Ejemplo n.º 1
0
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 = EventEngine2()
    le.info(u'事件引擎创建成功')

    me = MainEngine(ee)
    me.addGateway(ctpGateway)
    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')

    #获取全部合约信息并自动订阅
    contracts = me.getAllContracts()
    while len(contracts) == 0:
        sleep(1)
        contracts = me.getAllContracts()
    print(u"共获取" + str(len(contracts)) + u"条合约信息")
    for contract in contracts:
        if contract.productClass == u"期货":
            req = VtSubscribeReq()
            req.symbol = contract.symbol
            me.subscribe(req, contract.gatewayName)
            me.getApp(dataRecorder.appName).tickSymbolSet.add(req.symbol)

    while True:
        sleep(1)
Ejemplo n.º 2
0
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.addFileHandler()
    le.info(u'启动行情记录运行子进程')

    # 创建主引擎
    me = MainEngine()

    ee = me.eventEngine
    ee.register(EVENT_LOG, le.processLogEvent)
    ee.register(EVENT_CTA_LOG, le.processLogEvent)
    ee.register(EVENT_ERROR, processErrorEvent)

    try:
        # 添加交易接口
        try:
            me.addGateway(ctpGateway) 
        except:
            pass
        
        # 添加上层应用
        me.addApp(riskManager)
        me.addApp(dataRecorder)
        #fix: 当服务端初始化完毕后再开启rpcService
        #me.addApp(rpcService)
        me.addApp(ctaStrategy)
        me.addApp(spreadTrading)
        me.addApp(algoTrading)
        
        le.info(u'主引擎创建成功')

        # 自动建立MongoDB数据库
        me.dbConnect()
        le.info(u'connect MongoDB')

        # 自动建立CTP链接
        me.connect('CTP')
        le.info(u'连接CTP接口')

        # 取仓位信息
        me.qryPosition("CTP")

        while not me.getAllContracts():
            sleep(5)
            le.info(u'收集合约信息...')

        sleep(3)
        le.info(u'合约信息中数量: %s' % len(me.getAllContracts()))
        # 及时保存数据引擎里的合约数据到硬盘
        me.dataEngine.saveContracts()

        #服务端初始化完成

        #开启RPC
        me.addApp(rpcService)
        le.info(u'开启RPCService')

        '''
        bug-fix: 休息,以便于客户端连接上来收CTP信息
        '''
        sleep(5.)

        #CTP连接完成,发送重启信号
        event = Event(EVENT_CTP_RESTARTED)
        me.eventEngine.put(event)
        le.info(u'通知客户端CTP RESTART')

        while True:
            sleep(1)
    except KeyboardInterrupt:
        le.info(u"Keyboard interrupt in process")
    finally:
        le.info(u"cleaning up")