run代码如下，因为改动较多，建议直接覆盖原来的run.py：
import multiprocessing
import json
from threading import Timer
import sys
import os
from time import sleep
from datetime import datetime, time
from logging import INFO
# Chinese futures market trading period (day/night)
DAY_START = time(8, 45)
DAY_END = time(15, 0)
NIGHT_START = time(20, 45)
NIGHT_END = time(1, 30)
def check_trading_period():
""""""
current_time = datetime.now().time()
trading = False
if (
(current_time >= DAY_START and current_time <= DAY_END)
or (current_time >= NIGHT_START)
or (current_time <= NIGHT_END)
):
trading = True
return trading
def run_child(account_detail):
"""
Running in the child process.
"""
account_name = account_detail["account_name"]
ctp_setting = account_detail["logon_detail"]
# 更改工作路径
os.chdir(account_detail["workspace"])
# 把对vntrader 包的引用放在工作路径更改后，不然工作路径更改无法生效,
from vnpy.event import EventEngine
from vnpy.trader.setting import SETTINGS
from vnpy.trader.engine import MainEngine
from vnpy.gateway.ctp import CtpGateway
from vnpy.app.cta_strategy import CtaStrategyApp
from vnpy.app.cta_strategy.base import EVENT_CTA_LOG
SETTINGS["log.active"] = True
SETTINGS["log.level"] = INFO
SETTINGS["log.console"] = True
from vnpy.trader.utility import TRADER_DIR, TEMP_DIR
# 结束引用
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(f" 主引擎创建成功")
main_engine.write_log(f"工作路径: {TRADER_DIR, TEMP_DIR}")
log_engine = main_engine.get_engine("log")
# 更新log 格式。
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log(f"注册日志事件监听")
main_engine.connect(ctp_setting, account_detail["gateway"])
main_engine.write_log(f"连接CTP接口")
sleep(10)
cta_engine.init_engine()
main_engine.write_log(f"CTA策略初始化完成")
def recheck_thread():
#每个10秒检查所有策略是否初始化完成，使用Timer线程每10秒检查，
all_strategise_inited = False
for strategy in cta_engine.strategies.values():
if strategy.inited == False:
all_strategise_inited = False
break
all_strategise_inited = True
if all_strategise_inited:
main_engine.write_log(f"CTA策略全部初始化=====")
cta_engine.start_all_strategies()
main_engine.write_log(f"CTA策略全部启动=====")
else:
newTask = Timer(10, recheck_thread)
newTask.start()
cta_engine.init_all_strategies()
newTask = Timer(5, recheck_thread)
newTask.start()
def recheck_trading_period():
# 每隔10秒检查是否交易时段，否则退出，使用Timer线程每10秒检查，
trading = check_trading_period()
if not trading:
main_engine.write_log(f"关闭子进程")
main_engine.close()
sys.exit(0)
else:
closeTask = Timer(10, recheck_trading_period)
closeTask.start()
closeTask = Timer(5, recheck_trading_period)
closeTask.start()
def run_parent():
"""
Running in the parent process.
"""
print("启动CTA策略守护父进程")
with open('Mutiple_Accounts_Config.json', mode="r", encoding="UTF-8") as f:
account_detail_list = json.load(f)
child_process_list = []
while True:
trading = check_trading_period()
# Start child process in trading period
if trading and child_process_list == []:
print("启动子进程")
# 同时运行account 不应该超过cpu核心数，因为vntrader 可以看成是一个持续循环，在main_engine.close之前不会退出cpu占用；
# 等待的运行事务将一直等待
for account_detail in account_detail_list:
new_process = multiprocessing.Process(target=run_child, name=account_detail["account_name"], args=(account_detail,))
new_process.start()
child_process_list.append(new_process)
# # 使用进程池更加方便，但是无法给进程命名去查看log 是那个account的，所以不建议
# pool = multiprocessing.Pool(multiprocessing.cpu_count())
# child_process_list = pool.map_async(run_child, account_detail_list)
print("子进程启动成功")
# 非记录时间则退出子进程
if not trading and child_process_list:
for process in child_process_list:
if not process.is_alive():
child_process_list.remove(process)
if child_process_list == []:
print("子进程关闭成功")
sleep(10)
if __name__ == "__main__":
run_parent()
还有一个小修改，为了输出各自子进程名，在LogEngine中，trader/engine.py 中，加入这个processName：
self.formatter = logging.Formatter(
"%(asctime)s %(levelname)s: %(processName)s %(message)s"
)
不过如果账户太多，还是有点乱，那时候可以用其他工具来执行；另外策略代码也可以按照工作路径区分，这里没有展示。
