vnpy/examples/DataRecording/runDataRecording.py

95 lines
2.7 KiB
Python

# 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 dataRecorder
#----------------------------------------------------------------------
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 runChildProcess():
"""子进程运行函数"""
print '-'*20
printLog(u'启动行情记录运行子进程')
ee = EventEngine2()
printLog(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(dataRecorder)
printLog(u'主引擎创建成功')
ee.register(EVENT_LOG, processLogEvent)
printLog(u'注册日志事件监听')
me.connect('CTP')
printLog(u'连接CTP接口')
while True:
sleep(1)
#----------------------------------------------------------------------
def runParentProcess():
"""父进程运行函数"""
printLog(u'启动行情记录守护父进程')
DAY_START = time(8, 57) # 日盘启动和停止时间
DAY_END = time(15, 18)
NIGHT_START = time(20, 57) # 夜盘启动和停止时间
NIGHT_END = time(2, 33)
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()
#runParentProcess()