新增无界面CTA策略交易的Example，修改DataRecorder的配置文件为csv格式

examples/CtaTrading/runCtaTrading.py

@@ -21,7 +21,17 @@ def printLog(content):
 def processLogEvent(event):
     """处理日志事件"""
     log = event.dict_['data']
-    content = '%s:%s' %(log.gatewayName, log.logContent)
+    if log.gatewayName:
+        content = '%s:%s' %(log.gatewayName, log.logContent)
+    else:
+        content = '%s:%s' %('MainEngine', log.logContent)
+    printLog(content)
+    
+#----------------------------------------------------------------------
+def processCtaLogEvent(event):
+    """处理CTA模块日志事件"""
+    log = event.dict_['data']
+    content = '%s:%s' %('CTA Engine', log.logContent)
     printLog(content)
     
 #----------------------------------------------------------------------
@@ -39,12 +49,14 @@ def runChildProcess():
     printLog(u'主引擎创建成功')
     
     ee.register(EVENT_LOG, processLogEvent)
-    ee.register(EVENT_CTA_LOG, processLogEvent)
+    ee.register(EVENT_CTA_LOG, processCtaLogEvent)
     printLog(u'注册日志事件监听')
     
     me.connect('CTP')
     printLog(u'连接CTP接口')
     
+    sleep(5)    # 等待CTP接口初始化
+    
     cta = me.appDict[ctaStrategy.appName]
     
     cta.loadSetting()
@@ -101,4 +113,7 @@ def runParentProcess():
 
 
 if __name__ == '__main__':
-    runParentProcess()
+    runChildProcess()
+    
+    # 尽管同样实现了无人值守，但强烈建议每天启动时人工检查，为自己的PNL负责
+    # runParentProcess()

examples/DataRecording/runDataRecording.py

@@ -20,7 +20,10 @@ def printLog(content):
 def processLogEvent(event):
     """处理日志事件"""
     log = event.dict_['data']
-    content = '%s:%s' %(log.gatewayName, log.logContent)
+    if log.gatewayName:
+        content = '%s:%s' %(log.gatewayName, log.logContent)
+    else:
+        content = '%s:%s' %('MainEngine', log.logContent)
     printLog(content)
     
 #----------------------------------------------------------------------
@@ -88,4 +91,5 @@ def runParentProcess():
 
 
 if __name__ == '__main__':
-    runParentProcess()
+    runChildProcess()
+    #runParentProcess()

examples/README.md

@@ -6,6 +6,6 @@
 
 * DataRecording：全自动行情记录工具（无需用户每日定时重启）
 
-* CtaTrading：纯命令行模式的CTA策略交易（尽管同样实现了无人值守，但强烈建议每天启动时人工检查，为自己的PNL负责）
+* CtaTrading：无图形界面模式的CTA策略交易
 
 * CtaBacktesting：CTA策略的回测和优化

vnpy/trader/app/dataRecorder/DR_setting.csv

@@ -0,0 +1,7 @@
+gateway,symbol,exchange,currency,product,tick,bar,active
+CTP,IF1709,,,,y,y,IF0000
+CTP,IC1709,,,,y,,
+CTP,m1709,,,,y,,
+SGIT,IH1709,,,,y,y,IH0000
+LTS,600036,SZSE,,,y,,
+IB,EUR.USD,IDEALPRO,USD,Íâ»ã,y,y,

vnpy/trader/app/dataRecorder/DR_setting.json

@@ -1,32 +0,0 @@
-{
-    "working": false,
-
-    "tick":
-    [
-        ["m1609", "XSPEED"],
-        ["IF1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IC1606", "SGIT"],
-        ["IC1606", "SGIT"],
-        ["600036", "LTS", "SZSE"],
-        ["EUR.USD", "IB", "IDEALPRO", "USD", "外汇"]
-    ],
-
-    "bar":
-    [
-        ["IF1605", "SGIT"],
-        ["IF1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IC1606", "SGIT"],
-        ["IC1606", "SGIT"]
-    ],
-
-    "active":
-    {
-    	"IF0000": "IF1605",
-        "IH0000": "IH1605",
-        "IC0000": "IC1605"
-    }
-}

vnpy/trader/app/dataRecorder/drEngine.py

@@ -6,7 +6,8 @@
 使用DR_setting.json来配置需要收集的合约，以及主力合约代码。
 '''
 
-import json
+#import json
+import csv
 import os
 import copy
 from collections import OrderedDict
@@ -27,7 +28,7 @@ from vnpy.trader.app.dataRecorder.language import text
 class DrEngine(object):
     """数据记录引擎"""
     
-    settingFileName = 'DR_setting.json'
+    settingFileName = 'DR_setting.csv'
     path = os.path.abspath(os.path.dirname(__file__))
     settingFileName = os.path.join(path, settingFileName)    
 
@@ -57,84 +58,58 @@ class DrEngine(object):
         # 载入设置，订阅行情
         self.loadSetting()
         
+        # 启动数据插入线程
+        self.start()
+    
+        # 注册事件监听
+        self.registerEvent()  
+        
     #----------------------------------------------------------------------
     def loadSetting(self):
-        """载入设置"""
+        """加载配置"""
         with open(self.settingFileName) as f:
-            drSetting = json.load(f)
+            drSetting = csv.DictReader(f)
             
-            # 如果working设为False则不启动行情记录功能
+            for d in drSetting:
-            working = drSetting['working']
+                # 读取配置
-            if not working:
+                gatewayName = d['gateway']
-                return
+                symbol = d['symbol']
-            
+                exchange = d['symbol']
-            if 'tick' in drSetting:
+                currency = d['currency']
-                l = drSetting['tick']
+                productClass = d['product']
+                recordTick = d['tick']
+                recordBar = d['bar']
+                activeSymbol = d['active']
                 
-                for setting in l:
+                if exchange:
-                    symbol = setting[0]
+                    vtSymbol = '.'.join([symbol, exchange])
+                else:
                     vtSymbol = symbol
-
-                    req = VtSubscribeReq()
-                    req.symbol = setting[0]
-                    
-                    # 针对LTS和IB接口，订阅行情需要交易所代码
-                    if len(setting)>=3:
-                        req.exchange = setting[2]
-                        vtSymbol = '.'.join([symbol, req.exchange])
-                    
-                    # 针对IB接口，订阅行情需要货币和产品类型
-                    if len(setting)>=5:
-                        req.currency = setting[3]
-                        req.productClass = setting[4]
-                    
-                    self.mainEngine.subscribe(req, setting[1])
-                    
-                    tick = VtTickData()           # 该tick实例可以用于缓存部分数据（目前未使用）
-                    self.tickDict[vtSymbol] = tick
-                    
-            if 'bar' in drSetting:
-                l = drSetting['bar']
                 
-                for setting in l:
+                # 订阅行情
-                    symbol = setting[0]
+                req = VtSubscribeReq()
-                    vtSymbol = symbol
+                req.symbol = symbol
-                    
+                req.exchange = exchange
-                    req = VtSubscribeReq()
+                req.currency = currency
-                    req.symbol = symbol                    
+                req.productClass = productClass
-
+                self.mainEngine.subscribe(req, gatewayName)
-                    if len(setting)>=3:
-                        req.exchange = setting[2]
-                        vtSymbol = '.'.join([symbol, req.exchange])
-
-                    if len(setting)>=5:
-                        req.currency = setting[3]
-                        req.productClass = setting[4]                    
-                    
-                    self.mainEngine.subscribe(req, setting[1])  
-                    
-                    bar = VtBarData() 
-                    self.barDict[vtSymbol] = bar
-                    
-            if 'active' in drSetting:
-                d = drSetting['active']
                 
-                # 注意这里的vtSymbol对于IB和LTS接口，应该后缀.交易所
+                # 设置需要记录的数据
-                for activeSymbol, vtSymbol in d.items():
+                if recordTick:
+                    self.tickDict[vtSymbol] = VtTickData()
+                    
+                if recordBar:
+                    self.barDict[vtSymbol] = VtBarData()
+                    
+                if activeSymbol:
                     self.activeSymbolDict[vtSymbol] = activeSymbol
-            
-            # 启动数据插入线程
-            self.start()
-            
-            # 注册事件监听
-            self.registerEvent()    
 
     #----------------------------------------------------------------------
     def procecssTickEvent(self, event):
         """处理行情推送"""
         tick = event.dict_['data']
         vtSymbol = tick.vtSymbol
-
+        
         # 转化Tick格式
         if not tick.datetime:
             tick.datetime = datetime.strptime(' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')