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 market_sessions import (
-from vnpy_bridge import ctp_start_connect, ctp_status
+    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。"""
+    """是否应保持/发起 CTP 连接（供重连、权限判断复用）。"""
-    mins = premarket_minutes_before() if minutes_before is None else minutes_before
+    mins_b = premarket_minutes_before() if minutes_before is None else minutes_before
-    if is_trading_session():
+    mins_a = postmarket_minutes_after()
-        return True
+    if not _scheduled_connect_enabled() and not is_trading_session():
-    if not _premarket_enabled():
+        if not in_postmarket_grace_window(minutes_after=mins_a):
             return False
-    return in_premarket_connect_window(minutes_before=mins)
+    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():
+                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()

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)

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)

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 %}
             </button>
-            <span class="text-muted trade-top-hint" id="ctp-auto-hint">{% 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 %}</span>
+            <span class="text-muted trade-top-hint" id="ctp-auto-hint">{% 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 %}</span>
         </div>
     </div>