def runServer():
"""运行服务器"""
try:
log_file_name = os.path.abspath(
os.path.join(os.path.dirname(os.path.abspath(__file__)), 'logs',
u'noUiMain.log'))
except Exception as ex:
print(u'Use local dict:{0}'.format(os.getcwd()))
log_file_name = os.path.abspath(
os.path.join(os.getcwd(), 'logs', u'noUiMain.log'))
setup_logger(filename=log_file_name, debug=False)
# Req/Publish端口
try:
zmqAddressDict = globalSetting['ZMQ']
zmqAddress = zmqAddressDict[AUTO_CONNCET_GW]
reqAddress = zmqAddress['ReqAddress']
pubAddress = zmqAddress['PubAddress']
except:
reqAddress = 'tcp://*:2014'
pubAddress = 'tcp://*:2016'
# 创建并启动服务器
server = VtServer(reqAddress, pubAddress)
server.start()
printLog('-' * 50)
printLog(u'Request端口:{0}'.format(reqAddress))
printLog(u'Publish端口:{0}'.format(pubAddress))
printLog(u'Trader服务器已启动')
def createLogger(self, strategy_name=None):
"""
创建日志记录
:return:
"""
currentFolder = os.path.abspath(os.path.join(os.getcwd(), 'logs'))
if os.path.isdir(currentFolder):
# 如果工作目录下，存在data子目录，就使用data子目录
path = currentFolder
else:
# 否则，使用缺省保存目录 vnpy/trader/app/ctaStrategy/data
path = os.path.abspath(
os.path.join(os.path.dirname(__file__), '..', '..', 'logs'))
if strategy_name is None:
filename = os.path.abspath(os.path.join(path, 'AlgoEngine'))
print(u'create logger:{}'.format(filename))
self.logger = setup_logger(filename=filename,
name='AlgoEngine',
debug=True)
else:
filename = os.path.abspath(os.path.join(path, str(strategy_name)))
print(u'create logger:{}'.format(filename))
self.strategy_loggers[strategy_name] = setup_logger(
filename=filename, name=str(strategy_name), debug=True)
def runServer():
"""运行服务器"""
try:
log_file_name = os.path.abspath(os.path.join(os.path.dirname(os.path.abspath(__file__)),
'logs', u'noUiMain.log'))
except Exception as ex:
print( u'Use local dict:{0}'.format(os.getcwd()))
log_file_name = os.path.abspath(os.path.join(os.getcwd(), 'logs', u'noUiMain.log'))
setup_logger(filename=log_file_name, debug=False)
# Req/Publish端口
try:
zmqAddressDict = globalSetting['ZMQ']
zmqAddress = zmqAddressDict[AUTO_CONNCET_GW]
reqAddress = zmqAddress['ReqAddress']
pubAddress = zmqAddress['PubAddress']
except:
reqAddress = 'tcp://*:2014'
pubAddress = 'tcp://*:2016'
# 创建并启动服务器
server = VtServer(reqAddress, pubAddress)
server.start()
printLog('-' * 50)
printLog(u'Request端口:{0}'.format(reqAddress))
printLog(u'Publish端口:{0}'.format(pubAddress))
printLog(u'Trader服务器已启动')
def main():
"""主程序入口"""
logger = setup_logger(filename='logs/vnpy.log', debug=False)
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine2()
# 初始化主引擎和主窗口对象
mainEngine = MainEngine(ee)
mainEngine.logger = logger
# 添加Gatway
for gw_name in init_gateway_names['CTP']:
print('add {0}'.format(gw_name))
mainEngine.addGateway(ctpGateway, gw_name)
# 添加应用
mainEngine.addApp(ctaStrategy)
mainEngine.addApp(riskManager)
mainEngine.addApp(spreadTrading)
mainWindow = MainWindow(mainEngine, ee)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
def main():
"""主程序入口"""
logger = setup_logger(filename='logs/vnpy.log', debug=False)
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine2()
# 初始化主引擎和主窗口对象
mainEngine = MainEngine(ee)
mainEngine.logger = logger
# 添加Gatway
for gw_name in init_gateway_names['CTP']:
print('add {0}'.format(gw_name))
mainEngine.addGateway(ctpGateway, gw_name)
# 添加应用
mainEngine.addApp(ctaStrategy)
mainEngine.addApp(riskManager)
mainEngine.addApp(spreadTrading)
mainWindow = MainWindow(mainEngine, ee)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
def main():
"""主程序入口"""
logger = setup_logger(filename='logs/vnpy', debug=True)
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine2()
# 初始化主引擎和主窗口对象
mainEngine = MainEngine(ee)
mainEngine.logger = logger
# 添加Gatway
for gw_name in init_gateway_names.keys():
for gw_conf in init_gateway_names[gw_name]:
print('add {}'.format(gw_conf))
mainEngine.addGateway(gateway_model_dict[gw_name], gw_conf)
# 自动连接
# mainEngine.connect(gw_conf)
# 添加应用
mainEngine.addApp(ctaStrategy)
#mainEngine.addApp(riskManager)
mainEngine.addApp(spreadTrading)
mainWindow = MainWindow(mainEngine, ee)
mainWindow.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
def runChildProcess():
"""子进程运行函数"""
print('-' * 20)
# 创建日志引擎
le = setup_logger(filename='logs/vnpy.log', debug=False)
# 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 createLogger(self):
"""
创建日志记录
:return:
"""
currentFolder = os.path.abspath(os.path.join(os.getcwd(), 'logs'))
if os.path.isdir(currentFolder):
# 如果工作目录下，存在data子目录，就使用data子目录
path = currentFolder
else:
# 否则，使用缺省保存目录 vnpy/trader/app/ctaStrategy/data
path = os.path.abspath(os.path.join(os.path.dirname(__file__), 'logs'))
filename = os.path.abspath(os.path.join(path, 'Gateway'))
print(u'create logger:{}'.format(filename))
self.logger = setup_logger(filename=filename, name='vtGateway', debug=True)
def createLogger(self):
"""
创建日志记录
:return:
"""
currentFolder = os.path.abspath(os.path.join(os.getcwd(), 'logs'))
if os.path.isdir(currentFolder):
# 如果工作目录下，存在data子目录，就使用data子目录
path = currentFolder
else:
# 否则，使用缺省保存目录 vnpy/trader/app/ctaStrategy/data
path = os.path.abspath(os.path.join(os.path.dirname(__file__), 'logs'))
filename = os.path.abspath(os.path.join(path, 'Gateway'))
print(u'create logger:{}'.format(filename))
self.logger = setup_logger(filename=filename, name='vtGateway', debug=True)
def runParentProcess():
"""父进程运行函数"""
# 创建日志引擎
le = setup_logger(filename='logs/vnpy.log', debug=False)
le.info(u'启动行情记录守护父进程')
DAY_START = time(8, 57) # 日盘启动和停止时间
DAY_END = time(15, 18)
NIGHT_START = time(20, 57) # 夜盘启动和停止时间
NIGHT_END = time(2, 33)
p = None # 子进程句柄
while True:
currentTime = datetime.now().time()
recording = False
# 判断当前处于的时间段
if ((currentTime >= DAY_START and currentTime <= DAY_END)
or (currentTime >= NIGHT_START) or (currentTime <= NIGHT_END)):
recording = True
# 过滤周末时间段：周六全天，周五夜盘，周日日盘
if ((datetime.today().weekday() == 6) or
(datetime.today().weekday() == 5 and currentTime > NIGHT_END) or
(datetime.today().weekday() == 0 and currentTime < DAY_START)):
recording = False
# 记录时间则需要启动子进程
if recording and p is None:
le.info(u'启动子进程')
p = multiprocessing.Process(target=runChildProcess)
p.start()
le.info(u'子进程启动成功')
# 非记录时间则退出子进程
if not recording and p is not None:
le.info(u'关闭子进程')
p.terminate()
p.join()
p = None
le.info(u'子进程关闭成功')
sleep(5)
pass
# 从csv文件进行回测
if __name__ == '__main__':
# 提供直接双击回测的功能
# 导入PyQt4的包是为了保证matplotlib使用PyQt4而不是PySide，防止初始化出错
from vnpy.trader.app.ctaStrategy.ctaBacktesting import *
from vnpy.trader.setup_logger import setup_logger
cta_engine_path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..'))
log_file_name = os.path.abspath(os.path.join(cta_engine_path, 'TestLogs',
'{0}_{1}.log'.format(OneStep1MAStrategy.className,
datetime.now().strftime('%m%d_%H%M'))))
setup_logger(
filename=log_file_name,
debug=False)
# 创建回测引擎
engine = BacktestingEngine()
# 设置引擎的回测模式为bar
engine.setBacktestingMode(engine.BAR_MODE)
# 设置回测用的数据起始日期
engine.setStartDate('20180101')
# 设置回测用的数据结束日期
engine.setEndDate('20180131')
engine.setDatabase(dbName='VnTrader_1Min_Db',symbol='XBTUSD.Bitmex')
# 加载底层接口
from vnpy.trader.gateway import ctpGateway
# 初始化的接口模块，以及其指定的名称,CTP是模块，value，是该模块下的多个连接配置文件,如 CTP_JR_connect.json
init_gateway_names = {
'CTP': ['CTP', 'CTP_Prod', 'CTP_Post', 'CTP_EBF', 'CTP_JR', 'CTP_JR2']
}
# 文件路径名
path = os.path.abspath(os.path.dirname(__file__))
ICON_FILENAME = 'vnpy.ico'
ICON_FILENAME = os.path.join(path, ICON_FILENAME)
from vnpy.trader.setup_logger import setup_logger
setup_logger(filename='logs/vnpy_{0}.log'.format(
datetime.now().strftime('%m%d_%H%M')),
debug=False)
# ----------------------------------------------------------------------
def main():
"""主程序入口"""
# 重载sys模块，设置默认字符串编码方式为utf8
reload(sys)
sys.setdefaultencoding('utf8')
"""
# 设置Windows底部任务栏图标
if 'Windows' in platform.uname():
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.trader')
# 初始化Qt应用对象
