update

rqalpha/data/bundle.py

@@ -311,29 +311,24 @@ def __call__(self, path, fields, **kwargs):
 
 class GenerateDayBarTask(DayBarTask):
     def __call__(self, path, fields, **kwargs):
-        try:
-            with h5py.File(path, 'w') as h5:
-                i, step = 0, 300
-                while True:
-                    order_book_ids = self._order_book_ids[i:i + step]
-                    df = rqdatac.get_price(order_book_ids, START_DATE, datetime.date.today(), '1d',
-                                        adjust_type='none', fields=fields, expect_df=True)
-                    if not (df is None or df.empty):
-                        df.reset_index(inplace=True)
-                        df['datetime'] = [convert_date_to_int(d) for d in df['date']]
-                        del df['date']
-                        df.set_index(['order_book_id', 'datetime'], inplace=True)
-                        df.sort_index(inplace=True)
-                        for order_book_id in df.index.levels[0]:
-                            h5.create_dataset(order_book_id, data=df.loc[order_book_id].to_records(), **kwargs)
-                    i += step
-                    yield len(order_book_ids)
-                    if i >= len(self._order_book_ids):
-                        break
-        except OSError:
-            system_log.error("File {} update failed, if it is using, please update later, "
-                            "or you can delete then update again".format(path))
-            yield 1
+        with h5py.File(path, 'w') as h5:
+            i, step = 0, 300
+            while True:
+                order_book_ids = self._order_book_ids[i:i + step]
+                df = rqdatac.get_price(order_book_ids, START_DATE, datetime.date.today(), '1d',
+                                    adjust_type='none', fields=fields, expect_df=True)
+                if not (df is None or df.empty):
+                    df.reset_index(inplace=True)
+                    df['datetime'] = [convert_date_to_int(d) for d in df['date']]
+                    del df['date']
+                    df.set_index(['order_book_id', 'datetime'], inplace=True)
+                    df.sort_index(inplace=True)
+                    for order_book_id in df.index.levels[0]:
+                        h5.create_dataset(order_book_id, data=df.loc[order_book_id].to_records(), **kwargs)
+                i += step
+                yield len(order_book_ids)
+                if i >= len(self._order_book_ids):
+                    break
 
 
 class UpdateDayBarTask(DayBarTask):