dekun/qihuo
1
0
Fork 0
Code Issues Actions Packages Projects Releases Wiki Activity

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

Browse Source 
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-30 22:14:39 +08:00
parent 32838daae0
commit d324d30332
4 changed files with 141 additions and 19 deletions
Download Patch File Download Diff File Expand all files Collapse all files
ctp_premarket_connect.py
+59 -18
View File
@@ -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()
market_sessions.py
+37
View File
@@ -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
+44
View File
@@ -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
+1 -1
View File
@@ -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>