diff --git a/ctp_premarket_connect.py b/ctp_premarket_connect.py
index c56b644..9f8ad94 100644
--- a/ctp_premarket_connect.py
+++ b/ctp_premarket_connect.py
@@ -3,7 +3,7 @@
# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
-"""交易前自动连接 CTP（默认开盘前 30 分钟）。"""
+"""CTP 按计划自动连接/断开：盘前 30 分钟连，日盘/夜盘收盘后 30 分钟断。"""
from __future__ import annotations
import logging
@@ -12,13 +12,19 @@ import threading
import time
from typing import Callable
-from market_sessions import in_premarket_connect_window, is_trading_session
-from vnpy_bridge import ctp_start_connect, ctp_status
+from market_sessions import (
+ in_premarket_connect_window,
+ in_postmarket_grace_window,
+ is_trading_session,
+ should_keep_ctp_connected,
+)
+from vnpy_bridge import ctp_disconnect, ctp_start_connect, ctp_status
logger = logging.getLogger(__name__)
CHECK_INTERVAL_SEC = 60
DEFAULT_MINUTES_BEFORE = 30
+DEFAULT_MINUTES_AFTER = 30
def premarket_minutes_before() -> int:
@@ -28,7 +34,14 @@ def premarket_minutes_before() -> int:
return DEFAULT_MINUTES_BEFORE
-def _premarket_enabled() -> bool:
+def postmarket_minutes_after() -> int:
+ try:
+ return max(5, int(os.getenv("CTP_POSTMARKET_MINUTES", str(DEFAULT_MINUTES_AFTER))))
+ except (TypeError, ValueError):
+ return DEFAULT_MINUTES_AFTER
+
+
+def _scheduled_connect_enabled() -> bool:
return (os.getenv("CTP_PREMARKET_CONNECT", "true") or "true").strip().lower() in (
"1",
"true",
@@ -36,14 +49,25 @@ def _premarket_enabled() -> bool:
)
+def _scheduled_disconnect_enabled() -> bool:
+ return (os.getenv("CTP_POSTMARKET_DISCONNECT", "true") or "true").strip().lower() in (
+ "1",
+ "true",
+ "yes",
+ )
+
+
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)
+ """是否应保持/发起 CTP 连接（供重连、权限判断复用）。"""
+ mins_b = premarket_minutes_before() if minutes_before is None else minutes_before
+ mins_a = postmarket_minutes_after()
+ if not _scheduled_connect_enabled() and not is_trading_session():
+ if not in_postmarket_grace_window(minutes_after=mins_a):
+ return False
+ return should_keep_ctp_connected(
+ minutes_before=mins_b,
+ minutes_after=mins_a,
+ )
def start_ctp_premarket_connect_worker(
@@ -52,16 +76,20 @@ def start_ctp_premarket_connect_worker(
get_setting_fn: Callable[[str, str], str] | None = None,
interval: int = CHECK_INTERVAL_SEC,
) -> None:
- """在交易开始前若干分钟自动发起 CTP 连接。"""
+ """盘前自动连接；日盘/夜盘收盘宽限结束后自动断开。"""
def _loop() -> None:
time.sleep(10)
while True:
sleep_sec = max(30, interval)
try:
- if should_auto_connect_now():
- mode = get_mode_fn()
- st = ctp_status(mode)
+ mins_b = premarket_minutes_before()
+ mins_a = postmarket_minutes_after()
+ keep = should_auto_connect_now()
+ mode = get_mode_fn()
+ st = ctp_status(mode)
+
+ if keep:
if (
not st.get("connected")
and not st.get("connecting")
@@ -71,18 +99,31 @@ def start_ctp_premarket_connect_worker(
if info.get("started"):
if is_trading_session():
logger.info("交易时段内自动连接 CTP [%s]", mode)
+ elif in_postmarket_grace_window(minutes_after=mins_a):
+ logger.info(
+ "盘后宽限期内保持/恢复 CTP 连接 [%s]（收盘后 %d 分钟内）",
+ mode,
+ mins_a,
+ )
else:
logger.info(
"盘前自动连接 CTP [%s]（开盘前 %d 分钟）",
mode,
- premarket_minutes_before(),
+ mins_b,
)
if not is_trading_session() and in_premarket_connect_window(
- minutes_before=premarket_minutes_before(),
+ minutes_before=mins_b,
):
sleep_sec = 30
+ elif _scheduled_disconnect_enabled() and st.get("connected"):
+ ctp_disconnect()
+ logger.info(
+ "盘后自动断开 CTP [%s]（日盘/夜盘结束 %d 分钟后）",
+ mode,
+ mins_a,
+ )
except Exception as exc:
- logger.warning("CTP premarket connect worker: %s", exc)
+ logger.warning("CTP scheduled connect worker: %s", exc)
time.sleep(sleep_sec)
threading.Thread(target=_loop, daemon=True, name="ctp-premarket-connect").start()
diff --git a/market_sessions.py b/market_sessions.py
index 2795f02..22c1626 100644
--- a/market_sessions.py
+++ b/market_sessions.py
@@ -246,3 +246,40 @@ def in_premarket_connect_window(
if mins is None:
return False
return 0 < mins <= float(minutes_before)
+
+
+def in_postmarket_grace_window(
+ now: Optional[datetime] = None,
+ *,
+ minutes_after: int = 30,
+) -> bool:
+ """日盘 15:00 或夜盘 02:30 收盘后 minutes_after 分钟内（仍保持连接，便于收尾）。"""
+ if is_trading_session(now):
+ return False
+ d = _normalize_dt(now)
+ t = _minutes_of_day(d)
+ wd = d.weekday()
+ ma = max(1, int(minutes_after))
+ day_close = 15 * 60
+ night_close = 2 * 60 + 30
+ # 日盘收盘 15:00 后宽限（周一至周五）
+ if wd < 5 and day_close <= t < day_close + ma:
+ return True
+ # 夜盘收盘 02:30 后宽限（含周六凌晨结束周五夜盘）
+ if night_close <= t < night_close + ma:
+ return True
+ return False
+
+
+def should_keep_ctp_connected(
+ now: Optional[datetime] = None,
+ *,
+ minutes_before: int = 30,
+ minutes_after: int = 30,
+) -> bool:
+ """是否处于应连接 CTP 的窗口：交易时段 + 盘前 + 盘后宽限。"""
+ if is_trading_session(now):
+ return True
+ if in_postmarket_grace_window(now, minutes_after=minutes_after):
+ return True
+ return in_premarket_connect_window(now, minutes_before=minutes_before)
diff --git a/scripts/test_ctp_schedule.py b/scripts/test_ctp_schedule.py
new file mode 100644
index 0000000..b505b36
--- /dev/null
+++ b/scripts/test_ctp_schedule.py
@@ -0,0 +1,44 @@
+"""Verify CTP scheduled connect/disconnect windows."""
+from datetime import datetime
+from zoneinfo import ZoneInfo
+
+from market_sessions import (
+ in_premarket_connect_window,
+ in_postmarket_grace_window,
+ should_keep_ctp_connected,
+)
+
+TZ = ZoneInfo("Asia/Shanghai")
+
+
+def chk(label, dt, exp_keep, exp_pre=None, exp_post=None):
+ keep = should_keep_ctp_connected(dt)
+ pre = in_premarket_connect_window(dt)
+ post = in_postmarket_grace_window(dt)
+ auto = keep
+ ok = keep == exp_keep
+ if exp_pre is not None:
+ ok = ok and pre == exp_pre
+ if exp_post is not None:
+ ok = ok and post == exp_post
+ print(
+ f"{'OK' if ok else 'FAIL'} {label} {dt.strftime('%a %H:%M')} "
+ f"keep={keep} pre={pre} post={post} auto={auto}"
+ )
+ return ok
+
+
+cases = [
+ ("日盘交易中", datetime(2026, 6, 30, 10, 0, tzinfo=TZ), True, False, False),
+ ("上午小节休盘前10分", datetime(2026, 6, 30, 10, 20, tzinfo=TZ), True, True, False),
+ ("日盘盘前28分", datetime(2026, 6, 30, 8, 32, tzinfo=TZ), True, True, False),
+ ("日盘盘前31分", datetime(2026, 6, 30, 8, 29, tzinfo=TZ), False, False, False),
+ ("日盘收盘后15分", datetime(2026, 6, 30, 15, 15, tzinfo=TZ), True, False, True),
+ ("日盘收盘后35分", datetime(2026, 6, 30, 15, 35, tzinfo=TZ), False, False, False),
+ ("夜盘盘前28分", datetime(2026, 6, 30, 20, 32, tzinfo=TZ), True, True, False),
+ ("夜盘交易中", datetime(2026, 6, 30, 22, 0, tzinfo=TZ), True, False, False),
+ ("夜盘收盘后15分", datetime(2026, 7, 1, 2, 45, tzinfo=TZ), True, False, True),
+ ("夜盘收盘后35分", datetime(2026, 7, 1, 3, 5, tzinfo=TZ), False, False, False),
+]
+failed = sum(0 if chk(*c) else 1 for c in cases)
+print("failed", failed)
diff --git a/templates/trade.html b/templates/trade.html
index f746d2d..bfcf52c 100644
--- a/templates/trade.html
+++ b/templates/trade.html
@@ -40,7 +40,7 @@
{% if not ctp_auto_connect %}disabled title="请先在系统设置 → CTP 连接 中开启自动连接"{% endif %}>
{% if ctp_status.connected %}重连 CTP{% else %}连接 CTP{% endif %}
- {% if ctp_auto_connect %}断线自动重连 · 开盘前 30 分钟自动连接{% else %}自动连接已关闭 · 开盘前 30 分钟仍会按计划连接{% endif %}
+ {% if ctp_auto_connect %}断线自动重连 · 开盘前 30 分钟连接 · 日盘/夜盘收盘后 30 分钟断开{% else %}手动连接已关闭 · 仍按交易时段计划自动连/断（盘前 30 分连、收盘 30 分后断）{% endif %}