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