dekun
b02c9d6ca0
Correct main_code order in product refresh, refresh on CTP connect, and limit reconnect to trading or premarket windows. Co-authored-by: Cursor <cursoragent@cursor.com>
93 lines
3.4 KiB
Python
93 lines
3.4 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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"""交易前自动连接 CTP（默认开盘前 30 分钟）。"""
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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 ctp_settings import is_ctp_auto_connect_enabled
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from market_sessions import in_premarket_connect_window, is_trading_session
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from vnpy_bridge import 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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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 _premarket_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 should_auto_connect_now(*, minutes_before: int | None = None) -> bool:
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"""交易时段内，或距下一段开盘 <= minutes_before 且尚未开盘。"""
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mins = premarket_minutes_before() if minutes_before is None else minutes_before
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if is_trading_session():
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return True
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if not _premarket_enabled():
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return False
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return in_premarket_connect_window(minutes_before=mins)
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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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"""在交易开始前若干分钟自动发起 CTP 连接。"""
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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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gs = get_setting_fn
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if gs is None:
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from fee_specs import get_setting as gs
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if is_ctp_auto_connect_enabled(gs) and 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 (
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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)
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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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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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premarket_minutes_before(),
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)
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if not is_trading_session() and in_premarket_connect_window(
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minutes_before=premarket_minutes_before(),
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):
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sleep_sec = 30
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except Exception as exc:
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logger.warning("CTP premarket 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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