107 lines
3.2 KiB
CMake
107 lines
3.2 KiB
CMake
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cmake_minimum_required(VERSION 2.8)
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project(vn_qdp_api)
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# 设置使用的编译器
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set(CMAKE_BUILD_TYPE "Release")
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if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX)
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set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11")
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endif ()
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# 设置输出目录
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set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
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set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib)
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# 使用64位编译
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option(USE_64BITS "comiple 64bits" ON)
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if (USE_64BITS)
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add_definitions(-DUSE_64BITS)
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#set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32")
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#set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
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endif()
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# 设置C++ API源文件的所在目录
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if (WIN32)
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set(QDPAPI_PATH qdpapi)
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elseif (UNIX)
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message("Under unix: " ${CMAKE_SIZEOF_VOID_P})
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if (CMAKE_SIZEOF_VOID_P MATCHES "8")
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set(QDPAPI_PATH qdpapi/x64_linux)
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endif()
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endif()
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include_directories(${QDPAPI_PATH})
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set(QDPAPI_LIBRARY )
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find_library(QDPAPI_MD_LIBRARY
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NAMES qdpmdapi
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PATHS ${QDPAPI_PATH})
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find_library(QDPAPI_TD_LIBRARY
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NAMES qdptraderapi
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PATHS ${QDPAPI_PATH})
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# 设置编译源文件
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set (vnqdpmd )
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set (vnqdptd )
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option(BUILD_QDP_MD "build qdp md" ON)
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if (BUILD_QDP_MD)
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add_definitions(-DBUILD_QDP_MD)
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set(QDP_MD_PATH vnqdpmd/vnqdpmd)
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include_directories(QDP_MD_PATH)
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set(VN_QDP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnqdpmd/vnqdpmd/vnqdpmd.cpp)
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add_library(vnqdpmd SHARED ${VN_QDP_MD_SOURCE})
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endif()
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option(BUILD_QDP_TD "build qdp td" ON)
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if (BUILD_QDP_TD)
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add_definitions(-DBUILD_QDP_TD)
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set(QDP_TD_PATH vnqdptd/vnqdptd)
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include_directories(QDP_TD_PATH)
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set(VN_QDP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnqdptd/vnqdptd/vnqdptd.cpp)
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add_library(vnqdptd SHARED ${VN_QDP_TD_SOURCE})
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endif()
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# 设置Python所在的目录
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set(PYTHON_LIBRARY )
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if (WIN32)
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set(PYTHON_INCLUDE_PATH D:/Anaconda2/include)
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find_library(PYTHON_LIBRARY
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NAMES python27
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PATHS D:/Anaconda2/libs)
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include_directories(${PYTHON_INCLUDE_PATH})
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else()
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set(PYTHON_INCLUDE_PATH /usr/include/python2.7/)
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find_library(PYTHON_LIBRARY
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NAMES python2.7
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PATHS /usr/lib/x86_64-linux-gnu)
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include_directories(${PYTHON_INCLUDE_PATH})
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endif()
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# 链接boost库，anaconda
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if (WIN32)
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set(Boost_USE_STATIC_LIBS ON) #链接boost静态库
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endif()
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set(Boost_USE_MULTITHREADED ON)
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find_package(Boost 1.55.0 COMPONENTS python thread date_time system chrono REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错
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if(Boost_FOUND)
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include_directories(${Boost_INCLUDE_DIRS})
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endif()
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# 去掉生成的so文件名中前缀的lib
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set_target_properties(vnqdpmd PROPERTIES PREFIX "")
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# 链接生成.so文件
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target_link_libraries(vnqdpmd ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${QDPAPI_MD_LIBRARY})
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# 将生成的dll文件后缀名修改为pyd（仅在windows下）
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set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnqdpmd.dll")
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if (EXISTS ${MD_DLL})
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file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnqdpmd.pyd)
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endif()
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# 和上面的MD相同
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set_target_properties(vnqdptd PROPERTIES PREFIX "")
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target_link_libraries(vnqdptd ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${QDPAPI_TD_LIBRARY})
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set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnqdptd.dll)
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if (EXISTS ${TD_DLL})
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file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnqdptd.pyd)
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endif()
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