def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
# me.addGateway(secGateway)
me.addGateway(ctpGateway)
# me.addGateway(ctpsecGateway)
# 添加上层应用
me.addApp(riskManager)
me.addApp(optionMaster)
# 创建主窗口
mw = MainWindow(me, ee)
mw.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 = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.info('启动行情记录运行子进程')
ee = EventEngine2()
le.info('事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(dataRecorder)
le.info('主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
le.info('注册日志事件监听')
me.connect('CTP')
le.info('连接CTP接口')
while True:
sleep(1)
def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(futuGateway)
# 添加上层应用
me.addApp(riskManager)
me.addApp(ctaStrategy)
me.addApp(spreadTrading)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
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 runChildProcess():
"""子进程运行函数"""
print '-' * 20
printLog(u'启动CTA策略运行子进程')
ee = EventEngine2()
printLog(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(ctaStrategy)
printLog(u'主引擎创建成功')
ee.register(EVENT_LOG, processLogEvent)
ee.register(EVENT_CTA_LOG, processCtaLogEvent)
printLog(u'注册日志事件监听')
me.connect('CTP')
printLog(u'连接CTP接口')
sleep(5) # 等待CTP接口初始化
cta = me.appDict[ctaStrategy.appName]
cta.loadSetting()
printLog(u'CTA策略载入成功')
cta.initAll()
printLog(u'CTA策略初始化成功')
cta.startAll()
printLog(u'CTA策略启动成功')
while True:
sleep(1)
def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
# me.addGateway(ccxtGateway)
# me.addGateway(coinbaseGateway)
# me.addGateway(lbankGateway)
# me.addGateway(bigoneGateway)
# me.addGateway(fcoinGateway)
# me.addGateway(bitmexGateway)
me.addGateway(huobiGateway)
me.addGateway(okexfGateway)
me.addGateway(binanceGateway)
# me.addGateway(bitfinexGateway)
# 添加上层应用
me.addApp(algoTrading)
me.addApp(ctaStrategy)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(ctpGateway)
# me.addGateway(oandaGateway)
# me.addGateway(ibGateway)
# me.addGateway(huobiGateway)
# me.addGateway(okcoinGateway)
# if system == 'Windows':
# me.addGateway(femasGateway)
# me.addGateway(xspeedGateway)
# me.addGateway(sgitGateway)
# me.addGateway(shzdGateway)
# 添加上层应用
me.addApp(riskManager)
me.addApp(ctaStrategy)
me.addApp(spreadTrading)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
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 main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(futuGateway)
me.addGateway(tradeDllAShareGateway)
# 添加上层应用
#me.addApp(riskManager)
# me.addApp(ctaStrategy)
# me.addApp(spreadTrading)
me.addApp(stopOrder)
# me.addApp(slipperyGrid)
me.addApp(optionSelector)
me.addApp(optionSprites)
me.addApp(catchLimitUp)
# 创建主窗口
mw = MainWindow(me, ee)
mw.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
printLog(u'启动CTA策略运行子进程')
ee = EventEngine2()
printLog(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(ctaStrategy)
printLog(u'主引擎创建成功')
ee.register(EVENT_LOG, processLogEvent)
ee.register(EVENT_CTA_LOG, processCtaLogEvent)
printLog(u'注册日志事件监听')
me.connect('CTP')
printLog(u'连接CTP接口')
sleep(5) # 等待CTP接口初始化
cta = me.appDict[ctaStrategy.appName]
cta.loadSetting()
printLog(u'CTA策略载入成功')
cta.initAll()
printLog(u'CTA策略初始化成功')
cta.startAll()
printLog(u'CTA策略启动成功')
while True:
sleep(1)
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"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(ctpGateway)
if system == 'Windows':
me.addGateway(femasGateway)
me.addGateway(xspeedGateway)
me.addGateway(secGateway)
if system == 'Linux':
me.addGateway(xtpGateway)
# 添加上层应用
me.addApp(riskManager)
me.addApp(ctaStrategy)
me.addApp(spreadTrading)
me.addApp(algoTrading)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
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 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 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 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 main():
"""主程序入口"""
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(stubNullGateway)
# 添加上层应用
me.addApp(riskManager)
print("1111111")
me.addApp(stubStrategy)
me.addApp(dataRecorder)
print("22222")
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
qApp.exec_()
sys.exit(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(okexGateway)
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('OKEX')
le.info(u'连接OKEX接口')
while True:
sleep(1)
def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(secGateway)
me.addGateway(ctpGateway)
me.addGateway(ctpsecGateway)
# 添加上层应用
me.addApp(riskManager)
me.addApp(optionMaster)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
def main():
"""主程序入口"""
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info('服务器进程启动')
# 创建事件引擎
ee = EventEngine2()
le.info('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('主引擎创建成功')
# 阻塞运行
le.info('服务器启动成功')
while 1:
sleep(1)
def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(futuGateway)
# 添加上层应用
me.addApp(riskManager)
me.addApp(ctaStrategy)
me.addApp(spreadTrading)
# 创建主窗口
mw = MainWindow(me, ee)
mw.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 = 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)
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"""
# 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)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
has_recorder_day = False
while True:
sleep(1)
if has_recorder_day == False:
time_now = datetime.now()
if time_now.time().hour > 15 and time_now.time().minute > 5:
event1 = Event(type_=EVENT_RECORDER_DAY)
ee.put(event1)
has_recorder_day = True
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)
class VtServer(RpcServer):
"""vn.trader服务器"""
#----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
self.usePickle()
# 创建主引擎对象
self.engine = MainEngine()
for gw_name in init_gateway_names['CTP']:
print( 'add {0}'.format(gw_name))
self.engine.addGateway(ctpGateway, gw_name)
# 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.disconnect)
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.checkGatewayStatus) # 检测gateway的连接状态
self.register(self.engine.qryStatus) # 检测ctaEngine的状态
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.getAllGatewayNames)
self.register(self.engine.saveData)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
#----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
self.publish(event.type_, event)
#----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
class VtServer(RpcServer):
"""vn.trader服务器"""
#----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
self.usePickle()
# 创建主引擎对象
self.engine = MainEngine()
for gw_name in init_gateway_names['CTP']:
print('add {0}'.format(gw_name))
self.engine.addGateway(ctpGateway, gw_name)
# 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.disconnect)
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.checkGatewayStatus) # 检测gateway的连接状态
self.register(self.engine.qryStatus) # 检测ctaEngine的状态
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.getAllGatewayNames)
self.register(self.engine.saveData)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
#----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
self.publish(event.type_, event)
#----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
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 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)
le.info(u'bbbbbbbbbbbbbbbbbbbbbbbbbbbbb')
me.addGateway(ctpGateway)
sleep(10) # 等待CTP接口初始化
le.info(u'aaaaaaaaaaaaaaaaaaaaaaaaaaa')
me.addApp(ctaStrategy)
me.addApp(weixinRecorder)
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
me.dataEngine.saveContracts() # 保存合约信息到文件
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 runChildProcess():
"""子进程运行函数"""
# print('-'*20)
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_WARN)
# 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.addGateway(ibGateway)
me.addApp(riskManager)
me.addApp(ctaStrategy)
# me.addApp(dataRecorder)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_CTA_LOG, le.processLogEvent)
le.info(u'注册日志事件监听')
me.connect('IB')
le.info(u'连接IB接口')
sleep(5) # 等待接口初始化
me.connect('CTP')
le.info(u'连接CTP接口')
# sleep(10) # 等待接口初始化
can_done1 = Event()
can_done1.wait(timeout=10)
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:
can_done2 = Event()
can_done2.wait(timeout=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)
le.info(u'bbbbbbbbbbbbbbbbbbbbbbbbbbbbb')
me.addGateway(ctpGateway)
sleep(10) # 等待CTP接口初始化
le.info(u'aaaaaaaaaaaaaaaaaaaaaaaaaaa')
me.addApp(ctaStrategy)
me.addApp(weixinRecorder)
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
me.dataEngine.saveContracts() # 保存合约信息到文件
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"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(okexGateway)
me.addGateway(huobiGateway)
me.addGateway(binanceGateway)
me.addGateway(bitfinexGateway)
# 添加上层应用
me.addApp(riskManager)
me.addApp(ctaStrategy)
#me.addApp(algoTrading)
# me.addApp(dataRecorder)
# me.addApp(spreadTrading)
# me.addApp(optionMaster)
# me.addApp(jaqsService)
# me.addApp(rpcService)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(okexfGateway)
me.addGateway(hbdmGateway)
me.addGateway(huobiGateway)
me.addGateway(okexGateway)
# 添加上层应用
me.addApp(algoTrading)
me.addApp(CryptoData)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
def run(self):
print('-' * 30)
self.running = True
# 创建日志引擎
le = LogEngine()
self.le = le
le.setLogLevel(le.LEVEL_INFO)
# le.addConsoleHandler()
# le.addFileHandler()
le.info(u'启动CTA策略运行子进程')
ee = EventEngine2()
self.ee = ee
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
self.me = me
me.addGateway(okexfGateway)
me.addGateway(huobiGateway)
me.addGateway(binanceGateway)
me.addGateway(bitmexGateway)
me.addGateway(oandaGateway)
if is_windows:
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')
for gw in self.get_gateways(me):
le.info(u'连接Gateway[%s]的行情和交易接口' % gw)
me.connect(gw)
sleep(5) # 等待接口初始化
me.dataEngine.saveContracts() # 保存合约信息到文件
cta = me.getApp(ctaStrategy.appName)
self.cta = cta
le.info(u"读取策略配置")
cta.loadSetting()
le.info(u"初始化所有策略")
cta.initAll()
le.info(u"开始所有策略")
cta.startAll()
def runChildProcess():
"""子进程运行函数"""
print '*' * 50
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'tab childProcess is working')
ee = EventEngine2()
me = MainEngine(ee)
le.info(u'MainEngine has been established')
me.addGateway(binanceGateway)
le.info(u'binanceGateway has been established')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_ERROR, processError)
ee.register(EVENT_TABTRADING_LOG, le.processLogEvent)
ee.register(EVENT_TABTRADING_ALGOLOG, le.processLogEvent)
le.info(u'register log event monitor')
me.connect('BINANCE')
le.info(u'connect binanceGateway')
sleep(5) # 等待CTP接口初始化
# for k,v in me.dataEngine.contractDict.items():
# print '%s:%s' % (k,v.__dict__)
me.addApp(tabStrategy_binance)
tab = me.getApp(tabStrategy_binance.appName)
tab.init()
le.info(u'tabEngine_binance has been inited')
# tab.algoEngine.startAlgo()
# le.info(u'tabAlgo已启动')
# tab.startAll()
# le.info(u'CTA策略启动成功')
while True:
sleep(10)
def runChildProcess():
"""子进程运行函数"""
print '*' * 50
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'marketMaker childProcess is working')
ee = EventEngine2()
me = MainEngine(ee)
le.info(u'MainEngine has been established')
me.addGateway(huobiGateway)
le.info(u'huobiGateway has been established')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_MMK_LOG, le.processLogEvent)
ee.register(EVENT_ERROR, processError)
le.info(u'register log event monitor')
me.connect('HUOBI')
le.info(u'connect huobiGateway')
sleep(5) # 等待CTP接口初始化
# for k,v in me.dataEngine.contractDict.items():
# print '%s:%s' % (k,v.__dict__)
me.addApp(mmkStrategy)
mmk = me.getApp(mmkStrategy.appName)
mmk.loadSetting()
# le.info(u'MMK策略载入成功')
mmk.initAll()
# le.info(u'MMK策略初始化成功')
mmk.startAll()
# le.info(u'MMK策略启动成功')
while True:
sleep(10)
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(futuGateway)
me.addApp(ctaStrategy)
le.info(u'主引擎创建成功')
def process_error(event):
error = event.dict_['data']
le.error(error.errorMsg)
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_ERROR, process_error)
ee.register(EVENT_CTA_LOG, le.processLogEvent)
le.info(u'注册日志事件监听')
me.connect('FUTU')
le.info(u'连接CTP接口')
sleep(5) # 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 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
print("hehe")
me.updateDominant()
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 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(dailyStrategy)
#me.addApp(rpcService) ##先不加
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_DAILY_LOG, le.processLogEvent)
ee.register(EVENT_ERROR,le.processErrorEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
le.setMysqlClient(me.mysqlClient) ##日志写数据库
sleep(5) # 等待CTP接口初始化
cta = me.getApp(dailyStrategy.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 run_strategy():
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
ee = EventEngine2()
me = MainEngine(ee)
me.addGateway(gateway)
me.addApp(ctaStrategy)
# ee.register(EVENT_LOG, le.processLogEvent)
# ee.register(EVENT_CTA_LOG, le.processLogEvent)
me.connect(gateway.gatewayName)
gw = me.getGateway(gateway.gatewayName)
cta = me.getApp(ctaStrategy.appName)
cta.settingfilePath = "CTA_setting.json"
cta.loadSetting()
cta.initAll()
cta.startAll()
def runChildProcess():
"""子进程运行函数"""
# print('-'*20)
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_WARN)
# 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(onetokenGateway)
me.addApp(riskManager)
me.addApp(ctaStrategy)
# me.addApp(dataRecorder)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_CTA_LOG, le.processLogEvent)
le.info(u'注册日志事件监听')
me.connect('ONETOKEN')
le.info(u'连接1token接口')
sleep(5) # 等待接口初始化
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"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(ctpGateway)
me.addGateway(ibGateway)
if system == 'Windows':
me.addGateway(femasGateway)
me.addGateway(xspeedGateway)
me.addGateway(secGateway)
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)
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 runChildProcess():
"""子进程运行函数"""
print '-'*20
printLog(u'启动行情记录运行子进程')
ee = EventEngine2()
printLog(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(dataRecorder)
printLog(u'主引擎创建成功')
ee.register(EVENT_LOG, processLogEvent)
printLog(u'注册日志事件监听')
me.connect('CTP')
printLog(u'连接CTP接口')
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():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 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(jaqsService)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
class VtServer(RpcServer):
"""vn.trader 无界面服务器"""
# ----------------------------------------------------------------------
def __init__(self, repAddress, pubAddress):
"""Constructor"""
super(VtServer, self).__init__(repAddress, pubAddress)
#self.usePickle()
# gateway 是否连接
self.connected = False
# gateway 的连接名称，在vtEngine.initGateway()里面定义，对应的配置文件是 "连接名称_connect.json"，
self.gateway_name = AUTO_CONNCET_GW
# 启动的策略实例，须在catStrategy/CtaSetting.json 里面定义 [u'S28_RB1001', u'S28_TFT', u'S28_HCRB',u'atr_rsi']
self.strategies = [u'S30_RB0510', u'S30_HCRB05']
self.g_count = 0
self.disconnect_signal = 0
self.last_dt = datetime.now()
# 创建事件引擎
ee = EventEngine2()
# 创建主引擎对象
print( u'instance mainengine')
self.engine = MainEngine(ee)
# 添加CTP Gateway,配置文件为 CTP_Post
self.engine.addGateway(ctpGateway, self.gateway_name)
# 添加应用
self.engine.addApp(ctaStrategy)
self.engine.addApp(riskManager)
# 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.disconnect)
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.checkGatewayStatus) # 检测gateway的连接状态
self.register(self.engine.qryStatus) # 检测ctaEngine的状态
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.getAllGatewayNames)
self.register(self.engine.saveData)
self.register(self.engine.initStrategy)
self.register(self.engine.startStrategy)
self.register(self.engine.stopStrategy)
# 注册事件引擎发送的事件处理监听
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
def trade_off(self):
"""检查现在是否为非交易时间"""
now = datetime.now()
a = datetime.now().replace(hour=2, minute=35, second=0, microsecond=0)
b = datetime.now().replace(hour=8, minute=55, second=0, microsecond=0)
c = datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
d = datetime.now().replace(hour=20, minute=55, second=0, microsecond=0)
weekend = (now.isoweekday() == 6 and now >= a) or (now.isoweekday() == 7) or (now.isoweekday() == 1 and now <=b)
off = (a <= now <= b) or (c <= now <= d) or weekend
return off
def disconnect(self):
""""断开底层gateway的连接"""
if self.engine:
self.engine.disconnect(self.gateway_name)
self.connected = False
def onTimer(self, event):
"""定时器执行逻辑，每十秒执行一次"""
# 十秒才执行一次检查
self.g_count += 1
if self.g_count <= 30:
return
self.g_count = 0
dt = datetime.now()
self.engine.qryStatus()
if dt.hour != self.last_dt.hour:
self.last_dt = dt
print(u'noUiMain.py checkpoint:{0}'.format(dt))
self.engine.writeLog( u'noUiMain.py checkpoint:{0}'.format(dt))
# 定时断开
if self.trade_off():
"""非交易时间"""
if self.connected:
self.engine.writeLog(u'断开连接{0}'.format(self.gateway_name))
self.disconnect()
self.engine.writeLog(u'清空数据引擎')
self.engine.clearData()
self.connected = False
self.engine.writeNotification(u'非交易时间{0}，断开连接{1}'.format(dt, self.gateway_name))
return
# 交易时间内，定时重连和检查
if not self.connected:
self.engine.writeLog(u'启动连接{0}'.format(self.gateway_name))
self.engine.writeLog(u'清空数据引擎')
self.engine.clearData()
self.engine.writeLog(u'重新连接{0}'.format(self.gateway_name))
self.engine.connect(self.gateway_name)
self.connected = True
self.disconnect_signal = 0
self.engine.writeNotification(u'{0}，重新连接{1}'.format(dt, self.gateway_name))
return
else:
if not self.engine.checkGatewayStatus(self.gateway_name):
self.disconnect_signal += 1
if self.disconnect_signal >= 5:
self.engine.writeWarning(u'检查连接{0}异常，超过{1}次'.format(self.gateway_name,self.disconnect_signal))
sys.exit(0)
else:
self.disconnect_signal = 0
def start(self):
"""启动"""
super(VtServer, self).start()
# 若需要连接数据库，则启动
# self.mainEngine.dbConnect()
# 加载cta的配置
print( u'load cta setting')
self.engine.ctaEngine.loadSetting()
print(u'initialize all strategies')
# 初始化策略，如果多个，则需要逐一初始化多个
for s in self.strategies:
print( 'init trategy {0}'.format(s))
self.engine.ctaEngine.initStrategy(s)
# 逐一启动策略
print( 'start strategy {0}'.format(s))
self.engine.ctaEngine.startStrategy(s)
# 指定的连接配置
if not self.trade_off():
print( u'connect gateway:{0}'.format(self.gateway_name))
self.engine.connect(self.gateway_name)
self.connected = True
# 注册定时器，用于判断重连
self.engine.eventEngine.register(EVENT_TIMER, self.onTimer)
# 所有的日志监控
self.logM = LogMonitor(self.engine.eventEngine)
self.errorM = ErrorMonitor(self.engine.eventEngine)
self.tradeM = TradeMonitor(self.engine.eventEngine)
self.orderM = OrderMonitor(self.engine.eventEngine, self.engine)
self.positionM = PositionMonitor(self.engine.eventEngine)
self.accountM = AccountMonitor(self.engine.eventEngine)
self.engine.writeNotification(u'{0}，服务启动{1}'.format(datetime.now(),self. gateway_name))
# ----------------------------------------------------------------------
def eventHandler(self, event):
"""事件处理"""
try:
# 调用RpcServer.publish()
if isinstance(event.type_, str):
self.publish(event.type_, event)
else:
self.publish(event.type_.encode('utf-8'), event)
except Exception as ex:
print( u'event Handler exception:{0}'.format(str(ex)))
# ----------------------------------------------------------------------
def stopServer(self):
"""停止服务器"""
print( 'stopServer')
# 关闭引擎
self.engine.exit()
# 停止服务器线程
self.stop()
def main():
"""主程序入口"""
# 创建Qt应用对象
qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(ccxtGateway)
me.addGateway(coinbaseGateway)
me.addGateway(lbankGateway)
me.addGateway(bigoneGateway)
me.addGateway(fcoinGateway)
me.addGateway(bitmexGateway)
me.addGateway(huobiGateway)
me.addGateway(okexGateway)
me.addGateway(binanceGateway)
me.addGateway(bitfinexGateway)
# 添加上层应用
me.addApp(algoTrading)
# 创建主窗口
mw = MainWindow(me, ee)
mw.showMaximized()
# 在主线程中启动Qt事件循环
sys.exit(qApp.exec_())
