diff --git a/examples/no_ui/run.py b/examples/no_ui/run.py new file mode 100644 index 00000000..43e9bee0 --- /dev/null +++ b/examples/no_ui/run.py @@ -0,0 +1,119 @@ +import multiprocessing +from time import sleep +from datetime import datetime, time +from logging import INFO + +from vnpy.event import EventEngine +from vnpy.trader.setting import SETTINGS +from vnpy.trader.engine import MainEngine + +from vnpy.gateway.ctp import CtpGateway +from vnpy.app.cta_strategy import CtaStrategyApp +from vnpy.app.cta_strategy.base import EVENT_CTA_LOG + + +SETTINGS["log.active"] = True +SETTINGS["log.level"] = INFO +SETTINGS["log.console"] = True + + +ctp_setting = { + "用户名": "", + "密码": "", + "经纪商代码": "", + "交易服务器": "", + "行情服务器": "", + "产品名称": "", + "授权编码": "", + "产品信息": "" +} + + +def run_child(): + """ + Running in the child process. + """ + SETTINGS["log.file"] = True + + print("-" * 20) + + event_engine = EventEngine() + main_engine = MainEngine(event_engine) + + log_engine = main_engine.get_engine("log") + log_engine.log("主引擎创建成功") + + main_engine.add_gateway(CtpGateway) + cta_engine = main_engine.add_app(CtaStrategyApp) + + event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event) + log_engine.log("注册日志事件监听") + + main_engine.connect(ctp_setting, "CTP") + log_engine.log("连接CTP接口") + + sleep(10) + + cta_engine.init_engine() + log_engine.log("CTA策略初始化完成") + + cta_engine.init_all_strategies() + sleep(10) + log_engine.log("CTA策略全部初始化") + + cta_engine.start_all_strategies() + log_engine.log("CTA策略全部启动") + + while True: + sleep(1) + + +def run_parent(): + """ + Running in the parent process. + """ + print("启动CTA策略守护父进程") + + # Chinese futures market trading period (day/night) + DAY_START = time(8, 45) + DAY_END = time(15, 30) + + NIGHT_START = time(20, 45) + NIGHT_END = time(2, 45) + + child_process = None + + while True: + current_time = datetime.now().time() + trading = False + + # Check whether in trading period + if ( + (current_time >= DAY_START and current_time <= DAY_END) + or (current_time >= NIGHT_START) + or (current_time <= NIGHT_END) + ): + trading = True + + trading = True + + # Start child process in trading period + if trading and child_process is None: + print("启动子进程") + child_process = multiprocessing.Process(target=run_child) + child_process.start() + print("子进程启动成功") + + # 非记录时间则退出子进程 + if not trading and child_process is not None: + print("关闭子进程") + child_process.terminate() + child_process.join() + child_process = None + print("子进程关闭成功") + + sleep(5) + + +if __name__ == "__main__": + run_parent()