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Fix empty recommend list and CTP premarket auto-connect.

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Correct main_code order in product refresh, refresh on CTP connect, and limit reconnect to trading or premarket windows.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-29 08:24:10 +08:00
parent f8ff97f93d
commit b02c9d6ca0
10 changed files with 297 additions and 27 deletions
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ctp_premarket_connect.py
+31 -19
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@@ -13,7 +13,7 @@ import time
from typing import Callable
from ctp_settings import is_ctp_auto_connect_enabled
from market_sessions import in_premarket_connect_window
from market_sessions import in_premarket_connect_window, is_trading_session
from vnpy_bridge import ctp_start_connect, ctp_status
logger = logging.getLogger(__name__)
@@ -22,6 +22,13 @@ CHECK_INTERVAL_SEC = 60
DEFAULT_MINUTES_BEFORE = 30
def premarket_minutes_before() -> int:
try:
return max(5, int(os.getenv("CTP_PREMARKET_MINUTES", str(DEFAULT_MINUTES_BEFORE))))
except (TypeError, ValueError):
return DEFAULT_MINUTES_BEFORE
def _premarket_enabled() -> bool:
return (os.getenv("CTP_PREMARKET_CONNECT", "true") or "true").strip().lower() in (
"1",
@@ -30,11 +37,14 @@ def _premarket_enabled() -> bool:
)
def _minutes_before_open() -> int:
try:
return max(5, int(os.getenv("CTP_PREMARKET_MINUTES", str(DEFAULT_MINUTES_BEFORE))))
except (TypeError, ValueError):
return DEFAULT_MINUTES_BEFORE
def should_auto_connect_now(*, minutes_before: int | None = None) -> bool:
"""交易时段内，或距下一段开盘 <= minutes_before 且尚未开盘。"""
mins = premarket_minutes_before() if minutes_before is None else minutes_before
if is_trading_session():
return True
if not _premarket_enabled():
return False
return in_premarket_connect_window(minutes_before=mins)
def start_ctp_premarket_connect_worker(
@@ -48,17 +58,12 @@ def start_ctp_premarket_connect_worker(
def _loop() -> None:
time.sleep(10)
while True:
sleep_sec = max(30, interval)
try:
gs = get_setting_fn
if gs is None:
from fee_specs import get_setting as gs
if (
is_ctp_auto_connect_enabled(gs)
and _premarket_enabled()
and in_premarket_connect_window(
minutes_before=_minutes_before_open(),
)
):
if is_ctp_auto_connect_enabled(gs) and should_auto_connect_now():
mode = get_mode_fn()
st = ctp_status(mode)
if (
@@ -68,13 +73,20 @@ def start_ctp_premarket_connect_worker(
):
info = ctp_start_connect(mode, force=False)
if info.get("started"):
logger.info(
"盘前自动连接 CTP [%s]（开盘前 %d 分钟）",
mode,
_minutes_before_open(),
)
if is_trading_session():
logger.info("交易时段内自动连接 CTP [%s]", mode)
else:
logger.info(
"盘前自动连接 CTP [%s]（开盘前 %d 分钟）",
mode,
premarket_minutes_before(),
)
if not is_trading_session() and in_premarket_connect_window(
minutes_before=premarket_minutes_before(),
):
sleep_sec = 30
except Exception as exc:
logger.warning("CTP premarket connect worker: %s", exc)
time.sleep(max(30, interval))
time.sleep(sleep_sec)
threading.Thread(target=_loop, daemon=True, name="ctp-premarket-connect").start()