更新行情记录工具，新增无图形界面CTA策略运行示例

examples/CtaTrading/runCtaTrading.py

@@ -0,0 +1,104 @@
+# 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
+from vnpy.trader.gateway import ctpGateway
+from vnpy.trader.app import ctaStrategy
+from vnpy.trader.app.ctaStrategy.ctaBase import EVENT_CTA_LOG
+
+#----------------------------------------------------------------------
+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CTA策略运行子进程')
+    
+    ee = EventEngine2()
+    printLog(u'事件引擎创建成功')
+    
+    me = MainEngine(ee)
+    me.addGateway(ctpGateway)
+    me.addApp(ctaStrategy)
+    printLog(u'主引擎创建成功')
+    
+    ee.register(EVENT_LOG, processLogEvent)
+    ee.register(EVENT_CTA_LOG, processLogEvent)
+    printLog(u'注册日志事件监听')
+    
+    me.connect('CTP')
+    printLog(u'连接CTP接口')
+    
+    cta = me.appDict[ctaStrategy.appName]
+    
+    cta.loadSetting()
+    printLog(u'CTA策略载入成功')
+    
+    cta.initAll()
+    printLog(u'CTA策略初始化成功')
+    
+    cta.startAll()
+    printLog(u'CTA策略启动成功')
+    
+    while True:
+        sleep(1)
+
+#----------------------------------------------------------------------
+def runParentProcess():
+    """父进程运行函数"""
+    printLog(u'启动CTA策略守护父进程')
+    
+    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()

examples/DataRecording/runDataRecording.py

@@ -7,7 +7,8 @@ from datetime import datetime, time
 from vnpy.event import EventEngine2
 from vnpy.trader.vtEvent import EVENT_LOG
 from vnpy.trader.vtEngine import MainEngine
-
+from vnpy.trader.gateway import ctpGateway
+from vnpy.trader.app import dataRecorder
 
 #----------------------------------------------------------------------
 def printLog(content):
@@ -32,6 +33,8 @@ def runChildProcess():
     printLog(u'事件引擎创建成功')
     
     me = MainEngine(ee)
+    me.addGateway(ctpGateway)
+    me.addApp(dataRecorder)
     printLog(u'主引擎创建成功')
     
     ee.register(EVENT_LOG, processLogEvent)

examples/README.md

@@ -0,0 +1,11 @@
+# vn.py项目的应用示例
+
+本文件夹中的内容主要是关于如何在交易业务中使用vn.py的示例
+
+* VnTrader：最常用的vn.py图形交易界面
+
+* DataRecording：全自动行情记录工具（无需用户每日定时重启）
+
+* CtaTrading：纯命令行模式的CTA策略交易（尽管同样实现了无人值守，但强烈建议每天启动时人工检查，为自己的PNL负责）
+
+* CtaBacktesting：CTA策略的回测和优化

vnpy/trader/app/ctaStrategy/ctaEngine.py

@@ -463,7 +463,25 @@ class CtaEngine(object):
                     if so.strategy is strategy:
                         self.cancelStopOrder(stopOrderID)   
         else:
-            self.writeCtaLog(u'策略实例不存在：%s' %name)        
+            self.writeCtaLog(u'策略实例不存在：%s' %name)    
+            
+    #----------------------------------------------------------------------
+    def initAll(self):
+        """全部初始化"""
+        for name in self.strategyDict.keys():
+            self.initStrategy(name)    
+            
+    #----------------------------------------------------------------------
+    def startAll(self):
+        """全部启动"""
+        for name in self.strategyDict.keys():
+            self.startStrategy(name)
+            
+    #----------------------------------------------------------------------
+    def stopAll(self):
+        """全部停止"""
+        for name in self.strategyDict.keys():
+            self.stopStrategy(name)    
     
     #----------------------------------------------------------------------
     def saveSetting(self):

vnpy/trader/app/ctaStrategy/uiCtaWidget.py

@@ -228,20 +228,17 @@ class CtaEngineManager(QtWidgets.QWidget):
     #----------------------------------------------------------------------
     def initAll(self):
         """全部初始化"""
-        for name in self.ctaEngine.strategyDict.keys():
-            self.ctaEngine.initStrategy(name)    
+        self.ctaEngine.initAll()    
             
     #----------------------------------------------------------------------
     def startAll(self):
         """全部启动"""
-        for name in self.ctaEngine.strategyDict.keys():
-            self.ctaEngine.startStrategy(name)
+        self.ctaEngine.startAll()
             
     #----------------------------------------------------------------------
     def stopAll(self):
         """全部停止"""
-        for name in self.ctaEngine.strategyDict.keys():
-            self.ctaEngine.stopStrategy(name)
+        self.ctaEngine.stopAll()
             
     #----------------------------------------------------------------------
     def load(self):