From c36a58d5e35a5f3cc1b69234cbb0715ddb96cbf2 Mon Sep 17 00:00:00 2001
From: zhu4ling3 <zhu4ling3@gmail.com>
Date: Thu, 12 Apr 2018 23:57:02 -0400
Subject: [PATCH] =?UTF-8?q?=E5=88=9D=E6=AD=A5=E5=AE=8C=E6=88=90dataRecord?=
 =?UTF-8?q?=E7=9A=84=E5=85=A8=E8=BF=87=E7=A8=8B=E6=97=B6=E5=BA=8F?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 examples/HistDataCollector/HD_setting.json    |  15 +++
 .../HistDataCollector/runHistDataCollector.py | 105 ++++++++++++++++++
 2 files changed, 120 insertions(+)
 create mode 100644 examples/HistDataCollector/HD_setting.json
 create mode 100644 examples/HistDataCollector/runHistDataCollector.py

diff --git a/examples/HistDataCollector/HD_setting.json b/examples/HistDataCollector/HD_setting.json
new file mode 100644
index 00000000..3294e417
--- /dev/null
+++ b/examples/HistDataCollector/HD_setting.json
@@ -0,0 +1,15 @@
+{
+    "working": true,
+
+    "tick":
+    [
+        ["700", "IB", "SEHK", "HKD", "股票"],
+        ["USD.JPY", "IB", "IDEALPRO", "JPY", "外汇"]
+    ],
+
+    "bar":
+    [
+        ["700", "IB", "SEHK", "HKD", "股票"],
+        ["USD.JPY", "IB", "IDEALPRO", "JPY", "外汇"]
+    ]
+}
\ No newline at end of file
diff --git a/examples/HistDataCollector/runHistDataCollector.py b/examples/HistDataCollector/runHistDataCollector.py
new file mode 100644
index 00000000..604e20a9
--- /dev/null
+++ b/examples/HistDataCollector/runHistDataCollector.py
@@ -0,0 +1,105 @@
+# encoding: UTF-8
+
+import multiprocessing
+from time import sleep
+from datetime import datetime, time
+
+from vnpy.event import EventEngine2
+from vnpy.trader.vtEvent import EVENT_LOG, EVENT_ERROR
+from vnpy.trader.vtEngine import MainEngine, LogEngine
+from vnpy.trader.gateway import ibGateway
+from vnpy.trader.app import dataRecorder
+
+
+#----------------------------------------------------------------------
+def processErrorEvent(event):
+    """
+    处理错误事件
+    错误信息在每次登陆后，会将当日所有已产生的均推送一遍，所以不适合写入日志
+    """
+    error = event.dict_['data']
+    print u'错误代码：%s，错误信息：%s' %(error.errorID, error.errorMsg)
+
+#----------------------------------------------------------------------
+def runChildProcess():
+    """子进程运行函数"""
+    print '-'*20
+
+    # 创建日志引擎
+    le = LogEngine()
+    le.setLogLevel(le.LEVEL_DEBUG)
+    le.addConsoleHandler()
+    le.info(u'启动行情记录运行子进程')
+    
+    ee = EventEngine2()
+    le.info(u'事件引擎创建成功')
+    
+    me = MainEngine(ee)
+    me.addGateway(ibGateway)
+    me.addApp(histDataCollector)
+    le.info(u'主引擎创建成功')
+
+    ee.register(EVENT_LOG, le.processLogEvent)
+    ee.register(EVENT_ERROR, processErrorEvent)
+    le.info(u'注册日志事件监听')
+
+    me.connect('IB')
+    le.info(u'连接IB接口')
+
+    while True:
+        sleep(1)
+
+#----------------------------------------------------------------------
+def runParentProcess():
+    """父进程运行函数"""
+    # 创建日志引擎
+    le = LogEngine()
+    le.setLogLevel(le.LEVEL_INFO)
+    le.addConsoleHandler()
+    le.info(u'启动HistData守护父进程')
+    
+    DAY_START = time(8, 57)         # 日盘启动和停止时间
+    DAY_END = time(15, 18)
+    NIGHT_START = time(20, 57)      # 夜盘启动和停止时间
+    NIGHT_END = time(2, 33)
+    
+    p = None        # 子进程句柄
+
+    while True:
+        currentTime = datetime.now().time()
+        recording = False
+
+        # 判断当前处于的时间段
+        if ((currentTime >= DAY_START and currentTime <= DAY_END) or
+            (currentTime >= NIGHT_START) or
+            (currentTime <= NIGHT_END)):
+            recording = True
+            
+        # 过滤周末时间段：周六全天，周五夜盘，周日日盘
+        if ((datetime.today().weekday() == 6) or 
+            (datetime.today().weekday() == 5 and currentTime > NIGHT_END) or 
+            (datetime.today().weekday() == 0 and currentTime < DAY_START)):
+            recording = False
+
+        recording = True
+        # 记录时间则需要启动子进程
+        if recording and p is None:
+            le.info(u'启动子进程')
+            p = multiprocessing.Process(target=runChildProcess)
+            p.start()
+            le.info(u'子进程启动成功')
+
+        # 非记录时间则退出子进程
+        if not recording and p is not None:
+            le.info(u'关闭子进程')
+            p.terminate()
+            p.join()
+            p = None
+            le.info(u'子进程关闭成功')
+
+        sleep(5)
+
+
+if __name__ == '__main__':
+    #runChildProcess()
+    runParentProcess()