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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(23, 0)

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():
"""
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")

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(10)

    trading = check_trading_period()
    if not trading:
        print("关闭子进程")
        main_engine.close()
        sys.exit(0)


def run_parent():
"""
Running in the parent process.
"""
print("启动CTA策略守护父进程")

child_process = None

while True:
    trading = check_trading_period()

    # Start child process in trading period
    if trading and child_process is None:
        print("启动子进程")
        child_process = multiprocessing.Process(target=run_child)
        child_process.start()
        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 is not None:
        if not child_process.is_alive():
            child_process = None
            print("子进程关闭成功")

    sleep(5)


if name == "main":
run_parent()


实盘运营no_ui,启动连接成功,但是有交易信息没有发单成交的问题?
上面的代码,成功启动,是否要添加具体策略信息?
还有是否要增加录制行业主代码才能成交?

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有交易信息具体指的是?

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description
xiaohe wrote:

有交易信息具体指的是?

有交易信号, 如果VNPY正常,是要开多平空的

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自己在策略的buy/sell/short/cover/on_order/on_trade里进行打印排查即可

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