqlalchemyimportcreate_engine
classMySQLData(DataBase):
    params = (
('dbHost',None),
('dbUser',None),
('dbPWD',None),
('dbName',None),
('ticker','ISL'),
('fromdate', datetime.datetime.min),
('todate', datetime.datetime.max),
('name',''),
)
def__init__(self):
self.engine = create_engine('mysql://'self.p.dbUser':'self.p.dbPWD'@'self.p.dbHost'/'self.p.dbName'?charset=utf8mb4', echo=False)
defstart(self):
        self.conn = self.engine.connect()
        self.stockdata = self.conn.execute('SELECT id FROM stocks WHERE ticker LIKE ''self.p.ticker'' LIMIT 1')
        self.stock_id = self.stockdata.fetchone()[0]
#self.result = self.engine.execute('SELECT `date`,`open`,`high`,`low`,`close`,`volume` FROM `eoddata` WHERE `stock_id` = 10 AND `date` between '' self.p.fromdate.strftime('%Y-%m-%d') '' and '' self.p.todate.strftime('%Y-%m-%d') '' ORDER BY `date` ASC')
        self.result = self.conn.execute('SELECT `date`,`open`,`high`,`low`,`close`,`volume` FROM `eoddata` WHERE `stock_id` = 'str(self.stock_id)' AND `date` between ''self.p.fromdate.strftime('%Y-%m-%d')'' and ''self.p.todate.strftime('%Y-%m-%d')'' ORDER BY `date` ASC')
defstop(self):
#self.conn.close()
self.engine.dispose()
def_load(self):
        one_row = self.result.fetchone()
ifone_rowisNone:
returnFalse
self.lines.datetime[0] = date2num(one_row[0])
self.lines.open[0] = float(one_row[1])
self.lines.high[0] = float(one_row[2])
self.lines.low[0] = float(one_row[3])
self.lines.close[0] = float(one_row[4])
self.lines.volume[0] = int(one_row[5])
self.lines.openinterest[0] = -1
returnTrue