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[Merge] pull request #1384 from nanoric/TaskQueue_terminate

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[Add] TaskQueue增加terminate()，可以终止pop的等待
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vn.py 2019-02-18 16:01:57 +08:00 committed by GitHub
commit 07b0cd4f81
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GPG Key ID: 4AEE18F83AFDEB23
5 changed files with 868 additions and 820 deletions
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21
vnpy/api/ctp/vnctp/vnctp.h
View File

@ -1,6 +1,3 @@
#define NOMINMAX
#define _CRT_SECURE_NO_WARNINGS
#include <string>
#include <queue>
#include <thread>
@ -25,6 +22,8 @@ struct Task
bool task_last; //是否为最后返回
};
class TerminatedError : std::exception
{};
class TaskQueue
{
@ -33,6 +32,8 @@ private:
mutex mutex_; //互斥锁
condition_variable cond_; //条件变量
bool _terminate = false;
public:
//存入新的任务
@ -48,15 +49,21 @@ public:
Task pop()
{
unique_lock<mutex> mlock(mutex_);
while (queue_.empty()) //当队列为空时
{
cond_.wait(mlock); //等待条件变量通知
}
cond_.wait(mlock, [&]() {
return !queue_.empty() || _terminate;
}); //等待条件变量通知
if (_terminate)
throw TerminatedError();
Task task = queue_.front(); //获取队列中的最后一个任务
queue_.pop(); //删除该任务
return task; //返回该任务
}
void terminate()
{
_terminate = true;
cond_.notify_all(); //通知正在阻塞等待的线程
}
};

142
vnpy/api/ctp/vnctp/vnctpmd/vnctpmd.cpp
View File

@ -206,85 +206,91 @@ void MdApi::OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp)
void MdApi::processTask()
{
while (this->active)
{
Task task = this->task_queue.pop();
switch (task.task_name)
{
case ONFRONTCONNECTED:
{
this->processFrontConnected(&task);
break;
}
try
{
while (this->active)
{
Task task = this->task_queue.pop();
switch (task.task_name)
{
case ONFRONTCONNECTED:
{
this->processFrontConnected(&task);
break;
}
case ONFRONTDISCONNECTED:
{
this->processFrontDisconnected(&task);
break;
}
case ONFRONTDISCONNECTED:
{
this->processFrontDisconnected(&task);
break;
}
case ONHEARTBEATWARNING:
{
this->processHeartBeatWarning(&task);
break;
}
case ONHEARTBEATWARNING:
{
this->processHeartBeatWarning(&task);
break;
}
case ONRSPUSERLOGIN:
{
this->processRspUserLogin(&task);
break;
}
case ONRSPUSERLOGIN:
{
this->processRspUserLogin(&task);
break;
}
case ONRSPUSERLOGOUT:
{
this->processRspUserLogout(&task);
break;
}
case ONRSPUSERLOGOUT:
{
this->processRspUserLogout(&task);
break;
}
case ONRSPERROR:
{
this->processRspError(&task);
break;
}
case ONRSPERROR:
{
this->processRspError(&task);
break;
}
case ONRSPSUBMARKETDATA:
{
this->processRspSubMarketData(&task);
break;
}
case ONRSPSUBMARKETDATA:
{
this->processRspSubMarketData(&task);
break;
}
case ONRSPUNSUBMARKETDATA:
{
this->processRspUnSubMarketData(&task);
break;
}
case ONRSPUNSUBMARKETDATA:
{
this->processRspUnSubMarketData(&task);
break;
}
case ONRSPSUBFORQUOTERSP:
{
this->processRspSubForQuoteRsp(&task);
break;
}
case ONRSPSUBFORQUOTERSP:
{
this->processRspSubForQuoteRsp(&task);
break;
}
case ONRSPUNSUBFORQUOTERSP:
{
this->processRspUnSubForQuoteRsp(&task);
break;
}
case ONRSPUNSUBFORQUOTERSP:
{
this->processRspUnSubForQuoteRsp(&task);
break;
}
case ONRTNDEPTHMARKETDATA:
{
this->processRtnDepthMarketData(&task);
break;
}
case ONRTNDEPTHMARKETDATA:
{
this->processRtnDepthMarketData(&task);
break;
}
case ONRTNFORQUOTERSP:
{
this->processRtnForQuoteRsp(&task);
break;
}
};
}
case ONRTNFORQUOTERSP:
{
this->processRtnForQuoteRsp(&task);
break;
}
};
}
}
catch (const TerminatedError&)
{
}
};
void MdApi::processFrontConnected(Task *task)

39
vnpy/api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj
View File

@ -23,7 +23,7 @@
<ProjectGuid>{F00054FF-282F-4826-848E-D58BFB9E9D9F}</ProjectGuid>
<Keyword>Win32Proj</Keyword>
<RootNamespace>vnctpmd</RootNamespace>
<WindowsTargetPlatformVersion>10.0.17134.0</WindowsTargetPlatformVersion>
<WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
</PropertyGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
@ -72,21 +72,29 @@
<PropertyGroup Label="UserMacros" />
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<LinkIncremental>true</LinkIncremental>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<TargetExt>.pyd</TargetExt>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<LinkIncremental>true</LinkIncremental>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<TargetExt>.pyd</TargetExt>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
<LinkIncremental>false</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>C:\GitHub\vnpy\vnpy\api\ctp\pybind11;C:\GitHub\vnpy\vnpy\api\ctp\ctpapi;$(IncludePath)</IncludePath>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<ReferencePath>C:\GitHub\vnpy\vnpy\api\ctp\ctpapi;$(ReferencePath)</ReferencePath>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<LinkIncremental>false</LinkIncremental>
<IncludePath>$(IncludePath)</IncludePath>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<ReferencePath>$(ReferencePath)</ReferencePath>
<TargetExt>.pyd</TargetExt>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
</PropertyGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<ClCompile>
@ -94,11 +102,12 @@
<WarningLevel>Level3</WarningLevel>
<Optimization>Disabled</Optimization>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>WIN32;_DEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<GenerateDebugInformation>true</GenerateDebugInformation>
</Link>
</ItemDefinitionGroup>
@ -108,11 +117,12 @@
<WarningLevel>Level3</WarningLevel>
<Optimization>Disabled</Optimization>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>_DEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<GenerateDebugInformation>true</GenerateDebugInformation>
</Link>
</ItemDefinitionGroup>
@ -124,11 +134,12 @@
<FunctionLevelLinking>true</FunctionLevelLinking>
<IntrinsicFunctions>true</IntrinsicFunctions>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>WIN32;NDEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;NDEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<EnableCOMDATFolding>true</EnableCOMDATFolding>
<OptimizeReferences>true</OptimizeReferences>
<GenerateDebugInformation>true</GenerateDebugInformation>
@ -136,18 +147,20 @@
</ItemDefinitionGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<ClCompile>
<PrecompiledHeader>NotUsing</PrecompiledHeader>
<PrecompiledHeader>Use</PrecompiledHeader>
<WarningLevel>Level3</WarningLevel>
<Optimization>MaxSpeed</Optimization>
<FunctionLevelLinking>true</FunctionLevelLinking>
<IntrinsicFunctions>true</IntrinsicFunctions>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>NDEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NDEBUG;VNCTPMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<AdditionalIncludeDirectories>C:\GitHub\vnpy\vnpy\api\ctp\vnctp;C:\Miniconda3\include;C:\GitHub\vnpy\vnpy\api\ctp\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
<AdditionalIncludeDirectories>
</AdditionalIncludeDirectories>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<EnableCOMDATFolding>true</EnableCOMDATFolding>
<OptimizeReferences>true</OptimizeReferences>
<GenerateDebugInformation>true</GenerateDebugInformation>

1448
vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp
View File

File diff suppressed because it is too large Load Diff

38
vnpy/api/ctp/vnctp/vnctptd/vnctptd.vcxproj
View File

@ -23,7 +23,7 @@
<ProjectGuid>{016732E6-5789-4F7C-9A1C-C46A249080CF}</ProjectGuid>
<Keyword>Win32Proj</Keyword>
<RootNamespace>vnctptd</RootNamespace>
<WindowsTargetPlatformVersion>10.0.17134.0</WindowsTargetPlatformVersion>
<WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
</PropertyGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
@ -72,16 +72,27 @@
<PropertyGroup Label="UserMacros" />
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<LinkIncremental>true</LinkIncremental>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<TargetExt>.pyd</TargetExt>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<LinkIncremental>true</LinkIncremental>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<TargetExt>.pyd</TargetExt>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
<LinkIncremental>false</LinkIncremental>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<TargetExt>.pyd</TargetExt>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<LinkIncremental>false</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\ctp;$(IncludePath)</IncludePath>
<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
</PropertyGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<ClCompile>
@ -89,11 +100,12 @@
<WarningLevel>Level3</WarningLevel>
<Optimization>Disabled</Optimization>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>WIN32;_DEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<GenerateDebugInformation>true</GenerateDebugInformation>
</Link>
</ItemDefinitionGroup>
@ -103,11 +115,12 @@
<WarningLevel>Level3</WarningLevel>
<Optimization>Disabled</Optimization>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>_DEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<GenerateDebugInformation>true</GenerateDebugInformation>
</Link>
</ItemDefinitionGroup>
@ -119,11 +132,12 @@
<FunctionLevelLinking>true</FunctionLevelLinking>
<IntrinsicFunctions>true</IntrinsicFunctions>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>WIN32;NDEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;NDEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<EnableCOMDATFolding>true</EnableCOMDATFolding>
<OptimizeReferences>true</OptimizeReferences>
<GenerateDebugInformation>true</GenerateDebugInformation>
@ -131,18 +145,20 @@
</ItemDefinitionGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<ClCompile>
<PrecompiledHeader>NotUsing</PrecompiledHeader>
<PrecompiledHeader>Use</PrecompiledHeader>
<WarningLevel>Level3</WarningLevel>
<Optimization>MaxSpeed</Optimization>
<FunctionLevelLinking>true</FunctionLevelLinking>
<IntrinsicFunctions>true</IntrinsicFunctions>
<SDLCheck>true</SDLCheck>
<PreprocessorDefinitions>NDEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NDEBUG;VNCTPTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode>
<AdditionalIncludeDirectories>C:\Miniconda3\include;C:\GitHub\vnpy\vnpy\api\ctp\include;C:\GitHub\vnpy\vnpy\api\ctp\vnctp;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
<AdditionalIncludeDirectories>
</AdditionalIncludeDirectories>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
</ClCompile>
<Link>
<SubSystem>Windows</SubSystem>
<SubSystem>Console</SubSystem>
<EnableCOMDATFolding>true</EnableCOMDATFolding>
<OptimizeReferences>true</OptimizeReferences>
<GenerateDebugInformation>true</GenerateDebugInformation>