def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
self.usePickle()
# 创建事件引擎
self.ee = EventEngine2()
# 创建主引擎对象
self.engine = MainEngine(self.ee)
# 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.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.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.getAllGatewayDetails)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
def main():
"""主程序入口"""
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'服务器进程启动')
# 创建事件引擎
ee = EventEngine2()
le.info(u'事件引擎创建成功')
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(ctpGateway)
# 添加上层应用
me.addApp(ctaStrategy)
me.addApp(rpcService)
le.info(u'主引擎创建成功')
# 阻塞运行
le.info(u'服务器启动成功')
while 1:
sleep(1)
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')
while True:
sleep(1)
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CTA策略运行子进程')
ee = EventEngine2()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(ctaStrategy)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_CTA_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')
sleep(10) # 等待CTP接口初始化
cta = me.getApp(ctaStrategy.appName)
cta.loadSetting()
le.info(u'CTA策略载入成功')
cta.initAll()
le.info(u'CTA策略初始化成功')
cta.startAll()
le.info(u'CTA策略启动成功')
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'服务器进程启动')
# 创建事件引擎
ee = EventEngine2()
le.info(u'事件引擎创建成功')
# 创建主引擎
me = MainEngine(ee)
# 安全退出机制
def shutdown(signal, frame):
le.info(u'安全关闭进程')
me.exit()
sys.exit()
for sig in [signal.SIGINT, signal.SIGTERM]:
signal.signal(sig, shutdown)
# 添加交易接口
me.addGateway(ctpGateway)
# 添加上层应用
me.addApp(ctaStrategy)
me.addApp(rpcService)
le.info(u'主引擎创建成功')
# 阻塞运行
le.info(u'服务器启动成功')
while 1:
sleep(1)
def main():
"""客户端主程序入口"""
# 创建Qt对象
qApp = createQApp()
# 创建事件引擎
eventEngine = EventEngine2()
eventEngine.start(timer=False)
# 创建客户端
reqAddress = 'tcp://localhost:2014'
subAddress = 'tcp://localhost:0602'
client = VtClient(reqAddress, subAddress, eventEngine)
client.subscribeTopic('')
client.start()
# 初始化主引擎和主窗口对象
mainEngine = ClientEngine(client, eventEngine)
mainWindow = MainWindow(mainEngine, mainEngine.eventEngine)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
reload(sys)
sys.setdefaultencoding('utf8')
# 创建主引擎代理对象
from event import EventEngine2
from trader.vtEvent import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE,
EVENT_ACCOUNT, EVENT_POSITION, EVENT_LOG,
EVENT_ERROR, EVENT_CONTRACT)
from trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq
from app.rpcService.rsClient import MainEngineProxy
from app.ctaStrategy.ctaBase import EVENT_CTA_LOG, EVENT_CTA_STRATEGY
reqAddress = 'tcp://localhost:6688'
subAddress = 'tcp://localhost:8866'
ee = EventEngine2()
me = MainEngineProxy(ee)
me.init(reqAddress, subAddress)
#----------------------------------------------------------------------
def printLog(event):
"""打印日志"""
log = event.dict_['data']
print log.logTime, log.logContent
ee.register(EVENT_LOG, printLog)
# 载入Web密码
import json