ctpbee-opt-api 0.1.0__cp310-cp310-win_amd64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- ctpbee_api/__init__.py +17 -0
- ctpbee_api/ctp/__init__.py +3 -0
- ctpbee_api/ctp/ctp_constant.py +1253 -0
- ctpbee_api/ctp/generator/concat.py +93 -0
- ctpbee_api/ctp/generator/const.py +325 -0
- ctpbee_api/ctp/generator/ctp_constant.py +1274 -0
- ctpbee_api/ctp/generator/ctp_md_header_define.h +13 -0
- ctpbee_api/ctp/generator/ctp_md_header_function.h +6 -0
- ctpbee_api/ctp/generator/ctp_md_header_on.h +26 -0
- ctpbee_api/ctp/generator/ctp_md_header_process.h +26 -0
- ctpbee_api/ctp/generator/ctp_md_source_function.cpp +42 -0
- ctpbee_api/ctp/generator/ctp_md_source_module.cpp +18 -0
- ctpbee_api/ctp/generator/ctp_md_source_on.cpp +156 -0
- ctpbee_api/ctp/generator/ctp_md_source_process.cpp +282 -0
- ctpbee_api/ctp/generator/ctp_md_source_switch.cpp +78 -0
- ctpbee_api/ctp/generator/ctp_md_source_task.cpp +211 -0
- ctpbee_api/ctp/generator/ctp_struct.py +5640 -0
- ctpbee_api/ctp/generator/ctp_td_header_define.h +130 -0
- ctpbee_api/ctp/generator/ctp_td_header_function.h +174 -0
- ctpbee_api/ctp/generator/ctp_td_header_on.h +260 -0
- ctpbee_api/ctp/generator/ctp_td_header_process.h +260 -0
- ctpbee_api/ctp/generator/ctp_td_source_function.cpp +1456 -0
- ctpbee_api/ctp/generator/ctp_td_source_module.cpp +222 -0
- ctpbee_api/ctp/generator/ctp_td_source_on.cpp +1572 -0
- ctpbee_api/ctp/generator/ctp_td_source_process.cpp +5472 -0
- ctpbee_api/ctp/generator/ctp_td_source_switch.cpp +780 -0
- ctpbee_api/ctp/generator/ctp_td_source_task.cpp +2444 -0
- ctpbee_api/ctp/generator/ctp_typedef.py +800 -0
- ctpbee_api/ctp/generator/generate_api_functions.py +345 -0
- ctpbee_api/ctp/generator/generate_data_type.py +76 -0
- ctpbee_api/ctp/generator/generate_struct.py +84 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/mac/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/mac/pybind11/attr.h +690 -0
- ctpbee_api/ctp/include/mac/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp/include/mac/pybind11/cast.h +1704 -0
- ctpbee_api/ctp/include/mac/pybind11/chrono.h +225 -0
- ctpbee_api/ctp/include/mac/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/mac/pybind11/complex.h +74 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp/include/mac/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp/include/mac/pybind11/eigen.h +12 -0
- ctpbee_api/ctp/include/mac/pybind11/embed.h +316 -0
- ctpbee_api/ctp/include/mac/pybind11/eval.h +156 -0
- ctpbee_api/ctp/include/mac/pybind11/functional.h +137 -0
- ctpbee_api/ctp/include/mac/pybind11/gil.h +239 -0
- ctpbee_api/ctp/include/mac/pybind11/iostream.h +265 -0
- ctpbee_api/ctp/include/mac/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp/include/mac/pybind11/operators.h +202 -0
- ctpbee_api/ctp/include/mac/pybind11/options.h +92 -0
- ctpbee_api/ctp/include/mac/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp/include/mac/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp/include/mac/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp/include/mac/pybind11/stl.h +447 -0
- ctpbee_api/ctp/include/mac/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp/include/mac/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/new/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/new/pybind11/attr.h +690 -0
- ctpbee_api/ctp/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/ctp/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/ctp/include/new/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/new/pybind11/complex.h +74 -0
- ctpbee_api/ctp/include/new/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp/include/new/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp/include/new/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp/include/new/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp/include/new/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/ctp/include/new/pybind11/embed.h +316 -0
- ctpbee_api/ctp/include/new/pybind11/eval.h +156 -0
- ctpbee_api/ctp/include/new/pybind11/functional.h +137 -0
- ctpbee_api/ctp/include/new/pybind11/gil.h +239 -0
- ctpbee_api/ctp/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/ctp/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp/include/new/pybind11/operators.h +202 -0
- ctpbee_api/ctp/include/new/pybind11/options.h +92 -0
- ctpbee_api/ctp/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp/include/new/pybind11/stl.h +447 -0
- ctpbee_api/ctp/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcMdApi.h +168 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcTraderApi.h +770 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcUserApiDataType.h +6878 -0
- ctpbee_api/ctp/include/previous/ctp/ThostFtdcUserApiStruct.h +10915 -0
- ctpbee_api/ctp/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/ctp/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/ctp/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/ctp/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/ctp/include/previous/pybind11/common.h +2 -0
- ctpbee_api/ctp/include/previous/pybind11/complex.h +61 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/class.h +626 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/common.h +803 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/descr.h +185 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/init.h +335 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/internals.h +285 -0
- ctpbee_api/ctp/include/previous/pybind11/detail/typeid.h +53 -0
- ctpbee_api/ctp/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/ctp/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/ctp/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/ctp/include/previous/pybind11/functional.h +85 -0
- ctpbee_api/ctp/include/previous/pybind11/iostream.h +200 -0
- ctpbee_api/ctp/include/previous/pybind11/numpy.h +1601 -0
- ctpbee_api/ctp/include/previous/pybind11/operators.h +168 -0
- ctpbee_api/ctp/include/previous/pybind11/options.h +65 -0
- ctpbee_api/ctp/include/previous/pybind11/pybind11.h +1965 -0
- ctpbee_api/ctp/include/previous/pybind11/pytypes.h +1332 -0
- ctpbee_api/ctp/include/previous/pybind11/stl.h +376 -0
- ctpbee_api/ctp/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/ctp/libs/libcomunicationkey.a +0 -0
- ctpbee_api/ctp/libs/libcrypto.a +0 -0
- ctpbee_api/ctp/libs/libssl.a +0 -0
- ctpbee_api/ctp/libs/thostmduserapi_se.lib +0 -0
- ctpbee_api/ctp/libs/thosttraderapi_se.lib +0 -0
- ctpbee_api/ctp/libthostmduserapi_se.so +0 -0
- ctpbee_api/ctp/libthosttraderapi_se.so +0 -0
- ctpbee_api/ctp/thostmduserapi_se.dll +0 -0
- ctpbee_api/ctp/thosttraderapi_se.dll +0 -0
- ctpbee_api/ctp/vnctp/vnctp.h +189 -0
- ctpbee_api/ctp/vnctp/vnctp.sln +41 -0
- ctpbee_api/ctp/vnctp/vnctpmd/dllmain.cpp +19 -0
- ctpbee_api/ctp/vnctp/vnctpmd/stdafx.cpp +1 -0
- ctpbee_api/ctp/vnctp/vnctpmd/stdafx.h +17 -0
- ctpbee_api/ctp/vnctp/vnctpmd/targetver.h +8 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.cpp +953 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.h +209 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj +200 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.filters +54 -0
- ctpbee_api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj.user +4 -0
- ctpbee_api/ctp/vnctp/vnctptd/dllmain.cpp +19 -0
- ctpbee_api/ctp/vnctp/vnctptd/stdafx.cpp +1 -0
- ctpbee_api/ctp/vnctp/vnctptd/stdafx.h +16 -0
- ctpbee_api/ctp/vnctp/vnctptd/targetver.h +8 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.cpp +12148 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.h +1329 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj +198 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.filters +54 -0
- ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.user +4 -0
- ctpbee_api/ctp/vnctpmd.cp310-win_amd64.pyd +0 -0
- ctpbee_api/ctp/vnctptd.cp310-win_amd64.pyd +0 -0
- ctpbee_api/ctp_mini/__init__.py +3 -0
- ctpbee_api/ctp_mini/generator/generate_api_functions.py +343 -0
- ctpbee_api/ctp_mini/generator/generate_data_type.py +76 -0
- ctpbee_api/ctp_mini/generator/generate_struct.py +85 -0
- ctpbee_api/ctp_mini/generator/mini_constant.py +1186 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_define.h +13 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_function.h +4 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_on.h +26 -0
- ctpbee_api/ctp_mini/generator/mini_md_header_process.h +26 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_function.cpp +29 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_module.cpp +17 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_on.cpp +156 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_process.cpp +264 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_switch.cpp +78 -0
- ctpbee_api/ctp_mini/generator/mini_md_source_task.cpp +203 -0
- ctpbee_api/ctp_mini/generator/mini_struct.py +4599 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_define.h +63 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_function.h +84 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_on.h +126 -0
- ctpbee_api/ctp_mini/generator/mini_td_header_process.h +126 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_function.cpp +663 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_module.cpp +107 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_on.cpp +756 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_process.cpp +2492 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_switch.cpp +378 -0
- ctpbee_api/ctp_mini/generator/mini_td_source_task.cpp +1193 -0
- ctpbee_api/ctp_mini/generator/mini_typedef.py +755 -0
- ctpbee_api/ctp_mini/generator/package/vnminimd.cpp +886 -0
- ctpbee_api/ctp_mini/generator/package/vnminimd.h +205 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcMdApi.h +148 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcTraderApi.h +419 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcUserApiDataType.h +6458 -0
- ctpbee_api/ctp_mini/include/new/mini/ThostFtdcUserApiStruct.h +8890 -0
- ctpbee_api/ctp_mini/include/new/pybind11/attr.h +690 -0
- ctpbee_api/ctp_mini/include/new/pybind11/buffer_info.h +208 -0
- ctpbee_api/ctp_mini/include/new/pybind11/cast.h +1704 -0
- ctpbee_api/ctp_mini/include/new/pybind11/chrono.h +225 -0
- ctpbee_api/ctp_mini/include/new/pybind11/common.h +2 -0
- ctpbee_api/ctp_mini/include/new/pybind11/complex.h +74 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/class.h +743 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/common.h +1255 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/descr.h +171 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/init.h +434 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/internals.h +656 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/type_caster_base.h +1177 -0
- ctpbee_api/ctp_mini/include/new/pybind11/detail/typeid.h +65 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/common.h +9 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/matrix.h +714 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen/tensor.h +516 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eigen.h +12 -0
- ctpbee_api/ctp_mini/include/new/pybind11/embed.h +316 -0
- ctpbee_api/ctp_mini/include/new/pybind11/eval.h +156 -0
- ctpbee_api/ctp_mini/include/new/pybind11/functional.h +137 -0
- ctpbee_api/ctp_mini/include/new/pybind11/gil.h +239 -0
- ctpbee_api/ctp_mini/include/new/pybind11/iostream.h +265 -0
- ctpbee_api/ctp_mini/include/new/pybind11/numpy.h +1998 -0
- ctpbee_api/ctp_mini/include/new/pybind11/operators.h +202 -0
- ctpbee_api/ctp_mini/include/new/pybind11/options.h +92 -0
- ctpbee_api/ctp_mini/include/new/pybind11/pybind11.h +2890 -0
- ctpbee_api/ctp_mini/include/new/pybind11/pytypes.h +2557 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl/filesystem.h +116 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl.h +447 -0
- ctpbee_api/ctp_mini/include/new/pybind11/stl_bind.h +851 -0
- ctpbee_api/ctp_mini/include/new/pybind11/type_caster_pyobject_ptr.h +61 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcMdApi.h +148 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcTraderApi.h +419 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcUserApiDataType.h +6458 -0
- ctpbee_api/ctp_mini/include/previous/mini/ThostFtdcUserApiStruct.h +8890 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/attr.h +489 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/buffer_info.h +108 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/cast.h +2067 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/chrono.h +162 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/common.h +2 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/complex.h +61 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/class.h +626 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/common.h +803 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/descr.h +185 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/init.h +335 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/internals.h +285 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/detail/typeid.h +53 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/eigen.h +604 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/embed.h +194 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/eval.h +117 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/functional.h +85 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/iostream.h +200 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/numpy.h +1601 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/operators.h +168 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/options.h +65 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/pybind11.h +1965 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/pytypes.h +1332 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/stl.h +376 -0
- ctpbee_api/ctp_mini/include/previous/pybind11/stl_bind.h +599 -0
- ctpbee_api/ctp_mini/libs/thostmduserapi.lib +0 -0
- ctpbee_api/ctp_mini/libs/thosttraderapi.lib +0 -0
- ctpbee_api/ctp_mini/libthostmduserapi.so +0 -0
- ctpbee_api/ctp_mini/libthosttraderapi.so +0 -0
- ctpbee_api/ctp_mini/mini_constant.py +1186 -0
- ctpbee_api/ctp_mini/thostmduserapi.dll +0 -0
- ctpbee_api/ctp_mini/thosttraderapi.dll +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_mini.h +146 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_mini.sln +41 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/dllmain.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/stdafx.cpp +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/stdafx.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/targetver.h +0 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.cpp +886 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.h +203 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj +183 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.filters +54 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minimd/vnctp_minimd.vcxproj.user +4 -0
- ctpbee_api/ctp_mini/vnctp_mini/vnctp_minitd/dllmain.cpp +0 -0
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
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<ClCompile>
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<Optimization>MaxSpeed</Optimization>
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<FunctionLevelLinking>true</FunctionLevelLinking>
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<IntrinsicFunctions>true</IntrinsicFunctions>
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<SDLCheck>true</SDLCheck>
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<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NDEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<ConformanceMode>true</ConformanceMode>
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</ClCompile>
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<Link>
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<SubSystem>Windows</SubSystem>
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<OptimizeReferences>true</OptimizeReferences>
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<GenerateDebugInformation>true</GenerateDebugInformation>
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<AdditionalDependencies>thostmduserapi.lib;thosttraderapi.lib;%(AdditionalDependencies)</AdditionalDependencies>
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<AdditionalLibraryDirectories>C:\Miniconda3\libs;C:\GitHub\vnpy\vnpy\api\mini\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
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</Link>
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</ItemDefinitionGroup>
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<ItemGroup>
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<ClInclude Include="..\..\include\mini\ThostFtdcMdApi.h" />
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<ClInclude Include="..\..\include\mini\ThostFtdcTraderApi.h" />
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<ClInclude Include="..\..\include\mini\ThostFtdcUserApiDataType.h" />
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<ClCompile Include="dllmain.cpp" />
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">Create</PrecompiledHeader>
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">Create</PrecompiledHeader>
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
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<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|x64'">Create</PrecompiledHeader>
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</ClCompile>
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<ClCompile Include="vnminitd.cpp" />
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</ItemGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
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<ImportGroup Label="ExtensionTargets">
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</ImportGroup>
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</Project>
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<?xml version="1.0" encoding="utf-8"?>
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<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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+
<ItemGroup>
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4
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+
<Filter Include="源文件">
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5
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+
<UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
|
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6
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+
<Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
|
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+
</Filter>
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+
<Filter Include="头文件">
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<UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
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<Extensions>h;hh;hpp;hxx;hm;inl;inc;ipp;xsd</Extensions>
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</Filter>
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+
<Filter Include="资源文件">
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+
<UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
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<Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
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<ItemGroup>
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</ClInclude>
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<ClInclude Include="targetver.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\mini\ThostFtdcMdApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\mini\ThostFtdcTraderApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\mini\ThostFtdcUserApiDataType.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\mini\ThostFtdcUserApiStruct.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\vnmini.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="vnminitd.h">
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<Filter>头文件</Filter>
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</ClInclude>
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</ItemGroup>
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<ItemGroup>
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<ClCompile Include="stdafx.cpp">
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<Filter>源文件</Filter>
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+
</ClCompile>
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+
<ClCompile Include="vnminitd.cpp">
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<Filter>源文件</Filter>
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+
</ClCompile>
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+
<ClCompile Include="dllmain.cpp">
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+
<Filter>源文件</Filter>
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</ClCompile>
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</ItemGroup>
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+
</Project>
|
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Binary file
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Binary file
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Binary file
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Binary file
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Binary file
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|
@@ -0,0 +1,348 @@
|
|
|
1
|
+
""""""
|
|
2
|
+
import importlib
|
|
3
|
+
|
|
4
|
+
|
|
5
|
+
class ApiGenerator:
|
|
6
|
+
"""API生成器"""""
|
|
7
|
+
|
|
8
|
+
def __init__(self, filename: str, prefix: str, name: str, class_name: str):
|
|
9
|
+
"""Constructor"""
|
|
10
|
+
self.filename = filename
|
|
11
|
+
self.prefix = prefix
|
|
12
|
+
self.name = name
|
|
13
|
+
self.class_name = class_name
|
|
14
|
+
|
|
15
|
+
self.callbacks = {}
|
|
16
|
+
self.functions = {}
|
|
17
|
+
self.lines = {}
|
|
18
|
+
|
|
19
|
+
self.structs = {}
|
|
20
|
+
self.load_struct()
|
|
21
|
+
|
|
22
|
+
def load_struct(self):
|
|
23
|
+
"""加载Struct"""
|
|
24
|
+
module_name = f"{self.prefix}_struct"
|
|
25
|
+
module = importlib.import_module(module_name)
|
|
26
|
+
|
|
27
|
+
for name in dir(module):
|
|
28
|
+
if "__" not in name:
|
|
29
|
+
self.structs[name] = getattr(module, name)
|
|
30
|
+
|
|
31
|
+
def run(self):
|
|
32
|
+
"""运行生成"""
|
|
33
|
+
self.f_cpp = open(self.filename, "r")
|
|
34
|
+
|
|
35
|
+
for line in self.f_cpp:
|
|
36
|
+
self.process_line(line)
|
|
37
|
+
|
|
38
|
+
self.f_cpp.close()
|
|
39
|
+
|
|
40
|
+
self.generate_header_define()
|
|
41
|
+
self.generate_header_process()
|
|
42
|
+
self.generate_header_on()
|
|
43
|
+
self.generate_header_function()
|
|
44
|
+
|
|
45
|
+
self.generate_source_task()
|
|
46
|
+
self.generate_source_switch()
|
|
47
|
+
self.generate_source_process()
|
|
48
|
+
self.generate_source_function()
|
|
49
|
+
self.generate_source_on()
|
|
50
|
+
self.generate_source_module()
|
|
51
|
+
|
|
52
|
+
print("API生成成功")
|
|
53
|
+
|
|
54
|
+
def process_line(self, line: str):
|
|
55
|
+
"""处理每行"""
|
|
56
|
+
line = line.replace(";", "")
|
|
57
|
+
line = line.replace("\n", "")
|
|
58
|
+
line = line.replace("\t", "")
|
|
59
|
+
line = line.replace("{}", "")
|
|
60
|
+
|
|
61
|
+
if "virtual void On" in line:
|
|
62
|
+
self.process_callback(line)
|
|
63
|
+
elif "virtual int Req" in line:
|
|
64
|
+
self.process_function(line)
|
|
65
|
+
|
|
66
|
+
def process_callback(self, line: str):
|
|
67
|
+
"""处理回掉函数"""
|
|
68
|
+
name = line[line.index("On"):line.index("(")]
|
|
69
|
+
self.lines[name] = line
|
|
70
|
+
|
|
71
|
+
d = self.generate_arg_dict(line)
|
|
72
|
+
self.callbacks[name] = d
|
|
73
|
+
|
|
74
|
+
def process_function(self, line: str):
|
|
75
|
+
"""处理主动函数"""
|
|
76
|
+
name = line[line.index("Req"):line.index("(")]
|
|
77
|
+
|
|
78
|
+
d = self.generate_arg_dict(line)
|
|
79
|
+
self.functions[name] = d
|
|
80
|
+
|
|
81
|
+
def generate_arg_dict(self, line: str):
|
|
82
|
+
"""生成参数字典"""
|
|
83
|
+
args_str = line[line.index("(") + 1:line.index(")")]
|
|
84
|
+
if not args_str:
|
|
85
|
+
return {}
|
|
86
|
+
args = args_str.split(",")
|
|
87
|
+
|
|
88
|
+
d = {}
|
|
89
|
+
for arg in args:
|
|
90
|
+
words = arg.split(" ")
|
|
91
|
+
words = [word for word in words if word]
|
|
92
|
+
d[words[1].replace("*", "")] = words[0]
|
|
93
|
+
return d
|
|
94
|
+
|
|
95
|
+
def generate_header_define(self):
|
|
96
|
+
""""""
|
|
97
|
+
filename = f"{self.prefix}_{self.name}_header_define.h"
|
|
98
|
+
with open(filename, "w") as f:
|
|
99
|
+
for n, name in enumerate(self.callbacks.keys()):
|
|
100
|
+
line = f"#define {name.upper()} {n}\n"
|
|
101
|
+
f.write(line)
|
|
102
|
+
|
|
103
|
+
def generate_header_process(self):
|
|
104
|
+
""""""
|
|
105
|
+
filename = f"{self.prefix}_{self.name}_header_process.h"
|
|
106
|
+
with open(filename, "w") as f:
|
|
107
|
+
for name in self.callbacks.keys():
|
|
108
|
+
name = name.replace("On", "process")
|
|
109
|
+
line = f"void {name}(Task *task);\n\n"
|
|
110
|
+
f.write(line)
|
|
111
|
+
|
|
112
|
+
def generate_header_on(self):
|
|
113
|
+
""""""
|
|
114
|
+
filename = f"{self.prefix}_{self.name}_header_on.h"
|
|
115
|
+
with open(filename, "w") as f:
|
|
116
|
+
for name, d in self.callbacks.items():
|
|
117
|
+
name = name.replace("On", "on")
|
|
118
|
+
|
|
119
|
+
args_list = []
|
|
120
|
+
for type_ in d.values():
|
|
121
|
+
if type_ == "int":
|
|
122
|
+
args_list.append("int reqid")
|
|
123
|
+
elif type_ == "bool":
|
|
124
|
+
args_list.append("bool last")
|
|
125
|
+
elif type_ == "char*":
|
|
126
|
+
args_list.append("string data")
|
|
127
|
+
elif type_ == "CThostFtdcRspInfoField":
|
|
128
|
+
args_list.append("const dict &error")
|
|
129
|
+
else:
|
|
130
|
+
args_list.append("const dict &data")
|
|
131
|
+
|
|
132
|
+
args_str = ", ".join(args_list)
|
|
133
|
+
line = f"virtual void {name}({args_str}) {{}};\n\n"
|
|
134
|
+
|
|
135
|
+
f.write(line)
|
|
136
|
+
|
|
137
|
+
def generate_header_function(self):
|
|
138
|
+
""""""
|
|
139
|
+
filename = f"{self.prefix}_{self.name}_header_function.h"
|
|
140
|
+
with open(filename, "w") as f:
|
|
141
|
+
for name in self.functions.keys():
|
|
142
|
+
name = name.replace("Req", "req")
|
|
143
|
+
line = f"int {name}(const dict &req, int reqid);\n\n"
|
|
144
|
+
f.write(line)
|
|
145
|
+
|
|
146
|
+
def generate_source_task(self):
|
|
147
|
+
""""""
|
|
148
|
+
filename = f"{self.prefix}_{self.name}_source_task.cpp"
|
|
149
|
+
with open(filename, "w") as f:
|
|
150
|
+
for name, d in self.callbacks.items():
|
|
151
|
+
line = self.lines[name]
|
|
152
|
+
|
|
153
|
+
f.write(line.replace("virtual void ",
|
|
154
|
+
f"void {self.class_name}::") + "\n")
|
|
155
|
+
f.write("{\n")
|
|
156
|
+
f.write("\tTask task = Task();\n")
|
|
157
|
+
f.write(f"\ttask.task_name = {name.upper()};\n")
|
|
158
|
+
|
|
159
|
+
for field, type_ in d.items():
|
|
160
|
+
if type_ == "int":
|
|
161
|
+
f.write(f"\ttask.task_id = {field};\n")
|
|
162
|
+
elif type_ == "bool":
|
|
163
|
+
f.write(f"\ttask.task_last = {field};\n")
|
|
164
|
+
elif type_ == "CThostFtdcRspInfoField":
|
|
165
|
+
f.write(f"\tif ({field})\n")
|
|
166
|
+
f.write("\t{\n")
|
|
167
|
+
f.write(f"\t\t{type_} *task_error = new {type_}();\n")
|
|
168
|
+
f.write(f"\t\t*task_error = *{field};\n")
|
|
169
|
+
f.write(f"\t\ttask.task_error = task_error;\n")
|
|
170
|
+
f.write("\t}\n")
|
|
171
|
+
else:
|
|
172
|
+
f.write(f"\tif ({field})\n")
|
|
173
|
+
f.write("\t{\n")
|
|
174
|
+
f.write(f"\t\t{type_} *task_data = new {type_}();\n")
|
|
175
|
+
f.write(f"\t\t*task_data = *{field};\n")
|
|
176
|
+
f.write(f"\t\ttask.task_data = task_data;\n")
|
|
177
|
+
f.write("\t}\n")
|
|
178
|
+
|
|
179
|
+
f.write(f"\tthis->task_queue.push(task);\n")
|
|
180
|
+
f.write("};\n\n")
|
|
181
|
+
|
|
182
|
+
def generate_source_switch(self):
|
|
183
|
+
""""""
|
|
184
|
+
filename = f"{self.prefix}_{self.name}_source_switch.cpp"
|
|
185
|
+
with open(filename, "w") as f:
|
|
186
|
+
for name in self.callbacks.keys():
|
|
187
|
+
process_name = name.replace("On", "process")
|
|
188
|
+
f.write(f"case {name.upper()}:\n")
|
|
189
|
+
f.write("{\n")
|
|
190
|
+
f.write(f"\tthis->{process_name}(&task);\n")
|
|
191
|
+
f.write(f"\tbreak;\n")
|
|
192
|
+
f.write("}\n\n")
|
|
193
|
+
|
|
194
|
+
def generate_source_process(self):
|
|
195
|
+
""""""
|
|
196
|
+
filename = f"{self.prefix}_{self.name}_source_process.cpp"
|
|
197
|
+
with open(filename, "w") as f:
|
|
198
|
+
for name, d in self.callbacks.items():
|
|
199
|
+
process_name = name.replace("On", "process")
|
|
200
|
+
on_name = name.replace("On", "on")
|
|
201
|
+
|
|
202
|
+
f.write(
|
|
203
|
+
f"void {self.class_name}::{process_name}(Task *task)\n")
|
|
204
|
+
f.write("{\n")
|
|
205
|
+
f.write("\tgil_scoped_acquire acquire;\n")
|
|
206
|
+
|
|
207
|
+
args = []
|
|
208
|
+
|
|
209
|
+
for field, type_ in d.items():
|
|
210
|
+
if type_ == "int":
|
|
211
|
+
args.append("task->task_id")
|
|
212
|
+
elif type_ == "bool":
|
|
213
|
+
args.append("task->task_last")
|
|
214
|
+
elif type_ == "CThostFtdcRspInfoField":
|
|
215
|
+
args.append("error")
|
|
216
|
+
|
|
217
|
+
f.write("\tdict error;\n")
|
|
218
|
+
f.write("\tif (task->task_error)\n")
|
|
219
|
+
f.write("\t{\n")
|
|
220
|
+
f.write(
|
|
221
|
+
f"\t\t{type_} *task_error = ({type_}*)task->task_error;\n")
|
|
222
|
+
|
|
223
|
+
struct_fields = self.structs[type_]
|
|
224
|
+
for struct_field, struct_type in struct_fields.items():
|
|
225
|
+
if struct_type == "string":
|
|
226
|
+
f.write(
|
|
227
|
+
f"\t\terror[\"{struct_field}\"] = toUtf(task_error->{struct_field});\n")
|
|
228
|
+
else:
|
|
229
|
+
f.write(
|
|
230
|
+
f"\t\terror[\"{struct_field}\"] = task_error->{struct_field};\n")
|
|
231
|
+
|
|
232
|
+
f.write("\t\tdelete task_error;\n")
|
|
233
|
+
f.write("\t}\n")
|
|
234
|
+
else:
|
|
235
|
+
args.append("data")
|
|
236
|
+
|
|
237
|
+
f.write("\tdict data;\n")
|
|
238
|
+
f.write("\tif (task->task_data)\n")
|
|
239
|
+
f.write("\t{\n")
|
|
240
|
+
f.write(
|
|
241
|
+
f"\t\t{type_} *task_data = ({type_}*)task->task_data;\n")
|
|
242
|
+
|
|
243
|
+
struct_fields = self.structs[type_]
|
|
244
|
+
for struct_field, struct_type in struct_fields.items():
|
|
245
|
+
if struct_type == "string":
|
|
246
|
+
f.write(
|
|
247
|
+
f"\t\tdata[\"{struct_field}\"] = toUtf(task_data->{struct_field});\n")
|
|
248
|
+
else:
|
|
249
|
+
f.write(
|
|
250
|
+
f"\t\tdata[\"{struct_field}\"] = task_data->{struct_field};\n")
|
|
251
|
+
|
|
252
|
+
f.write("\t\tdelete task_data;\n")
|
|
253
|
+
f.write("\t}\n")
|
|
254
|
+
|
|
255
|
+
args_str = ", ".join(args)
|
|
256
|
+
f.write(f"\tthis->{on_name}({args_str});\n")
|
|
257
|
+
f.write("};\n\n")
|
|
258
|
+
|
|
259
|
+
def generate_source_function(self):
|
|
260
|
+
""""""
|
|
261
|
+
filename = f"{self.prefix}_{self.name}_source_function.cpp"
|
|
262
|
+
with open(filename, "w") as f:
|
|
263
|
+
for name, d in self.functions.items():
|
|
264
|
+
req_name = name.replace("Req", "req")
|
|
265
|
+
type_ = list(d.values())[0]
|
|
266
|
+
|
|
267
|
+
f.write(
|
|
268
|
+
f"int {self.class_name}::{req_name}(const dict &req, int reqid)\n")
|
|
269
|
+
f.write("{\n")
|
|
270
|
+
f.write(f"\t{type_} myreq = {type_}();\n")
|
|
271
|
+
f.write("\tmemset(&myreq, 0, sizeof(myreq));\n")
|
|
272
|
+
|
|
273
|
+
struct_fields = self.structs[type_]
|
|
274
|
+
for struct_field, struct_type in struct_fields.items():
|
|
275
|
+
if struct_type == "char":
|
|
276
|
+
line = f"\tgetChar(req, \"{struct_field}\", &myreq.{struct_field});\n"
|
|
277
|
+
else:
|
|
278
|
+
if struct_type.capitalize() == "String":
|
|
279
|
+
line = f"\tgetString(req, \"{struct_field}\", myreq.{struct_field});\n"
|
|
280
|
+
else:
|
|
281
|
+
line = f"\tget{struct_type.capitalize()}(req, \"{struct_field}\", &myreq.{struct_field});\n"
|
|
282
|
+
f.write(line)
|
|
283
|
+
|
|
284
|
+
f.write(f"\tint i = this->api->{name}(&myreq, reqid);\n")
|
|
285
|
+
f.write("\treturn i;\n")
|
|
286
|
+
f.write("};\n\n")
|
|
287
|
+
|
|
288
|
+
def generate_source_on(self):
|
|
289
|
+
""""""
|
|
290
|
+
filename = f"{self.prefix}_{self.name}_source_on.cpp"
|
|
291
|
+
with open(filename, "w") as f:
|
|
292
|
+
for name, d in self.callbacks.items():
|
|
293
|
+
on_name = name.replace("On", "on")
|
|
294
|
+
|
|
295
|
+
args = []
|
|
296
|
+
bind_args = ["void", self.class_name, on_name]
|
|
297
|
+
for field, type_ in d.items():
|
|
298
|
+
if type_ == "int":
|
|
299
|
+
args.append("int reqid")
|
|
300
|
+
bind_args.append("reqid")
|
|
301
|
+
elif type_ == "bool":
|
|
302
|
+
args.append("bool last")
|
|
303
|
+
bind_args.append("last")
|
|
304
|
+
elif type_ == "CThostFtdcRspInfoField":
|
|
305
|
+
args.append("const dict &error")
|
|
306
|
+
bind_args.append("error")
|
|
307
|
+
else:
|
|
308
|
+
args.append("const dict &data")
|
|
309
|
+
bind_args.append("data")
|
|
310
|
+
|
|
311
|
+
args_str = ", ".join(args)
|
|
312
|
+
bind_args_str = ", ".join(bind_args)
|
|
313
|
+
|
|
314
|
+
f.write(f"void {on_name}({args_str}) override\n")
|
|
315
|
+
f.write("{\n")
|
|
316
|
+
f.write("\ttry\n")
|
|
317
|
+
f.write("\t{\n")
|
|
318
|
+
f.write(f"\t\tPYBIND11_OVERLOAD({bind_args_str});\n")
|
|
319
|
+
f.write("\t}\n")
|
|
320
|
+
f.write("\tcatch (const error_already_set &e)\n")
|
|
321
|
+
f.write("\t{\n")
|
|
322
|
+
f.write(f"\t\tcout << e.what() << endl;\n")
|
|
323
|
+
f.write("\t}\n")
|
|
324
|
+
f.write("};\n\n")
|
|
325
|
+
|
|
326
|
+
def generate_source_module(self):
|
|
327
|
+
""""""
|
|
328
|
+
filename = f"{self.prefix}_{self.name}_source_module.cpp"
|
|
329
|
+
with open(filename, "w") as f:
|
|
330
|
+
for name in self.functions.keys():
|
|
331
|
+
name = name.replace("Req", "req")
|
|
332
|
+
f.write(f".def(\"{name}\", &{self.class_name}::{name})\n")
|
|
333
|
+
|
|
334
|
+
f.write("\n")
|
|
335
|
+
|
|
336
|
+
for name in self.callbacks.keys():
|
|
337
|
+
name = name.replace("On", "on")
|
|
338
|
+
f.write(f".def(\"{name}\", &{self.class_name}::{name})\n")
|
|
339
|
+
|
|
340
|
+
f.write(";\n")
|
|
341
|
+
|
|
342
|
+
|
|
343
|
+
if __name__ == "__main__":
|
|
344
|
+
md_generator = ApiGenerator("../include/rohon/ThostFtdcMdApi.h", "rohon", "md", "MdApi")
|
|
345
|
+
md_generator.run()
|
|
346
|
+
|
|
347
|
+
td_generator = ApiGenerator("../include/rohon/ThostFtdcTraderApi.h", "rohon", "td", "TdApi")
|
|
348
|
+
td_generator.run()
|