def main():
global me
ee = EventEngine()
me = MainEngine(ee)
ee.register(EVENT_TICK, on_tick_update)
me.addGateway(ctpGateway)
me.getGateway('CTP').filePath = os.path.join(
os.path.dirname(os.path.abspath(__file__)),
'CTP_connect.simnow.mock.json')
me.connect('CTP')
# 等待 1 秒是为了避免订阅时机 bug
import time
time.sleep(1)
# vt_symbols = ['SR901C5300.CZCE', 'SR901C5200.CZCE']
vt_symbols = ['ru1908.SHFE', 'rb1908.SHFE']
symbols, exchanges = zip(
*[vs.split('.') if '.' in vs else (vs, '') for vs in vt_symbols])
for s, e in zip(symbols, exchanges):
req = VtSubscribeReq()
req.symbol, req.exchange = s, e
me.subscribe(req, 'CTP')
print('Futures subscribed.')
def runChildProcess():
"""子进程运行函数"""
print('-' * 20)
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.info(u'启动行情记录运行子进程')
ee = EventEngine()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(BitmexGateway)
me.addApp(dataRecorder)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_ERROR, processErrorEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
while True:
sleep(1)
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)
recorder_engine = main_engine.add_app(DataRecorderApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_RECORDER_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(2)
main_engine.write_log("数据下载开始")
while True:
sleep(1)
def main_terminal():
""""""
event_engine = EventEngine()
event_engine.register(EVENT_LOG, process_log_event)
event_engine.register(EVENT_RPC_LOG, process_log_event)
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
rpc_engine = main_engine.add_app(RpcServiceApp)
setting = {
" username ": "",
" password ": "",
" brokers code ": "9999",
" transaction server ": "180.168.146.187:10101",
" quotes server ": "180.168.146.187:10111",
" product name ": "simnow_client_test",
" authorized coding ": "0000000000000000",
" product information ": ""
}
main_engine.connect(setting, "CTP")
sleep(10)
rep_address = "tcp://127.0.0.1:2014"
pub_address = "tcp://127.0.0.1:4102"
rpc_engine.start(rep_address, pub_address)
while True:
sleep(1)
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")
main_engine.add_app(DataRecorderApp)
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_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
st_engine = main_engine.add_app(SpreadTradingApp)
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_SPREAD_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)
st_engine.start()
main_engine.write_log("Arb引擎启动")
st_engine.strategy_engine.init_all_strategies()
# # sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("Arb策略全部初始化")
#
st_engine.strategy_engine.start_all_strategies()
main_engine.write_log("Arb策略全部启动")
print('ok')
def run_child():
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
cta_engine = main_engine.add_app(CtaStrategyAppPro)
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(20)
sleep(5) # 开发用
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
sleep(5) # 开发用
# 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")
cta_engine.send_run_report_email("账号1监控报表") # 完成启动后，发送监控报表
close_time1 = time(15, 32)
close_time2 = time(15, 35)
close_time3 = time(15, 36)
lock1 = False
lock2 = False
lock3 = False
while True:
current_time = datetime.now().time()
# 实例交易数据保存；资金曲线&策略评估指标更新
if current_time == close_time1 and not lock1:
cta_engine.save_all_trade_data()
main_engine.write_log("实例交易数据保存成功")
cta_engine.update_all_daily_results()
main_engine.write_log("实例资金曲线&策略评估指标更新成功")
lock1 = True
# 发送实例评估报表
if current_time == close_time2 and not lock2:
cta_engine.send_evaluate_report_email("账号1实例评估报表")
lock2 = True
# 发送实例评估报表
if current_time == close_time3 and not lock3:
cta_engine.update_all_k_line()
main_engine.write_log("CTA更新K线图完毕")
lock3 = True
sleep(1)
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(" main engine created successfully ")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log(" register an event listener log ")
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log(" connection CTP interface ")
sleep(10)
cta_engine.init_engine()
main_engine.write_log("CTA strategy initialization is complete ")
cta_engine.init_all_strategies()
sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA all initialization strategy ")
cta_engine.start_all_strategies()
main_engine.write_log("CTA policy start all ")
while True:
sleep(1)
def main():
"""主程序入口"""
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'启动JAQS服务进程')
ee = EventEngine()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(jaqsService)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_JS_LOG, le.processLogEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
while True:
sleep(1)
def main():
event_engine = EventEngine()
event_engine.register(EVENT_LOG,printLog)
main_engine = MainEngine(event_engine)
# geteway = XtpGateway(event_engine)
#
# default_setting: Dict[str, Any] = {
# "账号": "53191000704",
# "密码": "vj6JDKlq",
# "客户号": 1,
# "行情地址": "120.27.164.138",
# "行情端口": 6002,
# "交易地址": "120.27.164.69",
# "交易端口": 6001,
# "行情协议": "TCP",
# "授权码": "b8aa7173bba3470e390d787219b2112e"
# }
# geteway.connect(default_setting)
geteway = CtpGateway(event_engine)
default_setting: Dict[str, Any] = {
"用户名": "161239",
"密码": "Asdf4321",
"经纪商代码": "9999",
"交易服务器": "218.202.237.33:10102",
"行情服务器": "218.202.237.33:10112",
"产品名称": "",
"授权编码": "",
"产品信息": ""
}
geteway.connect(default_setting)
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)
main_engine.write_log("主引擎创建成功")
# 记录引擎
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")
whole_market_recorder = WholeMarketRecorder(main_engine, event_engine)
main_engine.write_log("开始录制数据")
oms_engine = main_engine.get_engine("oms")
while True:
sleep(1)
def main():
"""主程序入口"""
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'启动JAQS服务进程')
ee = EventEngine()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(jaqsService)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_JS_LOG, le.processLogEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
while True:
sleep(1)
def main_terminal():
""""""
event_engine = EventEngine()
event_engine.register(EVENT_LOG, process_log_event)
event_engine.register(EVENT_RPC_LOG, process_log_event)
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
rpc_engine = main_engine.add_app(RpcServiceApp)
setting = {
"用户名": "",
"密码": "",
"经纪商代码": "9999",
"交易服务器": "180.168.146.187:10101",
"行情服务器": "180.168.146.187:10111",
"产品名称": "simnow_client_test",
"授权编码": "0000000000000000",
"产品信息": ""
}
main_engine.connect(setting, "CTP")
sleep(10)
rep_address = "tcp://127.0.0.1:2014"
pub_address = "tcp://127.0.0.1:4102"
rpc_engine.start(rep_address, pub_address)
while True:
sleep(1)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
huobi = main_engine.add_gateway(HuobiGateway)
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")
filename = f"connect_{huobi.gateway_name.lower()}.json"
setting = load_json(filename)
main_engine.connect(setting, huobi.gateway_name)
main_engine.write_log("连接HUOBI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(10) # 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 main_terminal():
""""""
event_engine = EventEngine()
event_engine.register(EVENT_LOG, process_log_event)
event_engine.register(EVENT_RPC_LOG, process_log_event)
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
rpc_engine = main_engine.add_app(RpcServiceApp)
setting = {
"用户名": "25500029",
"密码": "20140602",
"经纪商代码": "6010",
"交易服务器": "180.169.75.194:41305",
"行情服务器": "180.166.1.17:41313",
"产品名称": "vntech_vnpy_2.0",
"授权编码": "0Y1J5UIMY79BFL7S",
"产品信息": ""
}
main_engine.connect(setting, "CTP")
sleep(10)
rep_address = "tcp://127.0.0.1:2014"
pub_address = "tcp://127.0.0.1:4102"
rpc_engine.start(rep_address, pub_address)
while True:
sleep(1)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True # 控制是否要将日志输出到文件中，建议设置为True，否则无法记录生成的日志。
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.add_app(DataRecorderApp)
main_engine.write_log("行情记录引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_RECORDER_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(15)
main_engine.write_log("开始记录行情数据……")
while True:
sleep(1)
def run_child():
"""
Running in the child process.
"""
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinancesGateway)
# rpc_engine = main_engine.add_app(RpcServiceApp)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.add_app(RiskManagerApp)
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")
binances_setting = load_json("connect_binances.json")
gateway_name = "BINANCES"
main_engine.connect(binances_setting, gateway_name)
# connect_data = load_json("proxy_connect_status.json")
# connect_data.update({gateway_name: True})
# save_json("proxy_connect_status.json", connect_data)
main_engine.write_log("连接BINANCES接口")
sleep(10)
# rpc_engine.start()
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
sleep(10) # 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")
try:
while True:
# connect_data = load_json("proxy_connect_status.json")
# if not connect_data.get(gateway_name):
# main_engine.connect(binances_setting, gateway_name)
# connect_data.update(gateway_name, True)
# save_json("proxy_connect_status.json", connect_data)
# print("重连接口")
sleep(10)
except KeyboardInterrupt:
main_engine.write_log("CTA策略正在退出")
cta_engine.close()
# rpc_engine.close()
main_engine.close()
def main():
event_engine = EventEngine()
event_engine.register("test", handle)
event_engine.start()
evt = Event("test")
evt.data = "df"
print("recei22:" + evt.__str__())
event_engine.put(evt)
sleep(1)
event_engine.stop()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_FOLLOW_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
# main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(ToraGateway)
# main_engine.add_gateway(AlpacaGateway)
# main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway)
# main_engine.add_gateway(RpcGateway)
main_engine.add_gateway(TqdataGateway)
main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(RpcServiceApp)
# main_engine.add_app(SpreadTradingApp)
# main_engine.add_app(FollowTradingApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def run_child():
"""
Running in the child process.
"""
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinancesGateway)
rpc_engine = main_engine.add_app(RpcServiceApp)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.add_app(RiskManagerApp)
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")
binances_setting = load_json("connect_binances.json")
gateway_name = "BINANCES"
main_engine.connect(binances_setting, gateway_name)
main_engine.write_log("连接BINANCES接口")
sleep(10)
rpc_setting = load_json("rpc_service_setting.json")
rpc_engine.start(rpc_setting['rep_address'], rpc_setting['pub_address'])
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies(True)
# sleep(10) # 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")
def ctrl_handler(signum, frame):
cta_engine.stop_all_strategies()
cta_engine.close()
rpc_engine.close()
main_engine.close()
sys.exit(0)
signal.signal(signal.SIGINT, ctrl_handler)
while True:
# connect_data = load_json("proxy_connect_status.json")
# if not connect_data.get(gateway_name):
# main_engine.connect(binances_setting, gateway_name)
# connect_data.update(gateway_name, True)
# save_json("proxy_connect_status.json", connect_data)
# print("重连接口")
sleep(10)
def run_child():
"""
Running in the child process.
"""
# 全局配置文件机制
# 如果想开发自己的程序，可以把全局配置文件加载成自己的
SETTINGS["log.file"] = True
# 创建事件引擎
event_engine = EventEngine()
# 创建主引擎
main_engine = MainEngine(event_engine)
# 添加交易接口，就是UI界面进入时的左边选择项
main_engine.add_gateway(CtpGateway)
# 添加应用程序，就是UI界面进入时的右边选择项
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.write_log("主引擎创建成功")
# 取主引擎的事件引擎
# 向事件引擎注册日志事件监听函数
# 注意主引擎在创建日志引擎的时候，由日志引擎自动向事件引擎注册了主引擎的事件EVENT_LOG -> LogEngine.__init__
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")
# 连接交易接口，相当于UI界面的连接交易接口
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
# 等待交易接口连接成功
sleep(10)
# 接下来是CtaEngine的操作了
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(10)
trading = check_trading_period()
if not trading:
print("关闭子进程")
main_engine.close()
sys.exit(0)
def init_cli_trading(gateways: Sequence[Type[BaseGateway]]):
""""""
event_engine = EventEngine()
event_engine.register(EVENT_LOG, process_log_event)
main_engine = MainEngine(event_engine)
for gateway in gateways:
main_engine.add_gateway(gateway)
script_engine = main_engine.add_engine(ScriptEngine)
return script_engine
def main():
global me
ee = EventEngine()
me = MainEngine(ee)
ee.register(EVENT_CONTRACT, on_contract)
me.addGateway(ctpGateway)
me.getGateway('CTP').filePath = os.path.join(
os.path.dirname(os.path.abspath(__file__)),
'CTP_connect.simnow.mock.json')
me.connect('CTP')
def main():
""""""
# 创建 QApplication 对象 并进行初始化
# 事件引擎
event_engine = EventEngine()
# 把事件引擎附加到主引擎里
main_engine = MainEngine(event_engine)
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")
# 添加火币的交互通道
# main_engine.add_gateway(HuobiGateway)
# sleep(1)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
main_engine.add_gateway(OkexGateway)
sleep(1)
main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
# 把 app 保存到 apps 和 engines 里
sleep(1)
data_recorder_app = main_engine.add_app(DataRecorderApp)
sleep(2)
# 获取所有交易通道
gateway_names = main_engine.get_all_gateway_names()
for name in gateway_names:
# 连接火币平台
connect = ConnectNoDialog(main_engine=main_engine, gateway_name=name)
connect.connect()
sleep(2)
sleep(20)
for tick in data_recorder_app.tick_recordings.keys():
data_recorder_app.add_tick_recording(tick)
for bar in data_recorder_app.bar_recordings.keys():
data_recorder_app.add_bar_recording(bar)
while True:
# 一天
sleep(100000000)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True # 控制是否要将日志输出到文件中，建议设置为True，否则无法记录生成的日志。
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(30)
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")
send_weixin("CTA策略全部启动")
# send_dingding("CTA策略全部启动")
while True:
# main_engine.save_commission_margin_ratio() # 每5分钟保存一次手续费率、保证金率数据
trading = check_trading_period()
if not trading:
print("关闭子进程")
main_engine.close()
sys.exit(0)
sleep(300)
def run_child():
"""
Running in the child process.
"""
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")
ctp_setting = load_json("connect_ctp.json")
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")
def ctrl_handler(signum, frame):
cta_engine.stop_all_strategies()
cta_engine.close()
main_engine.close()
sys.exit()
signal.signal(signal.SIGINT, ctrl_handler)
while True:
sleep(10)
trading = check_trading_period()
if not trading:
print("关闭子进程")
main_engine.close()
sys.exit(0)
class StrategyApp:
def __init__(self):
self.event_engine = EventEngine()
self.main_engine = MainEngine(self.event_engine)
self.main_engine.add_gateway(HbdmGateway)
self.main_engine.add_gateway(BitmexGateway)
log_engine = self.main_engine.get_engine("log")
self.event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
self.main_engine.write_log("注册日志事件监听")
self.main_engine.add_app(CtaStrategyApp)
self.main_engine.add_app(AlgoTradingApp)
def start_algo(self, setting):
self.algo_engine.start_algo(setting)
def run(self):
pass
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)
main_engine.add_gateway(XtpGateway, gateway_name='Xtp_test')
print(58, main_engine.gateways)
print(main_engine.get_all_gateway_names())
print(main_engine.get_all_gateway_status())
for gateway_name in main_engine.gateways:
xtp_setting = json.load(
open(f"./connect_{gateway_name}.json", "r", encoding="utf8"))
main_engine.connect(xtp_setting, gateway_name)
sleep(2)
print(main_engine.get_all_gateway_status())
print(59)
cta_engine = main_engine.add_app(CtaStrategyApp)
main_engine.add_app(RiskManagerApp)
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_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
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.add_gateway(OkexfGateway)
while True:
sleep(1)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
print(event_engine.__module__)
# 把event和处理函数联系起来
main_engine = MainEngine(event_engine)
# 一个大的类来把策略、ctp行情、事件引擎和实盘引擎结合起来。
# 把事件引擎加载进去主引擎
main_engine.add_gateway(CtpGateway)
# 最终是返回CtpGateway接口，把行情接口和交易接口添加进去
cta_engine = main_engine.add_app(CtaStrategyApp)
# 把CtaEngine这个实盘引擎加载进来，类似回测中的backtesting
# 使用的具体策略在CTAEngine里面加载了。
# 返回CtaEngine
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(1)
main_engine.get_all_contracts()
sleep(2)
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_strategy('AtrRsiStrategy')
# 给策略初始化留足时间
sleep(1)
main_engine.write_log("CTA策略全部初始化")
cta_engine.start_strategy('AtrRsiStrategy')
main_engine.write_log("CTA策略全部启动")
while True:
sleep(1)
def run_child():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True # 控制是否要将日志输出到文件中，建议设置为True，否则无法记录生成的日志。
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(SugarGateway)
main_engine.add_gateway(CtpGateway)
record_engine = main_engine.add_app(DataRecorderApp)
spread_engine = main_engine.add_app(SpreadTradingApp)
main_engine.write_log("行情记录及价差交易APP创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_RECORDER_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(sugar_setting, "SUGAR")
main_engine.write_log("连接SUGAR接口")
sleep(5)
main_engine.connect(ctp_setting, "CTP")
main_engine.write_log("连接CTP接口")
sleep(15)
spread_engine.start()
main_engine.write_log("价差交易引擎启动成功")
main_engine.write_log("开始记录行情数据……")
while True:
sleep(5)
trading = check_trading_period()
if not trading:
print(f"{datetime.now()}\t关闭子进程")
main_engine.close()
sys.exit(0)
