# flake8: noqa import os import sys import multiprocessing from time import sleep from datetime import datetime, time from logging import INFO,DEBUG # 将repostory的目录i,作为根目录,添加到系统环境中。 ROOT_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..')) sys.path.append(ROOT_PATH) print(f'append {ROOT_PATH} into sys.path') 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.index_tick_publisher import IndexTickPublisherApp from vnpy.app.cta_strategy.base import EVENT_CTA_LOG from vnpy.trader.util_pid import update_pid SETTINGS["log.active"] = True SETTINGS["log.level"] = DEBUG SETTINGS["log.console"] = True rabbit_setting = { "host": "192.168.1.211;192.168.1.212" } ctp_setting = { "用户名": "xxxxx", "密码": "XXXX", "经纪商代码": "0187", "交易服务器": "tcp://114.80.225.2:XX", "行情服务器": "tcp://114.80.225.2:XX", "交易服务器2": "tcp://114.80.225.10:XX", "行情服务器2": "tcp://114.80.225.10:XX", "交易服务器_old": "tcp://124.74.247.179:X", "行情服务器_old": "tcp://124.74.247.179:X", "产品名称": "client_huafu_2.0.0", "授权编码": "XXXX", "产品信息": "" } update_pid() def run_child(): """ Running in the child process. """ SETTINGS["log.file"] = True event_engine = EventEngine() main_engine = MainEngine(event_engine) #main_engine.add_gateway(CtpGateway) publisher_engine = main_engine.add_app(IndexTickPublisherApp) main_engine.write_log("主引擎创建成功") log_engine = main_engine.get_engine("log") event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event) main_engine.write_log("注册日志事件监听") sleep(10) main_engine.write_log("启动连接行情 & rabbit") publisher_engine.connect(md_address=ctp_setting.get("行情服务器"), userid=ctp_setting.get("用户名"), password=ctp_setting.get("密码"), brokerid=ctp_setting.get("经纪商代码"), rabbit_config=rabbit_setting) # publisher_engine.connect( # rabbit_config=rabbit_setting) 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 # 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() #run_child()