[bug fix] 币安合约行情连续频繁订阅导致策略初始化失败
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msincenselee
parent
56cc6a9a62
commit
5ddbf6541a
@ -951,23 +951,26 @@ class CtaEngine(BaseEngine):
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"""
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Add a new strategy.
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"""
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try:
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if strategy_name in self.strategies:
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msg = f"创建策略失败，存在重名{strategy_name}"
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msg = f"{strategy_name} => 创建策略失败，存在重名"
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self.write_log(msg=msg,
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level=logging.CRITICAL)
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return False, msg
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strategy_class = self.classes.get(class_name, None)
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if not strategy_class:
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msg = f"创建策略失败，找不到策略类{class_name}"
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msg = f"{strategy_name} => 创建策略失败，找不到策略类{class_name}"
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self.write_log(msg=msg,
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level=logging.CRITICAL)
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return False, msg
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self.write_log(f'开始添加策略类{class_name}，实例名:{strategy_name}')
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self.write_log(f'{strategy_name} => 实例化策略类{class_name}')
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strategy = strategy_class(self, strategy_name, vt_symbol, setting)
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self.strategies[strategy_name] = strategy
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if len(vt_symbol) > 0:
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self.write_log(f'{strategy_name} => 建立 {vt_symbol}行情绑定关系')
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# Add vt_symbol to strategy map.
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strategies = self.symbol_strategy_map[vt_symbol]
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strategies.append(strategy)
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@ -976,15 +979,24 @@ class CtaEngine(BaseEngine):
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subscribe_symbol_set.add(vt_symbol)
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# Update to setting file.
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self.write_log(f'{strategy_name} => 更新策略配置 => Cta配置文件')
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self.update_strategy_setting(strategy_name, setting, auto_init, auto_start)
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self.write_log(f'{strategy_name} => 推送事件')
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self.put_strategy_event(strategy)
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# 判断设置中是否由自动初始化和自动启动项目
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if auto_init:
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self.write_log(f'{strategy_name} => 自动初始化与启动{auto_start}')
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self.init_strategy(strategy_name, auto_start=auto_start)
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return True, f'成功添加{strategy_name}'
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return True, f'{strategy_name} => 成功添加至引擎'
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except Exception as ex:
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msg = f'{strategy_name} => 添加策略异常:{str(ex)}'
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self.write_log(msg)
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self.write_error(traceback.format_exc())
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return False, msg
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def init_strategy(self, strategy_name: str, auto_start: bool = False):
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"""
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@ -992,6 +1004,7 @@ class CtaEngine(BaseEngine):
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"""
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task = self.thread_executor.submit(self._init_strategy, strategy_name, auto_start)
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self.thread_tasks.append(task)
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return True
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def _init_strategy(self, strategy_name: str, auto_start: bool = False):
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"""
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@ -1001,10 +1014,10 @@ class CtaEngine(BaseEngine):
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strategy = self.strategies[strategy_name]
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if strategy.inited:
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self.write_error(f"{strategy_name}已经完成初始化，禁止重复操作")
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self.write_error(f"{strategy_name} => 已经完成初始化，禁止重复操作")
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return
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self.write_log(f"{strategy_name}开始执行初始化")
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self.write_log(f"{strategy_name} => 开始执行初始化")
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# Call on_init function of strategy
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self.call_strategy_func(strategy, strategy.on_init)
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@ -1019,24 +1032,26 @@ class CtaEngine(BaseEngine):
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# setattr(strategy, name, value)
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# Subscribe market data 订阅缺省的vt_symbol, 如果有其他合约需要订阅，由策略内部初始化时提交订阅即可。
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if len(strategy.vt_symbol) > 0:
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self.write_log(f'{strategy_name} => 订阅行情{strategy.vt_symbol}')
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self.subscribe_symbol(strategy_name, vt_symbol=strategy.vt_symbol)
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# Put event to update init completed status.
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strategy.inited = True
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self.put_strategy_event(strategy)
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self.write_log(f"{strategy_name}初始化完成")
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self.write_log(f"{strategy_name} => 初始化完成")
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# 初始化后，自动启动策略交易
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if auto_start:
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self.write_log(f'{strategy_name} => 启动交易')
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self.start_strategy(strategy_name)
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except Exception as ex:
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msg = f'{strategy_name}执行on_init异常:{str(ex)}'
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msg = f'{strategy_name} => 执行on_init异常:{str(ex)}'
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self.write_error(ex)
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self.send_wechat(msg)
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self.write_error(traceback.format_exc())
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def start_strategy(self, strategy_name: str):
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"""
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Start a strategy.
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@ -1044,12 +1059,12 @@ class CtaEngine(BaseEngine):
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try:
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strategy = self.strategies[strategy_name]
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if not strategy.inited:
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msg = f"策略{strategy.strategy_name}启动失败，请先初始化"
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msg = f"{strategy.strategy_name} => 策略启动失败，请先初始化"
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self.write_error(msg)
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return False, msg
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if strategy.trading:
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msg = f"{strategy_name}已经启动，请勿重复操作"
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msg = f"{strategy_name} => 已经启动，请勿重复操作"
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self.write_error(msg)
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return False, msg
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@ -1058,10 +1073,10 @@ class CtaEngine(BaseEngine):
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self.put_strategy_event(strategy)
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return True, f'成功启动策略{strategy_name}'
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return True, f'{strategy_name} => 成功启动'
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except Exception as ex:
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msg = f'{strategy_name}执行on_start异常:{str(ex)}'
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msg = f'{strategy_name} => 执行on_start异常:{str(ex)}'
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self.write_error(ex)
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self.send_wechat(msg)
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self.write_error(traceback.format_exc())
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@ -1073,19 +1088,19 @@ class CtaEngine(BaseEngine):
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try:
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strategy = self.strategies[strategy_name]
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if not strategy.trading:
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msg = f'{strategy_name}策略实例已处于停止交易状态'
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msg = f'{strategy_name} => 策略实例已处于停止交易状态'
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self.write_log(msg)
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return False, msg
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# Call on_stop function of the strategy
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self.write_log(f'调用{strategy_name}的on_stop,停止交易')
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self.write_log(f'{strategy_name} => 调用的on_stop,停止交易')
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self.call_strategy_func(strategy, strategy.on_stop)
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# Change trading status of strategy to False
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strategy.trading = False
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# Cancel all orders of the strategy
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self.write_log(f'撤销{strategy_name}所有委托')
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self.write_log(f'{strategy_name} => 撤销所有委托')
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self.cancel_all(strategy)
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# Sync strategy variables to data file
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@ -1094,9 +1109,9 @@ class CtaEngine(BaseEngine):
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# Update GUI
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self.put_strategy_event(strategy)
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return True, f'成功停止策略{strategy_name}'
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return True, f'{strategy_name}=> 成功停止'
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except Exception as ex:
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msg = f'执行stop_strategy({strategy_name})异常:{str(ex)}'
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msg = f'{strategy_name} => 执行stop_strategy()异常:{str(ex)}'
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self.write_error(ex)
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self.send_wechat(msg)
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self.write_error(traceback.format_exc())
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@ -1015,6 +1015,11 @@ class BinancefDataWebsocketApi(WebsocketClient):
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self.gateway.write_log(f"找不到该合约代码{req.symbol}")
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return
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if req.symbol.lower() in self.ticks:
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self.gateway.write_log(f'{req.symbol}已订阅过,不重复订阅')
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return
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self.gateway.write_log(f'开始订阅合约{req.symbol}')
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# Create tick buf data
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tick = TickData(
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symbol=req.symbol,
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@ -1027,8 +1032,13 @@ class BinancefDataWebsocketApi(WebsocketClient):
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# Close previous connection
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if self._active:
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try:
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self.stop()
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from time import sleep
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sleep(0.1)
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self.join()
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except Exception as ex:
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self.gateway.write_error(f'订阅合约{req.symbol},关闭前一个ws连接异常:{str(ex)}')
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# Create new connection
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channels = []
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