[Mod] 将websocket._connect移动到工作线程中

[Mod] 修改错误处理方式：onError将会捕捉更多异常

onError目前比以前能够多捕获两种异常：
 * websocket首次连接时的异常
 * RestClient._createSession中产生的异常

vnpy/api/rest/RestClient.py

@@ -7,7 +7,7 @@ from multiprocessing.dummy import Pool
 
 import requests
 from enum import Enum
-from typing import Any, Callable
+from typing import Any, Callable, Optional
 
 
 ########################################################################
@@ -151,16 +151,20 @@ class RestClient(object):
     
     #----------------------------------------------------------------------
     def _run(self):
-        session = self._createSession()
-        while self._active:
-            try:
-                request = self._queue.get(timeout=1)
+        try:
+            session = self._createSession()
+            while self._active:
                 try:
-                    self._processRequest(request, session)
-                finally:
-                    self._queue.task_done()
-            except Empty:
-                pass
+                    request = self._queue.get(timeout=1)
+                    try:
+                        self._processRequest(request, session)
+                    finally:
+                        self._queue.task_done()
+                except Empty:
+                    pass
+        except:
+            et, ev, tb = sys.exc_info()
+            self.onError(et, ev, tb, None)
     
     #----------------------------------------------------------------------
     def sign(self, request):  # type: (Request)->Request
@@ -181,9 +185,15 @@ class RestClient(object):
         sys.stderr.write(str(request))
     
     #----------------------------------------------------------------------
-    def onError(self, exceptionType, exceptionValue, tb, request):
+    def onError(self,
+                exceptionType,  # type: type
+                exceptionValue, # type: Exception
+                tb,
+                request         # type: Optional[Request]
+                ):
         """
         Python内部错误处理：默认行为是仍给excepthook
+        :param request 如果是在处理请求的时候出错，它的值就是对应的Request，否则为None
         """
         print("error in request : {}\n".format(request))
         sys.excepthook(exceptionType, exceptionValue, tb)

vnpy/api/websocket/WebsocketClient.py

@@ -51,7 +51,6 @@ class WebsocketClient(object):
     #----------------------------------------------------------------------
     def start(self):
         """启动"""
-        self._connect()
         
         self._active = True
         self._workerThread = Thread(target=self._run)
@@ -130,29 +129,35 @@ class WebsocketClient(object):
         """
         运行，直到stop()被调用
         """
+        try:
+            self._connect()
 
-        # todo: onDisconnect
-        while self._active:
-            try:
-                ws = self._getWs()
-                if ws:
-                    stream = ws.recv()
-                    if not stream:                             # recv在阻塞的时候ws被关闭
-                        self._reconnect()
-                        continue
-                        
-                    try:
-                        data = json.loads(stream)
-                    except ValueError as e:
-                        print('websocket unable to parse data: ' + stream)
-                        raise e
-                    self.onPacket(data)
-            except websocket.WebSocketConnectionClosedException:  # 在调用recv之前ws就被关闭了
-                self._reconnect()
-            except:                                            # Python内部错误（onPacket内出错）
-                et, ev, tb = sys.exc_info()
-                self.onError(et, ev, tb)
-                self._reconnect()
+            # todo: onDisconnect
+            while self._active:
+                try:
+                    ws = self._getWs()
+                    if ws:
+                        stream = ws.recv()
+                        if not stream:                             # recv在阻塞的时候ws被关闭
+                            self._reconnect()
+                            continue
+                            
+                        try:
+                            data = json.loads(stream)
+                        except ValueError as e:
+                            print('websocket unable to parse data: ' + stream)
+                            raise e
+                        self.onPacket(data)
+                except websocket.WebSocketConnectionClosedException:  # 在调用recv之前ws就被关闭了
+                    self._reconnect()
+                except:                                            # Python内部错误（onPacket内出错）
+                    et, ev, tb = sys.exc_info()
+                    self.onError(et, ev, tb)
+                    self._reconnect()
+        except:
+            et, ev, tb = sys.exc_info()
+            self.onError(et, ev, tb)
+            self._reconnect()
 
     #----------------------------------------------------------------------
     def _runPing(self):