Schedule CTP disconnect 30 minutes after day and night session close.

Co-authored-by: Cursor <cursoragent@cursor.com>

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()