dekun
9875ee6d44
- 止盈止损改为程序本地监控，触发后市价平仓（含跳空） - 交易前30分钟后台自动连接 CTP - 保证金占用上限默认30%，可在系统设置修改 - K线标准蜡烛图红跌绿涨，费率表全宽固定表头 - 品种推荐按保证金比例×总资金计算推荐手数 Co-authored-by: Cursor <cursoragent@cursor.com>
63 lines
2.0 KiB
Python
63 lines
2.0 KiB
Python
"""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 market_sessions import in_premarket_connect_window
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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_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 _minutes_before_open() -> 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 start_ctp_premarket_connect_worker(
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*,
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get_mode_fn: Callable[[], str],
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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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try:
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if _premarket_enabled() and in_premarket_connect_window(
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minutes_before=_minutes_before_open(),
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):
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mode = get_mode_fn()
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st = ctp_status(mode)
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if not st.get("connected") and not st.get("connecting"):
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info = ctp_start_connect(mode, force=False)
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if info.get("started"):
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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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_minutes_before_open(),
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)
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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(max(30, interval))
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threading.Thread(target=_loop, daemon=True, name="ctp-premarket-connect").start()
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