vnpy/prod/linux/tick_record/run.py

import os
import sys
import multiprocessing
from time import sleep
from datetime import datetime, time
from logging import INFO


# 将repostory的目录i，作为根目录，添加到系统环境中。
ROOT_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
sys.path.append(ROOT_PATH)
print(f'append {ROOT_PATH} into sys.path')

from vnpy.event import EventEngine
from vnpy.trader.setting import SETTINGS
from vnpy.trader.engine import MainEngine
from vnpy.trader.utility import load_json
from vnpy.gateway.ctp import CtpGateway
from vnpy.app.tick_recorder import TickRecorderApp
from vnpy.app.cta_strategy.base import EVENT_CTA_LOG


SETTINGS["log.active"] = True
SETTINGS["log.level"] = INFO
SETTINGS["log.console"] = True


ctp_setting = load_json('connect_ctp.json')


def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    main_engine.add_app(TickRecorderApp)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log("连接CTP接口")

    sleep(10)

    while True:
        sleep(1)


def run_parent():
    """
    Running in the parent process.
    """
    print("启动CTA策略守护父进程")

    # Chinese futures market trading period (day/night)
    DAY_START = time(8, 45)
    DAY_END = time(15, 30)

    NIGHT_START = time(20, 45)
    NIGHT_END = time(2, 45)

    child_process = None

    while True:
        current_time = datetime.now().time()
        trading = False

        # Check whether in trading period
        if (
            (current_time >= DAY_START and current_time <= DAY_END)
            or (current_time >= NIGHT_START)
            or (current_time <= NIGHT_END)
        ):
            trading = True

        # Start child process in trading period
        if trading and child_process is None:
            print("启动子进程")
            child_process = multiprocessing.Process(target=run_child)
            child_process.start()
            print("子进程启动成功")

        # 非记录时间则退出子进程
        if not trading and child_process is not None:
            print("关闭子进程")
            child_process.terminate()
            child_process.join()
            child_process = None
            print("子进程关闭成功")

        sleep(5)


if __name__ == "__main__":
    run_parent()