ctpbee-opt-api 0.1.0__cp312-cp312-win_amd64.whl

ctpbee_api/ctp/generator/concat.py

@@ -0,0 +1,93 @@
+
+
+import os
+from const import *
+
+current_dir = os.path.dirname(__file__)
+out_base_path = os.path.join(os.path.dirname(current_dir), "vnctp")
+filelist = os.listdir(current_dir)
+
+h = [x for x in filelist if x.endswith(".h")]
+cpp = [x for x in filelist if x.endswith(".cpp")]
+td_h = [x for x in h if "td" in x]
+md_h = [x for x in h if "md" in x]
+td_cpp = [x for x in cpp if "td" in x]
+md_cpp = [x for x in cpp if "md" in x]
+
+
+def read_file(file_list, name):
+    file_name = ""
+    for i in file_list:
+        if i.split("_")[3].split(".")[0] == name:
+            file_name = i
+    if len(file_name) == 0:
+        print("stop")
+        return None
+    with open(file_name, "r") as f:
+        return "".join(f.readlines())
+
+
+def generate_md():
+    md_h_define = read_file(md_h, "define")
+    md_h_on = read_file(md_h, "on")
+    md_h_function = read_file(md_h, "function")
+    md_h_process = read_file(md_h, "process")
+
+    # ��ȡ��������
+    md_h_file = MD_H_HEADER + md_h_define + MD_H_API + MD_H_BACK + md_h_process + md_h_on + md_h_function + "};"
+
+    md_c_task = read_file(md_cpp, "task")
+    md_c_process = read_file(md_cpp, "process")
+    md_c_function = read_file(md_cpp, "function")
+    md_c_on = read_file(md_cpp, "on")
+    md_c_switch = read_file(md_cpp, "switch")
+    md_c_module = read_file(md_cpp, "module")
+
+    md_c_file = MD_C_HEADER \
+                + md_c_task + md_c_process + md_c_function + \
+                MD_C_PYOBJ + md_c_on + MD_C_PYOBJ_END + \
+                MD_C_SWITCH + md_c_switch + MD_C_SWITCH_END + \
+                MD_C_MODULE + md_c_module + MD_C_MODULE_END
+
+    return md_h_file, md_c_file
+
+
+def generate_td():
+    td_h_define = read_file(td_h, "define")
+    td_h_on = read_file(td_h, "on")
+    td_h_process = read_file(td_h, "process")
+    td_h_function = read_file(td_h, "function")
+    td_h_file = TD_H_HEADER + td_h_define + TD_H_API + td_h_on + td_h_process + td_h_function + TD_H_API_END
+
+    td_c_switch = read_file(td_cpp, "switch")
+    td_c_task = read_file(td_cpp, "task")
+    td_c_process = read_file(td_cpp, "process")
+    td_c_function = read_file(td_cpp, "function")
+    td_c_on = read_file(td_cpp, "on")
+    td_c_module = read_file(td_cpp, "module")
+
+    td_c_file = TD_C_HEADER + td_c_task + \
+                TD_C_SWITCH + td_c_switch + TD_C_SWITCH_END + \
+                td_c_process + TD_C_REQ + td_c_function + \
+                TD_C_ON + td_c_on + TD_C_ON_END + TD_C_MODULE + td_c_module + TD_C_MODULE_END
+    return td_h_file, td_c_file
+
+
+def write_file(name, h, c):
+    h_name = f"{name}.h"
+    c_name = f"{name}.cpp"
+    base_path = os.path.join(out_base_path, name)
+    h_file_path = os.path.join(base_path, h_name)
+    with open(h_file_path, "w", encoding="utf8") as f:
+        f.write(h)
+    c_file_path = os.path.join(base_path, c_name)
+    with open(c_file_path, "w", encoding="utf8") as f:
+        f.write(c)
+
+
+if __name__ == "__main__":
+    h, c = generate_md()
+    write_file("vnctpmd", h, c)
+    h, c = generate_td()
+    write_file("vnctptd", h, c)
+

ctpbee_api/ctp/generator/const.py

@@ -0,0 +1,325 @@
+MD_H_BACK = """
+	//req:���������������ֵ�
+	//-------------------------------------------------------------------------------------
+	void createFtdcMdApi(string pszFlowPath = "");
+	void release();
+	void init();
+	int join();
+	int exit();
+	string getTradingDay();
+	void registerFront(string pszFrontAddress);
+	int subscribeMarketData(string instrumentID);
+	int unSubscribeMarketData(string instrumentID);
+	int subscribeForQuoteRsp(string instrumentID);
+	int unSubscribeForQuoteRsp(string instrumentID);
+"""
+
+MD_H_HEADER = """//ϵͳ
+#ifdef WIN32
+#include "stdafx.h"
+#endif
+#include "vnctp.h"
+#include "pybind11/pybind11.h"
+#include "ctp/ThostFtdcMdApi.h"
+"""
+
+MD_H_API = """
+class MdApi : public CThostFtdcMdSpi
+{
+private:
+	CThostFtdcMdApi* api;				//API����
+	thread task_thread;					//�����߳�ָ�루��python���������ݣ�
+	TaskQueue task_queue;			    //�������
+	bool active = false;				//����״̬
+public:
+	MdApi()
+	{
+	};
+	~MdApi()
+	{
+		if (this->active)
+		{
+			this->exit();
+		}
+	};
+
+	void processTask();
+"""
+
+MD_C_HEADER = """
+#include "vnctpmd.h"
+void MdApi::createFtdcMdApi(string pszFlowPath)
+{
+	this->api = CThostFtdcMdApi::CreateFtdcMdApi(pszFlowPath.c_str());
+	this->api->RegisterSpi(this);
+};
+void MdApi::release()
+{
+	this->api->Release();
+};
+void MdApi::init()
+{
+	this->active = true;
+	this->task_thread = thread(&MdApi::processTask, this);
+	this->api->Init();
+};
+int MdApi::join()
+{
+	int i = this->api->Join();
+	return i;
+};
+int MdApi::exit()
+{
+	this->active = false;
+    this->task_queue.terminate();
+    this->task_thread.join();
+	this->api->RegisterSpi(NULL);
+	this->api->Release();
+	this->api = NULL;
+	return 1;
+};
+string MdApi::getTradingDay()
+{
+	string day = this->api->GetTradingDay();
+	return day;
+};
+void MdApi::registerFront(string pszFrontAddress)
+{
+	this->api->RegisterFront((char*)pszFrontAddress.c_str());
+};
+int MdApi::subscribeMarketData(string instrumentID)
+{
+	char* buffer = (char*) instrumentID.c_str();
+	char* myreq[1] = { buffer };
+	int i = this->api->SubscribeMarketData(myreq, 1);
+	return i;
+};
+int MdApi::unSubscribeMarketData(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };;
+	int i = this->api->UnSubscribeMarketData(myreq, 1);
+	return i;
+};
+int MdApi::subscribeForQuoteRsp(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };
+	int i = this->api->SubscribeForQuoteRsp(myreq, 1);
+	return i;
+};
+int MdApi::unSubscribeForQuoteRsp(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };;
+	int i = this->api->UnSubscribeForQuoteRsp(myreq, 1);
+	return i;
+};
+"""
+
+MD_C_SWITCH = """
+void MdApi::processTask()
+{
+    try
+    {
+        while (this->active)
+        {
+            Task task = this->task_queue.pop();
+
+            switch (task.task_name)
+            {
+"""
+MD_C_SWITCH_END = """
+     };
+        }
+    }
+    catch (const TerminatedError&)
+    {
+    }
+};
+"""
+
+MD_C_PYOBJ = """
+class PyMdApi: public MdApi
+{
+public:
+	using MdApi::MdApi;
+"""
+
+MD_C_PYOBJ_END = """
+};
+"""
+
+MD_C_MODULE = """
+PYBIND11_MODULE(vnctpmd, m)
+{
+	class_<MdApi, PyMdApi> mdapi(m, "MdApi");
+	mdapi
+		.def(init<>())
+		.def("createFtdcMdApi", &MdApi::createFtdcMdApi)
+		.def("release", &MdApi::release)
+		.def("init", &MdApi::init)
+		.def("join", &MdApi::join)
+		.def("exit", &MdApi::exit)
+		.def("getTradingDay", &MdApi::getTradingDay)
+		.def("registerFront", &MdApi::registerFront)
+		.def("subscribeMarketData", &MdApi::subscribeMarketData)
+		.def("unSubscribeMarketData", &MdApi::unSubscribeMarketData)
+		.def("subscribeForQuoteRsp", &MdApi::subscribeForQuoteRsp)
+		.def("unSubscribeForQuoteRsp", &MdApi::unSubscribeForQuoteRsp)"""
+
+MD_C_MODULE_END = """
+}"""
+
+TD_H_HEADER = """
+//ϵͳ
+#ifdef WIN32
+#include "stdafx.h"
+#endif
+#include "vnctp.h"
+#include "pybind11/pybind11.h"
+#include "ctp/ThostFtdcTraderApi.h"
+using namespace pybind11;
+"""
+TD_H_API = """
+//API�ļ̳�ʵ��
+class TdApi : public CThostFtdcTraderSpi
+{
+private:
+    CThostFtdcTraderApi* api;            //API����
+    thread task_thread;                    //�����߳�ָ�루��python���������ݣ�
+    TaskQueue task_queue;                //�������
+    bool active = false;                //����״̬
+
+
+public:
+    TdApi()
+    {
+    };
+    ~TdApi()
+    {
+        if (this->active)
+        {
+            this->exit();
+        }
+    };
+
+     void processTask();
+
+    void createFtdcTraderApi(string pszFlowPath = "");
+    void release();
+    void init();
+    int join();
+    int exit();
+    string getTradingDay();
+    void registerFront(string pszFrontAddress);
+    void subscribePrivateTopic(int nType);
+    void subscribePublicTopic(int nType);
+"""
+
+TD_H_API_END = """
+};"""
+
+TD_C_HEADER = """
+#include "vnctptd.h"
+"""
+
+TD_C_SWITCH = """
+void TdApi::processTask()
+{
+    try
+    {
+        while (this->active)
+        {
+            Task task = this->task_queue.pop();
+            switch (task.task_name)
+            {
+"""
+
+TD_C_SWITCH_END = """
+            };
+        }
+    }
+    catch (const TerminatedError&)
+    {
+    }
+};
+"""
+
+TD_C_REQ = """
+void TdApi::createFtdcTraderApi(string pszFlowPath)
+{
+    this->api = CThostFtdcTraderApi::CreateFtdcTraderApi(pszFlowPath.c_str());
+    this->api->RegisterSpi(this);
+};
+void TdApi::release()
+{
+    this->api->Release();
+};
+void TdApi::init()
+{
+    this->active = true;
+    this->task_thread = thread(&TdApi::processTask, this);
+    this->api->Init();
+};
+int TdApi::join()
+{
+    int i = this->api->Join();
+    return i;
+};
+int TdApi::exit()
+{
+    this->active = false;
+    this->task_queue.terminate();
+    this->task_thread.join();
+    this->api->RegisterSpi(NULL);
+    this->api->Release();
+    this->api = NULL;
+    return 1;
+};
+string TdApi::getTradingDay()
+{
+    string day = this->api->GetTradingDay();
+    return day;
+};
+void TdApi::registerFront(string pszFrontAddress)
+{
+    this->api->RegisterFront((char*)pszFrontAddress.c_str());
+};
+void TdApi::subscribePrivateTopic(int nType)
+{
+    this->api->SubscribePrivateTopic((THOST_TE_RESUME_TYPE) nType);
+};
+void TdApi::subscribePublicTopic(int nType)
+{
+    this->api->SubscribePublicTopic((THOST_TE_RESUME_TYPE)nType);
+};
+"""
+
+TD_C_ON = """
+class PyTdApi : public TdApi
+{
+public:
+    using TdApi::TdApi;"""
+
+TD_C_ON_END = """
+};
+"""
+TD_C_MODULE = """
+PYBIND11_MODULE(vnctptd, m)
+{
+    class_<TdApi, PyTdApi> TdApi(m, "TdApi");
+    TdApi
+        .def(init<>())
+        .def("createFtdcTraderApi", &TdApi::createFtdcTraderApi)
+        .def("release", &TdApi::release)
+        .def("init", &TdApi::init)
+        .def("join", &TdApi::join)
+        .def("exit", &TdApi::exit)
+        .def("getTradingDay", &TdApi::getTradingDay)
+        .def("registerFront", &TdApi::registerFront)
+        .def("subscribePublicTopic", &TdApi::subscribePublicTopic)
+        .def("subscribePrivateTopic", &TdApi::subscribePrivateTopic)"""
+
+TD_C_MODULE_END = """
+}"""