教你实现金字塔的自动监测(24小时无人照看) - 高级功能研发区 - 金字塔客服中心 - 专业程序化交易软件提供商

实现的功能有：

1、盘后自动下载指定品种分笔数据，再利用金字塔自动收盘功能保存数据

2、历史数据检查：每日早上开盘前以及收盘后，两次自动检查最近5个交易日指定品种的1分钟、5分钟、日线数据是否齐全，并自动发短信通知

3、盘中数据检查：盘中每分钟检查一次下列信息：

3.1 当日指定品种的1分钟、5分钟、日线数据是否齐全

3.2 金字塔的数据接收模块是否启动

3.3 检查交易账户是否成功连线

3.4 检查指定的公式是否正在正常运行（避免公式出现异常时不运行了，导致未能开、平仓）

如果有任何异常自动发短信通知

缺点：

1、如果遇到节日休市，程序并不知道，仍在做盘中检查，所以节日仍然会收盘一次异常通知

2、采用金字塔的VBA，如果VBA也崩溃了，就有了另外一个问题，谁来监测VBA是否正常运行？目前的办法是每日至少会收到几个一切正常的短信通知，如果连这几个都收不到了，则认为断网了、金字塔崩溃了、甚至电脑都崩溃了

本程序有一定局限性，只希望对金字塔开发团队有一定启发，在日后的版本中，用更好的手段将系统监测作为一项内置功能，实现金字塔的高安全性

实现步骤：

1、创建3个VBA宏：

SJBC、Chashuju、Chashuju2

2、VBA宏模块增加以下代码（覆盖第一步所增加的宏代码）：

todayhas=0
todayhas2=0
todaystop=0
errorcount=0

Sub SJBC()
'16~17点开始补分笔数据
if application.ReceiveDataStatus=0 then application.ReceiveData(1)
Application.PeekAndPump
application.SendMessage(33882)
call application.Settimer(1,600000)
call application.Settimer(2,9000000)
Set Wrap = CreateObject("DynamicWrapper")
Wrap.Register "user32.dll","FindWindowA","i=ss","f=s", "r=l"
Wrap.Register "user32.dll","FindWindowExA","i=llss","f=s", "r=l"
Wrap.Register "user32.dll","SendMessageA","i=lull","f=s", "r=l"
h = Wrap.FindWindowA("#32770","数据接收")
tab=Wrap.FindWindowExA(h,0,"SysTabControl32","")
TCM_SETCURFOCUS=4912
WM_SETFOCUS=7
WM_KEYDOWN=256
WM_KEYUP=257
BM_CLICK=245
Wrap.SendMessageA tab,TCM_SETCURFOCUS,2,0
    h1=Wrap.FindWindowExA(h,0,"#32770","自定义补数据")
    cb=Wrap.FindWindowExA(h1,0,"ComboBox","")
    Wrap.SendMessageA cb,WM_SETFOCUS,0,0
    Wrap.SendMessageA cb,WM_KEYDOWN,VK_DOWN,0
    Wrap.SendMessageA cb,WM_KEYUP,VK_DOWN,0
    bt=0
    bt=Wrap.FindWindowExA(h1,0,"Button","开始补充")
    Wrap.SendMessageA bt,BM_CLICK,0,0
    if bt<>0 then todayhas=1
End Sub

Sub APPLICATION_VBAStart()
todayhas=0
todayhas2=0
todaystop=0
errorcount=0
if cdate(time)>cdate("09:00:00") and cdate(time)<cdate("16:00:00") then
call application.Settimer(0,300000)
else
call application.Settimer(0,20000)
end if
call application.Settimer(3,60000)
'application.MsgOut marketdata.GetMarketInfo2("zj").TradeSeconds / 60
End Sub

Sub APPLICATION_VBAEnd()
call application.killtimer(0)
call application.killtimer(2)
call application.killtimer(3)
for i = 0 to SigCount-1
  Set dates(i) = nothing
    Set times(i) = nothing
  Set values(i) = nothing
next
SigCount=0
End Sub

Sub APPLICATION_Timer(ID)
if ID=0 then
  if todayhas=0 and cdate(time)>cdate("16:00:00") and cdate(time)<cdate("17:00:00") then
   call application.killtimer(0)
      call application.Settimer(0,20000)
      SJBC    '16~17点下载分笔数据
     elseif todayhas2=0 and cdate(time)>cdate("08:50:00") and cdate(time)<cdate("09:00:00") then
      todayhas2=1  '开盘前历史数据检查
      todayhas=0
      todaystop=0
      errorcount=0
      call application.killtimer(0)
      call application.Settimer(0,300000)
      Chashuju '开盘前做一次历史数据检查
    elseif todayhas2=1 and cdate(time)<cdate("08:50:00") then
      todayhas2=0
    end if
    elseif ID=1 then
    '16:10~17:10点关闭补数据窗口
    Set Wrap = CreateObject("DynamicWrapper")
  Wrap.Register "user32.dll","FindWindowA","i=ss","f=s", "r=l"
  Wrap.Register "user32.dll","SendMessageA","i=lull","f=s", "r=l"
  WM_CLOSE=16
  h = Wrap.FindWindowA("#32770","数据接收")
  Wrap.SendMessageA h,WM_CLOSE,0,0
  'for i = 0 to SigCount-1
  ' Set dates(i) = nothing
    ' Set times(i) = nothing
  ' Set values(i) = nothing
  'next
    call application.killtimer(1)
elseif ID=2 then
    '18:30~19:30点重新加载公式(预计17点30分~45已经完成收盘作业)
    Set Grid = Frame1.GetGridByName("Window1")
  Grid.DeleteFormula "多策略整合"   '这里换成你自己的公式名称
  for i = 0 to SigCount-1
   Set dates(i) = nothing
      Set times(i) = nothing
   Set values(i) = nothing
   states(i) = 0
  next
  SigCount=0
    Grid.InsertFormula "多策略整合"  '这里换成你自己的公式名称
     Grid.ReInitFormula
    call application.killtimer(2)
    elseif ID=3 then
    '每分钟一次盘中异常检查
    call application.killtimer(3)
    Chashuju2
    interval = (90-Second(time))*1000
    call application.Settimer(3,interval) '逢30秒进行盘中检查，如09:15:30、09:16:30等
    end if
End Sub

Sub Chashuju()
dim code(6)
dim market(6)
dim zhouqimin(2)
strcon= ""

'以下是要检查历史数据的品种，大家替换为自己想监测的品种，market数组保存的是品种对应的市场代码，如ZJ表示中金
code(0)=Document.GetExtString("股指交易合约") '交易的合约我在公式中保存到了全局变量中，大家可以用其他方式获得，或者写死
market(0)="ZJ"
code(1)=Document.GetExtString("股指主力合约") '主力合约我在公式中通过比较合约的交易量得出，并保存到全局变量中
market(1)="ZJ"
code(2)="000001"
market(2)="SH"
code(3)="1Z2016"
market(3)="SH"
code(4)="1Z2056"
market(4)="SH"
code(5)="000300"
market(5)="SH"

today=Date()
if cdate(time)<cdate("16:00:00") then today=today-1
firstday=today-6 '检查最近7天的数据（实际是最近5个交易日）
zhouqimin(0)=1
zhouqimin(1)=5
for pzindex=0 To 5 step 1
  for X=firstday TO today step 1
   if Weekday(X)>1 and Weekday(X)<7 then
    for zhouqi = 0 to 5 step 1
     if zhouqi<2 or zhouqi>4 then
      set History = marketdata.GetHistoryData(code(pzindex),market(pzindex),zhouqi)
      Xa=X
      set mkt = marketdata.GetMarketInfo2(market(pzindex))
      if zhouqi<2 then Xa=cdate(X+mkt.opentime-cdate("1975-1-1")+cdate("00:0" & zhouqimin(zhouqi) & ":00"))
      a=History.GetPosFromDate(Xa)
      aaa=History.GetPosFromDate(cdate(X+mkt.closetime-cdate("1975-1-1")))
      if zhouqi=5 then
       if History.Date(aaa)<>cdate(X) then strcon=strcon & code(pzindex) & " " & X & " 缺少日线" & vbCrLf
      else
       if History.Date(a)<cdate(X) then aa=aaa-a else aa=aaa-a+1
       Knum = mkt.TradeSeconds / 60 / zhouqimin(zhouqi)
       if aa<>Knum then strcon=strcon & code(pzindex) & " " & X & " " & zhouqimin(zhouqi) & "分钟K线数仅为" & aa & vbCrLf
      end if
     end if
    next
   end if
  next
next
if strcomp(strcon,"")<>0 then
  Set mail = CreateObject("WWSCommon.SmtpMail")
    with mail
         .SenderName = "数据检查"
         .SenderAddress = "email@163.com"
         .Subject = "历史数据缺失整通知" & cdate(date+time)
      end with
     call mail.AddReceiver("139","13688888888@139.com")
     call mail.AddTextContent(strcon)
      call mail.Sender("smtp.163.com","email@163.com","123456")
     Set mail = nothing
    else
     Set mail = CreateObject("WWSCommon.SmtpMail")
    with mail
         .SenderName = "数据检查"
         .SenderAddress = "email@163.com"
         .Subject = "历史K线数据完整" & cdate(date+time)
      end with
     call mail.AddReceiver("139","13688888888@139.com")
     call mail.AddTextContent("历史K线数据完整")
      call mail.Sender("smtp.163.com","email@163.com","123456")
     Set mail = nothing
end if
End Sub

Sub Chashuju2()'盘中数据检查
today=Date()
if Weekday(today)=1 or Weekday(today)=7 or todaystop=1 then Exit Sub'星期6和7不检查
if cdate(time)>=cdate("08:59:00") and cdate(time)<=cdate("09:00:00") then '开盘前8点59分先做一次账户检查
  Set mail = CreateObject("WWSCommon.SmtpMail")
  strcon= ""
  if order.Account2(2,"你的ctp账户")<>1 then strcon = strcon & "交易帐号未登陆" & vbCrLf
  if application.ReceiveDataStatus = 0 then strcon = strcon & "金字塔数据接收未启动" & vbCrLf
    with mail
         .SenderName = "程序化监督"
         .SenderAddress = "email@163.com"
         if strcomp(strcon,"")=0 then
          .Subject = "盘中检测已准备就绪" & cdate(date+time)
          strcon = "盘中检测已准备就绪"
         else
           .Subject = "盘中检测异常" & cdate(date+time)
         end if
      end with
     call mail.AddReceiver("139","13688888888@139.com")
     call mail.AddTextContent(strcon)
      call mail.Sender("smtp.163.com","email@163.com","123456")
     Set mail = nothing
end if
if cdate(time)<cdate("09:15:00") or cdate(time)>cdate("15:15:00") then exit Sub'只在所交易的合约开盘的时间内做检查，我交易合约是股指，所以定这个时间
dim code(6)
dim market(6)
dim zhouqimin(2)
strcon= ""
if application.ReceiveDataStatus = 0 then application.ReceiveData(1)
Application.PeekAndPump
if order.Account2(2,"你的ctp账户")<>1 then strcon = strcon & "交易帐号未登陆" & vbCrLf
if application.ReceiveDataStatus = 0 then strcon = strcon & "金字塔数据接收未启动" & vbCrLf
code(0)=Document.GetExtString("股指交易合约")
market(0)="ZJ"
code(1)=Document.GetExtString("股指主力合约")
market(1)="ZJ"
code(2)="000001"
market(2)="SH"
code(3)="1Z2016"
market(3)="SH"
code(4)="1Z2056"
market(4)="SH"
code(5)="000300"
market(5)="SH"
zhouqimin(0)=1
zhouqimin(1)=5
for pzindex=0 To 5 step 1
  for zhouqi = 0 to 5 step 1
   if zhouqi<2 or zhouqi>4 then
    set History = marketdata.GetHistoryData(code(pzindex),market(pzindex),zhouqi)
    Xa=today
    set mkt = marketdata.GetMarketInfo2(market(pzindex))
    if zhouqi<2 then Xa=cdate(today+mkt.opentime-cdate("1975-1-1")+cdate("00:0" & zhouqimin(zhouqi) & ":00"))
    a=History.GetPosFromDate(Xa)
    aaa=History.GetPosFromDate(cdate(today+mkt.closetime-cdate("1975-1-1")))
    copentime=cdate(mkt.opentime-cdate("1975-1-1"))
    if zhouqi<2 then Kn = mkt.TradeSeconds / 60 / zhouqimin(zhouqi)

    if zhouqi=5 then
     if cdate(time)>cdate(copentime) and History.Date(aaa)<>cdate(today) then strcon=strcon & code(pzindex) & " 当天日线缺失" & vbCrLf
    else
     if History.Date(a)<cdate(today) then aa=aaa-a else aa=aaa-a+1
     mins = DateDiff("n",cdate(copentime),cdate(time))
     if mins>-1 and (cdate(time)<cdate("11:30:00") or cdate(time)>cdate("13:00:00")) then'中午休市时不检查
      if cdate(time)<cdate("11:30:00") then
       mins = mins \ zhouqimin(zhouqi)+1
      elseif cdate(time)>cdate("13:00:00") then
       mins = mins \ zhouqimin(zhouqi)+1-90 \ zhouqimin(zhouqi)
      end if
      if mins<>aa and aa<Kn then
       strcon=strcon & code(pzindex) & " 当天" & zhouqimin(zhouqi) & "分钟K线数目前为" & aa & ",应为" & mins & vbCrLf
      elseif aa>Kn then
       strcon=strcon & code(pzindex) & " 当天" & zhouqimin(zhouqi) & "分钟K线数目前为" & aa & ",应为" & Kn & vbCrLf
      end if
     end if
    end if
   end if
  next
next

secs = 100
for i=0 to SigCount-1 step 1
  if states(i)=1 and (cdate(time)<cdate("11:30:00") or cdate(time)>cdate("13:00:00")) then'进对已加载的公式检查状态，中午休市不检查
   secs = DateDiff("s",cdate(newtime(i)),cdate(time))
   if secs>60 then '由于我的所有公式均是1分钟调用一次VBA函数READSIG，所以公式最近一次运行时间应该在60秒内，如果你的公式是5分钟的，那么这个时间要加大
    strcon = strcon & "策略" & i & "已超过" & secs & "秒没有执行" & vbCrLf
   end if
  end if
next

if strcomp(strcon,"")=0 then
  errorcount=0
  if (cdate(time)<cdate("09:16:05") or (cdate(time)>cdate("13:00:00") and cdate(time)<cdate("13:01:05"))) and secs<60 then

'固定在上午和下午开盘后的第一次检查时发邮件通知，即使是一切正常时
   Set mail = CreateObject("WWSCommon.SmtpMail")
      with mail
           .SenderName = "程序化监督"
           .SenderAddress = "email@163.com"
           .Subject = "公式已开始运行" & cdate(date+time)
       end with
       call mail.AddReceiver("139","13688888888@139.com")
       call mail.AddTextContent("公式已开始运行")
       call mail.Sender("smtp.163.com","email@163.com","123456")
       Set mail = nothing
  end if
else
  errorcount=errorcount+1
  if errorcount=1 then'连续异常时，仅在第一次有异常时通知，这样如果是节日休市，就不用理会；如果出现异常后，又恢复正常，再有异常也会通知
   Set mail = CreateObject("WWSCommon.SmtpMail")
      with mail
           .SenderName = "程序化监督"
           .SenderAddress = "email@163.com"
           .Subject = "程序化盘中异常通知" & cdate(date+time)
       end with
       call mail.AddReceiver("139","13688888888@139.com")
       call mail.AddTextContent(strcon)
       call mail.Sender("smtp.163.com","email@163.com","123456")
       Set mail = nothing
     end if
    end if
End Sub

注意：其中的APPLICATION_VBAStart、APPLICATION_VBAEnd、APPLICATION_Timer是VBA内置的事件，整个金字塔中都只能有一个，如果你已经用了这些事件，那么不要直接覆盖，而是检查下和你自己的代码有没有同名变量、Timer的ID冲突等，然后将事件内的代码增加进去

主题：教你实现金字塔的自动监测(24小时无人照看)