senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[Mod] use ThreadPoolExecutor to run cta strategy init task in parallel

Browse Source
This commit is contained in:
vn.py 2019-08-10 11:58:12 +08:00
parent d151b13ef5
commit f8cdca8cb8
2 changed files with 35 additions and 43 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
examples/vn_trader/run.py
View File

@ -11,7 +11,7 @@ from vnpy.trader.ui import MainWindow, create_qapp
# from vnpy.gateway.ctp import CtpGateway
# from vnpy.gateway.ctptest import CtptestGateway
# from vnpy.gateway.mini import MiniGateway
from vnpy.gateway.sec import SecGateway
from vnpy.gateway.sopt import SoptGateway
# from vnpy.gateway.minitest import MinitestGateway
# from vnpy.gateway.femas import FemasGateway
# from vnpy.gateway.tiger import TigerGateway
@ -49,7 +49,7 @@ def main():
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
main_engine.add_gateway(SecGateway)
main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)

22
vnpy/app/cta_strategy/engine.py
View File

@ -7,8 +7,7 @@ from collections import defaultdict
from pathlib import Path
from typing import Any, Callable
from datetime import datetime, timedelta
from threading import Thread
from queue import Queue
from concurrent.futures import ThreadPoolExecutor
from copy import copy
from vnpy.event import Event, EventEngine
@ -92,8 +91,7 @@ class CtaEngine(BaseEngine):
self.stop_order_count = 0 # for generating stop_orderid
self.stop_orders = {} # stop_orderid: stop_order
self.init_thread = None
self.init_queue = Queue()
self.init_executor = ThreadPoolExecutor(max_workers=3)
self.rq_client = None
self.rq_symbols = set()
@ -607,23 +605,19 @@ class CtaEngine(BaseEngine):
"""
Init a strategy.
"""
self.init_queue.put(strategy_name)
self.init_executor.submit(self._init_strategy, strategy_name)
if not self.init_thread:
self.init_thread = Thread(target=self._init_strategy)
self.init_thread.start()
def _init_strategy(self):
def _init_strategy(self, strategy_name: str):
"""
Init strategies in queue.
"""
while not self.init_queue.empty():
strategy_name = self.init_queue.get()
strategy = self.strategies[strategy_name]
print(datetime.now(), strategy_name, strategy.vt_symbol)
if strategy.inited:
self.write_log(f"{strategy_name}已经完成初始化，禁止重复操作")
continue
return
self.write_log(f"{strategy_name}开始执行初始化")
@ -652,8 +646,6 @@ class CtaEngine(BaseEngine):
self.put_strategy_event(strategy)
self.write_log(f"{strategy_name}初始化完成")
self.init_thread = None
def start_strategy(self, strategy_name: str):
"""
Start a strategy.