[update] 股票+RPC分布式引擎例子
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17
prod/stock_em02_gw/activate.sh
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17
prod/stock_em02_gw/activate.sh
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#!/bin/bash
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CONDA_HOME=~/anaconda3
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#$CONDA_HOME/bin/conda deactivate
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#$CONDA_HOME/bin/conda activate py37
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############ Added by Huang Jianwei at 2018-04-03
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# To solve the problem about Javascript runtime
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export PATH=$PATH:/usr/local/bin
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############ Ended
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BASE_PATH=$(cd `dirname $0`; pwd)
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echo $BASE_PATH
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cd `dirname $0`
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PROGRAM_NAME=./run_service.py
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$CONDA_HOME/envs/py37/bin/python $PROGRAM_NAME >$BASE_PATH/log/service.log 2>>$BASE_PATH/log/service-error.log &
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prod/stock_em02_gw/ar_setting.json
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prod/stock_em02_gw/ar_setting.json
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{
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"mongo_db":
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{
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"host": "192.168.1.214",
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"port": 27017
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},
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"accounts":
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{
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"em02_gw":
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{
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"copy_history_trades": true,
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"copy_history_orders": true
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}
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}
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}
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prod/stock_em02_gw/connect_em02_gw.json
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prod/stock_em02_gw/connect_em02_gw.json
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{
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"资金账号": "zzzz",
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"资金密码": "zzzz",
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"并发连接数": 3,
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"session缓存文件": "session.json",
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"账号类型": "普通"
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}
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1
prod/stock_em02_gw/custom_contracts.json
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1
prod/stock_em02_gw/custom_contracts.json
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{}
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4
prod/stock_em02_gw/rpc_service_setting.json
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prod/stock_em02_gw/rpc_service_setting.json
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{
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"rep_address": "tcp://127.0.0.1:102201",
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"pub_address": "tcp://127.0.0.1:102202"
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}
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159
prod/stock_em02_gw/run_service.py
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prod/stock_em02_gw/run_service.py
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# flake8: noqa
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import os
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import sys
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import multiprocessing
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from time import sleep
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from datetime import datetime, time
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from logging import DEBUG
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# 将repostory的目录i,作为根目录,添加到系统环境中。
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ROOT_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
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if ROOT_PATH not in sys.path:
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sys.path.append(ROOT_PATH)
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print(f'append {ROOT_PATH} into sys.path')
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from vnpy.event import EventEngine, EVENT_TIMER
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from vnpy.trader.setting import SETTINGS
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from vnpy.trader.engine import MainEngine
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from vnpy.trader.utility import load_json
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from vnpy.gateway.eastmoney import EastmoneyGateway
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#from vnpy.app.cta_stock import CtaStockApp
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#from vnpy.app.cta_crypto.base import EVENT_CTA_LOG
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from vnpy.app.rpc_service import RpcServiceApp
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#from vnpy.app.algo_broker import AlgoBrokerApp
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from vnpy.app.account_recorder import AccountRecorderApp
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from vnpy.trader.util_pid import update_pid
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from vnpy.trader.util_monitor import OrderMonitor, TradeMonitor, PositionMonitor, AccountMonitor, LogMonitor
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SETTINGS["log.active"] = True
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SETTINGS["log.level"] = DEBUG
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SETTINGS["log.console"] = True
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SETTINGS["log.file"] = True
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gateway_name = 'em02_gw'
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gw_setting = load_json(f'connect_{gateway_name}.json')
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import types
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import traceback
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def excepthook(exctype: type, value: Exception, tb: types.TracebackType) -> None:
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"""
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Raise exception under debug mode
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"""
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sys.__excepthook__(exctype, value, tb)
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msg = "".join(traceback.format_exception(exctype, value, tb))
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print(msg, file=sys.stderr)
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class DaemonService(object):
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def __init__(self):
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self.event_engine = EventEngine()
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self.g_count = 0
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self.last_dt = datetime.now()
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# 创建账号/持仓/委托/交易/日志记录
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self.acc_monitor = AccountMonitor(self.event_engine)
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self.pos_monitor = PositionMonitor(self.event_engine)
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self.ord_monitor = OrderMonitor(self.event_engine)
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self.trd_monitor = TradeMonitor(self.event_engine)
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#self.log_monitor = LogMonitor(self.event_engine)
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# 创建主引擎
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self.main_engine = MainEngine(self.event_engine)
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self.save_data_time = None
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self.save_snapshot_time = None
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# 注册定时器,用于判断重连
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self.event_engine.register(EVENT_TIMER, self.on_timer)
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def on_timer(self, event):
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"""定时器执行逻辑,每十秒执行一次"""
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# 60秒才执行一次检查
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self.g_count += 1
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if self.g_count <= 60:
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return
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# 强制写入一次gpid
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update_pid()
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self.g_count = 0
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dt = datetime.now()
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if dt.hour != self.last_dt.hour:
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self.last_dt = dt
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#print(u'run_server.py checkpoint:{0}'.format(dt))
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self.main_engine.write_log(u'run_server.py checkpoint:{0}'.format(dt))
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# ctp 短线重连得处理
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# 定时保存策略内数据
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if dt.strftime('%H:%M') in ['02:31', '15:16']:
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if self.save_data_time != dt.strftime('%H:%M'):
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self.main_engine.write_log(u'保存策略内数据')
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self.save_data_time = dt.strftime('%H:%M')
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try:
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self.main_engine.save_strategy_data('ALL')
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except Exception as ex:
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self.main_engine.write_error('保存策略内数据异常')
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if dt.strftime('%H:%M') in ['02:32', '10:16', '11:31', '15:17', '23:01']:
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if self.save_snapshot_time != dt.strftime('%H:%M'):
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self.main_engine.write_log(u'保存策略内K线切片数据')
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self.save_snapshot_time = dt.strftime('%H:%M')
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try:
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self.main_engine.save_strategy_snapshot('ALL')
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except Exception as ex:
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self.main_engine.write_error('保存策略内数据异常')
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def start(self):
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"""
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Running in the child process.
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"""
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SETTINGS["log.file"] = True
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timer_count = 0
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# 远程调用服务
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rpc_server = self.main_engine.add_app(RpcServiceApp)
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ret, msg = rpc_server.start()
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if not ret:
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self.main_engine.write_log(f"RPC服务未能启动:{msg}")
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return
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else:
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self.main_engine.write_log(f'RPC服务已启动')
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update_pid()
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# 添加账号同步app
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self.main_engine.add_app(AccountRecorderApp)
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# 接入网关
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self.main_engine.add_gateway(EastmoneyGateway, gateway_name)
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self.main_engine.write_log(f"连接{gateway_name}接口")
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self.main_engine.connect(gw_setting, gateway_name)
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sleep(5)
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# # 添加cta引擎
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# cta_engine = self.main_engine.add_app(CtaStockApp)
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# cta_engine.init_engine()
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# 添加算法引擎代理
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#self.main_engine.add_app(AlgoBrokerApp)
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self.main_engine.write_log("主引擎创建成功")
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while True:
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sleep(1)
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if __name__ == "__main__":
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sys.excepthook = excepthook
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s = DaemonService()
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s.start()
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394
prod/stock_em02_gw/service.py
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prod/stock_em02_gw/service.py
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#!/usr/bin/python
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# -*- coding: utf-8 -*-
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# python 3 环境
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# 激活 activate.sh (激活py35 env,启动运行程序
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import sys
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import time
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from datetime import datetime
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# import commands
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import os
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import subprocess
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import psutil
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# 将repostory的目录i,作为根目录,添加到系统环境中。
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ROOT_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
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sys.path.append(ROOT_PATH)
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from vnpy.trader.util_wechat import send_wx_msg
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# python容器文件
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python_path = '/home/trade/anaconda3/envs/py37/bin/python'
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# shell 文件,不使用sh
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bash = "/bin/bash"
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# 配置内容
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# 运行时间段
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# 是否7X24小时运行(数字货币)
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IS_7x24 = False
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# 是否激活夜盘
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ACTIVE_NIGHT = False
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# python 脚本,这里要和activate.sh里面得PROGRAM_NAME 一致
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PROGRAM_NAME = './run_service.py'
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# 日志目录
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log_path = os.path.abspath(os.path.join(os.getcwd(), 'log'))
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if os.path.isdir(log_path):
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# 如果工作目录下,存在logs子目录,就使用logs子目录
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base_path = os.getcwd()
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else:
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# 使用service.py所在得目录
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base_path = os.path.abspath(os.path.dirname(os.path.realpath(__file__)))
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# 进程组id保存文件
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gpid_file = os.path.abspath(os.path.join(base_path, 'log', 'gpid.txt'))
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tmp_cron_file = os.path.abspath(os.path.join(base_path, 'log', 'cron.tmp'))
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program_file = os.path.join(base_path, 'activate.sh')
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log_file = os.path.abspath(os.path.join(base_path, 'log', 'service.log'))
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error_file = os.path.abspath(os.path.join(base_path, 'log', 'service-error.log'))
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cron_log_file = os.path.abspath(os.path.join(base_path, 'log', 'cron.log'))
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cron_error_file = os.path.abspath(os.path.join(base_path, 'log', 'cron-error.log'))
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null_file = "/dev/null"
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cron_content = "* * * * * {} {} schedule >>{} 2>>{}".format(python_path, os.path.realpath(__file__), cron_log_file,
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cron_error_file)
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program_command = "nohup {} {} >>{} 2>>{} &".format(bash, program_file, log_file, error_file)
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USE_GPID = False
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def _check_gpid(gpid):
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"""
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检查进程(组)ID
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:param gpid:
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:return: True, 正在运行/ False: 没有运行
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"""
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if not USE_GPID:
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int_gpid = int(gpid)
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return psutil.pid_exists(int_gpid)
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try:
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# 通过系统子进程,打开ps命令,找到gpid下得所有进程
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p = subprocess.Popen(["ps", "-A", "-o", "pgrp="], stdin=subprocess.PIPE,
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stdout=subprocess.PIPE, stderr=subprocess.PIPE, shell=False)
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returncode = p.wait()
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except OSError as e:
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print('找不到shell运行命令ps', file=sys.stderr)
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exit(1)
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# print('returncode1:{}'.format(returncode))
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try:
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p2 = subprocess.Popen("uniq", stdin=p.stdout, stdout=subprocess.PIPE,
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stderr=subprocess.PIPE, shell=False)
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returncode = p2.wait()
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except OSError as e:
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print(u'找不到shell运行命令uniq', file=sys.stderr)
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exit(1)
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# print('returncode2:{}'.format(returncode))
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for i in p2.stdout.readlines():
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# print (u'p2.line:{}'.format(i))
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if i.decode().strip() == gpid:
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print(u'找到gpid:{}'.format(gpid))
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return True
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print(u'找不到gpid:{}'.format(gpid))
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return False
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def _status():
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"""
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查询当前状态
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:return:
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"""
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print(u'检查{}'.format(gpid_file))
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if os.path.exists(gpid_file):
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with open(gpid_file, 'r') as f:
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gpid = f.read().strip()
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print(u'gpid={}'.format(gpid))
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if gpid != "" and _check_gpid(gpid):
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return gpid
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return None
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def trade_off():
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"""检查现在是否为非交易时间"""
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now = datetime.now()
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# 数字货币
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if IS_7x24:
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if now.hour == 12 and now.minute == 0:
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return True
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else:
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return False
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# 国内期货/股票
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a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0)
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b = datetime.now().replace(hour=9, minute=0, second=0, microsecond=0)
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c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
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d = datetime.now().replace(hour=20, minute=45, second=0, microsecond=0)
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# 国内期货有夜盘
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if ACTIVE_NIGHT:
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weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday() == 7) or (
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now.isoweekday() == 1 and now <= a)
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off = (a <= now <= b) or (c <= now <= d) or weekend
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return off
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else:
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weekend = now.isoweekday() in [6, 7]
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off = now <= b or c <= now or weekend
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return off
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def _start():
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"""
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启动服务
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:return:
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"""
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# 获取进程组id
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gpid = _status()
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if trade_off():
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# 属于停止运行期间
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if gpid:
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print(u'现在属于停止运行时间,进程组ID存在,将杀死服务进程:[gpid={}]'.format(gpid))
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import signal
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if USE_GPID:
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# 杀死进程组
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os.killpg(int(gpid), signal.SIGKILL)
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else:
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os.kill(int(gpid), signal.SIGKILL)
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i = 0
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while _status():
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time.sleep(1)
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i += 1
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print(u'杀死进程中,等待{}秒'.format(i))
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if i > 30:
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print(u'杀死进程失败,退出')
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exit(1)
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print('进程组已停止运行[gpid={}]'.format(gpid))
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send_wx_msg('进程组{}已停止运行[{}]'.format(gpid, base_path))
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else:
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print(u'{} 现在属于停止运行时间,不启动服务'.format(datetime.now()))
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else:
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# 属于运行时间
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if not gpid:
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print(u'{}属于运行时间,将启动服务:{}'.format(datetime.now(), program_command))
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if os.path.isfile(gpid_file):
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print(u'{0}文件存在,先执行删除'.format(gpid_file))
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try:
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os.remove(gpid_file)
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except:
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pass
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os.popen(program_command)
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i = 0
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while True:
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gpid = _status()
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if gpid:
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print('{}属于运行时间,成功启动服务[gpid={}]'.format(datetime.now(), gpid))
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send_wx_msg('{}属于运行时间,成功启动服务[{},gpid={}]'.format(datetime.now(), base_path, gpid))
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break
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i += 1
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print(u'启动进程中,等待{}秒'.format(i))
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if i > 30:
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print(u'启动进程失败,退出')
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exit(1)
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time.sleep(1)
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else:
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print(u'{}属于运行时间,{}服务已运行'.format(datetime.now(), base_path))
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def schedule():
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"""
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crontab 计划执行
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:return:
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"""
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print('======schedule========')
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_start()
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def status():
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"""查看状态"""
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print('======status========')
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||||
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
print('{}服务进程[gpid={}]正在运行'.format(base_path, gpid))
|
||||
else:
|
||||
print('{}服务进程没有运行.'.format(base_path))
|
||||
|
||||
check_pids_in_cwd(gpid)
|
||||
|
||||
|
||||
# operate的可选字符串为:add, del
|
||||
def operate_crontab(operate):
|
||||
"""
|
||||
操作crontab
|
||||
:param operate: add , del
|
||||
:return:
|
||||
"""
|
||||
|
||||
try:
|
||||
# 从系统命令中,获取定时任务
|
||||
p = subprocess.Popen(["crontab", "-l"], stdin=subprocess.PIPE,
|
||||
stdout=subprocess.PIPE, stderr=subprocess.PIPE, shell=False)
|
||||
returncode = p.wait()
|
||||
except OSError as e:
|
||||
print(u"找不到shell运行命令crontab", file=sys.stderr)
|
||||
exit(1)
|
||||
|
||||
remain_cron_list = []
|
||||
exist_flag = False
|
||||
old_cron_content = ''
|
||||
for i in p.stdout.readlines():
|
||||
if i.decode("utf-8").find(os.path.realpath(__file__) + " schedule") >= 0:
|
||||
old_cron_content = i.decode("utf-8")
|
||||
exist_flag = True
|
||||
else:
|
||||
remain_cron_list.append(i.decode("utf-8"))
|
||||
|
||||
if operate == "add" and not exist_flag:
|
||||
remain_cron_list.append(cron_content)
|
||||
remain_cron_list.append("\n")
|
||||
with open(tmp_cron_file, 'wb') as f:
|
||||
for i in remain_cron_list:
|
||||
f.write(i.encode("utf-8"))
|
||||
os.popen("crontab {}".format(tmp_cron_file))
|
||||
print(u'添加crontab项: {}'.format(cron_content), file=sys.stderr)
|
||||
|
||||
if operate == "del" and exist_flag:
|
||||
with open(tmp_cron_file, 'wb') as f:
|
||||
for i in remain_cron_list:
|
||||
f.write(i.encode("utf-8"))
|
||||
os.popen("crontab {}".format(tmp_cron_file))
|
||||
print(u'删除crontab item: {}'.format(old_cron_content), file=sys.stderr)
|
||||
|
||||
# os.remove(tmp_cron_file)
|
||||
|
||||
|
||||
def check_pids_in_cwd(gpid=None):
|
||||
print('检查{}路径下运行得python {}进程'.format(base_path, PROGRAM_NAME))
|
||||
|
||||
runing_pids = []
|
||||
for pid in psutil.pids():
|
||||
try:
|
||||
p = psutil.Process(pid)
|
||||
p_name = p.name()
|
||||
if not p_name.endswith('python'):
|
||||
continue
|
||||
p_cwd = p.cwd()
|
||||
if p_cwd != base_path:
|
||||
continue
|
||||
p_cmdline = p.cmdline()
|
||||
if PROGRAM_NAME not in p_cmdline:
|
||||
continue
|
||||
|
||||
runing_pids.append(pid)
|
||||
|
||||
except:
|
||||
pass
|
||||
|
||||
if len(runing_pids) > 1:
|
||||
if gpid is not None:
|
||||
if gpid in runing_pids:
|
||||
print(u'排除其他pid')
|
||||
runing_pids.remove(gpid)
|
||||
else:
|
||||
print(u'gpid,不在运行清单中,排除首个pid')
|
||||
runing_pids.pop(0)
|
||||
else:
|
||||
print(u'gpid为空,排除首个pid')
|
||||
runing_pids.pop(0)
|
||||
|
||||
for pid in runing_pids:
|
||||
try:
|
||||
p = psutil.Process(pid)
|
||||
print(u'pid:{},name:{},bin:{},path:{},cmd:{},被终止运行'
|
||||
.format(pid, p.name, p.exe(), p.cwd(), p.cmdline()))
|
||||
import signal
|
||||
os.kill(int(pid), signal.SIGKILL)
|
||||
except:
|
||||
pass
|
||||
|
||||
|
||||
def start():
|
||||
print(u'======start========')
|
||||
# 往任务表增加定时计划
|
||||
operate_crontab("add")
|
||||
print(u'任务表增加定时计划完毕')
|
||||
# 执行启动
|
||||
# _start()
|
||||
print(u'启动{}服务执行完毕'.format(base_path))
|
||||
|
||||
|
||||
def _stop():
|
||||
print(u'======stop========')
|
||||
# 在任务表删除定时计划
|
||||
operate_crontab("del")
|
||||
|
||||
# 查询进程组id
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
# 进程组存在,杀死进程
|
||||
import signal
|
||||
# 杀死进程组
|
||||
if USE_GPID:
|
||||
# 杀死进程组
|
||||
os.killpg(int(gpid), signal.SIGKILL)
|
||||
else:
|
||||
os.kill(int(gpid), signal.SIGKILL)
|
||||
i = 0
|
||||
while _status():
|
||||
time.sleep(1)
|
||||
i += 1
|
||||
print(u'等待{}秒'.format(i))
|
||||
|
||||
print(u'{}成功停止{}服务[gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
send_wx_msg(u'{}成功停止{}服务[gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
else:
|
||||
print(u'{}服务进程没有运行'.format(base_path))
|
||||
|
||||
|
||||
def stop():
|
||||
"""
|
||||
停止服务
|
||||
:return:
|
||||
"""
|
||||
_stop()
|
||||
print(u'执行停止{}服务完成'.format(base_path))
|
||||
|
||||
|
||||
def restart():
|
||||
print(u'======restart========')
|
||||
_stop()
|
||||
_start()
|
||||
print('执行重启{}服务完成'.format(base_path))
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
if len(sys.argv) >= 2:
|
||||
fun = sys.argv[1]
|
||||
else:
|
||||
fun = ''
|
||||
if fun == 'status':
|
||||
status()
|
||||
elif fun == 'start':
|
||||
start()
|
||||
elif fun == 'stop':
|
||||
stop()
|
||||
elif fun == 'restart':
|
||||
restart()
|
||||
elif fun == 'schedule':
|
||||
schedule()
|
||||
else:
|
||||
print(u'Usage: {} (status|start|stop|restart)'.format(os.path.basename(__file__)))
|
||||
status()
|
4
prod/stock_em02_gw/session.json
Normal file
4
prod/stock_em02_gw/session.json
Normal file
@ -0,0 +1,4 @@
|
||||
{
|
||||
"validatekey": "a51dc23f-443b-4321-a956-300b6498304c",
|
||||
"cookie_str": "st_si=49015368899232;eastmoney_txzq_zjzh=NTQwMzMwMjE1NTM5fA%3D%3D;st_asi=delete;Yybdm=5403;st_pvi=31579671208450;st_inirUrl=https%3A%2F%2Fjy.xzsec.com%2FTrade%2FBuy;Uid=qPx0RsvGLgDoiKf0CU47yg%3d%3d;Khmc=%e6%9d%8e%e7%a4%ba%e4%bd%b3;st_sp=2021-10-31%2014%3A39%3A20;st_sn=2;st_psi=20211031143926579-11923323313501-2985332488;mobileimei=3529e943-4e71-4958-b784-7dcb6554b418;Uuid=c45d2d47879749cc91911f1a2dd1bda0"
|
||||
}
|
BIN
prod/stock_em02_gw/vn_contract.pkb2
Normal file
BIN
prod/stock_em02_gw/vn_contract.pkb2
Normal file
Binary file not shown.
29
prod/stock_em02_gw/vt_setting.json
Normal file
29
prod/stock_em02_gw/vt_setting.json
Normal file
@ -0,0 +1,29 @@
|
||||
{
|
||||
"font.family": "Arial",
|
||||
"font.size": 12,
|
||||
"log.active": true,
|
||||
"log.level": 10,
|
||||
"log.console": true,
|
||||
"log.file": true,
|
||||
"email.server": "smtp.qq.com",
|
||||
"email.port": 465,
|
||||
"email.username": "",
|
||||
"email.password": "",
|
||||
"email.sender": "",
|
||||
"email.receiver": "",
|
||||
"rqdata.username": "",
|
||||
"rqdata.password": "",
|
||||
"database.driver": "sqlite",
|
||||
"database.database": "database.db",
|
||||
"database.host": "localhost",
|
||||
"database.port": 3306,
|
||||
"database.user": "root",
|
||||
"database.password": "",
|
||||
"database.authentication_source": "admin",
|
||||
"huafu.data_source_prod": "http://192.168.1.212:4000/api/v1/get_price",
|
||||
"huafu.data_source": "http://127.0.0.1:4212/api/v1/get_price",
|
||||
"renko.host": "192.168.1.214",
|
||||
"hams.host": "192.168.1.214",
|
||||
"rabbitmq.host": "192.168.1.211",
|
||||
"gateway_name": "em02"
|
||||
}
|
17
prod/stock_em02_rpc01/activate.sh
Normal file
17
prod/stock_em02_rpc01/activate.sh
Normal file
@ -0,0 +1,17 @@
|
||||
#!/bin/bash
|
||||
|
||||
CONDA_HOME=~/anaconda3
|
||||
#$CONDA_HOME/bin/conda deactivate
|
||||
#$CONDA_HOME/bin/conda activate py37
|
||||
|
||||
############ Added by Huang Jianwei at 2018-04-03
|
||||
# To solve the problem about Javascript runtime
|
||||
export PATH=$PATH:/usr/local/bin
|
||||
############ Ended
|
||||
|
||||
BASE_PATH=$(cd `dirname $0`; pwd)
|
||||
echo $BASE_PATH
|
||||
cd `dirname $0`
|
||||
PROGRAM_NAME=./run_service.py
|
||||
|
||||
$CONDA_HOME/envs/py37/bin/python $PROGRAM_NAME >$BASE_PATH/log/service.log 2>>$BASE_PATH/log/service-error.log &
|
16
prod/stock_em02_rpc01/ar_setting.json
Normal file
16
prod/stock_em02_rpc01/ar_setting.json
Normal file
@ -0,0 +1,16 @@
|
||||
{
|
||||
"mongo_db":
|
||||
{
|
||||
"host": "192.168.1.214",
|
||||
"port": 27017
|
||||
},
|
||||
"accounts":
|
||||
{
|
||||
"em02":
|
||||
{
|
||||
"copy_history_trades": true,
|
||||
"copy_history_orders": true
|
||||
}
|
||||
},
|
||||
"event_list": ["eStrategyPos.","eStrategySnapshot."]
|
||||
}
|
4
prod/stock_em02_rpc01/connect_em02_gw.json
Normal file
4
prod/stock_em02_rpc01/connect_em02_gw.json
Normal file
@ -0,0 +1,4 @@
|
||||
{
|
||||
"主动请求地址": "tcp://127.0.0.1:102201",
|
||||
"推送订阅地址": "tcp://127.0.0.1:102202"
|
||||
}
|
5
prod/stock_em02_rpc01/cta_stock_config.json
Normal file
5
prod/stock_em02_rpc01/cta_stock_config.json
Normal file
@ -0,0 +1,5 @@
|
||||
{
|
||||
"accountid" : "540330215539[普通]",
|
||||
"strategy_group": "cta_stock_01",
|
||||
"compare_pos": false
|
||||
}
|
21
prod/stock_em02_rpc01/cta_stock_setting.json
Normal file
21
prod/stock_em02_rpc01/cta_stock_setting.json
Normal file
@ -0,0 +1,21 @@
|
||||
{
|
||||
"stock_grids_etf": {
|
||||
"class_name": "StrategyStockGridTradeV3",
|
||||
"vt_symbols": [
|
||||
"159995.SZSE"
|
||||
],
|
||||
"auto_init": true,
|
||||
"auto_start": true,
|
||||
"setting": {
|
||||
"backtesting": false,
|
||||
"comments": [
|
||||
"芯片ETF"
|
||||
],
|
||||
"max_invest_percent": 10,
|
||||
"max_invest_margin": 100000,
|
||||
"max_single_margin": 2000,
|
||||
"grid_height_percent": 4,
|
||||
"grid_lots": 15
|
||||
}
|
||||
}
|
||||
}
|
1
prod/stock_em02_rpc01/custom_contracts.json
Normal file
1
prod/stock_em02_rpc01/custom_contracts.json
Normal file
@ -0,0 +1 @@
|
||||
{}
|
4
prod/stock_em02_rpc01/rpc_service_setting.json
Normal file
4
prod/stock_em02_rpc01/rpc_service_setting.json
Normal file
@ -0,0 +1,4 @@
|
||||
{
|
||||
"rep_address": "tcp://127.0.0.1:102203",
|
||||
"pub_address": "tcp://127.0.0.1:102204"
|
||||
}
|
117
prod/stock_em02_rpc01/run_main_em02_rpc01.py
Normal file
117
prod/stock_em02_rpc01/run_main_em02_rpc01.py
Normal file
@ -0,0 +1,117 @@
|
||||
# flake8: noqa
|
||||
|
||||
import os
|
||||
import sys
|
||||
# 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.engine import MainEngine
|
||||
from vnpy.trader.ui import MainWindow, create_qapp
|
||||
|
||||
#from vnpy.gateway.binancef import BinancefGateway
|
||||
# from vnpy.gateway.bitmex import BitmexGateway
|
||||
# from vnpy.gateway.futu import FutuGateway
|
||||
# from vnpy.gateway.ib import IbGateway
|
||||
# from vnpy.gateway.ctp import CtpGateway
|
||||
# from vnpy.gateway.ctptest import CtptestGateway
|
||||
# from vnpy.gateway.mini import MiniGateway
|
||||
# from vnpy.gateway.sopt import SoptGateway
|
||||
# from vnpy.gateway.minitest import MinitestGateway
|
||||
# from vnpy.gateway.femas import FemasGateway
|
||||
# from vnpy.gateway.tiger import TigerGateway
|
||||
# from vnpy.gateway.oes import OesGateway
|
||||
# from vnpy.gateway.okex import OkexGateway
|
||||
# from vnpy.gateway.huobi import HuobiGateway
|
||||
# from vnpy.gateway.bitfinex import BitfinexGateway
|
||||
# from vnpy.gateway.onetoken import OnetokenGateway
|
||||
# from vnpy.gateway.okexf import OkexfGateway
|
||||
# from vnpy.gateway.okexs import OkexsGateway
|
||||
# from vnpy.gateway.xtp import XtpGateway
|
||||
# from vnpy.gateway.hbdm import HbdmGateway
|
||||
# from vnpy.gateway.tap import TapGateway
|
||||
# from vnpy.gateway.tora import ToraGateway
|
||||
# from vnpy.gateway.alpaca import AlpacaGateway
|
||||
# from vnpy.gateway.da import DaGateway
|
||||
# from vnpy.gateway.coinbase import CoinbaseGateway
|
||||
# from vnpy.gateway.bitstamp import BitstampGateway
|
||||
# from vnpy.gateway.gateios import GateiosGateway
|
||||
# from vnpy.gateway.bybit import BybitGateway
|
||||
# from vnpy.gateway.eastmoney import EastmoneyGateway
|
||||
from vnpy.gateway.rpc import RpcGateway
|
||||
|
||||
# from vnpy.app.cta_crypto import CtaCryptoApp
|
||||
from vnpy.app.cta_stock import CtaStockApp
|
||||
# from vnpy.app.csv_loader import CsvLoaderApp
|
||||
# from vnpy.app.algo_trading import AlgoTradingApp
|
||||
# from vnpy.app.cta_backtester import CtaBacktesterApp
|
||||
# from vnpy.app.data_recorder import DataRecorderApp
|
||||
# from vnpy.app.tick_recorder import TickRecorderApp
|
||||
# from vnpy.app.risk_manager import RiskManagerApp
|
||||
# from vnpy.app.script_trader import ScriptTraderApp
|
||||
# from vnpy.app.rpc_service import RpcServiceApp
|
||||
# from vnpy.app.spread_trading import SpreadTradingApp
|
||||
# from vnpy.app.portfolio_manager import PortfolioManagerApp
|
||||
|
||||
|
||||
def main():
|
||||
""""""
|
||||
qapp = create_qapp()
|
||||
|
||||
event_engine = EventEngine()
|
||||
|
||||
main_engine = MainEngine(event_engine)
|
||||
|
||||
main_engine.add_gateway(RpcGateway, 'em02_gw')
|
||||
#main_engine.add_gateway(CtpGateway)
|
||||
# main_engine.add_gateway(CtptestGateway)
|
||||
# main_engine.add_gateway(MiniGateway)
|
||||
# main_engine.add_gateway(SoptGateway)
|
||||
# main_engine.add_gateway(MinitestGateway)
|
||||
# main_engine.add_gateway(FemasGateway)
|
||||
# main_engine.add_gateway(IbGateway)
|
||||
# main_engine.add_gateway(FutuGateway)
|
||||
#main_engine.add_gateway(BitmexGateway)
|
||||
# main_engine.add_gateway(TigerGateway)
|
||||
# main_engine.add_gateway(OesGateway)
|
||||
# main_engine.add_gateway(OkexGateway)
|
||||
# main_engine.add_gateway(HuobiGateway)
|
||||
# main_engine.add_gateway(BitfinexGateway)
|
||||
# main_engine.add_gateway(OnetokenGateway)
|
||||
# main_engine.add_gateway(OkexfGateway)
|
||||
# main_engine.add_gateway(HbdmGateway)
|
||||
# main_engine.add_gateway(XtpGateway)
|
||||
# main_engine.add_gateway(TapGateway)
|
||||
# main_engine.add_gateway(ToraGateway)
|
||||
# main_engine.add_gateway(AlpacaGateway)
|
||||
# main_engine.add_gateway(OkexsGateway)
|
||||
# main_engine.add_gateway(DaGateway)
|
||||
# main_engine.add_gateway(CoinbaseGateway)
|
||||
# main_engine.add_gateway(BitstampGateway)
|
||||
# main_engine.add_gateway(GateiosGateway)
|
||||
#main_engine.add_gateway(BybitGateway)
|
||||
|
||||
#main_engine.add_app(CtaStrategyApp)
|
||||
main_engine.add_app(CtaStockApp)
|
||||
#main_engine.add_app(CtaBacktesterApp)
|
||||
# main_engine.add_app(CsvLoaderApp)
|
||||
# main_engine.add_app(AlgoTradingApp)
|
||||
#main_engine.add_app(DataRecorderApp)
|
||||
#main_engine.add_app(TickRecorderApp)
|
||||
# main_engine.add_app(RiskManagerApp)
|
||||
# main_engine.add_app(ScriptTraderApp)
|
||||
# main_engine.add_app(RpcServiceApp)
|
||||
# main_engine.add_app(SpreadTradingApp)
|
||||
#main_engine.add_app(PortfolioManagerApp)
|
||||
|
||||
main_window = MainWindow(main_engine, event_engine)
|
||||
main_window.showMaximized()
|
||||
|
||||
qapp.exec()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
159
prod/stock_em02_rpc01/run_service.py
Normal file
159
prod/stock_em02_rpc01/run_service.py
Normal file
@ -0,0 +1,159 @@
|
||||
# flake8: noqa
|
||||
|
||||
import os
|
||||
import sys
|
||||
import multiprocessing
|
||||
from time import sleep
|
||||
from datetime import datetime, time
|
||||
from logging import 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__), '..', '..'))
|
||||
if ROOT_PATH not in sys.path:
|
||||
sys.path.append(ROOT_PATH)
|
||||
print(f'append {ROOT_PATH} into sys.path')
|
||||
|
||||
from vnpy.event import EventEngine, EVENT_TIMER
|
||||
from vnpy.trader.setting import SETTINGS
|
||||
from vnpy.trader.engine import MainEngine
|
||||
from vnpy.trader.utility import load_json
|
||||
from vnpy.gateway.rpc import RpcGateway
|
||||
from vnpy.app.cta_stock import CtaStockApp
|
||||
#from vnpy.app.cta_crypto.base import EVENT_CTA_LOG
|
||||
from vnpy.app.rpc_service import RpcServiceApp
|
||||
#from vnpy.app.algo_broker import AlgoBrokerApp
|
||||
from vnpy.app.account_recorder import AccountRecorderApp
|
||||
from vnpy.trader.util_pid import update_pid
|
||||
from vnpy.trader.util_monitor import OrderMonitor, TradeMonitor, PositionMonitor, AccountMonitor, LogMonitor
|
||||
|
||||
SETTINGS["log.active"] = True
|
||||
SETTINGS["log.level"] = DEBUG
|
||||
SETTINGS["log.console"] = True
|
||||
SETTINGS["log.file"] = True
|
||||
|
||||
gateway_name = 'em02_gw'
|
||||
gw_setting = load_json(f'connect_{gateway_name}.json')
|
||||
|
||||
import types
|
||||
import traceback
|
||||
|
||||
def excepthook(exctype: type, value: Exception, tb: types.TracebackType) -> None:
|
||||
"""
|
||||
Raise exception under debug mode
|
||||
"""
|
||||
sys.__excepthook__(exctype, value, tb)
|
||||
|
||||
msg = "".join(traceback.format_exception(exctype, value, tb))
|
||||
|
||||
print(msg, file=sys.stderr)
|
||||
|
||||
class DaemonService(object):
|
||||
|
||||
def __init__(self):
|
||||
self.event_engine = EventEngine()
|
||||
self.g_count = 0
|
||||
self.last_dt = datetime.now()
|
||||
# 创建账号/持仓/委托/交易/日志记录
|
||||
self.acc_monitor = AccountMonitor(self.event_engine)
|
||||
self.pos_monitor = PositionMonitor(self.event_engine)
|
||||
self.ord_monitor = OrderMonitor(self.event_engine)
|
||||
self.trd_monitor = TradeMonitor(self.event_engine)
|
||||
#self.log_monitor = LogMonitor(self.event_engine)
|
||||
|
||||
# 创建主引擎
|
||||
self.main_engine = MainEngine(self.event_engine)
|
||||
|
||||
self.save_data_time = None
|
||||
self.save_snapshot_time = None
|
||||
|
||||
# 注册定时器,用于判断重连
|
||||
self.event_engine.register(EVENT_TIMER, self.on_timer)
|
||||
|
||||
def on_timer(self, event):
|
||||
"""定时器执行逻辑,每十秒执行一次"""
|
||||
|
||||
# 60秒才执行一次检查
|
||||
self.g_count += 1
|
||||
if self.g_count <= 60:
|
||||
return
|
||||
|
||||
# 强制写入一次gpid
|
||||
update_pid()
|
||||
|
||||
self.g_count = 0
|
||||
dt = datetime.now()
|
||||
|
||||
if dt.hour != self.last_dt.hour:
|
||||
self.last_dt = dt
|
||||
#print(u'run_server.py checkpoint:{0}'.format(dt))
|
||||
self.main_engine.write_log(u'run_server.py checkpoint:{0}'.format(dt))
|
||||
|
||||
# ctp 短线重连得处理
|
||||
|
||||
# 定时保存策略内数据
|
||||
if dt.strftime('%H:%M') in ['02:31', '15:16']:
|
||||
if self.save_data_time != dt.strftime('%H:%M'):
|
||||
self.main_engine.write_log(u'保存策略内数据')
|
||||
self.save_data_time = dt.strftime('%H:%M')
|
||||
try:
|
||||
self.main_engine.save_strategy_data('ALL')
|
||||
except Exception as ex:
|
||||
self.main_engine.write_error('保存策略内数据异常')
|
||||
|
||||
if dt.strftime('%H:%M') in ['02:32', '10:16', '11:31', '15:17', '23:01']:
|
||||
if self.save_snapshot_time != dt.strftime('%H:%M'):
|
||||
self.main_engine.write_log(u'保存策略内K线切片数据')
|
||||
self.save_snapshot_time = dt.strftime('%H:%M')
|
||||
try:
|
||||
self.main_engine.save_strategy_snapshot('ALL')
|
||||
except Exception as ex:
|
||||
self.main_engine.write_error('保存策略内数据异常')
|
||||
|
||||
def start(self):
|
||||
"""
|
||||
Running in the child process.
|
||||
"""
|
||||
SETTINGS["log.file"] = True
|
||||
|
||||
timer_count = 0
|
||||
|
||||
# 远程调用服务
|
||||
rpc_server = self.main_engine.add_app(RpcServiceApp)
|
||||
ret, msg = rpc_server.start()
|
||||
if not ret:
|
||||
self.main_engine.write_log(f"RPC服务未能启动:{msg}")
|
||||
return
|
||||
else:
|
||||
self.main_engine.write_log(f'RPC服务已启动')
|
||||
|
||||
update_pid()
|
||||
|
||||
# 添加账号同步app
|
||||
self.main_engine.add_app(AccountRecorderApp)
|
||||
|
||||
# 接入网关
|
||||
self.main_engine.add_gateway(RpcGateway, gateway_name)
|
||||
self.main_engine.write_log(f"连接{gateway_name}接口")
|
||||
self.main_engine.connect(gw_setting, gateway_name)
|
||||
|
||||
sleep(5)
|
||||
|
||||
# 添加cta引擎
|
||||
cta_engine = self.main_engine.add_app(CtaStockApp)
|
||||
cta_engine.init_engine()
|
||||
|
||||
# 添加算法引擎代理
|
||||
#self.main_engine.add_app(AlgoBrokerApp)
|
||||
|
||||
self.main_engine.write_log("主引擎创建成功")
|
||||
|
||||
while True:
|
||||
sleep(1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
sys.excepthook = excepthook
|
||||
|
||||
s = DaemonService()
|
||||
s.start()
|
394
prod/stock_em02_rpc01/service.py
Normal file
394
prod/stock_em02_rpc01/service.py
Normal file
@ -0,0 +1,394 @@
|
||||
#!/usr/bin/python
|
||||
# -*- coding: utf-8 -*-
|
||||
|
||||
# python 3 环境
|
||||
# 激活 activate.sh (激活py35 env,启动运行程序
|
||||
|
||||
import sys
|
||||
import time
|
||||
from datetime import datetime
|
||||
# import commands
|
||||
import os
|
||||
import subprocess
|
||||
import psutil
|
||||
|
||||
# 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)
|
||||
|
||||
from vnpy.trader.util_wechat import send_wx_msg
|
||||
|
||||
# python容器文件
|
||||
python_path = '/home/trade/anaconda3/envs/py37/bin/python'
|
||||
|
||||
# shell 文件,不使用sh
|
||||
bash = "/bin/bash"
|
||||
|
||||
# 配置内容
|
||||
# 运行时间段
|
||||
# 是否7X24小时运行(数字货币)
|
||||
IS_7x24 = False
|
||||
# 是否激活夜盘
|
||||
ACTIVE_NIGHT = False
|
||||
# python 脚本,这里要和activate.sh里面得PROGRAM_NAME 一致
|
||||
PROGRAM_NAME = './run_service.py'
|
||||
|
||||
# 日志目录
|
||||
log_path = os.path.abspath(os.path.join(os.getcwd(), 'log'))
|
||||
if os.path.isdir(log_path):
|
||||
# 如果工作目录下,存在logs子目录,就使用logs子目录
|
||||
base_path = os.getcwd()
|
||||
else:
|
||||
# 使用service.py所在得目录
|
||||
base_path = os.path.abspath(os.path.dirname(os.path.realpath(__file__)))
|
||||
|
||||
# 进程组id保存文件
|
||||
gpid_file = os.path.abspath(os.path.join(base_path, 'log', 'gpid.txt'))
|
||||
|
||||
tmp_cron_file = os.path.abspath(os.path.join(base_path, 'log', 'cron.tmp'))
|
||||
|
||||
program_file = os.path.join(base_path, 'activate.sh')
|
||||
log_file = os.path.abspath(os.path.join(base_path, 'log', 'service.log'))
|
||||
error_file = os.path.abspath(os.path.join(base_path, 'log', 'service-error.log'))
|
||||
cron_log_file = os.path.abspath(os.path.join(base_path, 'log', 'cron.log'))
|
||||
cron_error_file = os.path.abspath(os.path.join(base_path, 'log', 'cron-error.log'))
|
||||
null_file = "/dev/null"
|
||||
|
||||
cron_content = "* * * * * {} {} schedule >>{} 2>>{}".format(python_path, os.path.realpath(__file__), cron_log_file,
|
||||
cron_error_file)
|
||||
program_command = "nohup {} {} >>{} 2>>{} &".format(bash, program_file, log_file, error_file)
|
||||
|
||||
USE_GPID = False
|
||||
|
||||
|
||||
def _check_gpid(gpid):
|
||||
"""
|
||||
检查进程(组)ID
|
||||
:param gpid:
|
||||
:return: True, 正在运行/ False: 没有运行
|
||||
"""
|
||||
if not USE_GPID:
|
||||
int_gpid = int(gpid)
|
||||
return psutil.pid_exists(int_gpid)
|
||||
|
||||
try:
|
||||
# 通过系统子进程,打开ps命令,找到gpid下得所有进程
|
||||
p = subprocess.Popen(["ps", "-A", "-o", "pgrp="], stdin=subprocess.PIPE,
|
||||
stdout=subprocess.PIPE, stderr=subprocess.PIPE, shell=False)
|
||||
returncode = p.wait()
|
||||
except OSError as e:
|
||||
print('找不到shell运行命令ps', file=sys.stderr)
|
||||
exit(1)
|
||||
|
||||
# print('returncode1:{}'.format(returncode))
|
||||
try:
|
||||
p2 = subprocess.Popen("uniq", stdin=p.stdout, stdout=subprocess.PIPE,
|
||||
stderr=subprocess.PIPE, shell=False)
|
||||
returncode = p2.wait()
|
||||
except OSError as e:
|
||||
print(u'找不到shell运行命令uniq', file=sys.stderr)
|
||||
exit(1)
|
||||
|
||||
# print('returncode2:{}'.format(returncode))
|
||||
for i in p2.stdout.readlines():
|
||||
# print (u'p2.line:{}'.format(i))
|
||||
if i.decode().strip() == gpid:
|
||||
print(u'找到gpid:{}'.format(gpid))
|
||||
return True
|
||||
|
||||
print(u'找不到gpid:{}'.format(gpid))
|
||||
return False
|
||||
|
||||
|
||||
def _status():
|
||||
"""
|
||||
查询当前状态
|
||||
:return:
|
||||
"""
|
||||
print(u'检查{}'.format(gpid_file))
|
||||
if os.path.exists(gpid_file):
|
||||
with open(gpid_file, 'r') as f:
|
||||
gpid = f.read().strip()
|
||||
print(u'gpid={}'.format(gpid))
|
||||
if gpid != "" and _check_gpid(gpid):
|
||||
return gpid
|
||||
|
||||
return None
|
||||
|
||||
|
||||
def trade_off():
|
||||
"""检查现在是否为非交易时间"""
|
||||
now = datetime.now()
|
||||
|
||||
# 数字货币
|
||||
if IS_7x24:
|
||||
if now.hour == 12 and now.minute == 0:
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
|
||||
# 国内期货/股票
|
||||
a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0)
|
||||
b = datetime.now().replace(hour=9, minute=10, second=0, microsecond=0)
|
||||
c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
|
||||
d = datetime.now().replace(hour=20, minute=45, second=0, microsecond=0)
|
||||
|
||||
# 国内期货有夜盘
|
||||
if ACTIVE_NIGHT:
|
||||
weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday() == 7) or (
|
||||
now.isoweekday() == 1 and now <= a)
|
||||
off = (a <= now <= b) or (c <= now <= d) or weekend
|
||||
return off
|
||||
else:
|
||||
weekend = now.isoweekday() in [6, 7]
|
||||
off = now <= b or c <= now or weekend
|
||||
return off
|
||||
|
||||
|
||||
def _start():
|
||||
"""
|
||||
启动服务
|
||||
:return:
|
||||
"""
|
||||
# 获取进程组id
|
||||
gpid = _status()
|
||||
if trade_off():
|
||||
# 属于停止运行期间
|
||||
if gpid:
|
||||
print(u'现在属于停止运行时间,进程组ID存在,将杀死服务进程:[gpid={}]'.format(gpid))
|
||||
import signal
|
||||
if USE_GPID:
|
||||
# 杀死进程组
|
||||
os.killpg(int(gpid), signal.SIGKILL)
|
||||
else:
|
||||
os.kill(int(gpid), signal.SIGKILL)
|
||||
i = 0
|
||||
while _status():
|
||||
time.sleep(1)
|
||||
i += 1
|
||||
print(u'杀死进程中,等待{}秒'.format(i))
|
||||
if i > 30:
|
||||
print(u'杀死进程失败,退出')
|
||||
exit(1)
|
||||
|
||||
print('进程组已停止运行[gpid={}]'.format(gpid))
|
||||
send_wx_msg('进程组{}已停止运行[{}]'.format(gpid, base_path))
|
||||
else:
|
||||
print(u'{} 现在属于停止运行时间,不启动服务'.format(datetime.now()))
|
||||
else:
|
||||
# 属于运行时间
|
||||
if not gpid:
|
||||
print(u'{}属于运行时间,将启动服务:{}'.format(datetime.now(), program_command))
|
||||
if os.path.isfile(gpid_file):
|
||||
print(u'{0}文件存在,先执行删除'.format(gpid_file))
|
||||
try:
|
||||
os.remove(gpid_file)
|
||||
except:
|
||||
pass
|
||||
|
||||
os.popen(program_command)
|
||||
i = 0
|
||||
while True:
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
print('{}属于运行时间,成功启动服务[gpid={}]'.format(datetime.now(), gpid))
|
||||
send_wx_msg('{}属于运行时间,成功启动服务[{},gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
break
|
||||
|
||||
i += 1
|
||||
print(u'启动进程中,等待{}秒'.format(i))
|
||||
if i > 30:
|
||||
print(u'启动进程失败,退出')
|
||||
exit(1)
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
else:
|
||||
print(u'{}属于运行时间,{}服务已运行'.format(datetime.now(), base_path))
|
||||
|
||||
|
||||
def schedule():
|
||||
"""
|
||||
crontab 计划执行
|
||||
:return:
|
||||
"""
|
||||
print('======schedule========')
|
||||
_start()
|
||||
|
||||
|
||||
def status():
|
||||
"""查看状态"""
|
||||
print('======status========')
|
||||
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
print('{}服务进程[gpid={}]正在运行'.format(base_path, gpid))
|
||||
else:
|
||||
print('{}服务进程没有运行.'.format(base_path))
|
||||
|
||||
check_pids_in_cwd(gpid)
|
||||
|
||||
|
||||
# operate的可选字符串为:add, del
|
||||
def operate_crontab(operate):
|
||||
"""
|
||||
操作crontab
|
||||
:param operate: add , del
|
||||
:return:
|
||||
"""
|
||||
|
||||
try:
|
||||
# 从系统命令中,获取定时任务
|
||||
p = subprocess.Popen(["crontab", "-l"], stdin=subprocess.PIPE,
|
||||
stdout=subprocess.PIPE, stderr=subprocess.PIPE, shell=False)
|
||||
returncode = p.wait()
|
||||
except OSError as e:
|
||||
print(u"找不到shell运行命令crontab", file=sys.stderr)
|
||||
exit(1)
|
||||
|
||||
remain_cron_list = []
|
||||
exist_flag = False
|
||||
old_cron_content = ''
|
||||
for i in p.stdout.readlines():
|
||||
if i.decode("utf-8").find(os.path.realpath(__file__) + " schedule") >= 0:
|
||||
old_cron_content = i.decode("utf-8")
|
||||
exist_flag = True
|
||||
else:
|
||||
remain_cron_list.append(i.decode("utf-8"))
|
||||
|
||||
if operate == "add" and not exist_flag:
|
||||
remain_cron_list.append(cron_content)
|
||||
remain_cron_list.append("\n")
|
||||
with open(tmp_cron_file, 'wb') as f:
|
||||
for i in remain_cron_list:
|
||||
f.write(i.encode("utf-8"))
|
||||
os.popen("crontab {}".format(tmp_cron_file))
|
||||
print(u'添加crontab项: {}'.format(cron_content), file=sys.stderr)
|
||||
|
||||
if operate == "del" and exist_flag:
|
||||
with open(tmp_cron_file, 'wb') as f:
|
||||
for i in remain_cron_list:
|
||||
f.write(i.encode("utf-8"))
|
||||
os.popen("crontab {}".format(tmp_cron_file))
|
||||
print(u'删除crontab item: {}'.format(old_cron_content), file=sys.stderr)
|
||||
|
||||
# os.remove(tmp_cron_file)
|
||||
|
||||
|
||||
def check_pids_in_cwd(gpid=None):
|
||||
print('检查{}路径下运行得python {}进程'.format(base_path, PROGRAM_NAME))
|
||||
|
||||
runing_pids = []
|
||||
for pid in psutil.pids():
|
||||
try:
|
||||
p = psutil.Process(pid)
|
||||
p_name = p.name()
|
||||
if not p_name.endswith('python'):
|
||||
continue
|
||||
p_cwd = p.cwd()
|
||||
if p_cwd != base_path:
|
||||
continue
|
||||
p_cmdline = p.cmdline()
|
||||
if PROGRAM_NAME not in p_cmdline:
|
||||
continue
|
||||
|
||||
runing_pids.append(pid)
|
||||
|
||||
except:
|
||||
pass
|
||||
|
||||
if len(runing_pids) > 1:
|
||||
if gpid is not None:
|
||||
if gpid in runing_pids:
|
||||
print(u'排除其他pid')
|
||||
runing_pids.remove(gpid)
|
||||
else:
|
||||
print(u'gpid,不在运行清单中,排除首个pid')
|
||||
runing_pids.pop(0)
|
||||
else:
|
||||
print(u'gpid为空,排除首个pid')
|
||||
runing_pids.pop(0)
|
||||
|
||||
for pid in runing_pids:
|
||||
try:
|
||||
p = psutil.Process(pid)
|
||||
print(u'pid:{},name:{},bin:{},path:{},cmd:{},被终止运行'
|
||||
.format(pid, p.name, p.exe(), p.cwd(), p.cmdline()))
|
||||
import signal
|
||||
os.kill(int(pid), signal.SIGKILL)
|
||||
except:
|
||||
pass
|
||||
|
||||
|
||||
def start():
|
||||
print(u'======start========')
|
||||
# 往任务表增加定时计划
|
||||
operate_crontab("add")
|
||||
print(u'任务表增加定时计划完毕')
|
||||
# 执行启动
|
||||
# _start()
|
||||
print(u'启动{}服务执行完毕'.format(base_path))
|
||||
|
||||
|
||||
def _stop():
|
||||
print(u'======stop========')
|
||||
# 在任务表删除定时计划
|
||||
operate_crontab("del")
|
||||
|
||||
# 查询进程组id
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
# 进程组存在,杀死进程
|
||||
import signal
|
||||
# 杀死进程组
|
||||
if USE_GPID:
|
||||
# 杀死进程组
|
||||
os.killpg(int(gpid), signal.SIGKILL)
|
||||
else:
|
||||
os.kill(int(gpid), signal.SIGKILL)
|
||||
i = 0
|
||||
while _status():
|
||||
time.sleep(1)
|
||||
i += 1
|
||||
print(u'等待{}秒'.format(i))
|
||||
|
||||
print(u'{}成功停止{}服务[gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
send_wx_msg(u'{}成功停止{}服务[gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
else:
|
||||
print(u'{}服务进程没有运行'.format(base_path))
|
||||
|
||||
|
||||
def stop():
|
||||
"""
|
||||
停止服务
|
||||
:return:
|
||||
"""
|
||||
_stop()
|
||||
print(u'执行停止{}服务完成'.format(base_path))
|
||||
|
||||
|
||||
def restart():
|
||||
print(u'======restart========')
|
||||
_stop()
|
||||
_start()
|
||||
print('执行重启{}服务完成'.format(base_path))
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
if len(sys.argv) >= 2:
|
||||
fun = sys.argv[1]
|
||||
else:
|
||||
fun = ''
|
||||
if fun == 'status':
|
||||
status()
|
||||
elif fun == 'start':
|
||||
start()
|
||||
elif fun == 'stop':
|
||||
stop()
|
||||
elif fun == 'restart':
|
||||
restart()
|
||||
elif fun == 'schedule':
|
||||
schedule()
|
||||
else:
|
||||
print(u'Usage: {} (status|start|stop|restart)'.format(os.path.basename(__file__)))
|
||||
status()
|
BIN
prod/stock_em02_rpc01/vn_contract.pkb2
Normal file
BIN
prod/stock_em02_rpc01/vn_contract.pkb2
Normal file
Binary file not shown.
29
prod/stock_em02_rpc01/vt_setting.json
Normal file
29
prod/stock_em02_rpc01/vt_setting.json
Normal file
@ -0,0 +1,29 @@
|
||||
{
|
||||
"font.family": "Arial",
|
||||
"font.size": 12,
|
||||
"log.active": true,
|
||||
"log.level": 10,
|
||||
"log.console": true,
|
||||
"log.file": true,
|
||||
"email.server": "smtp.qq.com",
|
||||
"email.port": 465,
|
||||
"email.username": "",
|
||||
"email.password": "",
|
||||
"email.sender": "",
|
||||
"email.receiver": "",
|
||||
"rqdata.username": "",
|
||||
"rqdata.password": "",
|
||||
"database.driver": "sqlite",
|
||||
"database.database": "database.db",
|
||||
"database.host": "localhost",
|
||||
"database.port": 3306,
|
||||
"database.user": "root",
|
||||
"database.password": "",
|
||||
"database.authentication_source": "admin",
|
||||
"huafu.data_source": "http://127.0.0.1:4212/api/v1/get_price",
|
||||
"huafu.data_source_prod": "http://192.168.1.212:4000/api/v1/get_price",
|
||||
"renko.host": "192.168.1.214",
|
||||
"hams.host": "192.168.1.214",
|
||||
"rabbitmq.host": "192.168.1.211",
|
||||
"gateway_name": "em02"
|
||||
}
|
17
prod/stock_em02_rpc02/activate.sh
Normal file
17
prod/stock_em02_rpc02/activate.sh
Normal file
@ -0,0 +1,17 @@
|
||||
#!/bin/bash
|
||||
|
||||
CONDA_HOME=~/anaconda3
|
||||
#$CONDA_HOME/bin/conda deactivate
|
||||
#$CONDA_HOME/bin/conda activate py37
|
||||
|
||||
############ Added by Huang Jianwei at 2018-04-03
|
||||
# To solve the problem about Javascript runtime
|
||||
export PATH=$PATH:/usr/local/bin
|
||||
############ Ended
|
||||
|
||||
BASE_PATH=$(cd `dirname $0`; pwd)
|
||||
echo $BASE_PATH
|
||||
cd `dirname $0`
|
||||
PROGRAM_NAME=./run_service.py
|
||||
|
||||
$CONDA_HOME/envs/py37/bin/python $PROGRAM_NAME >$BASE_PATH/log/service.log 2>>$BASE_PATH/log/service-error.log &
|
16
prod/stock_em02_rpc02/ar_setting.json
Normal file
16
prod/stock_em02_rpc02/ar_setting.json
Normal file
@ -0,0 +1,16 @@
|
||||
{
|
||||
"mongo_db":
|
||||
{
|
||||
"host": "192.168.1.214",
|
||||
"port": 27017
|
||||
},
|
||||
"accounts":
|
||||
{
|
||||
"em02":
|
||||
{
|
||||
"copy_history_trades": true,
|
||||
"copy_history_orders": true
|
||||
}
|
||||
},
|
||||
"event_list": ["eStrategyPos.","eStrategySnapshot."]
|
||||
}
|
4
prod/stock_em02_rpc02/connect_em02_gw.json
Normal file
4
prod/stock_em02_rpc02/connect_em02_gw.json
Normal file
@ -0,0 +1,4 @@
|
||||
{
|
||||
"主动请求地址": "tcp://127.0.0.1:102201",
|
||||
"推送订阅地址": "tcp://127.0.0.1:102202"
|
||||
}
|
6
prod/stock_em02_rpc02/cta_stock_config.json
Normal file
6
prod/stock_em02_rpc02/cta_stock_config.json
Normal file
@ -0,0 +1,6 @@
|
||||
{
|
||||
"accountid" : "540330215539[普通]",
|
||||
"strategy_group": "cta_stock_02",
|
||||
"get_pos_from_db": true,
|
||||
"compare_pos": true
|
||||
}
|
23
prod/stock_em02_rpc02/cta_stock_setting.json
Normal file
23
prod/stock_em02_rpc02/cta_stock_setting.json
Normal file
@ -0,0 +1,23 @@
|
||||
{
|
||||
"stock_three_buy_d1": {
|
||||
"class_name": "StrategyStock3rdBuyGroupV1",
|
||||
"vt_symbols": [],
|
||||
"auto_init": true,
|
||||
"auto_start": true,
|
||||
"setting": {
|
||||
"comment": "日线三买",
|
||||
"backtesting": false,
|
||||
"max_invest_rate": 0.5,
|
||||
"max_single_margin": 20000,
|
||||
"stock_name_filters": [
|
||||
"st",
|
||||
"退",
|
||||
"地产"
|
||||
],
|
||||
"screener_strategies": [
|
||||
"stock_screener_ThreeBuy_D1_SZSE",
|
||||
"stock_screener_ThreeBuy_D1_SSE"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
1
prod/stock_em02_rpc02/custom_contracts.json
Normal file
1
prod/stock_em02_rpc02/custom_contracts.json
Normal file
@ -0,0 +1 @@
|
||||
{}
|
4
prod/stock_em02_rpc02/rpc_service_setting.json
Normal file
4
prod/stock_em02_rpc02/rpc_service_setting.json
Normal file
@ -0,0 +1,4 @@
|
||||
{
|
||||
"rep_address": "tcp://127.0.0.1:102205",
|
||||
"pub_address": "tcp://127.0.0.1:102206"
|
||||
}
|
117
prod/stock_em02_rpc02/run_main_em02_rpc02.py
Normal file
117
prod/stock_em02_rpc02/run_main_em02_rpc02.py
Normal file
@ -0,0 +1,117 @@
|
||||
# flake8: noqa
|
||||
|
||||
import os
|
||||
import sys
|
||||
# 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.engine import MainEngine
|
||||
from vnpy.trader.ui import MainWindow, create_qapp
|
||||
|
||||
#from vnpy.gateway.binancef import BinancefGateway
|
||||
# from vnpy.gateway.bitmex import BitmexGateway
|
||||
# from vnpy.gateway.futu import FutuGateway
|
||||
# from vnpy.gateway.ib import IbGateway
|
||||
# from vnpy.gateway.ctp import CtpGateway
|
||||
# from vnpy.gateway.ctptest import CtptestGateway
|
||||
# from vnpy.gateway.mini import MiniGateway
|
||||
# from vnpy.gateway.sopt import SoptGateway
|
||||
# from vnpy.gateway.minitest import MinitestGateway
|
||||
# from vnpy.gateway.femas import FemasGateway
|
||||
# from vnpy.gateway.tiger import TigerGateway
|
||||
# from vnpy.gateway.oes import OesGateway
|
||||
# from vnpy.gateway.okex import OkexGateway
|
||||
# from vnpy.gateway.huobi import HuobiGateway
|
||||
# from vnpy.gateway.bitfinex import BitfinexGateway
|
||||
# from vnpy.gateway.onetoken import OnetokenGateway
|
||||
# from vnpy.gateway.okexf import OkexfGateway
|
||||
# from vnpy.gateway.okexs import OkexsGateway
|
||||
# from vnpy.gateway.xtp import XtpGateway
|
||||
# from vnpy.gateway.hbdm import HbdmGateway
|
||||
# from vnpy.gateway.tap import TapGateway
|
||||
# from vnpy.gateway.tora import ToraGateway
|
||||
# from vnpy.gateway.alpaca import AlpacaGateway
|
||||
# from vnpy.gateway.da import DaGateway
|
||||
# from vnpy.gateway.coinbase import CoinbaseGateway
|
||||
# from vnpy.gateway.bitstamp import BitstampGateway
|
||||
# from vnpy.gateway.gateios import GateiosGateway
|
||||
# from vnpy.gateway.bybit import BybitGateway
|
||||
# from vnpy.gateway.eastmoney import EastmoneyGateway
|
||||
from vnpy.gateway.rpc import RpcGateway
|
||||
|
||||
# from vnpy.app.cta_crypto import CtaCryptoApp
|
||||
from vnpy.app.cta_stock import CtaStockApp
|
||||
# from vnpy.app.csv_loader import CsvLoaderApp
|
||||
# from vnpy.app.algo_trading import AlgoTradingApp
|
||||
# from vnpy.app.cta_backtester import CtaBacktesterApp
|
||||
# from vnpy.app.data_recorder import DataRecorderApp
|
||||
# from vnpy.app.tick_recorder import TickRecorderApp
|
||||
# from vnpy.app.risk_manager import RiskManagerApp
|
||||
# from vnpy.app.script_trader import ScriptTraderApp
|
||||
# from vnpy.app.rpc_service import RpcServiceApp
|
||||
# from vnpy.app.spread_trading import SpreadTradingApp
|
||||
# from vnpy.app.portfolio_manager import PortfolioManagerApp
|
||||
|
||||
|
||||
def main():
|
||||
""""""
|
||||
qapp = create_qapp()
|
||||
|
||||
event_engine = EventEngine()
|
||||
|
||||
main_engine = MainEngine(event_engine)
|
||||
|
||||
main_engine.add_gateway(RpcGateway, 'em02_gw')
|
||||
#main_engine.add_gateway(CtpGateway)
|
||||
# main_engine.add_gateway(CtptestGateway)
|
||||
# main_engine.add_gateway(MiniGateway)
|
||||
# main_engine.add_gateway(SoptGateway)
|
||||
# main_engine.add_gateway(MinitestGateway)
|
||||
# main_engine.add_gateway(FemasGateway)
|
||||
# main_engine.add_gateway(IbGateway)
|
||||
# main_engine.add_gateway(FutuGateway)
|
||||
#main_engine.add_gateway(BitmexGateway)
|
||||
# main_engine.add_gateway(TigerGateway)
|
||||
# main_engine.add_gateway(OesGateway)
|
||||
# main_engine.add_gateway(OkexGateway)
|
||||
# main_engine.add_gateway(HuobiGateway)
|
||||
# main_engine.add_gateway(BitfinexGateway)
|
||||
# main_engine.add_gateway(OnetokenGateway)
|
||||
# main_engine.add_gateway(OkexfGateway)
|
||||
# main_engine.add_gateway(HbdmGateway)
|
||||
# main_engine.add_gateway(XtpGateway)
|
||||
# main_engine.add_gateway(TapGateway)
|
||||
# main_engine.add_gateway(ToraGateway)
|
||||
# main_engine.add_gateway(AlpacaGateway)
|
||||
# main_engine.add_gateway(OkexsGateway)
|
||||
# main_engine.add_gateway(DaGateway)
|
||||
# main_engine.add_gateway(CoinbaseGateway)
|
||||
# main_engine.add_gateway(BitstampGateway)
|
||||
# main_engine.add_gateway(GateiosGateway)
|
||||
#main_engine.add_gateway(BybitGateway)
|
||||
|
||||
#main_engine.add_app(CtaStrategyApp)
|
||||
main_engine.add_app(CtaStockApp)
|
||||
#main_engine.add_app(CtaBacktesterApp)
|
||||
# main_engine.add_app(CsvLoaderApp)
|
||||
# main_engine.add_app(AlgoTradingApp)
|
||||
#main_engine.add_app(DataRecorderApp)
|
||||
#main_engine.add_app(TickRecorderApp)
|
||||
# main_engine.add_app(RiskManagerApp)
|
||||
# main_engine.add_app(ScriptTraderApp)
|
||||
# main_engine.add_app(RpcServiceApp)
|
||||
# main_engine.add_app(SpreadTradingApp)
|
||||
#main_engine.add_app(PortfolioManagerApp)
|
||||
|
||||
main_window = MainWindow(main_engine, event_engine)
|
||||
main_window.showMaximized()
|
||||
|
||||
qapp.exec()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
112
prod/stock_em02_rpc02/run_screener.py
Normal file
112
prod/stock_em02_rpc02/run_screener.py
Normal file
@ -0,0 +1,112 @@
|
||||
# flake8: noqa
|
||||
|
||||
import os
|
||||
import sys
|
||||
import multiprocessing
|
||||
from time import sleep
|
||||
from datetime import datetime, time
|
||||
from logging import 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__), '..', '..'))
|
||||
if ROOT_PATH not in sys.path:
|
||||
sys.path.append(ROOT_PATH)
|
||||
print(f'append {ROOT_PATH} into sys.path')
|
||||
|
||||
from vnpy.event import EventEngine, EVENT_TIMER
|
||||
from vnpy.trader.setting import SETTINGS
|
||||
from vnpy.trader.engine import MainEngine
|
||||
from vnpy.trader.utility import load_json
|
||||
# from vnpy.gateway.gj import GjGateway
|
||||
from vnpy.app.stock_screener import ScreenerApp
|
||||
# from vnpy.app.cta_stock import CtaStockApp
|
||||
# from vnpy.app.cta_crypto.base import EVENT_CTA_LOG
|
||||
from vnpy.app.rpc_service import RpcServiceApp
|
||||
# from vnpy.app.algo_broker import AlgoBrokerApp
|
||||
from vnpy.app.account_recorder import AccountRecorderApp
|
||||
from vnpy.trader.util_pid import update_pid
|
||||
|
||||
# from vnpy.trader.util_monitor import OrderMonitor, TradeMonitor, PositionMonitor, AccountMonitor, LogMonitor
|
||||
|
||||
SETTINGS["log.active"] = True
|
||||
SETTINGS["log.level"] = DEBUG
|
||||
SETTINGS["log.console"] = True
|
||||
SETTINGS["log.file"] = True
|
||||
|
||||
gateway_name = 'em02'
|
||||
|
||||
import types
|
||||
import traceback
|
||||
|
||||
|
||||
def excepthook(exctype: type, value: Exception, tb: types.TracebackType) -> None:
|
||||
"""
|
||||
Raise exception under debug mode
|
||||
"""
|
||||
sys.__excepthook__(exctype, value, tb)
|
||||
|
||||
msg = "".join(traceback.format_exception(exctype, value, tb))
|
||||
|
||||
print(msg, file=sys.stderr)
|
||||
|
||||
|
||||
class DaemonService(object):
|
||||
|
||||
def __init__(self):
|
||||
self.event_engine = EventEngine()
|
||||
self.g_count = 0
|
||||
self.last_dt = datetime.now()
|
||||
|
||||
# 创建主引擎
|
||||
self.main_engine = MainEngine(self.event_engine)
|
||||
|
||||
self.save_data_time = None
|
||||
self.save_snapshot_time = None
|
||||
|
||||
# 注册定时器,用于判断重连
|
||||
self.event_engine.register(EVENT_TIMER, self.on_timer)
|
||||
|
||||
def on_timer(self, event):
|
||||
"""定时器执行逻辑,每十秒执行一次"""
|
||||
|
||||
# 60秒才执行一次检查
|
||||
self.g_count += 1
|
||||
if self.g_count <= 60:
|
||||
return
|
||||
|
||||
self.g_count = 0
|
||||
dt = datetime.now()
|
||||
|
||||
if dt.hour != self.last_dt.hour:
|
||||
self.last_dt = dt
|
||||
print(u'run_screener.py checkpoint:{0}'.format(dt))
|
||||
self.main_engine.write_log(u'run_screener.py checkpoint:{0}'.format(dt))
|
||||
|
||||
def start(self):
|
||||
"""
|
||||
Running in the child process.
|
||||
"""
|
||||
SETTINGS["log.file"] = True
|
||||
|
||||
# 添加选股引擎
|
||||
screen_engine = self.main_engine.add_app(ScreenerApp)
|
||||
screen_engine.init_engine()
|
||||
|
||||
self.main_engine.write_log("主引擎创建成功")
|
||||
|
||||
while True:
|
||||
sleep(1)
|
||||
if screen_engine.get_all_completed_status():
|
||||
from vnpy.trader.util_wechat import send_wx_msg
|
||||
msg = f'{gateway_name}完成所有选股任务'
|
||||
send_wx_msg(content=msg)
|
||||
self.main_engine.write_log(msg)
|
||||
sleep(10)
|
||||
os._exit(0)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
sys.excepthook = excepthook
|
||||
|
||||
s = DaemonService()
|
||||
s.start()
|
159
prod/stock_em02_rpc02/run_service.py
Normal file
159
prod/stock_em02_rpc02/run_service.py
Normal file
@ -0,0 +1,159 @@
|
||||
# flake8: noqa
|
||||
|
||||
import os
|
||||
import sys
|
||||
import multiprocessing
|
||||
from time import sleep
|
||||
from datetime import datetime, time
|
||||
from logging import 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__), '..', '..'))
|
||||
if ROOT_PATH not in sys.path:
|
||||
sys.path.append(ROOT_PATH)
|
||||
print(f'append {ROOT_PATH} into sys.path')
|
||||
|
||||
from vnpy.event import EventEngine, EVENT_TIMER
|
||||
from vnpy.trader.setting import SETTINGS
|
||||
from vnpy.trader.engine import MainEngine
|
||||
from vnpy.trader.utility import load_json
|
||||
from vnpy.gateway.rpc import RpcGateway
|
||||
from vnpy.app.cta_stock import CtaStockApp
|
||||
#from vnpy.app.cta_crypto.base import EVENT_CTA_LOG
|
||||
from vnpy.app.rpc_service import RpcServiceApp
|
||||
#from vnpy.app.algo_broker import AlgoBrokerApp
|
||||
from vnpy.app.account_recorder import AccountRecorderApp
|
||||
from vnpy.trader.util_pid import update_pid
|
||||
from vnpy.trader.util_monitor import OrderMonitor, TradeMonitor, PositionMonitor, AccountMonitor, LogMonitor
|
||||
|
||||
SETTINGS["log.active"] = True
|
||||
SETTINGS["log.level"] = DEBUG
|
||||
SETTINGS["log.console"] = True
|
||||
SETTINGS["log.file"] = True
|
||||
|
||||
gateway_name = 'em02_gw'
|
||||
gw_setting = load_json(f'connect_{gateway_name}.json')
|
||||
|
||||
import types
|
||||
import traceback
|
||||
|
||||
def excepthook(exctype: type, value: Exception, tb: types.TracebackType) -> None:
|
||||
"""
|
||||
Raise exception under debug mode
|
||||
"""
|
||||
sys.__excepthook__(exctype, value, tb)
|
||||
|
||||
msg = "".join(traceback.format_exception(exctype, value, tb))
|
||||
|
||||
print(msg, file=sys.stderr)
|
||||
|
||||
class DaemonService(object):
|
||||
|
||||
def __init__(self):
|
||||
self.event_engine = EventEngine()
|
||||
self.g_count = 0
|
||||
self.last_dt = datetime.now()
|
||||
# 创建账号/持仓/委托/交易/日志记录
|
||||
self.acc_monitor = AccountMonitor(self.event_engine)
|
||||
self.pos_monitor = PositionMonitor(self.event_engine)
|
||||
self.ord_monitor = OrderMonitor(self.event_engine)
|
||||
self.trd_monitor = TradeMonitor(self.event_engine)
|
||||
#self.log_monitor = LogMonitor(self.event_engine)
|
||||
|
||||
# 创建主引擎
|
||||
self.main_engine = MainEngine(self.event_engine)
|
||||
|
||||
self.save_data_time = None
|
||||
self.save_snapshot_time = None
|
||||
|
||||
# 注册定时器,用于判断重连
|
||||
self.event_engine.register(EVENT_TIMER, self.on_timer)
|
||||
|
||||
def on_timer(self, event):
|
||||
"""定时器执行逻辑,每十秒执行一次"""
|
||||
|
||||
# 60秒才执行一次检查
|
||||
self.g_count += 1
|
||||
if self.g_count <= 60:
|
||||
return
|
||||
|
||||
# 强制写入一次gpid
|
||||
update_pid()
|
||||
|
||||
self.g_count = 0
|
||||
dt = datetime.now()
|
||||
|
||||
if dt.hour != self.last_dt.hour:
|
||||
self.last_dt = dt
|
||||
#print(u'run_server.py checkpoint:{0}'.format(dt))
|
||||
self.main_engine.write_log(u'run_server.py checkpoint:{0}'.format(dt))
|
||||
|
||||
# ctp 短线重连得处理
|
||||
|
||||
# 定时保存策略内数据
|
||||
if dt.strftime('%H:%M') in ['02:31', '15:16']:
|
||||
if self.save_data_time != dt.strftime('%H:%M'):
|
||||
self.main_engine.write_log(u'保存策略内数据')
|
||||
self.save_data_time = dt.strftime('%H:%M')
|
||||
try:
|
||||
self.main_engine.save_strategy_data('ALL')
|
||||
except Exception as ex:
|
||||
self.main_engine.write_error('保存策略内数据异常')
|
||||
|
||||
if dt.strftime('%H:%M') in ['02:32', '10:16', '11:31', '15:17', '23:01']:
|
||||
if self.save_snapshot_time != dt.strftime('%H:%M'):
|
||||
self.main_engine.write_log(u'保存策略内K线切片数据')
|
||||
self.save_snapshot_time = dt.strftime('%H:%M')
|
||||
try:
|
||||
self.main_engine.save_strategy_snapshot('ALL')
|
||||
except Exception as ex:
|
||||
self.main_engine.write_error('保存策略内数据异常')
|
||||
|
||||
def start(self):
|
||||
"""
|
||||
Running in the child process.
|
||||
"""
|
||||
SETTINGS["log.file"] = True
|
||||
|
||||
timer_count = 0
|
||||
|
||||
# 远程调用服务
|
||||
rpc_server = self.main_engine.add_app(RpcServiceApp)
|
||||
ret, msg = rpc_server.start()
|
||||
if not ret:
|
||||
self.main_engine.write_log(f"RPC服务未能启动:{msg}")
|
||||
return
|
||||
else:
|
||||
self.main_engine.write_log(f'RPC服务已启动')
|
||||
|
||||
update_pid()
|
||||
|
||||
# 添加账号同步app
|
||||
self.main_engine.add_app(AccountRecorderApp)
|
||||
|
||||
# 接入网关
|
||||
self.main_engine.add_gateway(RpcGateway, gateway_name)
|
||||
self.main_engine.write_log(f"连接{gateway_name}接口")
|
||||
self.main_engine.connect(gw_setting, gateway_name)
|
||||
|
||||
sleep(5)
|
||||
|
||||
# 添加cta引擎
|
||||
cta_engine = self.main_engine.add_app(CtaStockApp)
|
||||
cta_engine.init_engine()
|
||||
|
||||
# 添加算法引擎代理
|
||||
#self.main_engine.add_app(AlgoBrokerApp)
|
||||
|
||||
self.main_engine.write_log("主引擎创建成功")
|
||||
|
||||
while True:
|
||||
sleep(1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
sys.excepthook = excepthook
|
||||
|
||||
s = DaemonService()
|
||||
s.start()
|
24
prod/stock_em02_rpc02/screener_setting.json
Normal file
24
prod/stock_em02_rpc02/screener_setting.json
Normal file
@ -0,0 +1,24 @@
|
||||
{
|
||||
"stock_screener_ThreeBuy_D1_SSE": {
|
||||
"class_name": "StrategyChanlunThreeBuy",
|
||||
"auto_init": true,
|
||||
"auto_start": true,
|
||||
"setting": {
|
||||
"vt_symbols": [],
|
||||
"all_stocks": true,
|
||||
"exchange": "SSE",
|
||||
"bar_name": "D1"
|
||||
}
|
||||
},
|
||||
"stock_screener_ThreeBuy_D1_SZSE": {
|
||||
"class_name": "StrategyChanlunThreeBuy",
|
||||
"auto_init": true,
|
||||
"auto_start": true,
|
||||
"setting": {
|
||||
"vt_symbols": [],
|
||||
"all_stocks": true,
|
||||
"exchange": "SZSE",
|
||||
"bar_name": "D1"
|
||||
}
|
||||
}
|
||||
}
|
394
prod/stock_em02_rpc02/service.py
Normal file
394
prod/stock_em02_rpc02/service.py
Normal file
@ -0,0 +1,394 @@
|
||||
#!/usr/bin/python
|
||||
# -*- coding: utf-8 -*-
|
||||
|
||||
# python 3 环境
|
||||
# 激活 activate.sh (激活py35 env,启动运行程序
|
||||
|
||||
import sys
|
||||
import time
|
||||
from datetime import datetime
|
||||
# import commands
|
||||
import os
|
||||
import subprocess
|
||||
import psutil
|
||||
|
||||
# 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)
|
||||
|
||||
from vnpy.trader.util_wechat import send_wx_msg
|
||||
|
||||
# python容器文件
|
||||
python_path = '/home/trade/anaconda3/envs/py37/bin/python'
|
||||
|
||||
# shell 文件,不使用sh
|
||||
bash = "/bin/bash"
|
||||
|
||||
# 配置内容
|
||||
# 运行时间段
|
||||
# 是否7X24小时运行(数字货币)
|
||||
IS_7x24 = False
|
||||
# 是否激活夜盘
|
||||
ACTIVE_NIGHT = False
|
||||
# python 脚本,这里要和activate.sh里面得PROGRAM_NAME 一致
|
||||
PROGRAM_NAME = './run_service.py'
|
||||
|
||||
# 日志目录
|
||||
log_path = os.path.abspath(os.path.join(os.getcwd(), 'log'))
|
||||
if os.path.isdir(log_path):
|
||||
# 如果工作目录下,存在logs子目录,就使用logs子目录
|
||||
base_path = os.getcwd()
|
||||
else:
|
||||
# 使用service.py所在得目录
|
||||
base_path = os.path.abspath(os.path.dirname(os.path.realpath(__file__)))
|
||||
|
||||
# 进程组id保存文件
|
||||
gpid_file = os.path.abspath(os.path.join(base_path, 'log', 'gpid.txt'))
|
||||
|
||||
tmp_cron_file = os.path.abspath(os.path.join(base_path, 'log', 'cron.tmp'))
|
||||
|
||||
program_file = os.path.join(base_path, 'activate.sh')
|
||||
log_file = os.path.abspath(os.path.join(base_path, 'log', 'service.log'))
|
||||
error_file = os.path.abspath(os.path.join(base_path, 'log', 'service-error.log'))
|
||||
cron_log_file = os.path.abspath(os.path.join(base_path, 'log', 'cron.log'))
|
||||
cron_error_file = os.path.abspath(os.path.join(base_path, 'log', 'cron-error.log'))
|
||||
null_file = "/dev/null"
|
||||
|
||||
cron_content = "* * * * * {} {} schedule >>{} 2>>{}".format(python_path, os.path.realpath(__file__), cron_log_file,
|
||||
cron_error_file)
|
||||
program_command = "nohup {} {} >>{} 2>>{} &".format(bash, program_file, log_file, error_file)
|
||||
|
||||
USE_GPID = False
|
||||
|
||||
|
||||
def _check_gpid(gpid):
|
||||
"""
|
||||
检查进程(组)ID
|
||||
:param gpid:
|
||||
:return: True, 正在运行/ False: 没有运行
|
||||
"""
|
||||
if not USE_GPID:
|
||||
int_gpid = int(gpid)
|
||||
return psutil.pid_exists(int_gpid)
|
||||
|
||||
try:
|
||||
# 通过系统子进程,打开ps命令,找到gpid下得所有进程
|
||||
p = subprocess.Popen(["ps", "-A", "-o", "pgrp="], stdin=subprocess.PIPE,
|
||||
stdout=subprocess.PIPE, stderr=subprocess.PIPE, shell=False)
|
||||
returncode = p.wait()
|
||||
except OSError as e:
|
||||
print('找不到shell运行命令ps', file=sys.stderr)
|
||||
exit(1)
|
||||
|
||||
# print('returncode1:{}'.format(returncode))
|
||||
try:
|
||||
p2 = subprocess.Popen("uniq", stdin=p.stdout, stdout=subprocess.PIPE,
|
||||
stderr=subprocess.PIPE, shell=False)
|
||||
returncode = p2.wait()
|
||||
except OSError as e:
|
||||
print(u'找不到shell运行命令uniq', file=sys.stderr)
|
||||
exit(1)
|
||||
|
||||
# print('returncode2:{}'.format(returncode))
|
||||
for i in p2.stdout.readlines():
|
||||
# print (u'p2.line:{}'.format(i))
|
||||
if i.decode().strip() == gpid:
|
||||
print(u'找到gpid:{}'.format(gpid))
|
||||
return True
|
||||
|
||||
print(u'找不到gpid:{}'.format(gpid))
|
||||
return False
|
||||
|
||||
|
||||
def _status():
|
||||
"""
|
||||
查询当前状态
|
||||
:return:
|
||||
"""
|
||||
print(u'检查{}'.format(gpid_file))
|
||||
if os.path.exists(gpid_file):
|
||||
with open(gpid_file, 'r') as f:
|
||||
gpid = f.read().strip()
|
||||
print(u'gpid={}'.format(gpid))
|
||||
if gpid != "" and _check_gpid(gpid):
|
||||
return gpid
|
||||
|
||||
return None
|
||||
|
||||
|
||||
def trade_off():
|
||||
"""检查现在是否为非交易时间"""
|
||||
now = datetime.now()
|
||||
|
||||
# 数字货币
|
||||
if IS_7x24:
|
||||
if now.hour == 12 and now.minute == 0:
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
|
||||
# 国内期货/股票
|
||||
a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0)
|
||||
b = datetime.now().replace(hour=9, minute=0, second=0, microsecond=0)
|
||||
c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
|
||||
d = datetime.now().replace(hour=20, minute=45, second=0, microsecond=0)
|
||||
|
||||
# 国内期货有夜盘
|
||||
if ACTIVE_NIGHT:
|
||||
weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday() == 7) or (
|
||||
now.isoweekday() == 1 and now <= a)
|
||||
off = (a <= now <= b) or (c <= now <= d) or weekend
|
||||
return off
|
||||
else:
|
||||
weekend = now.isoweekday() in [6, 7]
|
||||
off = now <= b or c <= now or weekend
|
||||
return off
|
||||
|
||||
|
||||
def _start():
|
||||
"""
|
||||
启动服务
|
||||
:return:
|
||||
"""
|
||||
# 获取进程组id
|
||||
gpid = _status()
|
||||
if trade_off():
|
||||
# 属于停止运行期间
|
||||
if gpid:
|
||||
print(u'现在属于停止运行时间,进程组ID存在,将杀死服务进程:[gpid={}]'.format(gpid))
|
||||
import signal
|
||||
if USE_GPID:
|
||||
# 杀死进程组
|
||||
os.killpg(int(gpid), signal.SIGKILL)
|
||||
else:
|
||||
os.kill(int(gpid), signal.SIGKILL)
|
||||
i = 0
|
||||
while _status():
|
||||
time.sleep(1)
|
||||
i += 1
|
||||
print(u'杀死进程中,等待{}秒'.format(i))
|
||||
if i > 30:
|
||||
print(u'杀死进程失败,退出')
|
||||
exit(1)
|
||||
|
||||
print('进程组已停止运行[gpid={}]'.format(gpid))
|
||||
send_wx_msg('进程组{}已停止运行[{}]'.format(gpid, base_path))
|
||||
else:
|
||||
print(u'{} 现在属于停止运行时间,不启动服务'.format(datetime.now()))
|
||||
else:
|
||||
# 属于运行时间
|
||||
if not gpid:
|
||||
print(u'{}属于运行时间,将启动服务:{}'.format(datetime.now(), program_command))
|
||||
if os.path.isfile(gpid_file):
|
||||
print(u'{0}文件存在,先执行删除'.format(gpid_file))
|
||||
try:
|
||||
os.remove(gpid_file)
|
||||
except:
|
||||
pass
|
||||
|
||||
os.popen(program_command)
|
||||
i = 0
|
||||
while True:
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
print('{}属于运行时间,成功启动服务[gpid={}]'.format(datetime.now(), gpid))
|
||||
send_wx_msg('{}属于运行时间,成功启动服务[{},gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
break
|
||||
|
||||
i += 1
|
||||
print(u'启动进程中,等待{}秒'.format(i))
|
||||
if i > 30:
|
||||
print(u'启动进程失败,退出')
|
||||
exit(1)
|
||||
time.sleep(1)
|
||||
|
||||
|
||||
else:
|
||||
print(u'{}属于运行时间,{}服务已运行'.format(datetime.now(), base_path))
|
||||
|
||||
|
||||
def schedule():
|
||||
"""
|
||||
crontab 计划执行
|
||||
:return:
|
||||
"""
|
||||
print('======schedule========')
|
||||
_start()
|
||||
|
||||
|
||||
def status():
|
||||
"""查看状态"""
|
||||
print('======status========')
|
||||
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
print('{}服务进程[gpid={}]正在运行'.format(base_path, gpid))
|
||||
else:
|
||||
print('{}服务进程没有运行.'.format(base_path))
|
||||
|
||||
check_pids_in_cwd(gpid)
|
||||
|
||||
|
||||
# operate的可选字符串为:add, del
|
||||
def operate_crontab(operate):
|
||||
"""
|
||||
操作crontab
|
||||
:param operate: add , del
|
||||
:return:
|
||||
"""
|
||||
|
||||
try:
|
||||
# 从系统命令中,获取定时任务
|
||||
p = subprocess.Popen(["crontab", "-l"], stdin=subprocess.PIPE,
|
||||
stdout=subprocess.PIPE, stderr=subprocess.PIPE, shell=False)
|
||||
returncode = p.wait()
|
||||
except OSError as e:
|
||||
print(u"找不到shell运行命令crontab", file=sys.stderr)
|
||||
exit(1)
|
||||
|
||||
remain_cron_list = []
|
||||
exist_flag = False
|
||||
old_cron_content = ''
|
||||
for i in p.stdout.readlines():
|
||||
if i.decode("utf-8").find(os.path.realpath(__file__) + " schedule") >= 0:
|
||||
old_cron_content = i.decode("utf-8")
|
||||
exist_flag = True
|
||||
else:
|
||||
remain_cron_list.append(i.decode("utf-8"))
|
||||
|
||||
if operate == "add" and not exist_flag:
|
||||
remain_cron_list.append(cron_content)
|
||||
remain_cron_list.append("\n")
|
||||
with open(tmp_cron_file, 'wb') as f:
|
||||
for i in remain_cron_list:
|
||||
f.write(i.encode("utf-8"))
|
||||
os.popen("crontab {}".format(tmp_cron_file))
|
||||
print(u'添加crontab项: {}'.format(cron_content), file=sys.stderr)
|
||||
|
||||
if operate == "del" and exist_flag:
|
||||
with open(tmp_cron_file, 'wb') as f:
|
||||
for i in remain_cron_list:
|
||||
f.write(i.encode("utf-8"))
|
||||
os.popen("crontab {}".format(tmp_cron_file))
|
||||
print(u'删除crontab item: {}'.format(old_cron_content), file=sys.stderr)
|
||||
|
||||
# os.remove(tmp_cron_file)
|
||||
|
||||
|
||||
def check_pids_in_cwd(gpid=None):
|
||||
print('检查{}路径下运行得python {}进程'.format(base_path, PROGRAM_NAME))
|
||||
|
||||
runing_pids = []
|
||||
for pid in psutil.pids():
|
||||
try:
|
||||
p = psutil.Process(pid)
|
||||
p_name = p.name()
|
||||
if not p_name.endswith('python'):
|
||||
continue
|
||||
p_cwd = p.cwd()
|
||||
if p_cwd != base_path:
|
||||
continue
|
||||
p_cmdline = p.cmdline()
|
||||
if PROGRAM_NAME not in p_cmdline:
|
||||
continue
|
||||
|
||||
runing_pids.append(pid)
|
||||
|
||||
except:
|
||||
pass
|
||||
|
||||
if len(runing_pids) > 1:
|
||||
if gpid is not None:
|
||||
if gpid in runing_pids:
|
||||
print(u'排除其他pid')
|
||||
runing_pids.remove(gpid)
|
||||
else:
|
||||
print(u'gpid,不在运行清单中,排除首个pid')
|
||||
runing_pids.pop(0)
|
||||
else:
|
||||
print(u'gpid为空,排除首个pid')
|
||||
runing_pids.pop(0)
|
||||
|
||||
for pid in runing_pids:
|
||||
try:
|
||||
p = psutil.Process(pid)
|
||||
print(u'pid:{},name:{},bin:{},path:{},cmd:{},被终止运行'
|
||||
.format(pid, p.name, p.exe(), p.cwd(), p.cmdline()))
|
||||
import signal
|
||||
os.kill(int(pid), signal.SIGKILL)
|
||||
except:
|
||||
pass
|
||||
|
||||
|
||||
def start():
|
||||
print(u'======start========')
|
||||
# 往任务表增加定时计划
|
||||
operate_crontab("add")
|
||||
print(u'任务表增加定时计划完毕')
|
||||
# 执行启动
|
||||
# _start()
|
||||
print(u'启动{}服务执行完毕'.format(base_path))
|
||||
|
||||
|
||||
def _stop():
|
||||
print(u'======stop========')
|
||||
# 在任务表删除定时计划
|
||||
operate_crontab("del")
|
||||
|
||||
# 查询进程组id
|
||||
gpid = _status()
|
||||
if gpid:
|
||||
# 进程组存在,杀死进程
|
||||
import signal
|
||||
# 杀死进程组
|
||||
if USE_GPID:
|
||||
# 杀死进程组
|
||||
os.killpg(int(gpid), signal.SIGKILL)
|
||||
else:
|
||||
os.kill(int(gpid), signal.SIGKILL)
|
||||
i = 0
|
||||
while _status():
|
||||
time.sleep(1)
|
||||
i += 1
|
||||
print(u'等待{}秒'.format(i))
|
||||
|
||||
print(u'{}成功停止{}服务[gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
send_wx_msg(u'{}成功停止{}服务[gpid={}]'.format(datetime.now(), base_path, gpid))
|
||||
else:
|
||||
print(u'{}服务进程没有运行'.format(base_path))
|
||||
|
||||
|
||||
def stop():
|
||||
"""
|
||||
停止服务
|
||||
:return:
|
||||
"""
|
||||
_stop()
|
||||
print(u'执行停止{}服务完成'.format(base_path))
|
||||
|
||||
|
||||
def restart():
|
||||
print(u'======restart========')
|
||||
_stop()
|
||||
_start()
|
||||
print('执行重启{}服务完成'.format(base_path))
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
if len(sys.argv) >= 2:
|
||||
fun = sys.argv[1]
|
||||
else:
|
||||
fun = ''
|
||||
if fun == 'status':
|
||||
status()
|
||||
elif fun == 'start':
|
||||
start()
|
||||
elif fun == 'stop':
|
||||
stop()
|
||||
elif fun == 'restart':
|
||||
restart()
|
||||
elif fun == 'schedule':
|
||||
schedule()
|
||||
else:
|
||||
print(u'Usage: {} (status|start|stop|restart)'.format(os.path.basename(__file__)))
|
||||
status()
|
BIN
prod/stock_em02_rpc02/vn_contract.pkb2
Normal file
BIN
prod/stock_em02_rpc02/vn_contract.pkb2
Normal file
Binary file not shown.
29
prod/stock_em02_rpc02/vt_setting.json
Normal file
29
prod/stock_em02_rpc02/vt_setting.json
Normal file
@ -0,0 +1,29 @@
|
||||
{
|
||||
"font.family": "Arial",
|
||||
"font.size": 12,
|
||||
"log.active": true,
|
||||
"log.level": 10,
|
||||
"log.console": true,
|
||||
"log.file": true,
|
||||
"email.server": "smtp.qq.com",
|
||||
"email.port": 465,
|
||||
"email.username": "",
|
||||
"email.password": "",
|
||||
"email.sender": "",
|
||||
"email.receiver": "",
|
||||
"rqdata.username": "",
|
||||
"rqdata.password": "",
|
||||
"database.driver": "sqlite",
|
||||
"database.database": "database.db",
|
||||
"database.host": "localhost",
|
||||
"database.port": 3306,
|
||||
"database.user": "root",
|
||||
"database.password": "",
|
||||
"database.authentication_source": "admin",
|
||||
"huafu.data_source_prod": "http://192.168.1.212:4000/api/v1/get_price",
|
||||
"huafu.data_source": "http://127.0.0.1:4212/api/v1/get_price",
|
||||
"renko.host": "192.168.1.214",
|
||||
"hams.host": "192.168.1.214",
|
||||
"rabbitmq.host": "192.168.1.211",
|
||||
"gateway_name": "em02"
|
||||
}
|
Loading…
Reference in New Issue
Block a user