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[Mod]改进周末过滤的代码格式

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This commit is contained in:
vn.py 2017-09-20 21:33:12 +08:00
parent d54bd105ba
commit d965e52a5b
3 changed files with 20 additions and 60 deletions
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53
examples/DataRecording/TT_setting.json
View File

@ -1,53 +0,0 @@
{
"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"
}

25
examples/DataRecording/runDataRecording.py
View File

@ -9,25 +9,32 @@ 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)
@ -39,29 +46,37 @@ def runParentProcess():
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 )):
# 过滤周末时间段：周六全天，周五夜盘，周日日盘
if ((datetime.today().weekday() == 6) or
(datetime.today().weekday() == 5 and currentTime > NIGHT_END) or
(datetime.today().weekday() == 0 and currentTime < DAY_START)):
recording = False
# 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')
@ -69,12 +84,10 @@ def runParentProcess():
p.join()
p = None
le.info(u'子进程关闭成功')
sleep(5)
if __name__ == '__main__':
#runChildProcess()
import sys
reload(sys)
sys.setdefaultencoding('UTF-8')
runParentProcess()

2
vnpy/trader/app/ctaStrategy/ctaHistoryData.py
View File

@ -17,7 +17,7 @@ from vnpy.data.datayes import DatayesApi
from vnpy.trader.vtGlobal import globalSetting
from vnpy.trader.vtConstant import *
from vnpy.trader.vtObject import VtBarData
from .ctaBase import SETTING_DB_NAME, TICK_DB_NAME, MINUTE_DB_NAME
from .ctaBase import SETTING_DB_NAME, TICK_DB_NAME, MINUTE_DB_NAME, DAILY_DB_NAME
# 以下为vn.trader和通联数据规定的交易所代码映射