cta_script.py

from time import sleep
from logging import INFO

from howtrader.event import EventEngine
from howtrader.trader.setting import SETTINGS
from howtrader.trader.engine import MainEngine, LogEngine

from howtrader.gateway.binance import BinanceSpotGateway, BinanceUsdtGateway
from howtrader.app.cta_strategy import CtaStrategyApp, CtaEngine
from howtrader.app.cta_strategy.base import EVENT_CTA_LOG


SETTINGS["log.active"] = True
SETTINGS["log.level"] = INFO
SETTINGS["log.console"] = True


usdt_gateway_setting = {
        "key": "",
        "secret": "",
        "proxy_host": "",
        "proxy_port": 0,
    }


def run():
    """
    Running in the child process.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine: MainEngine = MainEngine(event_engine)
    main_engine.add_gateway(BinanceUsdtGateway)
    cta_engine: CtaEngine = main_engine.add_app(CtaStrategyApp)
    main_engine.write_log("setup main engine")

    log_engine: LogEngine = main_engine.get_engine("log")
    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
    main_engine.write_log("register event listener")

    main_engine.connect(usdt_gateway_setting, "BINANCE_USDT")
    main_engine.write_log("connect binance usdt gate way")

    sleep(10)

    cta_engine.init_engine()
    main_engine.write_log("set up cta engine")

    cta_engine.init_all_strategies()
    sleep(60)   # Leave enough time to complete strategy initialization
    main_engine.write_log("init cta strategies")

    cta_engine.start_all_strategies()
    main_engine.write_log("start cta strategies")

    while True:
        sleep(10)


if __name__ == "__main__":
    run()