python"># 忽略某些模块的提示信息
import warnings
warnings.filterwarnings("ignore")
# 在全局配置中添加RQData账号信息
import rqdatac as rq from typing import List
import pandas as pd
import numpy as np
import re
from datetime import datetime, timedelta,time
from dateutil.relativedelta import relativedelta
from vnsw.alpha_research.data_center import DataCenter
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.setting import SETTINGS
rq.init(username=SETTINGS["datafeed.username"],password=SETTINGS["datafeed.password"])def to_clickhouse(dc,table_name,df):SAVE_REFERENCE_QUERY = "INSERT INTO {table} VALUES"query = SAVE_REFERENCE_QUERY.format(table=table_name)# 生成更新时间列update = datetime.now()df["update"] =update# 生成要传参用的DataFrame# 写入数据库并返回条数try:dc.client.insert_dataframe(query, df)print('已存储',set(df['symbol']),min(df['interval']),min(df['datetime']),'至',max(df['datetime']))except Exception as e:print ("报错",e)def load_rq_data(symbols:List[str],exchange:Exchange,start_date:datetime,end_date:datetime,frequency:str)->pd.DataFrame:#米筐的total_turnover是成交额，open_interest是持仓量if frequency=='1d' or frequency=='1m':df=rq.get_price(symbols, start_date, end_date,frequency,expect_df=True).reset_index()else:df=pd.DataFrame()start_date=start_date.replace(hour=0, minute=0, second=0,microsecond=0)while start_date<end_date:# print(start_date)df2=rq.get_price(symbols, start_date, start_date,frequency,expect_df=True) #米筐不看时分秒，会把所有涵盖日期的所有的x分钟bar返回if df2 is None:start_date+=relativedelta(days=1)continueelif len(df2):# print(df2)df=pd.concat([df,df2.reset_index()])start_date+=relativedelta(days=1)if max(df['datetime']).time()<time(15, 15):df.drop(df[df['datetime']==max(df['datetime'])].index,inplace=True)  df.rename(columns={'order_book_id':'symbol','date':'datetime','close':'close_price','open':'open_price','high':'high_price','low':'low_price','volume':'volume','open_interest':'open_interest',