119 lines
3.5 KiB
Python
119 lines
3.5 KiB
Python
# encoding: UTF-8
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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
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from vnpy.trader.vtEngine import MainEngine
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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 printLog(content):
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"""输出日志"""
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t = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
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print '%s\t%s' %(t, content)
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#----------------------------------------------------------------------
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def processLogEvent(event):
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"""处理日志事件"""
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log = event.dict_['data']
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if log.gatewayName:
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content = '%s:%s' %(log.gatewayName, log.logContent)
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else:
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content = '%s:%s' %('MainEngine', log.logContent)
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printLog(content)
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#----------------------------------------------------------------------
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def processCtaLogEvent(event):
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"""处理CTA模块日志事件"""
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log = event.dict_['data']
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content = '%s:%s' %('CTA Engine', log.logContent)
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printLog(content)
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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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printLog(u'启动CTA策略运行子进程')
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ee = EventEngine2()
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printLog(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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printLog(u'主引擎创建成功')
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ee.register(EVENT_LOG, processLogEvent)
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ee.register(EVENT_CTA_LOG, processCtaLogEvent)
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printLog(u'注册日志事件监听')
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me.connect('CTP')
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printLog(u'连接CTP接口')
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sleep(5) # 等待CTP接口初始化
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cta = me.appDict[ctaStrategy.appName]
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cta.loadSetting()
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printLog(u'CTA策略载入成功')
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cta.initAll()
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printLog(u'CTA策略初始化成功')
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cta.startAll()
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printLog(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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printLog(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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printLog(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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printLog(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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printLog(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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printLog(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() |