import multiprocessing
import sys
from time import sleep
from datetime import datetime, time
from logging import INFO

from vnpy.event import EventEngine
from vnpy.trader.setting import SETTINGS
from vnpy.trader.engine import MainEngine

from vnpy_ctp import CtpGateway
from vnpy_ctastrategy import CtaStrategyApp
from vnpy_ctastrategy.base import EVENT_CTA_LOG

SETTINGS["log.active"] = True
SETTINGS["log.level"] = INFO
SETTINGS["log.console"] = True

ctp_setting = {
"用户名": "",
"密码": "",
"经纪商代码": "",
"交易服务器": "",
"行情服务器": "",
"产品名称": "",
"授权编码": "",
"产品信息": ""
}

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(2, 45)

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()

from vnpy_ctastrategy import (
CtaTemplate,
StopOrder,
TickData,
BarData,
TradeData,
OrderData,
BarGenerator,
ArrayManager,
)

class DoubleMaStrategy(CtaTemplate):
author = "用Python的交易员"

fast_window = 10
slow_window = 20

fast_ma0 = 0.0
fast_ma1 = 0.0

slow_ma0 = 0.0
slow_ma1 = 0.0

parameters = ["fast_window", "slow_window"]
variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]

def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
    """"""
    super().__init__(cta_engine, strategy_name, vt_symbol, setting)

    self.bg = BarGenerator(self.on_bar)
    self.am = ArrayManager()

def on_init(self):
    """
    Callback when strategy is inited.
    """
    self.write_log("策略初始化")
    self.load_bar(10)

def on_start(self):
    """
    Callback when strategy is started.
    """
    self.write_log("策略启动")
    self.put_event()

def on_stop(self):
    """
    Callback when strategy is stopped.
    """
    self.write_log("策略停止")

    self.put_event()

def on_tick(self, tick: TickData):
    """
    Callback of new tick data update.
    """
    self.bg.update_tick(tick)

def on_bar(self, bar: BarData):
    """
    Callback of new bar data update.
    """

    am = self.am
    am.update_bar(bar)
    if not am.inited:
        return

    fast_ma = am.sma(self.fast_window, array=True)
    self.fast_ma0 = fast_ma[-1]
    self.fast_ma1 = fast_ma[-2]

    slow_ma = am.sma(self.slow_window, array=True)
    self.slow_ma0 = slow_ma[-1]
    self.slow_ma1 = slow_ma[-2]

    cross_over = self.fast_ma0 > self.slow_ma0 and self.fast_ma1 < self.slow_ma1
    cross_below = self.fast_ma0 < self.slow_ma0 and self.fast_ma1 > self.slow_ma1

    if cross_over:
        if self.pos == 0:
            self.buy(bar.close_price, 1)
        elif self.pos < 0:
            self.cover(bar.close_price, 1)
            self.buy(bar.close_price, 1)

    elif cross_below:
        if self.pos == 0:
            self.short(bar.close_price, 1)
        elif self.pos > 0:
            self.sell(bar.close_price, 1)
            self.short(bar.close_price, 1)

    self.put_event()

def on_order(self, order: OrderData):
    """
    Callback of new order data update.
    """
    pass

def on_trade(self, trade: TradeData):
    """
    Callback of new trade data update.
    """
    self.put_event()

def on_stop_order(self, stop_order: StopOrder):
    """
    Callback of stop order update.
    """
    pass

也就是问：如何把楼上的2段代码组合在一起？

只要你成功add_strategy了，直接跑no_ui脚本就好。
no_ui脚本有写初始化所有策略的逻辑

如何成功add_strategy？

图形界面添加策略示例或者代码调用add_strategy创建策略实例