初步完成dataRecord的全过程时序

examples/HistDataCollector/HD_setting.json

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+{
+    "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"]
+    ]
+}

examples/HistDataCollector/runHistDataCollector.py

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+# 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()