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[Fix] issue 10 #11

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Merged
vnpy merged 2 commits into from
Oct 21, 2025
Merged

[Fix] issue 10 #11

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ee09013
[Fix] issue 10
noranhe Oct 20, 2025
6b28fb3
[Del] 重复写入代码
noranhe Oct 20, 2025
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95 changes: 42 additions & 53 deletions vnpy_postgresql/postgresql_database.py
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Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,8 @@
fn,
chunked,
Asc,
Desc
Desc,
EXCLUDED
)

from vnpy.trader.constant import Exchange, Interval
Expand Down Expand Up @@ -184,13 +185,13 @@ def save_bar_data(self, bars: list[BarData], stream: bool = False) -> bool:
for c in chunked(data, 100):
DbBarData.insert_many(c).on_conflict(
update={
DbBarData.volume: DbBarData.volume,
DbBarData.turnover: DbBarData.turnover,
DbBarData.open_interest: DbBarData.open_interest,
DbBarData.open_price: DbBarData.open_price,
DbBarData.high_price: DbBarData.high_price,
DbBarData.low_price: DbBarData.low_price,
DbBarData.close_price: DbBarData.close_price
DbBarData.volume: EXCLUDED.volume,
DbBarData.turnover: EXCLUDED.turnover,
DbBarData.open_interest: EXCLUDED.open_interest,
DbBarData.open_price: EXCLUDED.open_price,
DbBarData.high_price: EXCLUDED.high_price,
DbBarData.low_price: EXCLUDED.low_price,
DbBarData.close_price: EXCLUDED.close_price
},
conflict_target=(
DbBarData.symbol,
Expand Down Expand Up @@ -255,54 +256,42 @@ def save_tick_data(self, ticks: list[TickData], stream: bool = False) -> bool:

# 使用upsert操作将数据更新到数据库中
with self.db.atomic():
for d in data:
DbTickData.insert(d).on_conflict(
update=d,
conflict_target=(
DbTickData.symbol,
DbTickData.exchange,
DbTickData.datetime,


),
).execute()

for c in chunked(data, 100):
DbTickData.insert_many(c).on_conflict(
update={
DbTickData.name: DbTickData.name,
DbTickData.volume: DbTickData.volume,
DbTickData.turnover: DbTickData.turnover,
DbTickData.open_interest: DbTickData.open_interest,
DbTickData.last_price: DbTickData.last_price,
DbTickData.last_volume: DbTickData.last_volume,
DbTickData.limit_up: DbTickData.limit_up,
DbTickData.limit_down: DbTickData.limit_down,
DbTickData.open_price: DbTickData.open_price,
DbTickData.high_price: DbTickData.high_price,
DbTickData.low_price: DbTickData.low_price,
DbTickData.pre_close: DbTickData.pre_close,
DbTickData.bid_price_1: DbTickData.bid_price_1,
DbTickData.bid_price_2: DbTickData.bid_price_2,
DbTickData.bid_price_3: DbTickData.bid_price_3,
DbTickData.bid_price_4: DbTickData.bid_price_4,
DbTickData.bid_price_5: DbTickData.bid_price_5,
DbTickData.ask_price_1: DbTickData.ask_price_1,
DbTickData.ask_price_2: DbTickData.ask_price_2,
DbTickData.ask_price_3: DbTickData.ask_price_3,
DbTickData.ask_price_4: DbTickData.ask_price_4,
DbTickData.ask_price_5: DbTickData.ask_price_5,
DbTickData.bid_volume_1: DbTickData.bid_volume_1,
DbTickData.bid_volume_2: DbTickData.bid_volume_2,
DbTickData.bid_volume_3: DbTickData.bid_volume_3,
DbTickData.bid_volume_4: DbTickData.bid_volume_4,
DbTickData.bid_volume_5: DbTickData.bid_volume_5,
DbTickData.ask_volume_1: DbTickData.ask_volume_1,
DbTickData.ask_volume_2: DbTickData.ask_volume_2,
DbTickData.ask_volume_3: DbTickData.ask_volume_3,
DbTickData.ask_volume_4: DbTickData.ask_volume_4,
DbTickData.ask_volume_5: DbTickData.ask_volume_5,
DbTickData.localtime: DbTickData.localtime,
DbTickData.name: EXCLUDED.name,
DbTickData.volume: EXCLUDED.volume,
DbTickData.turnover: EXCLUDED.turnover,
DbTickData.open_interest: EXCLUDED.open_interest,
DbTickData.last_price: EXCLUDED.last_price,
DbTickData.last_volume: EXCLUDED.last_volume,
DbTickData.limit_up: EXCLUDED.limit_up,
DbTickData.limit_down: EXCLUDED.limit_down,
DbTickData.open_price: EXCLUDED.open_price,
DbTickData.high_price: EXCLUDED.high_price,
DbTickData.low_price: EXCLUDED.low_price,
DbTickData.pre_close: EXCLUDED.pre_close,
DbTickData.bid_price_1: EXCLUDED.bid_price_1,
DbTickData.bid_price_2: EXCLUDED.bid_price_2,
DbTickData.bid_price_3: EXCLUDED.bid_price_3,
DbTickData.bid_price_4: EXCLUDED.bid_price_4,
DbTickData.bid_price_5: EXCLUDED.bid_price_5,
DbTickData.ask_price_1: EXCLUDED.ask_price_1,
DbTickData.ask_price_2: EXCLUDED.ask_price_2,
DbTickData.ask_price_3: EXCLUDED.ask_price_3,
DbTickData.ask_price_4: EXCLUDED.ask_price_4,
DbTickData.ask_price_5: EXCLUDED.ask_price_5,
DbTickData.bid_volume_1: EXCLUDED.bid_volume_1,
DbTickData.bid_volume_2: EXCLUDED.bid_volume_2,
DbTickData.bid_volume_3: EXCLUDED.bid_volume_3,
DbTickData.bid_volume_4: EXCLUDED.bid_volume_4,
DbTickData.bid_volume_5: EXCLUDED.bid_volume_5,
DbTickData.ask_volume_1: EXCLUDED.ask_volume_1,
DbTickData.ask_volume_2: EXCLUDED.ask_volume_2,
DbTickData.ask_volume_3: EXCLUDED.ask_volume_3,
DbTickData.ask_volume_4: EXCLUDED.ask_volume_4,
DbTickData.ask_volume_5: EXCLUDED.ask_volume_5,
DbTickData.localtime: EXCLUDED.localtime,
},
conflict_target=(
DbTickData.symbol,
Expand Down