class VtServer(RpcServer):
"""vn.trader 无界面服务器"""
# ----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
#self.usePickle()
# gateway 是否连接
self.connected = False
# gateway 的连接名称，在vtEngine.initGateway()里面定义，对应的配置文件是 "连接名称_connect.json"，
self.gateway_name = AUTO_CONNCET_GW
# 启动的策略实例，须在catStrategy/CtaSetting.json 里面定义 [u'S28_RB1001', u'S28_TFT', u'S28_HCRB',u'atr_rsi']
self.strategies = []
self.g_count = 0
self.disconnect_signal = 0
self.last_dt = datetime.now()
# 创建事件引擎
ee = EventEngine2()
# 创建主引擎对象
print(u'instance mainengine')
self.engine = MainEngine(ee)
# 添加Gateway,
for gw_name in init_gateway_names.keys():
for gw_conf in init_gateway_names[gw_name]:
print('add {}'.format(gw_conf))
self.engine.addGateway(gateway_model_dict[gw_name], gw_conf)
# 添加应用
self.engine.addApp(cmaStrategy)
# 注册主引擎的方法到服务器的RPC函数
self.register(self.engine.connect)
self.register(self.engine.disconnect)
self.register(self.engine.subscribe)
self.register(self.engine.sendOrder)
self.register(self.engine.cancelOrder)
self.register(self.engine.qryAccount)
self.register(self.engine.qryPosition)
self.register(self.engine.checkGatewayStatus) # 检测gateway的连接状态
self.register(self.engine.qryStatus) # 检测ctaEngine的状态
self.register(self.engine.exit)
self.register(self.engine.writeLog)
self.register(self.engine.dbConnect)
self.register(self.engine.dbInsert)
self.register(self.engine.dbQuery)
self.register(self.engine.dbUpdate)
self.register(self.engine.getContract)
self.register(self.engine.getAllContracts)
self.register(self.engine.getOrder)
self.register(self.engine.getAllWorkingOrders)
self.register(self.engine.getAllGatewayNames)
self.register(self.engine.saveData)
self.register(self.engine.initStrategy)
self.register(self.engine.startStrategy)
self.register(self.engine.stopStrategy)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
def disconnect(self):
""""断开底层gateway的连接"""
if self.engine:
self.engine.disconnect(self.gateway_name)
self.connected = False
def onTimer(self, event):
"""定时器执行逻辑，每十秒执行一次"""
# 十秒才执行一次检查
self.g_count += 1
if self.g_count <= 30:
return
self.g_count = 0
dt = datetime.now()
self.engine.qryStatus()
if dt.hour != self.last_dt.hour:
self.last_dt = dt
print(u'noUiMain.py checkpoint:{0}'.format(dt))
self.engine.writeLog(u'noUiMain.py checkpoint:{0}'.format(dt))
# 交易时间内，定时重连和检查
if not self.connected:
self.engine.writeLog(u'启动连接{0}'.format(self.gateway_name))
self.engine.writeLog(u'清空数据引擎')
self.engine.clearData()
for gw_name in self.gateway_name:
self.engine.writeLog(u'重新连接{0}'.format(gw_name))
self.engine.connect(gw_name)
self.connected = True
self.disconnect_signal = 0
self.engine.writeNotification(u'{0}，重新连接{1}'.format(
dt, self.gateway_name))
return
def start(self):
"""启动"""
super(VtServer, self).start()
# 若需要连接数据库，则启动
# self.mainEngine.dbConnect()
# 加载cta的配置
print(u'load cma setting')
self.engine.cmaEngine.loadSetting()
print(u'initialize all strategies')
# 初始化策略，如果多个，则需要逐一初始化多个
for s in self.strategies:
print('init trategy {0}'.format(s))
self.engine.cmaEngine.initStrategy(s)
# 逐一启动策略
print('start strategy {0}'.format(s))
self.engine.cmaEngine.startStrategy(s)
for gw_name in self.gateway_name:
self.engine.writeLog(u'connect gateway:{0}'.format(gw_name))
self.engine.connect(gw_name)
self.connected = True
# 注册定时器，用于判断重连
self.engine.eventEngine.register(EVENT_TIMER, self.onTimer)
# 所有的日志监控
self.logM = LogMonitor(self.engine.eventEngine)
self.errorM = ErrorMonitor(self.engine.eventEngine)
self.tradeM = TradeMonitor(self.engine.eventEngine)
self.orderM = OrderMonitor(self.engine.eventEngine, self.engine)
self.positionM = PositionMonitor(self.engine.eventEngine)
self.accountM = AccountMonitor(self.engine.eventEngine)
self.engine.writeNotification(u'{0}，服务启动{1}'.format(
datetime.now(), self.gateway_name))
# ----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
try:
# 调用RpcServer.publish()
if isinstance(event.type_, str):
self.publish(event.type_, event)
else:
self.publish(event.type_.encode('utf-8'), event)
except Exception as ex:
print(u'event Handler exception:{0}'.format(str(ex)))
# ----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
print('stopServer')
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
class VtServer(RpcServer):
"""vn.trader 无界面服务器"""
# ----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
#self.usePickle()
# gateway 是否连接
self.connected = False
# gateway 的连接名称，在vtEngine.initGateway()里面定义，对应的配置文件是 "连接名称_connect.json"，
self.gateway_name = AUTO_CONNCET_GW
# 启动的策略实例，须在catStrategy/CtaSetting.json 里面定义 [u'S28_RB1001', u'S28_TFT', u'S28_HCRB',u'atr_rsi']
self.strategies = [u'S30_RB0510', u'S30_HCRB05']
self.g_count = 0
self.disconnect_signal = 0
self.last_dt = datetime.now()
# 创建事件引擎
ee = EventEngine2()
# 创建主引擎对象
print(u'instance mainengine')
self.engine = MainEngine(ee)
# 添加CTP Gateway,配置文件为 CTP_Post
self.engine.addGateway(ctpGateway, self.gateway_name)
# 添加应用
self.engine.addApp(ctaStrategy)
self.engine.addApp(riskManager)
# 注册主引擎的方法到服务器的RPC函数
self.register(self.engine.connect)
self.register(self.engine.disconnect)
self.register(self.engine.subscribe)
self.register(self.engine.sendOrder)
self.register(self.engine.cancelOrder)
self.register(self.engine.qryAccount)
self.register(self.engine.qryPosition)
self.register(self.engine.checkGatewayStatus) # 检测gateway的连接状态
self.register(self.engine.qryStatus) # 检测ctaEngine的状态
self.register(self.engine.exit)
self.register(self.engine.writeLog)
self.register(self.engine.dbConnect)
self.register(self.engine.dbInsert)
self.register(self.engine.dbQuery)
self.register(self.engine.dbUpdate)
self.register(self.engine.getContract)
self.register(self.engine.getAllContracts)
self.register(self.engine.getOrder)
self.register(self.engine.getAllWorkingOrders)
self.register(self.engine.getAllGatewayNames)
self.register(self.engine.saveData)
self.register(self.engine.initStrategy)
self.register(self.engine.startStrategy)
self.register(self.engine.stopStrategy)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
def trade_off(self):
"""检查现在是否为非交易时间"""
now = datetime.now()
a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0)
b = datetime.now().replace(hour=8, minute=55, second=0, microsecond=0)
c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
d = datetime.now().replace(hour=20, minute=55, second=0, microsecond=0)
weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday()
== 7)
off = (a <= now <= b) or (c <= now <= d) or weekend
return off
def disconnect(self):
""""断开底层gateway的连接"""
if self.engine:
self.engine.disconnect(self.gateway_name)
self.connected = False
def onTimer(self, event):
"""定时器执行逻辑，每十秒执行一次"""
# 十秒才执行一次检查
self.g_count += 1
if self.g_count <= 30:
return
self.g_count = 0
dt = datetime.now()
self.engine.qryStatus()
if dt.hour != self.last_dt.hour:
self.last_dt = dt
print(u'noUiMain.py checkpoint:{0}'.format(dt))
self.engine.writeLog(u'noUiMain.py checkpoint:{0}'.format(dt))
# 定时断开
if self.trade_off():
"""非交易时间"""
if self.connected:
self.engine.writeLog(u'断开连接{0}'.format(self.gateway_name))
self.disconnect()
self.engine.writeLog(u'清空数据引擎')
self.engine.clearData()
self.connected = False
self.engine.writeNotification(u'非交易时间{0}，断开连接{1}'.format(
dt, self.gateway_name))
return
# 交易时间内，定时重连和检查
if not self.connected:
self.engine.writeLog(u'启动连接{0}'.format(self.gateway_name))
self.engine.writeLog(u'清空数据引擎')
self.engine.clearData()
self.engine.writeLog(u'重新连接{0}'.format(self.gateway_name))
self.engine.connect(self.gateway_name)
self.connected = True
self.disconnect_signal = 0
self.engine.writeNotification(u'{0}，重新连接{1}'.format(
dt, self.gateway_name))
return
else:
if not self.engine.checkGatewayStatus(self.gateway_name):
self.disconnect_signal += 1
if self.disconnect_signal >= 5:
self.engine.writeWarning(u'检查连接{0}异常，超过{1}次'.format(
self.gateway_name, self.disconnect_signal))
sys.exit(0)
else:
self.disconnect_signal = 0
def start(self):
"""启动"""
super(VtServer, self).start()
# 若需要连接数据库，则启动
# self.mainEngine.dbConnect()
# 加载cta的配置
print(u'load cta setting')
self.engine.ctaEngine.loadSetting()
print(u'initialize all strategies')
# 初始化策略，如果多个，则需要逐一初始化多个
for s in self.strategies:
print('init trategy {0}'.format(s))
self.engine.ctaEngine.initStrategy(s)
# 逐一启动策略
print('start strategy {0}'.format(s))
self.engine.ctaEngine.startStrategy(s)
# 指定的连接配置
if not self.trade_off():
print(u'connect gateway:{0}'.format(self.gateway_name))
self.engine.connect(self.gateway_name)
self.connected = True
# 注册定时器，用于判断重连
self.engine.eventEngine.register(EVENT_TIMER, self.onTimer)
# 所有的日志监控
self.logM = LogMonitor(self.engine.eventEngine)
self.errorM = ErrorMonitor(self.engine.eventEngine)
self.tradeM = TradeMonitor(self.engine.eventEngine)
self.orderM = OrderMonitor(self.engine.eventEngine, self.engine)
self.positionM = PositionMonitor(self.engine.eventEngine)
self.accountM = AccountMonitor(self.engine.eventEngine)
self.engine.writeNotification(u'{0}，服务启动{1}'.format(
datetime.now(), self.gateway_name))
# ----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
try:
# 调用RpcServer.publish()
if isinstance(event.type_, str):
self.publish(event.type_, event)
else:
self.publish(event.type_.encode('utf-8'), event)
except Exception as ex:
print(u'event Handler exception:{0}'.format(str(ex)))
# ----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
print('stopServer')
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
class VtServer(RpcServer):
"""vn.trader 无界面服务器"""
# ----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
#self.usePickle()
# gateway 是否连接
self.connected = False
# gateway 的连接名称，在vtEngine.initGateway()里面定义，对应的配置文件是 "连接名称_connect.json"，
self.gateway_name = AUTO_CONNCET_GW
# 启动的策略实例，须在catStrategy/CtaSetting.json 里面定义 [u'S28_RB1001', u'S28_TFT', u'S28_HCRB',u'atr_rsi']
self.strategies = [u'S30_RB0510', u'S30_HCRB05']
self.g_count = 0
self.disconnect_signal = 0
self.last_dt = datetime.now()
# 创建事件引擎
ee = EventEngine2()
# 创建主引擎对象
print( u'instance mainengine')
self.engine = MainEngine(ee)
# 添加CTP Gateway,配置文件为 CTP_Post
self.engine.addGateway(ctpGateway, self.gateway_name)
# 添加应用
self.engine.addApp(ctaStrategy)
self.engine.addApp(riskManager)
# 注册主引擎的方法到服务器的RPC函数
self.register(self.engine.connect)
self.register(self.engine.disconnect)
self.register(self.engine.subscribe)
self.register(self.engine.sendOrder)
self.register(self.engine.cancelOrder)
self.register(self.engine.qryAccount)
self.register(self.engine.qryPosition)
self.register(self.engine.checkGatewayStatus) # 检测gateway的连接状态
self.register(self.engine.qryStatus) # 检测ctaEngine的状态
self.register(self.engine.exit)
self.register(self.engine.writeLog)
self.register(self.engine.dbConnect)
self.register(self.engine.dbInsert)
self.register(self.engine.dbQuery)
self.register(self.engine.dbUpdate)
self.register(self.engine.getContract)
self.register(self.engine.getAllContracts)
self.register(self.engine.getOrder)
self.register(self.engine.getAllWorkingOrders)
self.register(self.engine.getAllGatewayNames)
self.register(self.engine.saveData)
self.register(self.engine.initStrategy)
self.register(self.engine.startStrategy)
self.register(self.engine.stopStrategy)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
def trade_off(self):
"""检查现在是否为非交易时间"""
now = datetime.now()
a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0)
b = datetime.now().replace(hour=8, minute=55, second=0, microsecond=0)
c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
d = datetime.now().replace(hour=20, minute=55, second=0, microsecond=0)
weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday() == 7) or (now.isoweekday() == 1 and now <=b)
off = (a <= now <= b) or (c <= now <= d) or weekend
return off
def disconnect(self):
""""断开底层gateway的连接"""
if self.engine:
self.engine.disconnect(self.gateway_name)
self.connected = False
def onTimer(self, event):
"""定时器执行逻辑，每十秒执行一次"""
# 十秒才执行一次检查
self.g_count += 1
if self.g_count <= 30:
return
self.g_count = 0
dt = datetime.now()
self.engine.qryStatus()
if dt.hour != self.last_dt.hour:
self.last_dt = dt
print(u'noUiMain.py checkpoint:{0}'.format(dt))
self.engine.writeLog( u'noUiMain.py checkpoint:{0}'.format(dt))
# 定时断开
if self.trade_off():
"""非交易时间"""
if self.connected:
self.engine.writeLog(u'断开连接{0}'.format(self.gateway_name))
self.disconnect()
self.engine.writeLog(u'清空数据引擎')
self.engine.clearData()
self.connected = False
self.engine.writeNotification(u'非交易时间{0}，断开连接{1}'.format(dt, self.gateway_name))
return
# 交易时间内，定时重连和检查
if not self.connected:
self.engine.writeLog(u'启动连接{0}'.format(self.gateway_name))
self.engine.writeLog(u'清空数据引擎')
self.engine.clearData()
self.engine.writeLog(u'重新连接{0}'.format(self.gateway_name))
self.engine.connect(self.gateway_name)
self.connected = True
self.disconnect_signal = 0
self.engine.writeNotification(u'{0}，重新连接{1}'.format(dt, self.gateway_name))
return
else:
if not self.engine.checkGatewayStatus(self.gateway_name):
self.disconnect_signal += 1
if self.disconnect_signal >= 5:
self.engine.writeWarning(u'检查连接{0}异常，超过{1}次'.format(self.gateway_name,self.disconnect_signal))
sys.exit(0)
else:
self.disconnect_signal = 0
def start(self):
"""启动"""
super(VtServer, self).start()
# 若需要连接数据库，则启动
# self.mainEngine.dbConnect()
# 加载cta的配置
print( u'load cta setting')
self.engine.ctaEngine.loadSetting()
print(u'initialize all strategies')
# 初始化策略，如果多个，则需要逐一初始化多个
for s in self.strategies:
print( 'init trategy {0}'.format(s))
self.engine.ctaEngine.initStrategy(s)
# 逐一启动策略
print( 'start strategy {0}'.format(s))
self.engine.ctaEngine.startStrategy(s)
# 指定的连接配置
if not self.trade_off():
print( u'connect gateway:{0}'.format(self.gateway_name))
self.engine.connect(self.gateway_name)
self.connected = True
# 注册定时器，用于判断重连
self.engine.eventEngine.register(EVENT_TIMER, self.onTimer)
# 所有的日志监控
self.logM = LogMonitor(self.engine.eventEngine)
self.errorM = ErrorMonitor(self.engine.eventEngine)
self.tradeM = TradeMonitor(self.engine.eventEngine)
self.orderM = OrderMonitor(self.engine.eventEngine, self.engine)
self.positionM = PositionMonitor(self.engine.eventEngine)
self.accountM = AccountMonitor(self.engine.eventEngine)
self.engine.writeNotification(u'{0}，服务启动{1}'.format(datetime.now(),self. gateway_name))
# ----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
try:
# 调用RpcServer.publish()
if isinstance(event.type_, str):
self.publish(event.type_, event)
else:
self.publish(event.type_.encode('utf-8'), event)
except Exception as ex:
print( u'event Handler exception:{0}'.format(str(ex)))
# ----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
print( 'stopServer')
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
