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)
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 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 '-' * 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 '*' * 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 '*' * 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 '-'*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 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 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 runBacktestingProcess():
"""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()
me = MainEngine(ee)
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.dbConnect()
le.info("连接数据库")
cta = me.getApp(ctaStrategy.appName)
cta.loadSetting()
le.info(u'CTA策略载入成功')
cta.setBackTestingMode()
le.info(u'运行CTA策略回测')
cta.runBacktesting()
cta.stopAll()
ee.stop()
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)
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('-' * 30)
# 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(okexGateway)
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')
key = findConnectKey()
me.connect(key)
le.info(u'连接行情和交易接口')
sleep(5) # 等待Gateway接口初始化
me.dataEngine.saveContracts() # 保存合约信息到文件
# 加载CTA策略
cta = me.getApp(ctaStrategy.appName)
cta.loadSetting()
cta.initAll()
cta.startAll()
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)
cta = me.getApp(ctaStrategy.appName)
le.info(u'主引擎创建成功')
cta.loadSetting()
le.info(u'CTA策略载入成功')
# 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.addFileHandler()
le.info(u'启动CTA策略运行子进程')
DAY_START = time(19, 00) # 日盘启动和停止时间
DAY_END = time(19, 43)
cta = 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):
recording = True
else:
le.info(u'未在启动时间段')
# 记录时间则需要启动子进程
if recording and cta is None:
ee = EventEngine2()
#le.info(u'事件引擎创建成功')
me = MainEngine(ee)
#连接数据库
me.dbConnect()
le.info("连接数据库")
me.addGateway(tushareGateway)
me.addApp(dataRecorderCT)
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')
#连接数据接口
me.connect(tushareGateway.gatewayName)
le.info(u'连接TUSHARE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')
# 非记录时间则退出子进程
if not recording and cta is not None:
cta.stopAll()
ee.stop()
le.info(u'关闭子进程')
return
sleep(5)
