Merge pull request #1791 from nanoric/tora

Tora Api Fix: GBK encoding.

vnpy/api/tora/generate_tora.sh

@@ -7,6 +7,7 @@ python -m autocxxpy \
         TORATstpUserApiDataType.h\
         TORATstpUserApiStruct.h\
         -I vntora/include \
+        -A custom/custom_wrappers.hpp\
         --copy-autocxxpy-includes vntora/include \
         --output-dir vntora/generated_files \
         --pyi-output-dir . \

vnpy/api/tora/vntora.pyi

@@ -7,7 +7,7 @@ if typing.TYPE_CHECKING:
     from .vntora import *
 
 
-def set_async_callback_exception_handler(handler: Callable[[AsyncDispatchException], None]):
+def set_async_callback_exception_handler(handler: Callable[[AsyncDispatchException], bool]):
     """
     set a customize exception handler for async callback in this module(pyd)
     \a handler should return True if it handles that exception,
@@ -2312,37 +2312,37 @@ class CTORATstpMdSpi():
     
     
     
-    def OnFrontConnected(self, )->None:
+    def OnFrontConnected(self, )->Any:
         ...
-    def OnFrontDisconnected(self, nReason: int)->None:
+    def OnFrontDisconnected(self, nReason: int)->Any:
         ...
-    def OnRspError(self, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspError(self, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUserLogin(self, pRspUserLogin: CTORATstpRspUserLoginField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUserLogin(self, pRspUserLogin: CTORATstpRspUserLoginField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUserLogout(self, pUserLogout: CTORATstpUserLogoutField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUserLogout(self, pUserLogout: CTORATstpUserLogoutField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspSubMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspSubMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUnSubMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUnSubMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspSubSpecialMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspSubSpecialMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUnSubSpecialMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUnSubSpecialMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspSubFundsFlowMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspSubFundsFlowMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUnSubFundsFlowMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUnSubFundsFlowMarketData(self, pSpecificSecurity: CTORATstpSpecificSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRtnDepthMarketData(self, pDepthMarketData: CTORATstpMarketDataField)->None:
+    def OnRtnDepthMarketData(self, pDepthMarketData: CTORATstpMarketDataField)->Any:
         ...
-    def OnRtnSpecialMarketData(self, pSpecialMarketData: CTORATstpSpecialMarketDataField)->None:
+    def OnRtnSpecialMarketData(self, pSpecialMarketData: CTORATstpSpecialMarketDataField)->Any:
         ...
-    def OnRtnEffectPriceMarketData(self, pEffectPriceMarketData: CTORATstpEffectPriceMarketDataField)->None:
+    def OnRtnEffectPriceMarketData(self, pEffectPriceMarketData: CTORATstpEffectPriceMarketDataField)->Any:
         ...
-    def OnRtnEffectVolumeMarketData(self, pEffectVolumeMarketData: CTORATstpEffectVolumeMarketDataField)->None:
+    def OnRtnEffectVolumeMarketData(self, pEffectVolumeMarketData: CTORATstpEffectVolumeMarketDataField)->Any:
         ...
-    def OnRtnFundsFlowMarketData(self, pFundsFlowMarketData: CTORATstpFundsFlowMarketDataField)->None:
+    def OnRtnFundsFlowMarketData(self, pFundsFlowMarketData: CTORATstpFundsFlowMarketDataField)->Any:
         ...
 class CTORATstpMdApi():
     
@@ -2355,19 +2355,19 @@ class CTORATstpMdApi():
     @staticmethod
     def GetApiVersion()->str:
         ...
-    def Release(self, )->None:
+    def Release(self, )->Any:
         ...
-    def Init(self, )->None:
+    def Init(self, )->Any:
         ...
     def Join(self, )->int:
         ...
-    def RegisterFront(self, pszFrontAddress: str)->None:
+    def RegisterFront(self, pszFrontAddress: str)->Any:
         ...
-    def RegisterNameServer(self, pszNsAddress: str)->None:
+    def RegisterNameServer(self, pszNsAddress: str)->Any:
         ...
-    def RegisterDeriveServer(self, pszDeriveAddress: str)->None:
+    def RegisterDeriveServer(self, pszDeriveAddress: str)->Any:
         ...
-    def RegisterSpi(self, pSpi: CTORATstpMdSpi)->None:
+    def RegisterSpi(self, pSpi: CTORATstpMdSpi)->Any:
         ...
     def SubscribeMarketData(self, ppSecurityID: List[str], ExchageID: int)->int:
         ...
@@ -2390,145 +2390,145 @@ class CTORATstpTraderSpi():
     
     
     
-    def OnFrontConnected(self, )->None:
+    def OnFrontConnected(self, )->Any:
         ...
-    def OnFrontDisconnected(self, nReason: int)->None:
+    def OnFrontDisconnected(self, nReason: int)->Any:
         ...
-    def OnRspError(self, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspError(self, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUserLogin(self, pRspUserLoginField: CTORATstpRspUserLoginField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUserLogin(self, pRspUserLoginField: CTORATstpRspUserLoginField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUserLogout(self, pUserLogoutField: CTORATstpUserLogoutField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUserLogout(self, pUserLogoutField: CTORATstpUserLogoutField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspUserPasswordUpdate(self, pUserPasswordUpdateField: CTORATstpUserPasswordUpdateField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspUserPasswordUpdate(self, pUserPasswordUpdateField: CTORATstpUserPasswordUpdateField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspInputDeviceSerial(self, pRspInputDeviceSerialField: CTORATstpRspInputDeviceSerialField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspInputDeviceSerial(self, pRspInputDeviceSerialField: CTORATstpRspInputDeviceSerialField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspOrderInsert(self, pInputOrderField: CTORATstpInputOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspOrderInsert(self, pInputOrderField: CTORATstpInputOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRtnOrder(self, pOrder: CTORATstpOrderField)->None:
+    def OnRtnOrder(self, pOrder: CTORATstpOrderField)->Any:
         ...
-    def OnErrRtnOrderInsert(self, pInputOrder: CTORATstpInputOrderField, pRspInfo: CTORATstpRspInfoField)->None:
+    def OnErrRtnOrderInsert(self, pInputOrder: CTORATstpInputOrderField, pRspInfo: CTORATstpRspInfoField)->Any:
         ...
-    def OnRspOrderAction(self, pInputOrderActionField: CTORATstpInputOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspOrderAction(self, pInputOrderActionField: CTORATstpInputOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnErrRtnOrderAction(self, pOrderAction: CTORATstpOrderActionField, pRspInfo: CTORATstpRspInfoField)->None:
+    def OnErrRtnOrderAction(self, pOrderAction: CTORATstpOrderActionField, pRspInfo: CTORATstpRspInfoField)->Any:
         ...
-    def OnRtnTrade(self, pTrade: CTORATstpTradeField)->None:
+    def OnRtnTrade(self, pTrade: CTORATstpTradeField)->Any:
         ...
-    def OnRtnMarketStatus(self, pMarketStatus: CTORATstpMarketStatusField)->None:
+    def OnRtnMarketStatus(self, pMarketStatus: CTORATstpMarketStatusField)->Any:
         ...
-    def OnRspCondOrderInsert(self, pInputCondOrderField: CTORATstpInputCondOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspCondOrderInsert(self, pInputCondOrderField: CTORATstpInputCondOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRtnCondOrder(self, pConditionOrder: CTORATstpConditionOrderField)->None:
+    def OnRtnCondOrder(self, pConditionOrder: CTORATstpConditionOrderField)->Any:
         ...
-    def OnErrRtnCondOrderInsert(self, pInputCondOrder: CTORATstpInputCondOrderField, pRspInfo: CTORATstpRspInfoField)->None:
+    def OnErrRtnCondOrderInsert(self, pInputCondOrder: CTORATstpInputCondOrderField, pRspInfo: CTORATstpRspInfoField)->Any:
         ...
-    def OnRspCondOrderAction(self, pInputCondOrderActionField: CTORATstpInputCondOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspCondOrderAction(self, pInputCondOrderActionField: CTORATstpInputCondOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnErrRtnCondOrderAction(self, pInputCondOrderAction: CTORATstpInputCondOrderActionField, pRspInfo: CTORATstpRspInfoField)->None:
+    def OnErrRtnCondOrderAction(self, pInputCondOrderAction: CTORATstpInputCondOrderActionField, pRspInfo: CTORATstpRspInfoField)->Any:
         ...
-    def OnRspInquiryJZFund(self, pRspInquiryJZFundField: CTORATstpRspInquiryJZFundField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspInquiryJZFund(self, pRspInquiryJZFundField: CTORATstpRspInquiryJZFundField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspTransferFund(self, pInputTransferFundField: CTORATstpInputTransferFundField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspTransferFund(self, pInputTransferFundField: CTORATstpInputTransferFundField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRtnTransferFund(self, pTransferFund: CTORATstpTransferFundField)->None:
+    def OnRtnTransferFund(self, pTransferFund: CTORATstpTransferFundField)->Any:
         ...
-    def OnErrRtnTransferFund(self, pInputTransferFund: CTORATstpInputTransferFundField, pRspInfo: CTORATstpRspInfoField)->None:
+    def OnErrRtnTransferFund(self, pInputTransferFund: CTORATstpInputTransferFundField, pRspInfo: CTORATstpRspInfoField)->Any:
         ...
-    def OnRtnTransferPosition(self, pTransferPosition: CTORATstpTransferPositionField)->None:
+    def OnRtnTransferPosition(self, pTransferPosition: CTORATstpTransferPositionField)->Any:
         ...
-    def OnErrRtnTransferPosition(self, pInputTransferPosition: CTORATstpInputTransferPositionField, pRspInfo: CTORATstpRspInfoField)->None:
+    def OnErrRtnTransferPosition(self, pInputTransferPosition: CTORATstpInputTransferPositionField, pRspInfo: CTORATstpRspInfoField)->Any:
         ...
-    def OnRspTransferCollateral(self, pInputTransferCollateralField: CTORATstpInputTransferCollateralField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspTransferCollateral(self, pInputTransferCollateralField: CTORATstpInputTransferCollateralField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspInquiryBankAccountFund(self, pRspInquiryBankAccountFundField: CTORATstpRspInquiryBankAccountFundField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspInquiryBankAccountFund(self, pRspInquiryBankAccountFundField: CTORATstpRspInquiryBankAccountFundField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspInquiryTradeConcentration(self, pInquiryTradeConcentrationField: CTORATstpInquiryTradeConcentrationField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspInquiryTradeConcentration(self, pInquiryTradeConcentrationField: CTORATstpInquiryTradeConcentrationField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRtnTradingNotice(self, pTradingNotice: CTORATstpTradingNoticeField)->None:
+    def OnRtnTradingNotice(self, pTradingNotice: CTORATstpTradingNoticeField)->Any:
         ...
-    def OnRspInquiryMaxOrderVolume(self, pRspInquiryMaxOrderVolumeField: CTORATstpRspInquiryMaxOrderVolumeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspInquiryMaxOrderVolume(self, pRspInquiryMaxOrderVolumeField: CTORATstpRspInquiryMaxOrderVolumeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRtnPeripheryTransferPosition(self, pPeripheryPositionTransferDetail: CTORATstpPeripheryPositionTransferDetailField)->None:
+    def OnRtnPeripheryTransferPosition(self, pPeripheryPositionTransferDetail: CTORATstpPeripheryPositionTransferDetailField)->Any:
         ...
-    def OnRspInquiryHistoryOrder(self, pHistoryOrderField: CTORATstpHistoryOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspInquiryHistoryOrder(self, pHistoryOrderField: CTORATstpHistoryOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspInquiryHistoryTrade(self, pHistoryTradeField: CTORATstpHistoryTradeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspInquiryHistoryTrade(self, pHistoryTradeField: CTORATstpHistoryTradeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryExchange(self, pExchange: CTORATstpExchangeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryExchange(self, pExchange: CTORATstpExchangeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryMarketData(self, pMarketData: CTORATstpMarketDataField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryMarketData(self, pMarketData: CTORATstpMarketDataField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQrySecurity(self, pSecurity: CTORATstpSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQrySecurity(self, pSecurity: CTORATstpSecurityField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryETFFile(self, pETFFile: CTORATstpETFFileField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryETFFile(self, pETFFile: CTORATstpETFFileField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryETFBasket(self, pETFBasket: CTORATstpETFBasketField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryETFBasket(self, pETFBasket: CTORATstpETFBasketField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryIPOInfo(self, pIPOInfo: CTORATstpIPOInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryIPOInfo(self, pIPOInfo: CTORATstpIPOInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryBUProxy(self, pBUProxy: CTORATstpBUProxyField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryBUProxy(self, pBUProxy: CTORATstpBUProxyField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryUser(self, pUser: CTORATstpUserField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryUser(self, pUser: CTORATstpUserField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryInvestor(self, pInvestor: CTORATstpInvestorField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryInvestor(self, pInvestor: CTORATstpInvestorField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryShareholderAccount(self, pShareholderAccount: CTORATstpShareholderAccountField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryShareholderAccount(self, pShareholderAccount: CTORATstpShareholderAccountField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryOrder(self, pOrder: CTORATstpOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryOrder(self, pOrder: CTORATstpOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryOrderAction(self, pOrderAction: CTORATstpOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryOrderAction(self, pOrderAction: CTORATstpOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryTrade(self, pTrade: CTORATstpTradeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryTrade(self, pTrade: CTORATstpTradeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryTradingAccount(self, pTradingAccount: CTORATstpTradingAccountField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryTradingAccount(self, pTradingAccount: CTORATstpTradingAccountField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryPosition(self, pPosition: CTORATstpPositionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryPosition(self, pPosition: CTORATstpPositionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryTradingFee(self, pTradingFee: CTORATstpTradingFeeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryTradingFee(self, pTradingFee: CTORATstpTradingFeeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryInvestorTradingFee(self, pInvestorTradingFee: CTORATstpInvestorTradingFeeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryInvestorTradingFee(self, pInvestorTradingFee: CTORATstpInvestorTradingFeeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryIPOQuota(self, pIPOQuota: CTORATstpIPOQuotaField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryIPOQuota(self, pIPOQuota: CTORATstpIPOQuotaField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryMarket(self, pMarket: CTORATstpMarketField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryMarket(self, pMarket: CTORATstpMarketField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryOrderFundDetail(self, pOrderFundDetail: CTORATstpOrderFundDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryOrderFundDetail(self, pOrderFundDetail: CTORATstpOrderFundDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryFundTransferDetail(self, pFundTransferDetail: CTORATstpFundTransferDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryFundTransferDetail(self, pFundTransferDetail: CTORATstpFundTransferDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryPositionTransferDetail(self, pPositionTransferDetail: CTORATstpPositionTransferDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryPositionTransferDetail(self, pPositionTransferDetail: CTORATstpPositionTransferDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryPledgePosition(self, pPledgePosition: CTORATstpPledgePositionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryPledgePosition(self, pPledgePosition: CTORATstpPledgePositionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryPledgeInfo(self, pPledgeInfo: CTORATstpPledgeInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryPledgeInfo(self, pPledgeInfo: CTORATstpPledgeInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryConversionBondInfo(self, pConversionBondInfo: CTORATstpConversionBondInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryConversionBondInfo(self, pConversionBondInfo: CTORATstpConversionBondInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryBondPutbackInfo(self, pBondPutbackInfo: CTORATstpBondPutbackInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryBondPutbackInfo(self, pBondPutbackInfo: CTORATstpBondPutbackInfoField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryStandardBondPosition(self, pStandardBondPosition: CTORATstpStandardBondPositionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryStandardBondPosition(self, pStandardBondPosition: CTORATstpStandardBondPositionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQrySpecialMarketData(self, pSpecialMarketData: CTORATstpSpecialMarketDataField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQrySpecialMarketData(self, pSpecialMarketData: CTORATstpSpecialMarketDataField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryPrematurityRepoOrder(self, pPrematurityRepoOrder: CTORATstpPrematurityRepoOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryPrematurityRepoOrder(self, pPrematurityRepoOrder: CTORATstpPrematurityRepoOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryShareholderParam(self, pShareholderParam: CTORATstpShareholderParamField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryShareholderParam(self, pShareholderParam: CTORATstpShareholderParamField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryPeripheryPositionTransferDetail(self, pPeripheryPositionTransferDetail: CTORATstpPeripheryPositionTransferDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryPeripheryPositionTransferDetail(self, pPeripheryPositionTransferDetail: CTORATstpPeripheryPositionTransferDetailField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryInvestorCondOrderLimitParam(self, pInvestorCondOrderLimitParam: CTORATstpInvestorCondOrderLimitParamField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryInvestorCondOrderLimitParam(self, pInvestorCondOrderLimitParam: CTORATstpInvestorCondOrderLimitParamField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryCondOrder(self, pCondOrder: CTORATstpCondOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryCondOrder(self, pCondOrder: CTORATstpCondOrderField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryCondOrderAction(self, pCondOrderAction: CTORATstpCondOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryCondOrderAction(self, pCondOrderAction: CTORATstpCondOrderActionField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryTradingNotice(self, pTradingNotice: CTORATstpTradingNoticeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryTradingNotice(self, pTradingNotice: CTORATstpTradingNoticeField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryIPONumberResult(self, pIPONumberResult: CTORATstpIPONumberResultField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryIPONumberResult(self, pIPONumberResult: CTORATstpIPONumberResultField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
-    def OnRspQryIPOMatchNumberResult(self, pIPOMatchNumberResult: CTORATstpIPOMatchNumberResultField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->None:
+    def OnRspQryIPOMatchNumberResult(self, pIPOMatchNumberResult: CTORATstpIPOMatchNumberResultField, pRspInfo: CTORATstpRspInfoField, nRequestID: int, bIsLast: bool)->Any:
         ...
 class CTORATstpTraderApi():
     
@@ -2541,23 +2541,23 @@ class CTORATstpTraderApi():
     @staticmethod
     def GetApiVersion()->str:
         ...
-    def Release(self, )->None:
+    def Release(self, )->Any:
         ...
-    def Init(self, )->None:
+    def Init(self, )->Any:
         ...
     def Join(self, )->int:
         ...
-    def RegisterFront(self, pszFrontAddress: str)->None:
+    def RegisterFront(self, pszFrontAddress: str)->Any:
         ...
-    def RegisterNameServer(self, pszNsAddress: str)->None:
+    def RegisterNameServer(self, pszNsAddress: str)->Any:
         ...
-    def RegisterDeriveServer(self, pszDeriveAddress: str)->None:
+    def RegisterDeriveServer(self, pszDeriveAddress: str)->Any:
         ...
-    def RegisterSpi(self, pSpi: CTORATstpTraderSpi)->None:
+    def RegisterSpi(self, pSpi: CTORATstpTraderSpi)->Any:
         ...
-    def SubscribePrivateTopic(self, nResumeType: TORA_TE_RESUME_TYPE)->None:
+    def SubscribePrivateTopic(self, nResumeType: TORA_TE_RESUME_TYPE)->Any:
         ...
-    def SubscribePublicTopic(self, nResumeType: TORA_TE_RESUME_TYPE)->None:
+    def SubscribePublicTopic(self, nResumeType: TORA_TE_RESUME_TYPE)->Any:
         ...
     def ReqUserLogin(self, pReqUserLoginField: CTORATstpReqUserLoginField, nRequestID: int)->int:
         ...
@@ -3293,17 +3293,17 @@ TORA_TSTP_SPT_ClosePriceScopeRatio: int
 TORA_TSTP_SPT_OpenDateLimit: int
 TORA_TSTP_SPT_LimitBoardShamRatio: int
 TORA_TSTP_SPT_CancelOrderRatio: int
-def set_null(v: int)->None:
+def set_null(v: int)->Any:
     ...
-def set_null(v: float)->None:
+def set_null(v: float)->Any:
     ...
-def set_null(v: int)->None:
+def set_null(v: int)->Any:
     ...
-def set_null(v: int)->None:
+def set_null(v: int)->Any:
     ...
-def set_null(v: int)->None:
+def set_null(v: int)->Any:
     ...
-def set_null(v: str)->None:
+def set_null(v: str)->Any:
     ...
 def is_null(v: int)->bool:
     ...

vnpy/api/tora/vntora/custom/custom_wrappers.hpp

@@ -0,0 +1,65 @@
+#pragma once
+
+#include <string>
+#include <locale>
+#include <codecvt>
+
+#include <autocxxpy/autocxxpy.hpp>
+#include <autocxxpy/utils/type_traits.hpp>
+
+#include <pybind11/pybind11.h>
+
+#include "../generated_files/module.hpp"
+
+namespace autocxxpy
+{
+
+    //½«GBK±àÂëµÄ×Ö·û´®×ª»»ÎªUTF8
+    inline std::string toUtf(const std::string &gb2312)
+    {
+#ifdef _MSC_VER
+        const static std::locale loc("zh-CN");
+#else
+        const static std::locale loc("zh_CN.GB18030");
+#endif
+
+        std::vector<wchar_t> wstr(gb2312.size());
+        wchar_t* wstrEnd = nullptr;
+        const char* gbEnd = nullptr;
+        std::mbstate_t state = {};
+        int res = std::use_facet<std::codecvt<wchar_t, char, std::mbstate_t> >
+            (loc).in(state,
+                gb2312.data(), gb2312.data() + gb2312.size(), gbEnd,
+                wstr.data(), wstr.data() + wstr.size(), wstrEnd);
+
+        if (std::codecvt_base::ok == res)
+        {
+            std::wstring_convert<std::codecvt_utf8<wchar_t>> cutf8;
+            return cutf8.to_bytes(std::wstring(wstr.data(), wstrEnd));
+        }
+
+        return std::string();
+    }
+
+    template <size_t size>
+    struct get_string<tag_vntora, size>
+    {
+        auto operator()(string_literal<size> &val)
+        {
+            return toUtf(val);
+        }
+    };
+
+    template <size_t size>
+    struct set_string<tag_vntora, size>
+    {
+        void operator()(string_literal<size> &val, const char *str)
+        {
+#ifdef _MSC_VER
+            strcpy_s(val, toUtf(str).data());
+#else
+            strcpy(val, toUtf(str).data());
+#endif
+        }
+    };
+}

vnpy/api/tora/vntora/generated_files/generated_functions.h

@@ -8,6 +8,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_vntora(pybind11::module & parent);

vnpy/api/tora/vntora/generated_files/generated_functions_0.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_vntora(pybind11::module & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_1.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_class_CTORATstpFensUserInfoField(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_2.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_class_CTORATstpReqInquiryJZFundField(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_3.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_class_CTORATstpPeripheryPositionTransferDetailField(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_4.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_class_CTORATstpBusinessUnitField(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_5.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_class_CTORATstpStandardBondPositionField(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_6.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_class_CTORATstpMdApi(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_7.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_class_CTORATstpTraderApi(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/generated_functions_8.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 void generate_enum_TORA_TE_RESUME_TYPE(pybind11::object & parent)

vnpy/api/tora/vntora/generated_files/module.cpp

@@ -11,6 +11,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 autocxxpy::cross_assign module_vntora::cross;
@@ -26,7 +27,7 @@ void init_dispatcher(pybind11::module &m)
     m.def("set_async_callback_exception_handler", &autocxxpy::async_callback_exception_handler::set_handler);
 
     pybind11::class_<autocxxpy::async_dispatch_exception> c(m, "AsyncDispatchException");
-    c.def_property("what", &autocxxpy::async_dispatch_exception::what, nullptr);
+    c.def_property_readonly("what", &autocxxpy::async_dispatch_exception::what_mutable);
     c.def_readonly("instance", &autocxxpy::async_dispatch_exception::instance);
     c.def_readonly("function_name", &autocxxpy::async_dispatch_exception::function_name);
 

vnpy/api/tora/vntora/generated_files/wrappers.hpp

@@ -9,6 +9,7 @@
 #include "TORATstpTraderApi.h"
 #include "TORATstpUserApiDataType.h"
 #include "TORATstpUserApiStruct.h"
+#include "custom/custom_wrappers.hpp"
 
 
 

vnpy/api/tora/vntora/include/autocxxpy/callback_wrapper.hpp

@@ -3,6 +3,7 @@
 #include <tuple>
 #include <type_traits>
 #include <optional>
+#include <iostream>
 
 #include "./brigand.hpp"
 
@@ -85,7 +86,9 @@ namespace autocxxpy
         {}
         pybind11::object instance;
         std::string function_name;
-        inline const char* what() noexcept
+
+        // mutable version of what() for pybind11 to make it happy
+        inline const char* what_mutable() noexcept
         {
             return std::exception::what();
         }
@@ -104,11 +107,20 @@ namespace autocxxpy
                 {
                     custom_handler(e);
                 }
-                catch (pybind11::error_already_set & e)
+                catch (pybind11::error_already_set & e2)
                 {
-                    std::cout << "error while calling custom async dispatcher:%s" << e.what() << std::endl;
+                   std::cerr << "error while calling custom async callback exception handler:" << std::endl;
+                    std::cerr << e2.what() << std::endl;
+                    std::cerr << "while handling following exception:" << std::endl;
+                    std::cerr << e.what() << std::endl;
                 }
             }
+            else
+            {
+                std::cerr << e.what() << std::endl;
+                std::cerr << "custom async callback exception handler not set." << std::endl;
+                std::cerr << "Call set_async_callback_exception_handler() to set it. " << std::endl;
+            }
         }
 
         inline static void set_handler(const handler_type& handler)

vnpy/api/tora/vntora/vntora.vcxproj

@@ -30,37 +30,48 @@
     <ClCompile Include="generated_files\generated_functions_8.cpp" />
     <ClCompile Include="generated_files\module.cpp" />
   </ItemGroup>
+  <ItemGroup>
+    <ClInclude Include="custom\custom_wrappers.hpp" />
+    <ClInclude Include="generated_files\generated_functions.h" />
+    <ClInclude Include="generated_files\module.hpp" />
+    <ClInclude Include="generated_files\wrappers.hpp" />
+    <ClInclude Include="include\TORATstpMdApi.h" />
+    <ClInclude Include="include\TORATstpTraderApi.h" />
+    <ClInclude Include="include\TORATstpUserApiDataType.h" />
+    <ClInclude Include="include\TORATstpUserApiStruct.h" />
+  </ItemGroup>
   <PropertyGroup Label="Globals">
     <VCProjectVersion>16.0</VCProjectVersion>
     <ProjectGuid>{24BBDEB3-6AA7-43EE-A03C-AE527AB1B297}</ProjectGuid>
     <Keyword>Win32Proj</Keyword>
     <RootNamespace>vntora</RootNamespace>
-    <WindowsTargetPlatformVersion>10.0</WindowsTargetPlatformVersion>
+    <WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
+    <PreferredToolArchitecture>x64</PreferredToolArchitecture>
   </PropertyGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
     <ConfigurationType>DynamicLibrary</ConfigurationType>
     <UseDebugLibraries>true</UseDebugLibraries>
-    <PlatformToolset>v142</PlatformToolset>
+    <PlatformToolset>v141</PlatformToolset>
     <CharacterSet>Unicode</CharacterSet>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
     <ConfigurationType>DynamicLibrary</ConfigurationType>
     <UseDebugLibraries>false</UseDebugLibraries>
-    <PlatformToolset>v142</PlatformToolset>
+    <PlatformToolset>v141</PlatformToolset>
     <WholeProgramOptimization>true</WholeProgramOptimization>
     <CharacterSet>Unicode</CharacterSet>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="Configuration">
     <ConfigurationType>DynamicLibrary</ConfigurationType>
     <UseDebugLibraries>true</UseDebugLibraries>
-    <PlatformToolset>v142</PlatformToolset>
+    <PlatformToolset>v141</PlatformToolset>
     <CharacterSet>Unicode</CharacterSet>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
     <ConfigurationType>DynamicLibrary</ConfigurationType>
     <UseDebugLibraries>false</UseDebugLibraries>
-    <PlatformToolset>v142</PlatformToolset>
+    <PlatformToolset>v141</PlatformToolset>
     <WholeProgramOptimization>true</WholeProgramOptimization>
     <CharacterSet>Unicode</CharacterSet>
   </PropertyGroup>
@@ -117,10 +128,11 @@
       <WarningLevel>Level3</WarningLevel>
       <Optimization>Disabled</Optimization>
       <SDLCheck>true</SDLCheck>
-      <PreprocessorDefinitions>WIN32;_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>_SILENCE_CXX17_CODECVT_HEADER_DEPRECATION_WARNING;WIN32;_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ConformanceMode>true</ConformanceMode>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
       <LanguageStandard>stdcpp17</LanguageStandard>
+      <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
     </ClCompile>
     <Link>
       <SubSystem>Console</SubSystem>
@@ -135,10 +147,11 @@
       <WarningLevel>Level3</WarningLevel>
       <Optimization>Disabled</Optimization>
       <SDLCheck>true</SDLCheck>
-      <PreprocessorDefinitions>_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>_SILENCE_CXX17_CODECVT_HEADER_DEPRECATION_WARNING;_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ConformanceMode>true</ConformanceMode>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
       <LanguageStandard>stdcpp17</LanguageStandard>
+      <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
     </ClCompile>
     <Link>
       <SubSystem>Console</SubSystem>
@@ -155,11 +168,12 @@
       <FunctionLevelLinking>true</FunctionLevelLinking>
       <IntrinsicFunctions>true</IntrinsicFunctions>
       <SDLCheck>true</SDLCheck>
-      <PreprocessorDefinitions>WIN32;NDEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>_SILENCE_CXX17_CODECVT_HEADER_DEPRECATION_WARNING;WIN32;NDEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ConformanceMode>true</ConformanceMode>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
       <LanguageStandard>stdcpp17</LanguageStandard>
       <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
+      <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
     </ClCompile>
     <Link>
       <SubSystem>Console</SubSystem>
@@ -178,11 +192,12 @@
       <FunctionLevelLinking>true</FunctionLevelLinking>
       <IntrinsicFunctions>true</IntrinsicFunctions>
       <SDLCheck>true</SDLCheck>
-      <PreprocessorDefinitions>NDEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>_SILENCE_CXX17_CODECVT_HEADER_DEPRECATION_WARNING;NDEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ConformanceMode>true</ConformanceMode>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
       <LanguageStandard>stdcpp17</LanguageStandard>
       <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
+      <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
     </ClCompile>
     <Link>
       <SubSystem>Console</SubSystem>

vnpy/api/tora/vntora/vntora.vcxproj.filters

@@ -46,4 +46,30 @@
       <Filter>Source Files</Filter>
     </ClCompile>
   </ItemGroup>
+  <ItemGroup>
+    <ClInclude Include="include\TORATstpMdApi.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="include\TORATstpTraderApi.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="include\TORATstpUserApiDataType.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="include\TORATstpUserApiStruct.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="generated_files\module.hpp">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="generated_files\wrappers.hpp">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="generated_files\generated_functions.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="custom\custom_wrappers.hpp">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+  </ItemGroup>
 </Project>

vnpy/gateway/tora/constant.py

@@ -0,0 +1,10 @@
+from vnpy.api.tora.vntora import TORA_TSTP_EXD_SSE, TORA_TSTP_EXD_SZSE, TORA_TSTP_EXD_HK
+
+from vnpy.trader.constant import Exchange
+
+EXCHANGE_TORA2VT = {
+    TORA_TSTP_EXD_SSE: Exchange.SSE,
+    TORA_TSTP_EXD_SZSE: Exchange.SZSE,
+    TORA_TSTP_EXD_HK: Exchange.SEHK,
+}
+EXCHANGE_VT2TORA = {v: k for k, v in EXCHANGE_TORA2VT.items()}

vnpy/gateway/tora/md.py

@@ -38,14 +38,7 @@ from vnpy.api.tora.vntora import (
     CTORATstpUserLogoutField,
     CTORATstpRspUserLoginField,
 )
-
+from .constant import EXCHANGE_VT2TORA, EXCHANGE_TORA2VT
-
-EXCHANGE_TORA2VT = {
-    TORA_TSTP_EXD_SSE: Exchange.SSE,
-    TORA_TSTP_EXD_SZSE: Exchange.SZSE,
-    TORA_TSTP_EXD_HK: Exchange.SEHK,
-}
-EXCHANGE_VT2TORA = {v: k for k, v in EXCHANGE_TORA2VT.items()}
 
 
 def parse_datetime(date: str, time: str):
@@ -96,7 +89,7 @@ class ToraMdSpi(CTORATstpMdSpi):
         nRequestID: int,
         bIsLast: bool,
     ) -> Any:
-        self.gateway.write_log("OnRspSubMarketData")
+        self.gateway.write_log(f"OnRspSubMarketData({pRspInfo.ErrorID})")
 
     def OnRspUnSubMarketData(
         self,
@@ -180,6 +173,7 @@ class ToraMdSpi(CTORATstpMdSpi):
             ask_volume_4=data.AskVolume4,
             ask_volume_5=data.AskVolume5,
         )
+        self.gateway.on_tick(tick_data)
         self.gateway.write_log("OnRtnDepthMarketData")
 
     def OnRtnSpecialMarketData(

vnpy/gateway/tora/td.py

@@ -1,53 +1,17 @@
-from typing import Any, Sequence, List, Optional
+from typing import Optional
-from datetime import datetime
-from threading import Thread
-from vnpy.event import EventEngine
-from vnpy.trader.event import EVENT_TIMER
-from vnpy.trader.constant import Exchange, Product, Direction, OrderType, Status, Offset
 from vnpy.trader.gateway import BaseGateway
-from vnpy.trader.object import (
-    CancelRequest,
-    OrderRequest,
-    SubscribeRequest,
-    TickData,
-    ContractData,
-    OrderData,
-    TradeData,
-    PositionData,
-    AccountData,
-)
 from vnpy.trader.utility import get_folder_path
 
 from vnpy.api.tora.vntora import (
-    set_async_callback_exception_handler,
-    AsyncDispatchException,
     CTORATstpTraderApi,
-    CTORATstpMdApi,
-    CTORATstpMdSpi,
     CTORATstpTraderSpi,
     TORA_TSTP_EXD_SSE,
-    TORA_TSTP_EXD_SZSE,
-    TORA_TSTP_EXD_HK,
-    CTORATstpFundsFlowMarketDataField,
-    CTORATstpEffectVolumeMarketDataField,
-    CTORATstpEffectPriceMarketDataField,
-    CTORATstpSpecialMarketDataField,
-    CTORATstpMarketDataField,
-    CTORATstpSpecificSecurityField,
     CTORATstpRspInfoField,
-    CTORATstpUserLogoutField,
     CTORATstpRspUserLoginField,
     CTORATstpQrySecurityField, CTORATstpSecurityField, CTORATstpReqUserLoginField,
-    TORA_TSTP_LACT_AccountID, CTORATstpQryExchangeField)
+    TORA_TSTP_LACT_AccountID, CTORATstpQryExchangeField, CTORATstpQryMarketDataField)
 
-from .error_codes import error_codes, get_error_msg
+from .error_codes import get_error_msg
-
-EXCHANGE_TORA2VT = {
-    TORA_TSTP_EXD_SSE: Exchange.SSE,
-    TORA_TSTP_EXD_SZSE: Exchange.SZSE,
-    TORA_TSTP_EXD_HK: Exchange.SEHK,
-}
-EXCHANGE_VT2TORA = {v: k for k, v in EXCHANGE_TORA2VT.items()}
 
 
 class ToraTdSpi(CTORATstpTraderSpi):
@@ -69,6 +33,7 @@ class ToraTdSpi(CTORATstpTraderSpi):
         self.gateway.write_log("交易服务器登录成功")
         self._api.query_contracts()
         self._api.query_exchange()
+        self._api.query_market_data()
 
     def OnFrontDisconnected(self, nReason: int) -> None:
         self.gateway.write_log("交易服务器连接断开")
@@ -101,7 +66,7 @@ class ToraTdApi:
 
     def query_contracts(self):
         info = CTORATstpQrySecurityField()
-        info.ExchangeID = TORA_TSTP_EXD_SSE
+        # info.ExchangeID = TORA_TSTP_EXD_SSE
         err = self._native_api.ReqQrySecurity(info, self._get_new_req_id())
         self._if_error_write_log(err, "ReqQrySecurity")
 
@@ -109,8 +74,16 @@ class ToraTdApi:
         info = CTORATstpQryExchangeField()
         info.ExchangeID = TORA_TSTP_EXD_SSE
         err = self._native_api.ReqQryExchange(info, self._get_new_req_id())
+
         self._if_error_write_log(err, "ReqQryExchange")
 
+    def query_market_data(self):
+        info = CTORATstpQryMarketDataField()
+        info.ExchangeID = TORA_TSTP_EXD_SSE
+        info.SecurityID = "010303"
+        err = self._native_api.ReqQryMarketData(info, self._get_new_req_id())
+        self._if_error_write_log(err, "ReqQryMarketData")
+
     def stop(self):
         if self._native_api:
             self._native_api.RegisterSpi(None)

vnpy/gateway/tora/tora_gateway.py

@@ -20,20 +20,13 @@ CTORATstpTraderSpi,
 )
 from .md import ToraMdApi
 from .td import ToraTdApi
-from .error_codes import get_error_msg
+from .constant import EXCHANGE_VT2TORA
-
-
-EXCHANGE_TORA2VT = {
-
-}
-EXCHANGE_VT2TORA = {v:k for k,v in EXCHANGE_TORA2VT.items()}
 
 
 def is_valid_front_address(address: str):
     return address.startswith("tcp://") or address.startswith("udp://")
 
 
-
 class ToraGateway(BaseGateway):
     default_setting = {
         "账号": "",