# encoding: UTF-8 import sys import os import ctypes from datetime import datetime, timedelta, date from time import sleep from ctaStrategy.strategy import STRATEGY_CLASS from eventType import * from vtEngine import MainEngine from threading import Thread from simple_monitor import * from setup_logger import setup_logger setup_logger(debug=True) # ---------------------------------------------------------------------- class NoUiMain(object): def __init__(self): # gateway 是否连接 self.connected = False # gateway 的连接名称,在vtEngine.initGateway()里面定义 self.gateway_name = 'CTP' # 启动的策略实例,须在catAlgo/CtaSetting.json 里面定义 [u'S28_RB1001', u'S28_TFT', u'S28_HCRB',u'atr_rsi'] self.strategies = [u'atr_rsi'] self.g_count = 0 # 实例化主引擎 self.mainEngine = MainEngine() def trade_off(self): """检查现在是否为非交易时间""" now = datetime.now() a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0) b = datetime.now().replace(hour=8, minute=30, second=0, microsecond=0) c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0) d = datetime.now().replace(hour=20, minute=30, second=0, microsecond=0) weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday() == 7) off = (a <= now <= b) or (c <= now <= d) or weekend return off def disconnect(self): """"断开底层gateway的连接""" if self.mainEngine: self.mainEngine.disconnect(self.gateway_name) self.connected = False def onTimer(self, event): """定时器执行逻辑,每十秒执行一次""" # 十秒才执行一次检查 self.g_count += 1 if self.g_count <= 10: return self.g_count = 0 print u'noUiMain.py checkpoint:{0}'.format(datetime.now()) # 定时断开 if self.trade_off(): if self.connected: self.disconnect() self.mainEngine.writeLog(u'断开连接{0}'.format(self.gateway_name)) self.mainEngine.writeLog(u'清空数据引擎') self.mainEngine.clearData() self.connected = False return # 定时重连 if not self.connected: self.mainEngine.writeLog(u'清空数据引擎') self.mainEngine.clearData() self.mainEngine.writeLog(u'重新连接{0}'.format(self.gateway_name)) self.mainEngine.connect(self.gateway_name) self.connected = True def Start(self): """启动""" # 若需要连接数据库,则启动 #self.mainEngine.dbConnect() # 加载cta的配置 self.mainEngine.ctaEngine.loadSetting() # 初始化策略,如果多个,则需要逐一初始化多个 for s in self.strategies: self.mainEngine.ctaEngine.initStrategy(s) # 逐一启动策略 self.mainEngine.ctaEngine.startStrategy(s) # 指定的连接配置 self.mainEngine.connect(self.gateway_name) self.connected = True # 注册定时器,用于判断重连 self.mainEngine.eventEngine.register(EVENT_TIMER, self.onTimer) # 所有的日志监控 self.logM = LogMonitor(self.mainEngine.eventEngine) self.errorM = ErrorMonitor(self.mainEngine.eventEngine) self.tradeM = TradeMonitor(self.mainEngine.eventEngine) self.orderM = OrderMonitor(self.mainEngine.eventEngine, self.mainEngine) self.positionM = PositionMonitor(self.mainEngine.eventEngine) self.accountM = AccountMonitor(self.mainEngine.eventEngine) def run_noui(): log_file_name = os.path.abspath(os.path.join(os.path.dirname(__file__), 'logs', u'noUiMain_{0}.log'.format(datetime.now().strftime('%m%d_%H%M')))) setup_logger(filename=log_file_name, debug=False) noUi = NoUiMain() noUi.Start() if __name__ == '__main__': #from PyQt4 import QtGui # 主程序 thread = Thread(target=run_noui, args=()) thread.start() # 创建Qt应用对象,用于事件循环 #app = QtGui.QApplication(sys.argv) #run_noui() # 连续运行,用于输出行情 #app.exec_()