fix no current asyncio event loop

rqalpha_mod_fxdayu_source/data_source/mongo.py

@@ -1,20 +1,20 @@
 # encoding: utf-8
-import asyncio
 from datetime import date, datetime, time
 
+import motor.motor_asyncio
 import numpy as np
 import pandas as pd
 from dateutil.relativedelta import relativedelta
 from rqalpha.const import INSTRUMENT_TYPE
 from rqalpha.model.instrument import Instrument
-from rqalpha.utils.datetime_func import convert_date_to_int, convert_int_to_datetime
+from rqalpha.utils.datetime_func import convert_date_to_int
 from rqalpha.utils.py2 import lru_cache
-import motor.motor_asyncio
 
 from rqalpha_mod_fxdayu_source.data_source.common import CacheMixin
 from rqalpha_mod_fxdayu_source.data_source.common.minite import MiniteBarDataSourceMixin
 from rqalpha_mod_fxdayu_source.data_source.common.odd import OddFrequencyBaseDataSource
 from rqalpha_mod_fxdayu_source.utils import Singleton
+from rqalpha_mod_fxdayu_source.utils.asyncio import get_asyncio_event_loop
 from rqalpha_mod_fxdayu_source.utils.converter import DataFrameConverter
 
 INSTRUMENT_TYPE_MAP = {
@@ -83,7 +83,7 @@ def _get_bars_in_days(self, instrument, frequency, params):
         collection = instrument.order_book_id
         filters = {"_d": {"$gte": datetime.combine(s_date, time=time()), "$lte": datetime.combine(e_date, time=time())}}
         projection = {"_id": 0, "_d": 0}
-        loop = asyncio.get_event_loop()
+        loop = get_asyncio_event_loop()
         bars = loop.run_until_complete(self._do_get_bars(db, collection, filters, projection))
         if bars is not None and bars.size:
             bars = DataFrameConverter.df2np(bars)

rqalpha_mod_fxdayu_source/data_source/quantos.py

@@ -11,6 +11,7 @@
 from rqalpha_mod_fxdayu_source.data_source.common.minite import safe_searchsorted, MiniteBarDataSourceMixin
 from rqalpha_mod_fxdayu_source.data_source.common.odd import OddFrequencyBaseDataSource
 from rqalpha_mod_fxdayu_source.utils import Singleton
+from rqalpha_mod_fxdayu_source.utils.asyncio import get_asyncio_event_loop
 from rqalpha_mod_fxdayu_source.utils.converter import QuantOsConverter
 from rqalpha_mod_fxdayu_source.utils.instrument import instrument_to_tushare
 from rqalpha_mod_fxdayu_source.utils.quantos import QuantOsDataApiMixin
@@ -33,7 +34,7 @@ async def _get_bars_in_day(self, instrument=None, frequency=None, trade_date=Non
                              trade_date=trade_date, start_time=start_time, end_time=end_time)
 
     def _get_bars_in_days(self, instrument, frequency, days):
-        loop = asyncio.get_event_loop()
+        loop = get_asyncio_event_loop()
         tasks = [self._get_bars_in_day(instrument=instrument, frequency=frequency, **day) for day in days]
         results = loop.run_until_complete(asyncio.gather(*tasks))
         dfs, msgs = zip(*results)

rqalpha_mod_fxdayu_source/utils/asyncio.py

@@ -0,0 +1,10 @@
+import asyncio
+
+
+def get_asyncio_event_loop():
+    try:
+        return asyncio.get_event_loop()
+    except RuntimeError:
+        loop = asyncio.new_event_loop()
+        asyncio.set_event_loop(loop)
+        return loop