125 lines
3.5 KiB
Python
125 lines
3.5 KiB
Python
# encoding: UTF-8
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import sys
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reload(sys)
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sys.setdefaultencoding('utf8')
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import multiprocessing
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from time import sleep
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from datetime import datetime, time
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from vnpy.event import EventEngine2
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from vnpy.trader.vtEvent import EVENT_LOG, EVENT_ERROR
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from vnpy.trader.vtEngine import MainEngine, LogEngine
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from vnpy.trader.gateway import ctpGateway
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from vnpy.trader.app import ctaStrategy
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from vnpy.trader.app.ctaStrategy.ctaBase import EVENT_CTA_LOG
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#----------------------------------------------------------------------
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def processErrorEvent(event):
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"""
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处理错误事件
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错误信息在每次登陆后，会将当日所有已产生的均推送一遍，所以不适合写入日志
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"""
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error = event.dict_['data']
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print u'错误代码：%s，错误信息：%s' %(error.errorID, error.errorMsg)
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#----------------------------------------------------------------------
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def runChildProcess():
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"""子进程运行函数"""
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print '-'*20
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# 创建日志引擎
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le = LogEngine()
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le.setLogLevel(le.LEVEL_INFO)
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le.addConsoleHandler()
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le.addFileHandler()
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le.info(u'启动CTA策略运行子进程')
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ee = EventEngine2()
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le.info(u'事件引擎创建成功')
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me = MainEngine(ee)
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me.addGateway(ctpGateway)
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me.addApp(ctaStrategy)
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le.info(u'主引擎创建成功')
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ee.register(EVENT_LOG, le.processLogEvent)
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ee.register(EVENT_CTA_LOG, le.processLogEvent)
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ee.register(EVENT_ERROR, processErrorEvent)
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le.info(u'注册日志事件监听')
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me.connect('CTP')
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le.info(u'连接CTP接口')
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sleep(10) # 等待CTP接口初始化
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me.dataEngine.saveContracts() # 保存合约信息到文件
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cta = me.getApp(ctaStrategy.appName)
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cta.loadSetting()
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le.info(u'CTA策略载入成功')
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cta.initAll()
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le.info(u'CTA策略初始化成功')
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cta.startAll()
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le.info(u'CTA策略启动成功')
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while True:
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sleep(1)
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#----------------------------------------------------------------------
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def runParentProcess():
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"""父进程运行函数"""
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# 创建日志引擎
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le = LogEngine()
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le.setLogLevel(le.LEVEL_INFO)
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le.addConsoleHandler()
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le.info(u'启动CTA策略守护父进程')
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DAY_START = time(8, 45) # 日盘启动和停止时间
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DAY_END = time(15, 30)
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NIGHT_START = time(20, 45) # 夜盘启动和停止时间
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NIGHT_END = time(2, 45)
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p = None # 子进程句柄
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while True:
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currentTime = datetime.now().time()
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recording = False
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# 判断当前处于的时间段
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if ((currentTime >= DAY_START and currentTime <= DAY_END) or
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(currentTime >= NIGHT_START) or
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(currentTime <= NIGHT_END)):
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recording = True
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# 记录时间则需要启动子进程
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if recording and p is None:
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le.info(u'启动子进程')
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p = multiprocessing.Process(target=runChildProcess)
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p.start()
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le.info(u'子进程启动成功')
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# 非记录时间则退出子进程
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if not recording and p is not None:
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le.info(u'关闭子进程')
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p.terminate()
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p.join()
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p = None
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le.info(u'子进程关闭成功')
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sleep(5)
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if __name__ == '__main__':
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runChildProcess()
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# 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
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#runParentProcess() |