ctpbee-opt-api 0.1.0__cp310-cp310-win_amd64.whl

ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj

@@ -0,0 +1,198 @@
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+      <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NDEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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+      <AdditionalIncludeDirectories>
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+    <Link>
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+      <AdditionalLibraryDirectories>D:\veighna_studio\libs;$(SolutionDir)..\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <AdditionalDependencies>thostmduserapi_se.lib;thosttraderapi_se.lib;%(AdditionalDependencies)</AdditionalDependencies>
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+    <ClInclude Include="..\..\include\ctp\ThostFtdcTraderApi.h" />
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiDataType.h" />
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiStruct.h" />
+    <ClInclude Include="..\vnctp.h" />
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+    <ClInclude Include="vnctptd.h" />
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ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.filters

@@ -0,0 +1,54 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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+    <Filter Include="源文件">
+      <UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
+      <Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
+    </Filter>
+    <Filter Include="头文件">
+      <UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
+      <Extensions>h;hh;hpp;hxx;hm;inl;inc;ipp;xsd</Extensions>
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+      <Filter>头文件</Filter>
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+      <Filter>头文件</Filter>
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+    <ClInclude Include="vnctptd.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiStruct.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcMdApi.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcTraderApi.h">
+      <Filter>头文件</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\include\ctp\ThostFtdcUserApiDataType.h">
+      <Filter>头文件</Filter>
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+      <Filter>头文件</Filter>
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+    <ClCompile Include="dllmain.cpp">
+      <Filter>源文件</Filter>
+    </ClCompile>
+  </ItemGroup>
+</Project>

ctpbee_api/ctp/vnctp/vnctptd/vnctptd.vcxproj.user

@@ -0,0 +1,4 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <PropertyGroup />
+</Project>

ctpbee_api/ctp_mini/__init__.py

@@ -0,0 +1,3 @@
+from ctpbee_api.ctp_mini.vnctp_minimd import MdApi as MiniMdApi
+from ctpbee_api.ctp_mini.vnctp_minitd import TdApi as MiniTdApi
+from .mini_constant import *

ctpbee_api/ctp_mini/generator/generate_api_functions.py

@@ -0,0 +1,343 @@
+""""""
+import importlib
+
+
+class ApiGenerator:
+    """API生成器"""""
+
+    def __init__(self, filename: str, prefix: str, name: str, class_name: str):
+        """Constructor"""
+        self.filename = filename
+        self.prefix = prefix
+        self.name = name
+        self.class_name = class_name
+
+        self.callbacks = {}
+        self.functions = {}
+        self.lines = {}
+
+        self.structs = {}
+        self.load_struct()
+
+    def load_struct(self):
+        """加载Struct"""
+        module_name = f"{self.prefix}_struct"
+        module = importlib.import_module(module_name)
+
+        for name in dir(module):
+            if "__" not in name:
+                self.structs[name] = getattr(module, name)
+
+    def run(self):
+        """运行生成"""
+        self.f_cpp = open(self.filename, "r")
+
+        for line in self.f_cpp:
+            self.process_line(line)
+
+        self.f_cpp.close()
+
+        self.generate_header_define()
+        self.generate_header_process()
+        self.generate_header_on()
+        self.generate_header_function()
+
+        self.generate_source_task()
+        self.generate_source_switch()
+        self.generate_source_process()
+        self.generate_source_function()
+        self.generate_source_on()
+        self.generate_source_module()
+
+        print("API生成成功")
+
+    def process_line(self, line: str):
+        """处理每行"""
+        line = line.replace(";", "")
+        line = line.replace("\n", "")
+        line = line.replace("\t", "")
+        line = line.replace("{}", "")
+
+        if "virtual void On" in line:
+            self.process_callback(line)
+        elif "virtual int Req" in line:
+            self.process_function(line)
+
+    def process_callback(self, line: str):
+        """处理回掉函数"""
+        name = line[line.index("On"):line.index("(")]
+        self.lines[name] = line
+
+        d = self.generate_arg_dict(line)
+        self.callbacks[name] = d
+
+    def process_function(self, line: str):
+        """处理主动函数"""
+        name = line[line.index("Req"):line.index("(")]
+
+        d = self.generate_arg_dict(line)
+        self.functions[name] = d
+
+    def generate_arg_dict(self, line: str):
+        """生成参数字典"""
+        args_str = line[line.index("(") + 1:line.index(")")]
+        if not args_str:
+            return {}
+        args = args_str.split(",")
+
+        d = {}
+        for arg in args:
+            words = arg.split(" ")
+            words = [word for word in words if word]
+            d[words[1].replace("*", "")] = words[0]
+        return d
+
+    def generate_header_define(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_header_define.h"
+        with open(filename, "w") as f:
+            for n, name in enumerate(self.callbacks.keys()):
+                line = f"#define {name.upper()} {n}\n"
+                f.write(line)
+
+    def generate_header_process(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_header_process.h"
+        with open(filename, "w") as f:
+            for name in self.callbacks.keys():
+                name = name.replace("On", "process")
+                line = f"void {name}(Task *task);\n\n"
+                f.write(line)
+
+    def generate_header_on(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_header_on.h"
+        with open(filename, "w") as f:
+            for name, d in self.callbacks.items():
+                name = name.replace("On", "on")
+
+                args_list = []
+                for type_ in d.values():
+                    if type_ == "int":
+                        args_list.append("int reqid")
+                    elif type_ == "bool":
+                        args_list.append("bool last")
+                    elif type_ == "CThostFtdcRspInfoField":
+                        args_list.append("const dict &error")
+                    else:
+                        args_list.append("const dict &data")
+
+                args_str = ", ".join(args_list)
+                line = f"virtual void {name}({args_str}) {{}};\n\n"
+
+                f.write(line)
+
+    def generate_header_function(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_header_function.h"
+        with open(filename, "w") as f:
+            for name in self.functions.keys():
+                name = name.replace("Req", "req")
+                line = f"int {name}(const dict &req, int reqid);\n\n"
+                f.write(line)
+
+    def generate_source_task(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_source_task.cpp"
+        with open(filename, "w") as f:
+            for name, d in self.callbacks.items():
+                line = self.lines[name]
+
+                f.write(line.replace("virtual void ",
+                                     f"void {self.class_name}::") + "\n")
+                f.write("{\n")
+                f.write("\tTask task = Task();\n")
+                f.write(f"\ttask.task_name = {name.upper()};\n")
+
+                for field, type_ in d.items():
+                    if type_ == "int":
+                        f.write(f"\ttask.task_id = {field};\n")
+                    elif type_ == "bool":
+                        f.write(f"\ttask.task_last = {field};\n")
+                    elif type_ == "CThostFtdcRspInfoField":
+                        f.write(f"\tif ({field})\n")
+                        f.write("\t{\n")
+                        f.write(f"\t\t{type_} *task_error = new {type_}();\n")
+                        f.write(f"\t\t*task_error = *{field};\n")
+                        f.write(f"\t\ttask.task_error = task_error;\n")
+                        f.write("\t}\n")
+                    else:
+                        f.write(f"\tif ({field})\n")
+                        f.write("\t{\n")
+                        f.write(f"\t\t{type_} *task_data = new {type_}();\n")
+                        f.write(f"\t\t*task_data = *{field};\n")
+                        f.write(f"\t\ttask.task_data = task_data;\n")
+                        f.write("\t}\n")
+
+                f.write(f"\tthis->task_queue.push(task);\n")
+                f.write("};\n\n")
+
+    def generate_source_switch(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_source_switch.cpp"
+        with open(filename, "w") as f:
+            for name in self.callbacks.keys():
+                process_name = name.replace("On", "process")
+                f.write(f"case {name.upper()}:\n")
+                f.write("{\n")
+                f.write(f"\tthis->{process_name}(&task);\n")
+                f.write(f"\tbreak;\n")
+                f.write("}\n\n")
+
+    def generate_source_process(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_source_process.cpp"
+        with open(filename, "w") as f:
+            for name, d in self.callbacks.items():
+                process_name = name.replace("On", "process")
+                on_name = name.replace("On", "on")
+
+                f.write(
+                    f"void {self.class_name}::{process_name}(Task *task)\n")
+                f.write("{\n")
+                f.write("\tgil_scoped_acquire acquire;\n")
+
+                args = []
+
+                for field, type_ in d.items():
+                    if type_ == "int":
+                        args.append("task->task_id")
+                    elif type_ == "bool":
+                        args.append("task->task_last")
+                    elif type_ == "CThostFtdcRspInfoField":
+                        args.append("error")
+
+                        f.write("\tdict error;\n")
+                        f.write("\tif (task->task_error)\n")
+                        f.write("\t{\n")
+                        f.write(
+                            f"\t\t{type_} *task_error = ({type_}*)task->task_error;\n")
+
+                        struct_fields = self.structs[type_]
+                        for struct_field, struct_type in struct_fields.items():
+                            if struct_type == "string":
+                                f.write(
+                                    f"\t\terror[\"{struct_field}\"] = toUtf(task_error->{struct_field});\n")
+                            else:
+                                f.write(
+                                    f"\t\terror[\"{struct_field}\"] = task_error->{struct_field};\n")
+
+                        f.write("\t\tdelete task_error;\n")
+                        f.write("\t}\n")
+                    else:
+                        args.append("data")
+
+                        f.write("\tdict data;\n")
+                        f.write("\tif (task->task_data)\n")
+                        f.write("\t{\n")
+                        f.write(
+                            f"\t\t{type_} *task_data = ({type_}*)task->task_data;\n")
+
+                        struct_fields = self.structs[type_]
+                        for struct_field, struct_type in struct_fields.items():
+                            if struct_type == "string":
+                                f.write(
+                                    f"\t\tdata[\"{struct_field}\"] = toUtf(task_data->{struct_field});\n")
+                            else:
+                                f.write(
+                                    f"\t\tdata[\"{struct_field}\"] = task_data->{struct_field};\n")
+
+                        f.write("\t\tdelete task_data;\n")
+                        f.write("\t}\n")
+
+                args_str = ", ".join(args)
+                f.write(f"\tthis->{on_name}({args_str});\n")
+                f.write("};\n\n")
+
+    def generate_source_function(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_source_function.cpp"
+        with open(filename, "w") as f:
+            for name, d in self.functions.items():
+                req_name = name.replace("Req", "req")
+                type_ = list(d.values())[0]
+
+                f.write(
+                    f"int {self.class_name}::{req_name}(const dict &req, int reqid)\n")
+                f.write("{\n")
+                f.write(f"\t{type_} myreq = {type_}();\n")
+                f.write("\tmemset(&myreq, 0, sizeof(myreq));\n")
+
+                struct_fields = self.structs[type_]
+                for struct_field, struct_type in struct_fields.items():
+                    if struct_type == "string":
+                        line = f"\tgetString(req, \"{struct_field}\", myreq.{struct_field});\n"
+                    else:
+                        line = f"\tget{struct_type.capitalize()}(req, \"{struct_field}\", &myreq.{struct_field});\n"
+                    f.write(line)
+
+                f.write(f"\tint i = this->api->{name}(&myreq, reqid);\n")
+                f.write("\treturn i;\n")
+                f.write("};\n\n")
+
+    def generate_source_on(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_source_on.cpp"
+        with open(filename, "w") as f:
+            for name, d in self.callbacks.items():
+                on_name = name.replace("On", "on")
+
+                args = []
+                bind_args = ["void", self.class_name, on_name]
+                for field, type_ in d.items():
+                    if type_ == "int":
+                        args.append("int reqid")
+                        bind_args.append("reqid")
+                    elif type_ == "bool":
+                        args.append("bool last")
+                        bind_args.append("last")
+                    elif type_ == "CThostFtdcRspInfoField":
+                        args.append("const dict &error")
+                        bind_args.append("error")
+                    else:
+                        args.append("const dict &data")
+                        bind_args.append("data")
+
+                args_str = ", ".join(args)
+                bind_args_str = ", ".join(bind_args)
+
+                f.write(f"void {on_name}({args_str}) override\n")
+                f.write("{\n")
+                f.write("\ttry\n")
+                f.write("\t{\n")
+                f.write(f"\t\tPYBIND11_OVERLOAD({bind_args_str});\n")
+                f.write("\t}\n")
+                f.write("\tcatch (const error_already_set &e)\n")
+                f.write("\t{\n")
+                f.write(f"\t\tcout << e.what() << endl;\n")
+                f.write("\t}\n")
+                f.write("};\n\n")
+
+    def generate_source_module(self):
+        """"""
+        filename = f"{self.prefix}_{self.name}_source_module.cpp"
+        with open(filename, "w") as f:
+            for name in self.functions.keys():
+                name = name.replace("Req", "req")
+                f.write(f".def(\"{name}\", &{self.class_name}::{name})\n")
+
+            f.write("\n")
+
+            for name in self.callbacks.keys():
+                name = name.replace("On", "on")
+                f.write(f".def(\"{name}\", &{self.class_name}::{name})\n")
+
+            f.write(";\n")
+
+
+if __name__ == "__main__":
+    md_generator = ApiGenerator("../include/mini/ThostFtdcMdApi.h", "mini", "md", "MdApi")
+    md_generator.run()
+
+    td_generator = ApiGenerator("../include/mini/ThostFtdcTraderApi.h", "mini", "td", "TdApi")
+    td_generator.run()