[update] 统一订阅t.d.x指数行情，推送至MQ

prod/linux/index_publisher/run_idx_publisher.py

@@ -0,0 +1,126 @@
+# flake8: noqa
+
+import os
+import sys
+import multiprocessing
+from time import sleep
+from datetime import datetime, time
+from logging import INFO,DEBUG
+
+
+# 将repostory的目录i，作为根目录，添加到系统环境中。
+ROOT_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
+sys.path.append(ROOT_PATH)
+print(f'append {ROOT_PATH} into sys.path')
+
+from vnpy.event import EventEngine
+from vnpy.trader.setting import SETTINGS
+from vnpy.trader.engine import MainEngine
+from vnpy.gateway.ctp import CtpGateway
+from vnpy.app.index_tick_publisher import IndexTickPublisherApp
+from vnpy.app.cta_strategy.base import EVENT_CTA_LOG
+from vnpy.trader.util_pid import update_pid
+
+SETTINGS["log.active"] = True
+SETTINGS["log.level"] = DEBUG
+SETTINGS["log.console"] = True
+
+
+rabbit_setting = {
+    "host": "192.168.1.211"
+}
+ctp_setting = {
+     "用户名": "68000872",
+    "密码": "huafu1534",
+    "经纪商代码": "0187",
+    "交易服务器": "tcp://114.80.225.2:41205",
+    "行情服务器": "tcp://114.80.225.2:41213",
+    "交易服务器2": "tcp://114.80.225.10:41205",
+    "行情服务器2": "tcp://114.80.225.10:41213",
+    "交易服务器_old": "tcp://124.74.247.179:41201",
+    "行情服务器_old": "tcp://124.74.247.179:41212",
+    "产品名称": "client_huafu_2.0.0",
+    "授权编码": "76VAY6QTT8FF1PZA",
+    "产品信息": ""
+}
+
+update_pid()
+
+
+def run_child():
+    """
+    Running in the child process.
+    """
+    SETTINGS["log.file"] = True
+
+    event_engine = EventEngine()
+    main_engine = MainEngine(event_engine)
+    #main_engine.add_gateway(CtpGateway)
+    publisher_engine = main_engine.add_app(IndexTickPublisherApp)
+    main_engine.write_log("主引擎创建成功")
+
+    log_engine = main_engine.get_engine("log")
+    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
+    main_engine.write_log("注册日志事件监听")
+
+    sleep(10)
+    main_engine.write_log("启动连接行情 & rabbit")
+    publisher_engine.connect(md_address=ctp_setting.get("行情服务器"),
+                             userid=ctp_setting.get("用户名"),
+                             password=ctp_setting.get("密码"),
+                             brokerid=ctp_setting.get("经纪商代码"),
+                             rabbit_config=rabbit_setting)
+    # publisher_engine.connect(
+    #                          rabbit_config=rabbit_setting)
+    while True:
+        sleep(1)
+
+
+def run_parent():
+    """
+    Running in the parent process.
+    """
+    print("启动CTA策略守护父进程")
+
+    # Chinese futures market trading period (day/night)
+    DAY_START = time(8, 45)
+    DAY_END = time(15, 30)
+
+    NIGHT_START = time(20, 45)
+    NIGHT_END = time(2, 45)
+
+    child_process = None
+
+    while True:
+        current_time = datetime.now().time()
+        trading = False
+
+        # Check whether in trading period
+        if (
+            (current_time >= DAY_START and current_time <= DAY_END)
+            or (current_time >= NIGHT_START)
+            or (current_time <= NIGHT_END)
+        ):
+            trading = True
+
+        # Start child process in trading period
+        if trading and child_process is None:
+            print("启动子进程")
+            child_process = multiprocessing.Process(target=run_child)
+            child_process.start()
+            print("子进程启动成功")
+
+        # 非记录时间则退出子进程
+        if not trading and child_process is not None:
+            print("关闭子进程")
+            child_process.terminate()
+            child_process.join()
+            child_process = None
+            print("子进程关闭成功")
+
+        sleep(5)
+
+
+if __name__ == "__main__":
+    run_parent()
+    #run_child()