增加DataRecording行情记录使用示例

examples/DataRecording/runDataRecording.py

@@ -0,0 +1,88 @@
+# encoding: UTF-8
+
+import multiprocessing
+from time import sleep
+from datetime import datetime, time
+
+from vnpy.event import EventEngine2
+from vnpy.trader.vtEvent import EVENT_LOG
+from vnpy.trader.vtEngine import MainEngine
+
+
+#----------------------------------------------------------------------
+def printLog(content):
+    """输出日志"""
+    t = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
+    print '%s\t%s' %(t, content)
+    
+#----------------------------------------------------------------------
+def processLogEvent(event):
+    """处理日志事件"""
+    log = event.dict_['data']
+    content = '%s:%s' %(log.gatewayName, log.logContent)
+    printLog(content)
+    
+#----------------------------------------------------------------------
+def runChildProcess():
+    """子进程运行函数"""
+    print '-'*20
+    printLog(u'启动行情记录运行子进程')
+    
+    ee = EventEngine2()
+    printLog(u'事件引擎创建成功')
+    
+    me = MainEngine(ee)
+    printLog(u'主引擎创建成功')
+    
+    ee.register(EVENT_LOG, processLogEvent)
+    printLog(u'注册日志事件监听')
+    
+    me.connect('CTP')
+    printLog(u'连接CTP接口')
+    
+    while True:
+        sleep(1)
+
+#----------------------------------------------------------------------
+def runParentProcess():
+    """父进程运行函数"""
+    printLog(u'启动行情记录守护父进程')
+    
+    DAY_START = time(8, 45)         # 日盘启动和停止时间
+    DAY_END = time(15, 30)
+    
+    NIGHT_START = time(20, 45)      # 夜盘启动和停止时间
+    NIGHT_END = time(2, 45)
+    
+    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
+        
+        # 记录时间则需要启动子进程
+        if recording and p is None:
+            printLog(u'启动子进程')
+            p = multiprocessing.Process(target=runChildProcess)
+            p.start()
+            printLog(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:
+            printLog(u'关闭子进程')
+            p.terminate()
+            p.join()
+            p = None
+            printLog(u'子进程关闭成功')
+            
+        sleep(5)
+
+
+if __name__ == '__main__':
+    runParentProcess()

vnpy/trader/gateway/ctpGateway/CTP_connect.json

@@ -2,6 +2,6 @@
     "brokerID": "9999", 
     "mdAddress": "tcp://180.168.146.187:10011", 
     "tdAddress": "tcp://180.168.146.187:10001", 
-    "userID": "000300",
+    "userID": "simnow申请",
-    "password": "19890624"    
+    "password": "simnow申请"    
 }