Exemplo n.º 1
0
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.')
Exemplo n.º 2
0
def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    recorder_engine = main_engine.add_app(DataRecorderApp)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_RECORDER_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log("连接CTP接口")

    sleep(2)

    main_engine.write_log("数据下载开始")

    while True:
        sleep(1)
Exemplo n.º 3
0
    def start(self, block=True):
        self.setupFanoutAndLogHandler()

        # 创建日志引擎
        super(MarketService, self).start()
        self.active = True
        self.thread.start()

        le = self.logger
        # le = LogEngine()
        # le.setLogLevel(le.LEVEL_INFO)
        # le.addConsoleHandler()
        le.info(u'启动行情记录运行子进程')

        self.ee = EventEngine()
        le.info(u'事件引擎创建成功')

        self.mainEngine = MainEngine(self.ee)  # 忽略掉 默认的 DataEngine
        self.mainEngine.addGateway(xtpGateway)
        le.info(u'主引擎创建成功')

        le.info(u'注册日志事件监听')

        self.registerEvent()
        cfgs = self.cfgs.get('gateway', {})
        self.mainEngine.connect(xtpGateway.gatewayName, cfgs)

        le.info(u'连接CTP接口')
Exemplo n.º 4
0
def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True         # 控制是否要将日志输出到文件中,建议设置为True,否则无法记录生成的日志。

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    main_engine.add_app(DataRecorderApp)
    main_engine.write_log("行情记录引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_RECORDER_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log("连接CTP接口")

    sleep(15)

    main_engine.write_log("开始记录行情数据……")

    while True:
        sleep(1)
Exemplo n.º 5
0
def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    st_engine = main_engine.add_app(SpreadTradingApp)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_SPREAD_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log("连接CTP接口")

    sleep(10)

    st_engine.start()
    main_engine.write_log("Arb引擎启动")

    st_engine.strategy_engine.init_all_strategies()
    # # sleep(60)   # Leave enough time to complete strategy initialization
    main_engine.write_log("Arb策略全部初始化")
    #
    st_engine.strategy_engine.start_all_strategies()
    main_engine.write_log("Arb策略全部启动")

    print('ok')
Exemplo n.º 6
0
 def __init__(self):
     self.mainCTPList = []
     self.agentCTPList = []
     self.getAccounts()
     self.ee = EventEngine()
     self.ee.start()
     self.setupCTP(self.ee)
Exemplo n.º 7
0
def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    main_engine.write_log("主引擎创建成功")

    # 记录引擎

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    main_engine.connect(CTP_SETTING, "CTP")
    main_engine.write_log("连接CTP接口")

    whole_market_recorder = WholeMarketRecorder(main_engine, event_engine)

    main_engine.write_log("开始录制数据")
    oms_engine = main_engine.get_engine("oms")
    while True:
        sleep(1)
Exemplo n.º 8
0
def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    cta_engine = main_engine.add_app(CtaStrategyApp)
    main_engine.write_log(" main engine created successfully ")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log(" register an event listener log ")

    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log(" connection CTP interface ")

    sleep(10)

    cta_engine.init_engine()
    main_engine.write_log("CTA strategy initialization is complete ")

    cta_engine.init_all_strategies()
    sleep(60)  # Leave enough time to complete strategy initialization
    main_engine.write_log("CTA all initialization strategy ")

    cta_engine.start_all_strategies()
    main_engine.write_log("CTA policy start all ")

    while True:
        sleep(1)
Exemplo n.º 9
0
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)
Exemplo n.º 10
0
def main():
    event_engine = EventEngine()
    event_engine.register(EVENT_LOG,printLog)
    main_engine = MainEngine(event_engine)

    # geteway = XtpGateway(event_engine)
    #
    # default_setting: Dict[str, Any] = {
    #     "账号": "53191000704",
    #     "密码": "vj6JDKlq",
    #     "客户号": 1,
    #     "行情地址": "120.27.164.138",
    #     "行情端口": 6002,
    #     "交易地址": "120.27.164.69",
    #     "交易端口": 6001,
    #     "行情协议": "TCP",
    #     "授权码": "b8aa7173bba3470e390d787219b2112e"
    # }
    # geteway.connect(default_setting)

    geteway = CtpGateway(event_engine)
    default_setting: Dict[str, Any] = {
        "用户名": "161239",
        "密码": "Asdf4321",
        "经纪商代码": "9999",
        "交易服务器": "218.202.237.33:10102",
        "行情服务器": "218.202.237.33:10112",
        "产品名称": "",
        "授权编码": "",
        "产品信息": ""
    }
    geteway.connect(default_setting)
Exemplo n.º 11
0
def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    huobi = main_engine.add_gateway(HuobiGateway)
    cta_engine = main_engine.add_app(CtaStrategyApp)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    filename = f"connect_{huobi.gateway_name.lower()}.json"
    setting = load_json(filename)
    main_engine.connect(setting, huobi.gateway_name)
    main_engine.write_log("连接HUOBI接口")

    sleep(10)

    cta_engine.init_engine()
    main_engine.write_log("CTA策略初始化完成")

    cta_engine.init_all_strategies()
    sleep(10)  # Leave enough time to complete strategy initialization
    main_engine.write_log("CTA策略全部初始化")

    cta_engine.start_all_strategies()
    main_engine.write_log("CTA策略全部启动")

    while True:
        sleep(1)
Exemplo n.º 12
0
    def start(self, block=True):
        self.setupFanoutAndLogHandler()

        # 创建日志引擎
        super(MarketService, self).start()
        self.active = True
        self.thread.start()

        le = self.logger
        # le = LogEngine()
        # le.setLogLevel(le.LEVEL_INFO)
        # le.addConsoleHandler()
        le.info(u'启动行情记录运行子进程')

        self.ee = EventEngine()
        le.info(u'事件引擎创建成功')

        self.mainEngine = MainEngine(self.ee)  # 忽略掉 默认的 DataEngine

        self.registerEvent()
        le.info(u'主引擎创建成功')

        for gw in self.cfgs.get('gateways'):
            gateway = None
            if gw.get('name').upper() == binanceGateway.gatewayName:
                gateway = binanceGateway
            if gateway:
                self.mainEngine.addGateway(gateway)
                self.mainEngine.connect(gateway.gatewayName, gw)

        le.info(u'注册日志事件监听')
        le.info(u'连接CTP接口')
Exemplo n.º 13
0
def run_child():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    cta_engine = main_engine.add_app(CtaStrategyApp)
    main_engine.write_log("主引擎创建成功")

    main_engine.add_app(DataRecorderApp)

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log("连接CTP接口")

    #sleep(10)

    cta_engine.init_engine()
    main_engine.write_log("CTA策略初始化完成")

    cta_engine.init_all_strategies()
    #sleep(60)   # Leave enough time to complete strategy initialization
    main_engine.write_log("CTA策略全部初始化")

    cta_engine.start_all_strategies()
    main_engine.write_log("CTA策略全部启动")

    while True:
        sleep(1)
Exemplo n.º 14
0
class DemoApp(object):
    # ----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        self.eventEngine = EventEngine()
        self.eventEngine.start()
        self.tianqinGateway = TianQinGateway(self.eventEngine)

    def start(self):
        self.tianqinGateway.connect()
        self.tianqinGateway.subscribe_quote(
            ["cu1803", "SR801", "c1801", "IF1708"], self.on_quote_data)
        self.tianqinGateway.subscribe_chart("cu1803", 5, 1000,
                                            self.on_chart_data)
        self.tianqinGateway.subscribe_chart("au1712", 0, 1000,
                                            self.on_chart_data)

    def on_quote_data(self, ins_id):
        quote = self.tianqinGateway.get_quote(ins_id)
        print("quote_update", ins_id, quote)

    def on_chart_data(self, ins_id, dur_seconds):
        if dur_seconds == 0:
            tick_serial = self.tianqinGateway.get_tick_serial(ins_id)
            print("tick_serial_update", tick_serial)
        else:
            kline_serial = self.tianqinGateway.get_kline_serial(
                ins_id, dur_seconds)
            print("kline_serial_update", kline_serial)
Exemplo n.º 15
0
    def __init__(self, event_engine: EventEngine = None):
        """"""
        # 无论如何,保证总会有事件引擎对象
        if event_engine:
            self.event_engine: EventEngine = event_engine
        else:
            self.event_engine = EventEngine()

        # 启动事件引擎,主引擎在创建的时候,事件引擎便启动了
        self.event_engine.start()

        # 交易接口字典,无脑推断通过vntrader的UI界面里添加的交易接口都会存在这里
        self.gateways: Dict[str, BaseGateway] = {}

        # 维护其他应用的引擎
        # 注意app也会创建应用引擎,在创建的过程中也会保存到engines里
        self.engines: Dict[str, BaseEngine] = {}

        # 存加载的应用实例, 在创建的过程中,应用类都会被实例化
        self.apps: Dict[str, BaseApp] = {}

        # 保存接口支持的交易所
        # 在add_gateway的时候自动添加交易接口支持的交易所
        self.exchanges: List[Exchange] = []

        os.chdir(TRADER_DIR)    # Change working directory

        # 初始化服务引擎包括日志引擎、订单路由引擎、邮件引擎
        self.init_engines()     # Initialize function engines
Exemplo n.º 16
0
def run_child():
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    cta_engine = main_engine.add_app(CtaStrategyAppPro)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log("连接CTP接口")

    # sleep(20)
    sleep(5)  # 开发用

    cta_engine.init_engine()
    main_engine.write_log("CTA策略初始化完成")

    cta_engine.init_all_strategies()
    sleep(5)  # 开发用
    # sleep(60)   # Leave enough time to complete strategy initialization
    main_engine.write_log("CTA策略全部初始化")

    cta_engine.start_all_strategies()
    main_engine.write_log("CTA策略全部启动")

    cta_engine.send_run_report_email("账号1监控报表")  # 完成启动后,发送监控报表

    close_time1 = time(15, 32)
    close_time2 = time(15, 35)
    close_time3 = time(15, 36)
    lock1 = False
    lock2 = False
    lock3 = False
    while True:
        current_time = datetime.now().time()
        # 实例交易数据保存;资金曲线&策略评估指标更新
        if current_time == close_time1 and not lock1:
            cta_engine.save_all_trade_data()
            main_engine.write_log("实例交易数据保存成功")
            cta_engine.update_all_daily_results()
            main_engine.write_log("实例资金曲线&策略评估指标更新成功")
            lock1 = True

        # 发送实例评估报表
        if current_time == close_time2 and not lock2:
            cta_engine.send_evaluate_report_email("账号1实例评估报表")
            lock2 = True

        # 发送实例评估报表
        if current_time == close_time3 and not lock3:
            cta_engine.update_all_k_line()
            main_engine.write_log("CTA更新K线图完毕")
            lock3 = True

        sleep(1)
Exemplo n.º 17
0
Arquivo: t5.py Projeto: yfjelley/main
 def __init__(self):
     self.mainCTPList = []
     self.agentCTPList = []
     self.getAccountsM()
     self.ee = EventEngine()
     self.ee.start()
     self.setupCTP(self.ee)
     #初始化订阅列表
     self.subscribeSetup()
Exemplo n.º 18
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class Mform():
    def __init__(self):
        self.mainCTPList = []
        self.agentCTPList = []
        self.getAccounts()
        self.ee = EventEngine()
        self.ee.start()
        self.setupCTP(self.ee)

    def getAccounts(self):

        filename = 'G:/main/accounts.ph'
        self.mainAccountList, self.agentAccountList = getAccounts(filename)
        print('账号是', self.mainAccountList)
        return self.mainAccountList, self.agentAccountList

    def setupCTP(self, eventEngine):
        for i in self.agentAccountList:
            print('i is ', i)
            self.agentCTPList.append(setupAgentCTP(i, eventEngine))
        for i in self.mainAccountList:
            print('mainaccountlist_i is ', i)
            self.mainCTPList.append(setupMainCTP(i, eventEngine))

        for i in self.mainAccountList:
            if len(i.childs) > 0:
                print('有孩子')
                print(i.childs)
                print(i.userID)

                mainCtp = getCTP(i, self.mainCTPList)
                for j in i.childs:
                    agentCtp = getCTP(j, self.agentCTPList)
                    mainCtp.childList.append(agentCtp)
                    agentCtp.father = mainCtp

    def getCTPList(self):
        return self.mainCTPList, self.agentCTPList

    # 关联
    def relevance(self):
        mainAccount = self.mainAccountList[0]
        agentAccount = self.agentAccountList[0]
        mainCtp = getCTP(mainAccount, self.mainCTPList)
        agentCtp = getCTP(agentAccount, self.agentCTPList)
        agentCtp.opposite = False
        for i in mainCtp.childList:
            print('main have guanlian')
            if agentCtp is i:
                print('关联信息已经存在')
                print(agentCtp.userID)
                return
        mainAccount.childs.append(agentAccount)
        agentAccount.father = mainAccount
        mainCtp.childList.append(agentCtp)
        agentCtp.father = mainCtp
Exemplo n.º 19
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def run_child():
    """
    Running in the child process.
    """

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(BinancesGateway)
    # rpc_engine = main_engine.add_app(RpcServiceApp)
    cta_engine = main_engine.add_app(CtaStrategyApp)
    main_engine.add_app(RiskManagerApp)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    binances_setting = load_json("connect_binances.json")
    gateway_name = "BINANCES"

    main_engine.connect(binances_setting, gateway_name)

    # connect_data = load_json("proxy_connect_status.json")
    # connect_data.update({gateway_name: True})
    # save_json("proxy_connect_status.json", connect_data)
    main_engine.write_log("连接BINANCES接口")

    sleep(10)

    # rpc_engine.start()

    cta_engine.init_engine()
    main_engine.write_log("CTA策略初始化完成")

    cta_engine.init_all_strategies()
    sleep(10)   # Leave enough time to complete strategy initialization
    main_engine.write_log("CTA策略全部初始化")
    
    cta_engine.start_all_strategies()
    main_engine.write_log("CTA策略全部启动")
    
    try:
        while True:
            # connect_data = load_json("proxy_connect_status.json")
            # if not connect_data.get(gateway_name):
            #     main_engine.connect(binances_setting, gateway_name)
            #     connect_data.update(gateway_name, True)
            #     save_json("proxy_connect_status.json", connect_data)
            #     print("重连接口")
            sleep(10)
            
    except KeyboardInterrupt:
        main_engine.write_log("CTA策略正在退出")
        cta_engine.close()
        # rpc_engine.close()
        main_engine.close()
Exemplo n.º 20
0
def main():
    event_engine = EventEngine()
    event_engine.register("test", handle)
    event_engine.start()
    evt = Event("test")
    evt.data = "df"
    print("recei22:" + evt.__str__())
    event_engine.put(evt)
    sleep(1)
    event_engine.stop()
Exemplo n.º 21
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 def __init__(self):
     self.event_engine = EventEngine()
     self.main_engine = MainEngine(self.event_engine)
     self.main_engine.add_gateway(HbdmGateway)
     self.main_engine.add_gateway(BitmexGateway)
     log_engine = self.main_engine.get_engine("log")
     self.event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
     self.main_engine.write_log("注册日志事件监听")
     self.main_engine.add_app(CtaStrategyApp)
     self.main_engine.add_app(AlgoTradingApp)
Exemplo n.º 22
0
def main():
    """"""
    qapp = create_qapp()

    event_engine = EventEngine()

    main_engine = MainEngine(event_engine)

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_FOLLOW_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    # main_engine.add_gateway(BinanceGateway)
    main_engine.add_gateway(CtpGateway)
    # main_engine.add_gateway(CtptestGateway)
    # main_engine.add_gateway(MiniGateway)
    # main_engine.add_gateway(SoptGateway)
    # main_engine.add_gateway(MinitestGateway)
    # main_engine.add_gateway(FemasGateway)
    # main_engine.add_gateway(IbGateway)
    # main_engine.add_gateway(FutuGateway)
    # main_engine.add_gateway(BitmexGateway)
    # main_engine.add_gateway(TigerGateway)
    # main_engine.add_gateway(OesGateway)
    # main_engine.add_gateway(OkexGateway)
    # main_engine.add_gateway(HuobiGateway)
    # main_engine.add_gateway(BitfinexGateway)
    # main_engine.add_gateway(OnetokenGateway)
    # main_engine.add_gateway(OkexfGateway)
    # main_engine.add_gateway(HbdmGateway)
    # main_engine.add_gateway(XtpGateway)
    # main_engine.add_gateway(TapGateway)
    # main_engine.add_gateway(ToraGateway)
    # main_engine.add_gateway(AlpacaGateway)
    # main_engine.add_gateway(OkexsGateway)
    # main_engine.add_gateway(DaGateway)
    # main_engine.add_gateway(CoinbaseGateway)
    # main_engine.add_gateway(RpcGateway)
    main_engine.add_gateway(TqdataGateway)

    main_engine.add_app(CtaStrategyApp)
    # main_engine.add_app(CtaBacktesterApp)
    # main_engine.add_app(CsvLoaderApp)
    # main_engine.add_app(AlgoTradingApp)
    # main_engine.add_app(DataRecorderApp)
    # main_engine.add_app(RiskManagerApp)
    # main_engine.add_app(ScriptTraderApp)
    # main_engine.add_app(RpcServiceApp)
    # main_engine.add_app(SpreadTradingApp)
    # main_engine.add_app(FollowTradingApp)

    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()
Exemplo n.º 23
0
Arquivo: run.py Projeto: gcoinman/vnpy
def run_child():
    """
    Running in the child process.
    """

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(BinancesGateway)
    rpc_engine = main_engine.add_app(RpcServiceApp)
    cta_engine = main_engine.add_app(CtaStrategyApp)
    main_engine.add_app(RiskManagerApp)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    binances_setting = load_json("connect_binances.json")
    gateway_name = "BINANCES"

    main_engine.connect(binances_setting, gateway_name)

    main_engine.write_log("连接BINANCES接口")

    sleep(10)
    rpc_setting = load_json("rpc_service_setting.json")
    rpc_engine.start(rpc_setting['rep_address'], rpc_setting['pub_address'])

    cta_engine.init_engine()
    main_engine.write_log("CTA策略初始化完成")

    cta_engine.init_all_strategies(True)
    # sleep(10)   # Leave enough time to complete strategy initialization
    main_engine.write_log("CTA策略全部初始化")
    
    # cta_engine.start_all_strategies()
    # main_engine.write_log("CTA策略全部启动")
    
    def ctrl_handler(signum, frame):
        cta_engine.stop_all_strategies()
        cta_engine.close()
        rpc_engine.close()
        main_engine.close()
        sys.exit(0)

    signal.signal(signal.SIGINT, ctrl_handler)

    while True:
        # connect_data = load_json("proxy_connect_status.json")
        # if not connect_data.get(gateway_name):
        #     main_engine.connect(binances_setting, gateway_name)
        #     connect_data.update(gateway_name, True)
        #     save_json("proxy_connect_status.json", connect_data)
        #     print("重连接口")
        sleep(10)
Exemplo n.º 24
0
Arquivo: run.py Projeto: PanAndy/vnpy
def run_child():
    """
    Running in the child process.
    """
    # 全局配置文件机制
    # 如果想开发自己的程序,可以把全局配置文件加载成自己的
    SETTINGS["log.file"] = True

    # 创建事件引擎
    event_engine = EventEngine()

    # 创建主引擎
    main_engine = MainEngine(event_engine)

    # 添加交易接口,就是UI界面进入时的左边选择项
    main_engine.add_gateway(CtpGateway)

    # 添加应用程序,就是UI界面进入时的右边选择项
    cta_engine = main_engine.add_app(CtaStrategyApp)
    main_engine.write_log("主引擎创建成功")

    # 取主引擎的事件引擎
    # 向事件引擎注册日志事件监听函数
    # 注意主引擎在创建日志引擎的时候,由日志引擎自动向事件引擎注册了主引擎的事件EVENT_LOG -> LogEngine.__init__
    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")

    # 连接交易接口,相当于UI界面的连接交易接口
    main_engine.connect(ctp_setting, "CTP")
    main_engine.write_log("连接CTP接口")

    # 等待交易接口连接成功
    sleep(10)

    # 接下来是CtaEngine的操作了
    cta_engine.init_engine()
    main_engine.write_log("CTA策略初始化完成")

    cta_engine.init_all_strategies()
    sleep(60)  # Leave enough time to complete strategy initialization
    main_engine.write_log("CTA策略全部初始化")

    cta_engine.start_all_strategies()
    main_engine.write_log("CTA策略全部启动")

    while True:
        sleep(10)

        trading = check_trading_period()
        if not trading:
            print("关闭子进程")
            main_engine.close()
            sys.exit(0)
Exemplo n.º 25
0
Arquivo: cli.py Projeto: edword01/vnpy
def init_cli_trading(gateways: Sequence[Type[BaseGateway]]):
    """"""
    event_engine = EventEngine()
    event_engine.register(EVENT_LOG, process_log_event)

    main_engine = MainEngine(event_engine)
    for gateway in gateways:
        main_engine.add_gateway(gateway)

    script_engine = main_engine.add_engine(ScriptEngine)

    return script_engine
Exemplo n.º 26
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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')
Exemplo n.º 27
0
    def __init__(self, event_engine: EventEngine = None):
        """"""
        if event_engine:
            self.event_engine = event_engine
        else:
            self.event_engine = EventEngine()
        self.event_engine.start()

        self.gateways = {}
        self.engines = {}
        self.apps = {}

        self.init_engines()
Exemplo n.º 28
0
 def __init__(self):
     self.event_engine = EventEngine()
     self.main_engine = MainEngine(self.event_engine)
     self.main_engine.add_gateway(HbdmGateway)
     self.main_engine.add_gateway(BitmexGateway)
     log_engine = self.main_engine.get_engine("log")
     self.event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
     self.main_engine.write_log("注册日志事件监听")
     self.backtester_engine = self.main_engine.add_app(CtaBacktesterApp)
     self.backtester_engine.init_engine()
     self.algo_engine:AlgoEngine = self.main_engine.add_app(AlgoTradingApp)
     self.algo_engine.init_engine()
     self.close = None
Exemplo n.º 29
0
def main():
    """"""
    # 创建 QApplication  对象 并进行初始化

    # 事件引擎
    event_engine = EventEngine()
    # 把事件引擎附加到主引擎里
    main_engine = MainEngine(event_engine)
    main_engine.write_log("主引擎创建成功")

    log_engine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("注册日志事件监听")


    # 添加火币的交互通道
    # main_engine.add_gateway(HuobiGateway)
    # sleep(1)
    # main_engine.add_gateway(BitfinexGateway)
    # main_engine.add_gateway(OnetokenGateway)
    main_engine.add_gateway(OkexGateway)
    sleep(1)
    main_engine.add_gateway(OkexfGateway)

    # main_engine.add_gateway(HbdmGateway)
    # 把 app 保存到 apps 和 engines 里
    sleep(1)
    data_recorder_app = main_engine.add_app(DataRecorderApp)

    sleep(2)
    # 获取所有交易通道
    gateway_names = main_engine.get_all_gateway_names()
    for name in gateway_names:
        # 连接火币平台
        connect = ConnectNoDialog(main_engine=main_engine, gateway_name=name)
        connect.connect()
        sleep(2)

    sleep(20)

    for tick in data_recorder_app.tick_recordings.keys():
        data_recorder_app.add_tick_recording(tick)

    for bar in data_recorder_app.bar_recordings.keys():
        data_recorder_app.add_bar_recording(bar)

    while True:
        # 一天
        sleep(100000000)
Exemplo n.º 30
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    def __init__(self, event_engine: EventEngine = None):
        """"""
        if event_engine:
            self.event_engine: EventEngine = event_engine
        else:
            self.event_engine = EventEngine()
        self.event_engine.start()

        self.gateways: Dict[str, BaseGateway] = {}
        self.engines: Dict[str, BaseEngine] = {}
        self.apps: Dict[str, BaseApp] = {}
        self.exchanges: List[Exchange] = []

        os.chdir(TRADER_DIR)  # Change working directory
        self.init_engines()  # Initialize function engines
Exemplo n.º 31
0
    def __init__(self, event_engine: EventEngine = None):
        """"""
        if event_engine:
            self.event_engine = event_engine
        else:
            self.event_engine = EventEngine()
        self.event_engine.start()

        self.gateways = {}
        self.engines = {}
        self.apps = {}
        self.exchanges = []

        os.chdir(TRADER_DIR)    # Change working directory
        self.init_engines()     # Initialize function engines
Exemplo n.º 32
0
Arquivo: engine.py Projeto: Alyle/vnpy
    def __init__(self, event_engine: EventEngine = None):
        """"""
        if event_engine:
            self.event_engine = event_engine
        else:
            self.event_engine = EventEngine()
        self.event_engine.start()

        self.gateways = {}
        self.engines = {}
        self.apps = {}

        self.init_engines()
Exemplo n.º 33
0
Arquivo: engine.py Projeto: Alyle/vnpy
class MainEngine:
    """
    Acts as the core of VN Trader.
    """

    def __init__(self, event_engine: EventEngine = None):
        """"""
        if event_engine:
            self.event_engine = event_engine
        else:
            self.event_engine = EventEngine()
        self.event_engine.start()

        self.gateways = {}
        self.engines = {}
        self.apps = {}

        self.init_engines()

    def add_engine(self, engine_class: Any):
        """
        Add function engine.
        """
        engine = engine_class(self, self.event_engine)
        self.engines[engine.engine_name] = engine

    def add_gateway(self, gateway_class: BaseGateway):
        """
        Add gateway.
        """
        gateway = gateway_class(self.event_engine)
        self.gateways[gateway.gateway_name] = gateway

    def add_app(self, app_class: BaseApp):
        """
        Add app.
        """
        app = app_class()
        self.apps[app.app_name] = app

        self.add_engine(app.engine_class)

    def init_engines(self):
        """
        Init all engines.
        """
        self.add_engine(LogEngine)
        self.add_engine(OmsEngine)
        self.add_engine(EmailEngine)

    def write_log(self, msg: str, source: str = ""):
        """
        Put log event with specific message.
        """
        log = LogData(msg=msg, gateway_name=source)
        event = Event(EVENT_LOG, log)
        self.event_engine.put(event)

    def get_gateway(self, gateway_name: str):
        """
        Return gateway object by name.
        """
        gateway = self.gateways.get(gateway_name, None)
        if not gateway:
            self.write_log(f"找不到底层接口:{gateway_name}")
        return gateway

    def get_engine(self, engine_name: str):
        """
        Return engine object by name.
        """
        engine = self.engines.get(engine_name, None)
        if not engine:
            self.write_log(f"找不到引擎:{engine_name}")
        return engine

    def get_default_setting(self, gateway_name: str):
        """
        Get default setting dict of a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            return gateway.get_default_setting()
        return None

    def get_all_gateway_names(self):
        """
        Get all names of gatewasy added in main engine.
        """
        return list(self.gateways.keys())

    def get_all_apps(self):
        """
        Get all app objects.
        """
        return list(self.apps.values())

    def connect(self, setting: dict, gateway_name: str):
        """
        Start connection of a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            gateway.connect(setting)

    def subscribe(self, req: SubscribeRequest, gateway_name: str):
        """
        Subscribe tick data update of a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            gateway.subscribe(req)

    def send_order(self, req: OrderRequest, gateway_name: str):
        """
        Send new order request to a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            return gateway.send_order(req)
        else:
            return ""

    def cancel_order(self, req: CancelRequest, gateway_name: str):
        """
        Send cancel order request to a specific gateway.
        """
        gateway = self.get_gateway(gateway_name)
        if gateway:
            gateway.cancel_order(req)

    def close(self):
        """
        Make sure every gateway and app is closed properly before
        programme exit.
        """
        # Stop event engine first to prevent new timer event.
        self.event_engine.stop()

        for engine in self.engines.values():
            engine.close()

        for gateway in self.gateways.values():
            gateway.close()