Managing VeighNa Strategies Across Chinese Futures Trading Sessions

Summary

This forum exchange concerns a VeighNa strategy that logged minute bars during a SimNow session but produced no logs or apparent activity the next morning, even though the interface still showed a CTP connection. A participant recommends adding internal variable logging to diagnose execution. Another explains that the CTP system for Chinese futures may shut down after the night session and restart before the next day session, so the documented operating procedure is to start automated strategies before trading begins and stop them after the session ends, including after the night session.

The original poster says they later found that version 4.2 could remain connected continuously, which qualifies the operational advice as version- and system-dependent. The thread does not establish the specific cause of the reported failure, provide diagnostic output, or compare versions systematically. Its practical lesson is to check the trading gateway lifecycle and platform version when a strategy stops receiving bars, then instrument the strategy itself to distinguish a connection from active data and strategy execution.

Key ideas

• A visible CTP connection does not establish that a strategy is receiving bars or executing its callbacks.
• The thread suggests logging internal strategy variables to investigate missing execution.
• For some Chinese futures CTP setups, the gateway may shut down after the night session and restart before the next session.
• The recommended operating schedule depends on the gateway and VeighNa version; the poster reports continuous connection support in version 4.2.
• The exchange does not identify the definitive cause of the reported interruption.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.