dekun
130 lines
4.7 KiB
Python
130 lines
4.7 KiB
Python
# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 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。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""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。"""
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from __future__ import annotations
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import logging
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import os
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import threading
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import time
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from typing import Callable
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from market_sessions import (
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in_premarket_connect_window,
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in_postmarket_grace_window,
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is_trading_session,
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should_keep_ctp_connected,
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)
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from vnpy_bridge import ctp_disconnect, ctp_start_connect, ctp_status
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logger = logging.getLogger(__name__)
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CHECK_INTERVAL_SEC = 60
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DEFAULT_MINUTES_BEFORE = 30
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DEFAULT_MINUTES_AFTER = 30
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def premarket_minutes_before() -> int:
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try:
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return max(5, int(os.getenv("CTP_PREMARKET_MINUTES", str(DEFAULT_MINUTES_BEFORE))))
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except (TypeError, ValueError):
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return DEFAULT_MINUTES_BEFORE
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def postmarket_minutes_after() -> int:
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try:
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return max(5, int(os.getenv("CTP_POSTMARKET_MINUTES", str(DEFAULT_MINUTES_AFTER))))
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except (TypeError, ValueError):
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return DEFAULT_MINUTES_AFTER
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def _scheduled_connect_enabled() -> bool:
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return (os.getenv("CTP_PREMARKET_CONNECT", "true") or "true").strip().lower() in (
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"1",
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"true",
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"yes",
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)
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def _scheduled_disconnect_enabled() -> bool:
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return (os.getenv("CTP_POSTMARKET_DISCONNECT", "true") or "true").strip().lower() in (
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"1",
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"true",
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"yes",
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)
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def should_auto_connect_now(*, minutes_before: int | None = None) -> bool:
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"""是否应保持/发起 CTP 连接（供重连、权限判断复用）。"""
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mins_b = premarket_minutes_before() if minutes_before is None else minutes_before
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mins_a = postmarket_minutes_after()
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if not _scheduled_connect_enabled() and not is_trading_session():
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if not in_postmarket_grace_window(minutes_after=mins_a):
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return False
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return should_keep_ctp_connected(
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minutes_before=mins_b,
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minutes_after=mins_a,
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)
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def start_ctp_premarket_connect_worker(
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*,
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get_mode_fn: Callable[[], str],
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get_setting_fn: Callable[[str, str], str] | None = None,
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interval: int = CHECK_INTERVAL_SEC,
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) -> None:
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"""盘前自动连接；日盘/夜盘收盘宽限结束后自动断开。"""
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def _loop() -> None:
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time.sleep(10)
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while True:
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sleep_sec = max(30, interval)
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try:
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mins_b = premarket_minutes_before()
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mins_a = postmarket_minutes_after()
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keep = should_auto_connect_now()
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mode = get_mode_fn()
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st = ctp_status(mode)
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if keep:
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if (
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not st.get("connected")
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and not st.get("connecting")
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and int(st.get("login_cooldown_sec") or 0) <= 0
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):
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info = ctp_start_connect(mode, force=False, scheduled=True)
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if info.get("started"):
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if is_trading_session():
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logger.info("交易时段内自动连接 CTP [%s]", mode)
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elif in_postmarket_grace_window(minutes_after=mins_a):
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logger.info(
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"盘后宽限期内保持/恢复 CTP 连接 [%s]（收盘后 %d 分钟内）",
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mode,
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mins_a,
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)
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else:
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logger.info(
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"盘前自动连接 CTP [%s]（开盘前 %d 分钟）",
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mode,
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mins_b,
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)
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if not is_trading_session() and in_premarket_connect_window(
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minutes_before=mins_b,
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):
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sleep_sec = 30
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elif _scheduled_disconnect_enabled() and st.get("connected"):
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ctp_disconnect()
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logger.info(
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"盘后自动断开 CTP [%s]（日盘/夜盘结束 %d 分钟后）",
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mode,
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mins_a,
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)
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except Exception as exc:
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logger.warning("CTP scheduled connect worker: %s", exc)
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time.sleep(sleep_sec)
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threading.Thread(target=_loop, daemon=True, name="ctp-premarket-connect").start()
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