114 lines
2.9 KiB
Python
114 lines
2.9 KiB
Python
import multiprocessing
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from time import sleep
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from datetime import datetime, time
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from logging import INFO
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from vnpy.event import EventEngine
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from vnpy.trader.setting import SETTINGS
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from vnpy.trader.engine import MainEngine
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from vnpy.gateway.ctp import CtpGateway
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from vnpy.app.cta_strategy import CtaStrategyApp
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from vnpy.app.cta_strategy.base import EVENT_CTA_LOG
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SETTINGS["log.active"] = True
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SETTINGS["log.level"] = INFO
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SETTINGS["log.console"] = True
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ctp_setting = {
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"用户名": "",
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"密码": "",
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"经纪商代码": "",
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"交易服务器": "",
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"行情服务器": "",
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"产品名称": "",
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"授权编码": "",
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"产品信息": ""
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}
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def run_child():
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"""
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Running in the child process.
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"""
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SETTINGS["log.file"] = True
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event_engine = EventEngine()
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main_engine = MainEngine(event_engine)
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main_engine.add_gateway(CtpGateway)
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cta_engine = main_engine.add_app(CtaStrategyApp)
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main_engine.write_log("主引擎创建成功")
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log_engine = main_engine.get_engine("log")
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event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
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main_engine.write_log("注册日志事件监听")
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main_engine.connect(ctp_setting, "CTP")
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main_engine.write_log("连接CTP接口")
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sleep(10)
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cta_engine.init_engine()
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main_engine.write_log("CTA策略初始化完成")
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cta_engine.init_all_strategies()
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sleep(60) # Leave enough time to complete strategy initialization
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main_engine.write_log("CTA策略全部初始化")
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cta_engine.start_all_strategies()
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main_engine.write_log("CTA策略全部启动")
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while True:
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sleep(1)
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def run_parent():
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"""
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Running in the parent process.
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"""
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print("启动CTA策略守护父进程")
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# Chinese futures market trading period (day/night)
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DAY_START = time(8, 45)
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DAY_END = time(15, 30)
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NIGHT_START = time(20, 45)
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NIGHT_END = time(2, 45)
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child_process = None
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while True:
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current_time = datetime.now().time()
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trading = False
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# Check whether in trading period
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if (
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(current_time >= DAY_START and current_time <= DAY_END)
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or (current_time >= NIGHT_START)
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or (current_time <= NIGHT_END)
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):
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trading = True
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# Start child process in trading period
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if trading and child_process is None:
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print("启动子进程")
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child_process = multiprocessing.Process(target=run_child)
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child_process.start()
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print("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 trading and child_process is not None:
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print("关闭子进程")
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child_process.terminate()
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child_process.join()
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child_process = None
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print("子进程关闭成功")
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sleep(5)
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if __name__ == "__main__":
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run_parent()
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