127 lines
3.6 KiB
Python
127 lines
3.6 KiB
Python
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# flake8: noqa
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import os
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import sys
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import multiprocessing
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from time import sleep
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from datetime import datetime, time
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from logging import INFO,DEBUG
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# 将repostory的目录i，作为根目录，添加到系统环境中。
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ROOT_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
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sys.path.append(ROOT_PATH)
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print(f'append {ROOT_PATH} into sys.path')
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from vnpy.event import EventEngine
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from vnpy.trader.setting import SETTINGS
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from vnpy.trader.engine import MainEngine
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from vnpy.gateway.ctp import CtpGateway
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from vnpy.app.index_tick_publisher import IndexTickPublisherApp
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from vnpy.app.cta_strategy.base import EVENT_CTA_LOG
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from vnpy.trader.util_pid import update_pid
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SETTINGS["log.active"] = True
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SETTINGS["log.level"] = DEBUG
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SETTINGS["log.console"] = True
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rabbit_setting = {
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"host": "192.168.1.211;192.168.1.212"
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}
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ctp_setting = {
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"用户名": "xxxx",
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"密码": "xxxx",
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"经纪商代码": "0187",
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"交易服务器": "tcp://114.80.225.2:41205",
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"行情服务器": "tcp://114.80.225.2:41213",
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"交易服务器2": "tcp://114.80.225.10:41205",
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"行情服务器2": "tcp://114.80.225.10:41213",
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"交易服务器_old": "tcp://124.74.247.179:41201",
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"行情服务器_old": "tcp://124.74.247.179:41212",
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"产品名称": "client_huafu_2.0.0",
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"授权编码": "xxxxx",
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"产品信息": ""
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}
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update_pid()
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def run_child():
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"""
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Running in the child process.
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"""
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SETTINGS["log.file"] = True
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event_engine = EventEngine()
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main_engine = MainEngine(event_engine)
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#main_engine.add_gateway(CtpGateway)
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publisher_engine = main_engine.add_app(IndexTickPublisherApp)
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main_engine.write_log("主引擎创建成功")
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log_engine = main_engine.get_engine("log")
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event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
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main_engine.write_log("注册日志事件监听")
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sleep(10)
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main_engine.write_log("启动连接行情 & rabbit")
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publisher_engine.connect(md_address=ctp_setting.get("行情服务器"),
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userid=ctp_setting.get("用户名"),
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password=ctp_setting.get("密码"),
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brokerid=ctp_setting.get("经纪商代码"),
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rabbit_config=rabbit_setting)
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# publisher_engine.connect(
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# rabbit_config=rabbit_setting)
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while True:
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sleep(1)
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def run_parent():
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"""
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Running in the parent process.
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"""
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print("启动CTA策略守护父进程")
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# Chinese futures market trading period (day/night)
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DAY_START = time(8, 45)
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DAY_END = time(15, 30)
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NIGHT_START = time(20, 45)
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NIGHT_END = time(2, 45)
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child_process = None
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while True:
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current_time = datetime.now().time()
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trading = False
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# Check whether in trading period
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if (
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(current_time >= DAY_START and current_time <= DAY_END)
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or (current_time >= NIGHT_START)
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or (current_time <= NIGHT_END)
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):
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trading = True
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# Start child process in trading period
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if trading and child_process is None:
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print("启动子进程")
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child_process = multiprocessing.Process(target=run_child)
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child_process.start()
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print("子进程启动成功")
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# 非记录时间则退出子进程
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if not trading and child_process is not None:
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print("关闭子进程")
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child_process.terminate()
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child_process.join()
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child_process = None
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print("子进程关闭成功")
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sleep(5)
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if __name__ == "__main__":
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run_parent()
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#run_child()
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