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

examples/vn_trader/run.py

@@ -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)

vnpy/app/cta_strategy/engine.py

@@ -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()
@@ -607,52 +605,46 @@ 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]
+        strategy = self.strategies[strategy_name]
 
-            if strategy.inited:
-                self.write_log(f"{strategy_name}已经完成初始化，禁止重复操作")
-                continue
+        print(datetime.now(), strategy_name, strategy.vt_symbol)
 
-            self.write_log(f"{strategy_name}开始执行初始化")
+        if strategy.inited:
+            self.write_log(f"{strategy_name}已经完成初始化，禁止重复操作")
+            return
 
-            # Call on_init function of strategy
-            self.call_strategy_func(strategy, strategy.on_init)
+        self.write_log(f"{strategy_name}开始执行初始化")
 
-            # Restore strategy data(variables)
-            data = self.strategy_data.get(strategy_name, None)
-            if data:
-                for name in strategy.variables:
-                    value = data.get(name, None)
-                    if value:
-                        setattr(strategy, name, value)
+        # Call on_init function of strategy
+        self.call_strategy_func(strategy, strategy.on_init)
 
-            # Subscribe market data
-            contract = self.main_engine.get_contract(strategy.vt_symbol)
-            if contract:
-                req = SubscribeRequest(
-                    symbol=contract.symbol, exchange=contract.exchange)
-                self.main_engine.subscribe(req, contract.gateway_name)
-            else:
-                self.write_log(f"行情订阅失败，找不到合约{strategy.vt_symbol}", strategy)
+        # Restore strategy data(variables)
+        data = self.strategy_data.get(strategy_name, None)
+        if data:
+            for name in strategy.variables:
+                value = data.get(name, None)
+                if value:
+                    setattr(strategy, name, value)
 
-            # Put event to update init completed status.
-            strategy.inited = True
-            self.put_strategy_event(strategy)
-            self.write_log(f"{strategy_name}初始化完成")
+        # Subscribe market data
+        contract = self.main_engine.get_contract(strategy.vt_symbol)
+        if contract:
+            req = SubscribeRequest(
+                symbol=contract.symbol, exchange=contract.exchange)
+            self.main_engine.subscribe(req, contract.gateway_name)
+        else:
+            self.write_log(f"行情订阅失败，找不到合约{strategy.vt_symbol}", strategy)
 
-        self.init_thread = None
+        # Put event to update init completed status.
+        strategy.inited = True
+        self.put_strategy_event(strategy)
+        self.write_log(f"{strategy_name}初始化完成")
 
     def start_strategy(self, strategy_name: str):
         """