修复bug

vn.ctp/CMakeLists.txt

@@ -1,14 +1,17 @@
 cmake_minimum_required(VERSION 2.8)
 project(vn_ctp_api)
 
+# 设置使用的编译器
 set(CMAKE_BUILD_TYPE "Release")
 if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX) 
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11")
 endif ()
 
+# 设置输出目录
 set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
 set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib)
 
+# 使用64位编译
 option(USE_64BITS "comiple 64bits" ON)
 if (USE_64BITS)
   add_definitions(-DUSE_64BITS)
@@ -16,6 +19,7 @@ if (USE_64BITS)
   #set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
 endif()
 
+# 设置C++ API源文件的所在目录
 if (WIN32)
     set(CTPAPI_PATH ctpapi)
 elseif (UNIX)
@@ -33,9 +37,11 @@ find_library(CTPAPI_TD_LIBRARY
   NAMES thosttraderapi
   PATHS ${CTPAPI_PATH})
 
+
+# 设置编译源文件
 set (vnctpmd )
 set (vnctptd )
-  
+
 option(BUILD_CTP_MD "build ctp md" ON)
 if (BUILD_CTP_MD)
   add_definitions(-DBUILD_CTP_MD)
@@ -46,14 +52,14 @@ if (BUILD_CTP_MD)
 endif()
 option(BUILD_CTP_TD "build ctp td" ON)
 if (BUILD_CTP_TD)
-  add_definitions(-DBUILD_CTP_MD)
+  add_definitions(-DBUILD_CTP_TD)
   set(CTP_TD_PATH vnctptd/vnctptd)
   include_directories(CTP_TD_PATH)
   set(VN_CTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnctptd/vnctptd/vnctptd.cpp)
   add_library(vnctptd SHARED ${VN_CTP_TD_SOURCE})  
 endif()
 
-
+# 设置Python所在的目录
 set(PYTHON_LIBRARY )
 if (WIN32)
 set(PYTHON_INCLUDE_PATH C:/Python27/include)
@@ -79,11 +85,20 @@ if(Boost_FOUND)
   include_directories(${Boost_INCLUDE_DIRS})
 endif()
 
+# 去掉生成的so文件名中前缀的lib
+set_target_properties(vnctpmd PROPERTIES PREFIX "")
+
+# 链接生成.so文件
 target_link_libraries(vnctpmd  ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_MD_LIBRARY})
+
+# 将生成的dll文件后缀名修改为pyd（仅在windows下）
 set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.dll")
 if (EXISTS ${MD_DLL})
   file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.pyd)
 endif()
+
+# 和上面的MD相同
+set_target_properties(vnctptd PROPERTIES PREFIX "")
 target_link_libraries(vnctptd  ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_TD_LIBRARY})
 set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnctptd.dll)
 if (EXISTS ${TD_DLL})

vn.trader/dataRecorder/drEngine.py

@@ -62,15 +62,15 @@ class DrEngine(object):
                 
                 for setting in l:
                     symbol = setting[0]
-                    drTick = DrTickData()           # 该tick实例可以用于缓存部分数据（目前未使用）
-                    self.tickDict[symbol] = drTick
-                    
+                    vtSymbol = symbol
+
                     req = VtSubscribeReq()
                     req.symbol = setting[0]
                     
                     # 针对LTS和IB接口，订阅行情需要交易所代码
                     if len(setting)>=3:
                         req.exchange = setting[2]
+                        vtSymbol = '.'.join([symbol, req.exchange])
                     
                     # 针对IB接口，订阅行情需要货币和产品类型
                     if len(setting)>=5:
@@ -79,30 +79,38 @@ class DrEngine(object):
                     
                     self.mainEngine.subscribe(req, setting[1])
                     
+                    drTick = DrTickData()           # 该tick实例可以用于缓存部分数据（目前未使用）
+                    self.tickDict[vtSymbol] = drTick
+                    
             if 'bar' in setting:
                 l = setting['bar']
                 
                 for setting in l:
                     symbol = setting[0]
-                    bar = DrBarData()
-                    self.barDict[symbol] = bar
+                    vtSymbol = symbol
+                    
+                    req = VtSubscribeReq()
+                    req.symbol = symbol                    
 
                     if len(setting)>=3:
                         req.exchange = setting[2]
+                        vtSymbol = '.'.join([symbol, req.exchange])
 
                     if len(setting)>=5:
                         req.currency = setting[3]
                         req.productClass = setting[4]                    
                     
-                    req = VtSubscribeReq()
-                    req.symbol = symbol
-                    self.mainEngine.subscribe(req, gatewayName)      
+                    self.mainEngine.subscribe(req, setting[1])  
+                    
+                    bar = DrBarData() 
+                    self.barDict[vtSymbol] = bar
                     
             if 'active' in setting:
                 d = setting['active']
                 
-                for activeSymbol, symbol in d.items():
-                    self.activeSymbolDict[symbol] = activeSymbol
+                # 注意这里的vtSymbol对于IB和LTS接口，应该后缀.交易所
+                for activeSymbol, vtSymbol in d.items():
+                    self.activeSymbolDict[vtSymbol] = activeSymbol
                     
             # 注册事件监听
             self.registerEvent()            

vn.trader/sgitGateway/sgitGateway.py

@@ -909,7 +909,7 @@ class SgitTdApi(TdApi):
             pos.frozen = data['ShortFrozen']
         
         # 持仓量
-        pos.position = data['Position']
+        pos.position = data['TodayPosition']
         pos.ydPosition = data['YdPosition']        
         
         # 持仓均价