The WiFi is disconnected when I lock the screen.

Hello everyone, I'm new, forgive me if I do not open the debate in its proper place and forgive my poor English, I'm Spanish speaker. I explain my problem: when the screen lock my redmi 1s (cyanogenmod 12.1) WiFi is turned off immediately, and I do not receive emails and whatsapp. what can I do? Greetings, thank you.