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143 lines
5.0 KiB
Python
143 lines
5.0 KiB
Python
import multiprocessing
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import json
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from threading import Timer
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import sys
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import os
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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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# Chinese futures market trading period (day/night)
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DAY_START = time(8, 45)
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DAY_END = time(15, 0)
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NIGHT_START = time(20, 45)
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NIGHT_END = time(1, 30)
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def check_trading_period():
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""""""
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current_time = datetime.now().time()
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trading = False
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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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return trading
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def run_child(account_detail):
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"""
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Running in the child process.
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"""
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account_name = account_detail["account_name"]
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ctp_setting = account_detail["logon_detail"]
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# 更改工作路径
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os.chdir(account_detail["workspace"])
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# 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,
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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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from vnpy.trader.utility import TRADER_DIR, TEMP_DIR
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# 结束引用
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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(f" 主引擎创建成功")
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main_engine.write_log(f"工作路径: {TRADER_DIR, TEMP_DIR}")
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log_engine = main_engine.get_engine("log")
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# 更新log 格式。
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event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
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main_engine.write_log(f"注册日志事件监听")
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main_engine.connect(ctp_setting, account_detail["gateway"])
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main_engine.write_log(f"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(f"CTA策略初始化完成")
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def recheck_thread():
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# 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，
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all_strategise_inited = False
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for strategy in cta_engine.strategies.values():
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if strategy.inited == False:
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all_strategise_inited = False
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break
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all_strategise_inited = True
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if all_strategise_inited:
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main_engine.write_log(f"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(f"CTA策略全部启动=====")
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else:
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newTask = Timer(10, recheck_thread)
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newTask.start()
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cta_engine.init_all_strategies()
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newTask = Timer(5, recheck_thread)
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newTask.start()
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def recheck_trading_period():
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# 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，
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trading = check_trading_period()
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if not trading:
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main_engine.write_log(f"关闭子进程")
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main_engine.close()
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sys.exit(0)
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else:
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closeTask = Timer(10, recheck_trading_period)
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closeTask.start()
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closeTask = Timer(5, recheck_trading_period)
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closeTask.start()
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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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with open("Mutiple_Accounts_Config.json", mode="r", encoding="UTF-8") as f:
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account_detail_list = json.load(f)
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child_process_list = []
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while True:
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trading = check_trading_period()
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# Start child process in trading period
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if trading and child_process_list == []:
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print("启动子进程")
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# 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；
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# 等待的运行事务将一直等待
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for account_detail in account_detail_list:
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new_process = multiprocessing.Process(
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target=run_child,
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name=account_detail["account_name"],
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args=(account_detail,),
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)
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new_process.start()
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child_process_list.append(new_process)
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# # 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
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# pool = multiprocessing.Pool(multiprocessing.cpu_count())
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# child_process_list = pool.map_async(run_child, account_detail_list)
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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_list:
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for process in child_process_list:
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if not process.is_alive():
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child_process_list.remove(process)
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if child_process_list == []:
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print("子进程关闭成功")
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sleep(10)
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if __name__ == "__main__":
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run_parent()
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