增加交易策略、交易指标、量化库代码等文件夹

6.量化库代码/4.veighna/Mutiple_Accounts_Config.json

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+[
+    {
+        "account_name": "TEST_2_ACCOUNT",
+        "gateway": "CTP",
+        "workspace": "C:/TEST_ACCOUNT_2_WORKSPACE/",
+        "logon_detail": {
+            "用户名": "",
+            "密码": "",
+            "经纪商代码": "",
+            "交易服务器": "",
+            "行情服务器": "",
+            "产品名称": "",
+            "授权编码": ""
+        }
+    },
+    {
+        "account_name": "TEST_1_ACCOUNT",
+        "gateway": "CTP",
+        "workspace": "C:/TEST_ACCOUNT_1_WORKSPACE/",
+        "logon_detail": {
+            "用户名": "",
+            "密码": "",
+            "经纪商代码": "",
+            "交易服务器": "",
+            "行情服务器": "",
+            "产品名称": "",
+            "授权编码": ""
+        }
+    }
+]

6.量化库代码/4.veighna/multi_no_ui.py

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+import multiprocessing
+import json
+from threading import Timer
+import sys
+import os
+from time import sleep
+from datetime import datetime, time
+from logging import INFO
+
+# Chinese futures market trading period (day/night)
+DAY_START = time(8, 45)
+DAY_END = time(15, 0)
+NIGHT_START = time(20, 45)
+NIGHT_END = time(1, 30)
+
+
+def check_trading_period():
+    """"""
+    current_time = datetime.now().time()
+    trading = False
+    if (
+        (current_time >= DAY_START and current_time <= DAY_END)
+        or (current_time >= NIGHT_START)
+        or (current_time <= NIGHT_END)
+    ):
+        trading = True
+    return trading
+
+
+def run_child(account_detail):
+    """
+    Running in the child process.
+    """
+    account_name = account_detail["account_name"]
+    ctp_setting = account_detail["logon_detail"]
+    # 更改工作路径
+    os.chdir(account_detail["workspace"])
+    # 把对vntrader 包的引用放在工作路径更改后，不然工作路径更改无法生效,
+    from vnpy.event import EventEngine
+    from vnpy.trader.setting import SETTINGS
+    from vnpy.trader.engine import MainEngine
+    from vnpy.gateway.ctp import CtpGateway
+    from vnpy.app.cta_strategy import CtaStrategyApp
+    from vnpy.app.cta_strategy.base import EVENT_CTA_LOG
+
+    SETTINGS["log.active"] = True
+    SETTINGS["log.level"] = INFO
+    SETTINGS["log.console"] = True
+    from vnpy.trader.utility import TRADER_DIR, TEMP_DIR
+
+    # 结束引用
+    SETTINGS["log.file"] = True
+    event_engine = EventEngine()
+    main_engine = MainEngine(event_engine)
+    main_engine.add_gateway(CtpGateway)
+    cta_engine = main_engine.add_app(CtaStrategyApp)
+    main_engine.write_log(f" 主引擎创建成功")
+    main_engine.write_log(f"工作路径: {TRADER_DIR, TEMP_DIR}")
+    log_engine = main_engine.get_engine("log")
+    # 更新log 格式。
+    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
+    main_engine.write_log(f"注册日志事件监听")
+    main_engine.connect(ctp_setting, account_detail["gateway"])
+    main_engine.write_log(f"连接CTP接口")
+    sleep(10)
+    cta_engine.init_engine()
+    main_engine.write_log(f"CTA策略初始化完成")
+
+    def recheck_thread():
+        # 每个10秒检查所有策略是否初始化完成，使用Timer线程每10秒检查，
+        all_strategise_inited = False
+        for strategy in cta_engine.strategies.values():
+            if strategy.inited == False:
+                all_strategise_inited = False
+                break
+            all_strategise_inited = True
+        if all_strategise_inited:
+            main_engine.write_log(f"CTA策略全部初始化=====")
+            cta_engine.start_all_strategies()
+            main_engine.write_log(f"CTA策略全部启动=====")
+        else:
+            newTask = Timer(10, recheck_thread)
+            newTask.start()
+
+    cta_engine.init_all_strategies()
+    newTask = Timer(5, recheck_thread)
+    newTask.start()
+
+    def recheck_trading_period():
+        # 每隔10秒检查是否交易时段，否则退出，使用Timer线程每10秒检查，
+        trading = check_trading_period()
+        if not trading:
+            main_engine.write_log(f"关闭子进程")
+            main_engine.close()
+            sys.exit(0)
+        else:
+            closeTask = Timer(10, recheck_trading_period)
+            closeTask.start()
+
+    closeTask = Timer(5, recheck_trading_period)
+    closeTask.start()
+
+
+def run_parent():
+    """
+    Running in the parent process.
+    """
+    print("启动CTA策略守护父进程")
+    with open("Mutiple_Accounts_Config.json", mode="r", encoding="UTF-8") as f:
+        account_detail_list = json.load(f)
+    child_process_list = []
+    while True:
+        trading = check_trading_period()
+        # Start child process in trading period
+        if trading and child_process_list == []:
+            print("启动子进程")
+            # 同时运行account 不应该超过cpu核心数，因为vntrader 可以看成是一个持续循环，在main_engine.close之前不会退出cpu占用；
+            # 等待的运行事务将一直等待
+            for account_detail in account_detail_list:
+                new_process = multiprocessing.Process(
+                    target=run_child,
+                    name=account_detail["account_name"],
+                    args=(account_detail,),
+                )
+                new_process.start()
+                child_process_list.append(new_process)
+            # # 使用进程池更加方便，但是无法给进程命名去查看log 是那个account的，所以不建议
+            # pool = multiprocessing.Pool(multiprocessing.cpu_count())
+            # child_process_list = pool.map_async(run_child, account_detail_list)
+            print("子进程启动成功")
+        # 非记录时间则退出子进程
+        if not trading and child_process_list:
+            for process in child_process_list:
+                if not process.is_alive():
+                    child_process_list.remove(process)
+            if child_process_list == []:
+                print("子进程关闭成功")
+        sleep(10)
+
+
+if __name__ == "__main__":
+    run_parent()

6.量化库代码/4.veighna/noUI运行脚本.py

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