修复本地合约文件未更新的bug

vn.trader/ctaStrategy/ctaEngine.py

@@ -88,6 +88,9 @@ class CtaEngine(object):
         # tick缓存
         self.tickDict = {}
 
+        # 未能订阅的symbols
+        self.pendingSubcribeSymbols = {}
+
         # 注册事件监听
         self.registerEvent()
 
@@ -343,6 +346,11 @@ class CtaEngine(object):
         # 1. 获取事件的Tick数据
         tick = event.dict_['data']
 
+        # 移除待订阅的合约清单
+        if tick.vtSymbol in self.pendingSubcribeSymbols:
+            self.writeCtaLog(u'已成功订阅{0}，从待订阅清单中移除'.format(tick.vtSymbol))
+            del self.pendingSubcribeSymbols[tick.vtSymbol]
+
         # 缓存最新tick
         self.tickDict[tick.vtSymbol] = tick
 
@@ -453,6 +461,7 @@ class CtaEngine(object):
 
         # 注册持仓更新事件
         self.eventEngine.register(EVENT_POSITION, self.processPositionEvent)
+        self.eventEngine.register(EVENT_POSITION, self.checkUnsubscribedSymbols)
 
         # 注册定时器事件
         self.eventEngine.register(EVENT_TIMER, self.processTimerEvent)
@@ -597,6 +606,7 @@ class CtaEngine(object):
             symbols = strategy.vtSymbol.split(';')
 
             for symbol in symbols:
+                self.writeCtaLog(u'添加合约{0}与策略的匹配目录'.format(symbol))
                 if symbol in self.tickStrategyDict:
                     l = self.tickStrategyDict[symbol]
                 else:
@@ -605,7 +615,13 @@ class CtaEngine(object):
                 l.append(strategy)
             
                 # 3.订阅合约
+                self.writeCtaLog(u'向gateway订阅合约{0}'.format(symbol))
+                self.subscribe(strategy=strategy, symbol=symbol)
+
+    def subscribe(self, strategy, symbol):
+        """订阅合约，不成功时，加入到待订阅列表"""
         contract = self.mainEngine.getContract(symbol)
+
         if contract:
             # 4.构造订阅请求包
             req = VtSubscribeReq()
@@ -619,7 +635,18 @@ class CtaEngine(object):
             # 5.调用主引擎的订阅接口
             self.mainEngine.subscribe(req, contract.gatewayName)
         else:
-                    self.writeCtaLog(u'%s的交易合约%s无法找到' %(name, symbol))
+            print u'Warning, can not find {0} in contracts'.format(symbol)
+            self.writeCtaLog(u'交易合约{}无法找到，添加到待订阅列表'.format (symbol))
+            self.pendingSubcribeSymbols[symbol]=strategy
+
+    def checkUnsubscribedSymbols(self, event):
+        """持仓更新信息时，检查未提交的合约"""
+        for symbol in self.pendingSubcribeSymbols.keys():
+            contract = self.mainEngine.getContract(symbol)
+            if contract:
+                self.writeCtaLog(u'重新提交合约{0}订阅请求'.format(symbol))
+                strategy = self.pendingSubcribeSymbols[symbol]
+                self.subscribe(strategy=strategy, symbol=symbol)
 
     #----------------------------------------------------------------------
     def initStrategy(self, name, force = False):

vn.trader/gateway/ctpGateway/ctpGateway.py

@@ -315,6 +315,9 @@ class CtpMdApi(MdApi):
             self.writeLog(text.DATA_SERVER_LOGIN)
             
             # 重新订阅之前订阅的合约
+            if len(self.subscribedSymbols) > 0:
+                print u'Resubscribe'
+
             for subscribeReq in self.subscribedSymbols:
                 self.subscribe(subscribeReq)
                 
@@ -443,7 +446,12 @@ class CtpMdApi(MdApi):
         # 这里的设计是，如果尚未登录就调用了订阅方法
         # 则先保存订阅请求，登录完成后会自动订阅
         if self.loginStatus:
+            print u'subscribe {0}'.format(str(subscribeReq.symbol))
             self.subscribeMarketData(str(subscribeReq.symbol))
+            self.writeLog(u'订阅合约:{0}'.format(str(subscribeReq.symbol)))
+        else:
+            print u'not login, add {0} into subscribe list'.format(str(subscribeReq.symbol))
+            self.writeLog(u'未连接，增加合约{0}至待订阅列表'.format(str(subscribeReq.symbol)))
         self.subscribedSymbols.add(subscribeReq)   
         
     #----------------------------------------------------------------------
@@ -560,6 +568,12 @@ class CtpTdApi(TdApi):
             self.reqID += 1
             self.reqSettlementInfoConfirm(req, self.reqID)
 
+            # 提交合约更新请求
+            try:
+                self.resentReqQryInstrument()
+            except:
+                pass
+                
         # 否则，推送错误信息
         else:
             err = VtErrorData()
@@ -568,6 +582,11 @@ class CtpTdApi(TdApi):
             err.errorMsg = error['ErrorMsg'].decode('gbk')
             self.gateway.onError(err)
 
+    def resentReqQryInstrument(self):
+        # 查询合约代码
+        self.reqID += 1
+        self.reqQryInstrument({}, self.reqID)
+
     #----------------------------------------------------------------------
     def onRspUserLogout(self, data, error, n, last):
         """登出回报"""
@@ -658,9 +677,6 @@ class CtpTdApi(TdApi):
         """确认结算信息回报"""
         self.writeLog(text.SETTLEMENT_INFO_CONFIRMED)
 
-        # 查询合约代码
-        self.reqID += 1
-        self.reqQryInstrument({}, self.reqID)
         
     #----------------------------------------------------------------------
     def onRspRemoveParkedOrder(self, data, error, n, last):

vn.trader/vtEngine.py

@@ -53,7 +53,7 @@ class MainEngine(object):
         # 用来保存接口对象的字典
         self.gatewayDict = OrderedDict()
 
-        # 初始化的接口模块，以及其指定的名称
+        # 初始化的接口模块，以及其指定的名称,CTP是模块，value，是该模块下的多个连接配置文件,如 CTP_JR_connect.json
         init_gateway_names = {'CTP': ['CTP', 'CTP_Prod', 'CTP_Post', 'CTP_EBF', 'CTP_JR']}
 
         # 遍历接口字典并自动创建所有的接口对象