def run(gateway, strategyName):
reload(sys)
sys.setdefaultencoding('utf-8')
"""主程序入口"""
mainEngine = MainEngine()
logPrint = LogPrint(mainEngine)
print "connect MongoDB.........."
mainEngine.dbConnect()
time.sleep(5)
print "connet %s.........." % gateway
mainEngine.connect(gateway)
time.sleep(5)
print "start strategy %s......." % strategyName
mainEngine.ctaEngine.loadSetting()
mainEngine.ctaEngine.initStrategy(strategyName)
mainEngine.ctaEngine.startStrategy(strategyName)
def main():
app = QCoreApplication(sys.argv)
mainEngine = MainEngine()
# 若需要连接数据库，则启动
mainEngine.dbConnect()
# 指定的连接配置
mainEngine.connect('CTP_Prod')
# 加载cta的配置
mainEngine.ctaEngine.loadSetting()
# 初始化策略，如果多个，则需要逐一初始化多个
mainEngine.ctaEngine.initStrategy(u'S26_PTA套利')
# 逐一启动策略
mainEngine.ctaEngine.startStrategy(u'S26_PTA套利')
logM = LogMonitor(mainEngine.eventEngine)
errorM = ErrorMonitor(mainEngine.eventEngine)
tradeM = TradeMonitor(mainEngine.eventEngine)
orderM = OrderMonitor(mainEngine.eventEngine, mainEngine)
positionM = PositionMonitor(mainEngine.eventEngine)
accountM = AccountMonitor(mainEngine.eventEngine)
app.exec_()
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 platform.uname() == 'Windows':
ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('vn.trader')
# 初始化Qt应用对象
app = QtCore.QCoreApplication(sys.argv)
# 初始化主引擎和主窗口对象
mainEngine = MainEngine()
# 在主线程中启动Qt事件循环
sys.exit(app.exec_())
# 连接mongo数据库
mainEngine.dbConnect()
# 连接CTP接口
mainEngine.connect('CTP')
import pandas as pd
import vtPath
from ctaBase import *
from ctaStrategy import ctaEngine2
#from data.loader import DataLoader
from data.csv_loader import DataLoader
from gateway import GATEWAY_DICT
from vtEngine import MainEngine
__BAR__ = False
if __name__ == '__main__':
mainEngine = MainEngine()
mainEngine.dbConnect()
drEngine = mainEngine.drEngine
drEngine.loadSetting()
dl = DataLoader()
if __BAR__:
# ru
#df_rs = dl.LoadBar('ru1305', '20130104', '20130218', bin='1min')
#df_rs = dl.LoadBar('ru1309', '20130219', '20130627', bin='1min')
#df_rs = dl.LoadBar('ru1401', '20130628', '20131103', bin='1min')
#df_rs = dl.LoadBar('ru1405', '20131104', '20140227', bin='1min')
#df_rs = dl.LoadBar('ru1409', '20140228', '20140722', bin='1min')
#df_rs = dl.LoadBar('ru1501', '20140723', '20141120', bin='1min')
#df_rs = dl.LoadBar('ru1505', '20141121', '20150303', bin='1min')
#df_rs = dl.LoadBar('ru1509', '20150304', '20150715', bin='1min')
#df_rs = dl.LoadBar('ru1601', '20150716', '20151125', bin='1min')
#df_rs = dl.LoadBar('ru1605', '20151126', '20160320', bin='1min')
class EventLoopManager(object):
def __init__(self):
self.makeLog('Event loop manager started', False)
self.engineStarted = False
self.mainEngine = MainEngine()
self.eventEngine = EventEngine2()
# 注册事件监听
self.registerEvent()
self.mainEngine.dbConnect()
time.sleep(2)
'''
self.mainEngine.connect('CTP')
time.sleep(3)
self.mainEngine.ctaEngine.loadSetting()
self.mainEngine.ctaEngine.initStrategy('double ema')
'''
self.eventEngine.start()
def start(self):
self.eventEngine.start()
# 注册事件监听
self.registerEvent()
def onEventLog(self, event):
log = event.dict_['data']
logContent = ' '.join([log.logTime, log.logContent, '\n'])
self.makeLog(logContent)
def onEventTimer(self, event):
today = date.weekday(datetime.now().date())
if today == 5 or today == 6:#weekends
return
hour = datetime.now().hour
#log in
if(self.engineStarted == False
and (hour in [9, 10, 11, 13, 20, 21, 22, 23, 24, 1])#trading hour
):
#self.makeLog('Starting CTP double ema')
self.run()
return
time.sleep(2)
#log out
if(self.engineStarted == True
and (hour in [14, 2])
):
#self.makeLog('Ending CTP double ema')
self.stop()
return
def registerEvent(self):
"""注册事件监听"""
self.mainEngine.eventEngine.register(EVENT_LOG, self.onEventLog)
self.mainEngine.eventEngine.register(EVENT_CTA_LOG, self.onEventLog)
self.eventEngine.register(EVENT_TIMER, self.onEventTimer)
#self.makeLog('Events registerred',False)
def run(self):
self.mainEngine.connect('CTP')
time.sleep(3)
self.mainEngine.drEngine.loadSetting()
self.mainEngine.ctaEngine.loadSetting()
self.mainEngine.ctaEngine.initStrategy('double ema')
self.mainEngine.ctaEngine.startStrategy('double ema')
self.engineStarted = True
def stop(self):
try:
#self.mainEngine.ctaEngine.stopStrategy('double ema')
#self.mainEngine.exit()
#time.sleep(2)
self.engineStarted = False
except Exception as e:
print e
def makeLog(self, content, sendemail = False):
if sendemail == True:
send_email(subject = content)
print content