From d965e52a5bbe0e6de6012494362fdb3b5ebc2357 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Wed, 20 Sep 2017 21:33:12 +0800 Subject: [PATCH] =?UTF-8?q?[Mod]=E6=94=B9=E8=BF=9B=E5=91=A8=E6=9C=AB?= =?UTF-8?q?=E8=BF=87=E6=BB=A4=E7=9A=84=E4=BB=A3=E7=A0=81=E6=A0=BC=E5=BC=8F?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- examples/DataRecording/TT_setting.json | 53 ------------------- examples/DataRecording/runDataRecording.py | 25 ++++++--- vnpy/trader/app/ctaStrategy/ctaHistoryData.py | 2 +- 3 files changed, 20 insertions(+), 60 deletions(-) delete mode 100644 examples/DataRecording/TT_setting.json diff --git a/examples/DataRecording/TT_setting.json b/examples/DataRecording/TT_setting.json deleted file mode 100644 index 124e49c3..00000000 --- a/examples/DataRecording/TT_setting.json +++ /dev/null @@ -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" -} diff --git a/examples/DataRecording/runDataRecording.py b/examples/DataRecording/runDataRecording.py index 5e1df9a4..86e6c1e9 100644 --- a/examples/DataRecording/runDataRecording.py +++ b/examples/DataRecording/runDataRecording.py @@ -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() diff --git a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py index dbe0394a..70caad34 100644 --- a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py +++ b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py @@ -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