import os import sys import multiprocessing from time import sleep from datetime import datetime, time from logging import INFO # 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.trader.utility import load_json from vnpy.gateway.ctp import CtpGateway from vnpy.app.tick_recorder import TickRecorderApp from vnpy.app.cta_strategy.base import EVENT_CTA_LOG SETTINGS["log.active"] = True SETTINGS["log.level"] = INFO SETTINGS["log.console"] = True ctp_setting = load_json('connect_ctp.json') 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) record_engine = main_engine.add_app(TickRecorderApp) 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") main_engine.connect(ctp_setting, "CTP") main_engine.write_log("连接CTP接口") sleep(10) 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()