diff --git a/examples/DataRecording/TT_setting.json b/examples/DataRecording/TT_setting.json new file mode 100644 index 00000000..124e49c3 --- /dev/null +++ b/examples/DataRecording/TT_setting.json @@ -0,0 +1,53 @@ +{ + "CTP_Stock": + [ + [["09:25:00","09:30:00"]], + [["09:30:00","11:30:03"],["13:00:00","15:00:03"]] + ], + + "CTP_Day": + [ + [["08:59:00","09:00:00"]], + [["09:00:00","10:15:03"],["10:30:00","11:30:03"], + ["13:30:00","15:00:03"]] + ], + + "CTP_N_23_00": + [ + [["08:59:00","09:00:00"],["20:59:00","21:00:00"]], + [["09:00:00","10:15:03"],["10:30:00","11:30:03"], + ["13:30:00","15:00:03"],["21:00:00","23:00:03"]] + ], + + "CTP_N_23_30": + [ + [["08:59:00","09:00:00"],["20:59:00","21:00:00"]], + [["09:00:00","10:15:03"],["10:30:00","11:30:03"], + ["13:30:00","15:00:03"],["21:00:00","23:30:03"]] + ], + + "CTP_N_01_00": + [ + [["08:59:00","09:00:00"],["20:59:00","21:00:00"]], + [["09:00:00","10:15:03"],["10:30:00","11:30:03"], + ["13:30:00","15:00:03"],["21:00:00","24:00:00"],["00:00:00","01:00:03"]] + ], + + "CTP_N_02_30": + [ + [["08:59:00","09:00:00"],["20:59:00","21:00:00"]], + [["09:00:00","10:15:03"],["10:30:00","11:30:03"], + ["13:30:00","15:00:03"],["21:00:00","24:00:00"],["00:00:00","02:30:03"]] + ], + + "rb": "CTP_N_23_00", + "hc": "CTP_N_23_00", + "j": "CTP_N_23_30", + "jm": "CTP_N_23_30", + "m": "CTP_N_23_30", + "au": "CTP_N_02_30", + "ag": "CTP_N_02_30", + "IF": "CTP_Stock", + "IC": "CTP_Stock", + "IH": "CTP_Stock" +} diff --git a/examples/DataRecording/runDataRecording.py b/examples/DataRecording/runDataRecording.py index 21c9b46d..5e1df9a4 100644 --- a/examples/DataRecording/runDataRecording.py +++ b/examples/DataRecording/runDataRecording.py @@ -9,33 +9,25 @@ from vnpy.trader.vtEvent import EVENT_LOG from vnpy.trader.vtEngine import MainEngine, LogEngine from vnpy.trader.gateway import ctpGateway from vnpy.trader.app import dataRecorder - #---------------------------------------------------------------------- def runChildProcess(): """子进程运行函数""" print '-'*20 - # 创建日志引擎 le = LogEngine() le.setLogLevel(le.LEVEL_INFO) le.addConsoleHandler() - le.info(u'启动行情记录运行子进程') - ee = EventEngine2() le.info(u'事件引擎创建成功') - me = MainEngine(ee) me.addGateway(ctpGateway) me.addApp(dataRecorder) le.info(u'主引擎创建成功') - ee.register(EVENT_LOG, le.processLogEvent) le.info(u'注册日志事件监听') - me.connect('CTP') le.info(u'连接CTP接口') - while True: sleep(1) @@ -46,34 +38,30 @@ def runParentProcess(): le = LogEngine() le.setLogLevel(le.LEVEL_INFO) le.addConsoleHandler() - le.info(u'启动行情记录守护父进程') - DAY_START = time(8, 57) # 日盘启动和停止时间 DAY_END = time(15, 18) - NIGHT_START = time(20, 57) # 夜盘启动和停止时间 NIGHT_END = time(2, 33) - p = None # 子进程句柄 - while True: currentTime = datetime.now().time() recording = False - # 判断当前处于的时间段 if ((currentTime >= DAY_START and currentTime <= DAY_END) or (currentTime >= NIGHT_START) or (currentTime <= NIGHT_END)): recording = True - + if (datetime.today().weekday() == 6 or (datetime.today().weekday() == 5 and + (currentTime > NIGHT_END)) or (datetime.today().weekday() == 0 and + currentTime < DAY_START )): + recording = False # 记录时间则需要启动子进程 if recording and p is None: le.info(u'启动子进程') p = multiprocessing.Process(target=runChildProcess) p.start() le.info(u'子进程启动成功') - # 非记录时间则退出子进程 if not recording and p is not None: le.info(u'关闭子进程') @@ -81,10 +69,12 @@ def runParentProcess(): p.join() p = None le.info(u'子进程关闭成功') - sleep(5) if __name__ == '__main__': #runChildProcess() - runParentProcess() \ No newline at end of file + import sys + reload(sys) + sys.setdefaultencoding('UTF-8') + runParentProcess()