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462 lines (355 loc) · 13.5 KB
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/**
* Created by Administrator on 2017/6/12.
*/
let path=require("path");
require("../common.js");
require("../systemConfig");
require("../userConfig.js");
let NodeQuantLog=require("../util/NodeQuantLog");
let NodeQuantError=require("../util/NodeQuantError");
let ClientFactory=require("../model/client/ClientFactory");
function _isTimeToWork() {
let systemConfigPath=path.resolve(__dirname+"/../systemConfig.js");
require.cache[systemConfigPath]=null;
require("../systemConfig");
let NowDateTime=new Date();
let NowDateStr=NowDateTime.toLocaleDateString();
//夜盘结束时间
let NightStopTimeStr=NowDateStr+" "+ SystemConfig.NightStopTime;
let NightStopDateTime=new Date(NightStopTimeStr);
//自然日的周末,周六的凌晨停止时间以后不用工作
let weekDay=NowDateTime.getDay();
if(weekDay<1)
{
return MainEngineStatus.Stop;
}else if(weekDay===6)
{
//周六凌晨03:00以后就不工作
if(NightStopDateTime<NowDateTime)
{
return MainEngineStatus.NightStop;
}
}
//工作日的工作时间
let DayStartDateTimeStr=NowDateStr+" "+SystemConfig.DayStartTime;
let DayStartDateTime=new Date(DayStartDateTimeStr);
let DayStopDateTimeStr= NowDateStr +" "+ SystemConfig.DayStopTime;
let DayStopDateTime=new Date(DayStopDateTimeStr);
let NightStartDateTimeStr= NowDateStr +" "+ SystemConfig.NightStartTime;
let NightStartDateTime=new Date(NightStartDateTimeStr);
if(NightStopDateTime<DayStartDateTime && NightStopDateTime<NowDateTime && NowDateTime<DayStartDateTime)
{
//在当天凌晨3:00 ~ 早上9:00是不需要打开的
return MainEngineStatus.NightStop;
}else if(NightStopDateTime>DayStartDateTime && NightStopDateTime<NowDateTime)
{
//现在时间大于结束时间23:00
return MainEngineStatus.NightStop;
}else if(DayStopDateTime<NowDateTime && NowDateTime<NightStartDateTime)
{
//在当天下午15:30:00 ~ 晚上20:00是不需要打开的
return MainEngineStatus.DayStop;
}
return MainEngineStatus.Start;
}
function _registerEvent(myEngine) {
//每隔5分钟检查是否需要自动退出交易客户端
setInterval(function () {
let enginStatus=_isTimeToWork();
if(MainEngineStatus.Start!==enginStatus)
{
if(myEngine.isWorking)
{
myEngine.Stop(enginStatus);
}
}else
{
if(false===myEngine.isWorking)
{
myEngine.ReStart();
}
}
},2*60*1000);
global.AppEventEmitter.on(EVENT.OnReceivedAllContract,function (clientName) {
//策略引擎是否已经启动
if(global.NodeQuant.StrategyEngine.IsWorking === false)
{
//策略引擎还没启动,检查所有策略引擎所需要的交易客户端是否已经都启动了
//检查所有交易客户端是否已经都连接上
for (let clientNameInstance in myEngine.clientDic) {
if (myEngine.clientDic[clientNameInstance].IsGetAllContract() === false) {
return;
}
//获得所有合约是交易端,市场端与交易端相互独立,订阅要市场端订阅
//发生过交易端登录了，返回所有合约列表，但是市场端没有登录成功情况
if(myEngine.clientDic[clientNameInstance].IsMdConnected() === false)
{
let message="获得"+clientNameInstance+"所有市场合约,但是其市场前置没登录成功,不会启动StrategyEngine.";
let error=new NodeQuantError("MainEngine",ErrorType.DBError,message);
global.AppEventEmitter.emit(EVENT.OnError,error);
return;
}
}
if(myEngine.contractDic==={})
{
console.log("Received all contract But contract dictionnary is empty.Will not start strategy engine.please check");
return;
}
global.AppEventEmitter.emit(EVENT.OnAllConfigClientReadyed, "AllConfigClientReadyed");
}
});
global.AppEventEmitter.on(EVENT.OnAllConfigClientReadyed,function (msg) {
//所有配置的客户端，启动策略引擎
if(global.NodeQuant.StrategyEngine.IsWorking===false)
{
//没有启动过,但是所有客户端已经连接成功,策略引擎启动过，策略启动过
global.NodeQuant.StrategyEngine.Start();
}
});
global.AppEventEmitter.on(EVENT.OnContract,function (contract) {
if(myEngine.contractDic[contract.clientName]===undefined)
{
myEngine.contractDic[contract.clientName]={};
}
myEngine.contractDic[contract.clientName][contract.symbol]=contract;
//交易合约点数对应价值
myEngine.contractSizeDic[contract.symbol]=contract.size;
});
global.AppEventEmitter.on(EVENT.OnDisconnected,function (clientName) {
//响应连接断开
let message=clientName+" Disconnected";
let log = new NodeQuantLog(clientName,LogType.INFO,new Date().toLocaleString(),message);
global.AppEventEmitter.emit(EVENT.OnLog,log);
});
//绑定事件多次,会有多次回调
global.AppEventEmitter.on(EVENT.OnSubscribeContract,function (contractName,clientName,error) {
let message="";
if(error.ErrorID!==0)
{
message="Subscribe "+contractName+" Error,errorID:"+error.ErrorID+",errorMsg:"+error.Message;
}else
{
message="Subscribe "+contractName+",Successful";
}
let log=new NodeQuantLog("MainEngine",LogType.INFO,new Date().toLocaleString(),message);
global.AppEventEmitter.emit(EVENT.OnLog,log);
});
global.AppEventEmitter.on(EVENT.OnUnSubscribeContract,function (contractName,error) {
let message="UnSubscribe "+contractName+",errorID:"+error.ErrorID+",errorMsg:"+error.Message;
let log=new NodeQuantLog("MainEngine",LogType.INFO,new Date().toLocaleString(),message);
global.AppEventEmitter.emit(EVENT.OnLog,log);
});
global.AppEventEmitter.on(EVENT.OnError,function (error) {
myEngine.RecordError(error);
console.log("出现错误来源"+error.Source+" ,Msg:"+error.Message);
});
global.AppEventEmitter.on(EVENT.OnLog,function (log) {
//汇总打印Log到数据库
myEngine.RecordLog(log);
console.log(log.Datetime+",信息来源"+log.Source+" ,Msg:"+log.Message);
});
};
class MainEngine{
constructor(){
this.isWorking = false;
//交易日
this.TradingDay="";
this.clientDic = {};
this.contractDic={};
//合约每点的价值字典,用于计算净值,而且与交易客户端无关
this.contractSizeDic={};
_registerEvent(this);
}
Start(){
let enginStatus=_isTimeToWork();
if(MainEngineStatus.Start!==enginStatus)
return;
let log=new NodeQuantLog("MainEngine",LogType.INFO,new Date().toLocaleString(),"MainEngine Start");
global.AppEventEmitter.emit(EVENT.OnLog,log);
//重置主引擎变量
this.Reset();
//创建所有客户端
this.CreateAllClient();
//连接所有客户端
this.ConnectAllClient();
}
CreateAllClient()
{
for(let clientName in ClientConfig)
{
if(SupportClients[clientName]!==undefined)
{
this.clientDic[clientName]=ClientFactory.Create(clientName);
}
}
}
Reset()
{
//重置开关
this.isWorking = true;
//重置合约字典
this.contractDic={};
//重置交易客户端
this.clientDic={};
}
ReStart() {
let log=new NodeQuantLog("MainEngine",LogType.INFO,new Date().toLocaleString(),"MainEngine ReStart");
global.AppEventEmitter.emit(EVENT.OnLog,log);
//重置主引擎变量
this.Reset();
//创建所有客户端
this.CreateAllClient();
//连接Clients
this.ConnectAllClient();
}
ConnectAllClient()
{
for(let clientName in this.clientDic)
{
this.Connect(clientName);
}
}
//主引擎进程可以启动多个交易客户端
Connect(clientName) {
this.clientDic[clientName].Connect();
}
Stop(mainEngineStatus) {
//1.停止策略引擎
global.NodeQuant.StrategyEngine.Stop(mainEngineStatus);
//2.断开Clients
for(let key in this.clientDic)
{
if(this.clientDic[key]!==undefined)
{
//已经连接上交易前端,断开
if(this.clientDic[key].IsMdConnected()){
this.clientDic[key].Exit();
//删除pointer
this.clientDic[key]=null;
}
}
}
this.clientDic=null;
//释放交易客户端
this.clientDic={};
//设置主引擎停止工作标志
this.isWorking = false;
let log=new NodeQuantLog("MainEngine",LogType.INFO,new Date().toLocaleString(),"MainEngine Stop");
global.AppEventEmitter.emit(EVENT.OnLog,log);
}
RecordError(error)
{
global.NodeQuant.SystemDBClient.lpush(System_Error_DB,JSON.stringify(error),function (err,reply) {
if(err) {
throw new Error("记录System_Error失败，原因:"+err);
}
});
}
RecordLog(log){
global.NodeQuant.SystemDBClient.lpush(System_Log_DB,JSON.stringify(log),function (err,reply) {
if(err) {
let message="记录System_Log失败，原因:"+err;
let error=new NodeQuantError("MainEngine",ErrorType.DBError,message);
global.AppEventEmitter.emit(EVENT.OnError,error);
throw new Error(message);
}
});
}
GetClient(clientName) {
return this.clientDic[clientName];
}
GetAllClient() {
return this.clientDic;
};
GetTradingDay()
{
for(let clientName in this.clientDic)
{
return this.clientDic[clientName].GetTradingDay();
}
return undefined;
}
GetContract(clientName,contractName){
if(this.contractDic[clientName])
{
return this.contractDic[clientName][contractName];
}else
{
return undefined;
}
};
GetAllContract(){
return this.contractDic;
};
//获取交易合约每点价值
GetContractSize(contractName)
{
return this.contractSizeDic[contractName];
}
Subscribe(clientName,contractName) {
let client=this.clientDic[clientName];
let ret =-1;
if(client)
{
ret = client.Subscribe(contractName);
}
return ret;
}
UnSubscribe(clientName,contractName) {
let ret = this.clientDic[clientName].UnSubscribe(contractName);
return ret;
}
SendMarketOrder(clientName,contractName,direction,openclose,volume) {
let ret = this.clientDic[clientName].SendMarketOrder(contractName,direction,openclose,volume);
return ret;
}
SendLimitOrder(clientName,contractName,direction,openclose,volume,limitPrice) {
let ret = this.clientDic[clientName].SendLimitOrder(contractName,direction,openclose,volume,limitPrice);
//console.timeEnd("NodeQuant-TickToFinishSendOrder");
return ret;
}
SendMarketIfTouchedOrder(clientName,contractName,direction,openclose,volume,stopPriceCondition,stopPrice) {
let ret = this.clientDic[clientName].SendMarketIfTouchedOrder(contractName,direction,openclose,volume,stopPriceCondition,stopPrice);
return ret;
}
SendStopLimitOrder(clientName,contractName,direction,openclose,volume,limitPrice,stopPriceCondition,stopPrice) {
let ret = this.clientDic[clientName].SendStopLimitOrder(contractName,direction,openclose,volume,limitPrice,stopPriceCondition,stopPrice)
return ret;
}
SendFillAndKillLimitOrder(clientName,contractName,direction,openclose,volume,limitPrice) {
let ret = this.clientDic[clientName].SendFillAndKillLimitOrder(contractName,direction,openclose,volume,limitPrice);
return ret;
}
SendFillOrKillLimitOrder(clientName,contractName,direction,openclose,volume,limitPrice) {
let ret = this.clientDic[clientName].SendFillOrKillLimitOrder(contractName,direction,openclose,volume,limitPrice);
return ret;
}
QueryInvestorPosition(clientName) {
let ret = this.clientDic[clientName].QueryInvestorPosition();
return ret;
}
QueryTradingAccount(clientName)
{
let ret = this.clientDic[clientName].QueryTradingAccount();
return ret;
}
QuerySettlementInfo(clientName){
let ret = this.clientDic[clientName].QuerySettlementInfo();
return ret;
}
QueryCommissionRate(clientName,contractSymbol)
{
let ret = this.clientDic[clientName].QueryCommissionRate(contractSymbol);
return ret;
}
QueryDeferFeeRate(clientName,contractSymbol)
{
let ret = this.clientDic[clientName].QueryDeferFeeRate(contractSymbol);
return ret;
}
CancelOrder(clientName,order) {
let ret = this.clientDic[clientName].CancelOrder(order);
return ret;
}
}
module.exports=MainEngine;