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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-30 22:14:39 +08:00
parent 32838daae0
commit d324d30332
4 changed files with 141 additions and 19 deletions
@@ -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)