# 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'] if log.gatewayName: content = '%s:%s' %(log.gatewayName, log.logContent) else: content = '%s:%s' %('MainEngine', log.logContent) printLog(content) #---------------------------------------------------------------------- def processCtaLogEvent(event): """处理CTA模块日志事件""" log = event.dict_['data'] content = '%s:%s' %('CTA Engine', 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, processCtaLogEvent) printLog(u'注册日志事件监听') me.connect('CTP') printLog(u'连接CTP接口') sleep(5) # 等待CTP接口初始化 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__': runChildProcess() # 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 # runParentProcess()