Merge branch 'master' of https://github.com/vnpy/vnpy

Conflicts:
	.gitignore

.gitignore

@@ -38,5 +38,11 @@ Release/
 *.dump
 *.vssettings
 
+<<<<<<< HEAD
 # 不想同步的
-*.local
+*.local
+=======
+vn.ctp/build/*
+vn.lts/build/*
+.idea
+>>>>>>> 65aac25731772259bf2d4049e7adbe92750ea01d

vn.ctp/CMakeLists.txt

@@ -0,0 +1,74 @@
+cmake_minimum_required(VERSION 2.8)
+project(vn_ctp_api)
+
+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 ()
+
+set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
+set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
+
+option(USE_64BITS "comiple 64bits" ON)
+if (USE_64BITS)
+  add_definitions(-DUSE_64BITS)
+  #set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32")
+  #set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
+endif()
+
+set(CTPAPI_PATH ctpapi)
+include_directories(${CTPAPI_PATH})
+set(CTPAPI_LIBRARY )
+find_library(CTPAPI_MD_LIBRARY
+  NAMES thostmduserapi
+  PATHS ${CTPAPI_PATH}) 
+find_library(CTPAPI_TD_LIBRARY
+  NAMES thosttraderapi
+  PATHS ${CTPAPI_PATH})
+
+set (vnctpmd )
+set (vnctptd )
+  
+option(BUILD_CTP_MD "build ctp md" ON)
+if (BUILD_CTP_MD)
+  add_definitions(-DBUILD_CTP_MD)
+  set(CTP_MD_PATH vnctpmd/vnctpmd)
+  include_directories(CTP_MD_PATH)
+  set(VN_CTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnctpmd/vnctpmd/vnctpmd.cpp)
+  add_library(vnctpmd SHARED ${VN_CTP_MD_SOURCE})
+endif()
+option(BUILD_CTP_TD "build ctp td" ON)
+if (BUILD_CTP_TD)
+  add_definitions(-DBUILD_CTP_MD)
+  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 ${VN_CTP_TD_SOURCE})  
+endif()
+
+
+set(PYTHON_INCLUDE_PATH C:/Python27/include)
+set(PYTHON_LIBRARY )
+find_library(PYTHON_LIBRARY
+  NAMES python27
+  PATHS C:/Python27/libs)
+include_directories(${PYTHON_INCLUDE_PATH})
+
+# 链接boost库，anaconda
+set(Boost_USE_STATIC_LIBS        ON)    #链接boost静态库
+set(Boost_USE_MULTITHREADED      ON)
+find_package(Boost 1.57.0 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(${Boost_LIBRARIES})会出错
+if(Boost_FOUND)
+  include_directories(${Boost_INCLUDE_DIRS})
+endif()
+
+target_link_libraries(vnctpmd  ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_MD_LIBRARY})
+set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.dll")
+if (EXISTS ${MD_DLL})
+  file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.pyd)
+endif()
+target_link_libraries(vnctptd  ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_TD_LIBRARY})
+set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnctptd.dll)
+if (EXISTS ${TD_DLL})
+  file(RENAME  ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnctptd.pyd)
+endif()

vn.ctp/readme.md

@@ -0,0 +1,30 @@
+# 本目录的作用是编译CTP库
+---------------------
+
+# 目录说明
+------------
+## vnctpmd: 编译行情API
+
+# 环境配置
+----------
+
+* 建议安装的软件在位数上保持一致，比如全都安装32位，同时编译32位库
+* cmake:安装最新版本的cmake,用于配置编译环境
+* [Boost1.57.0](http://sourceforge.net/projects/boost/files/boost/1.57.0/)库：编译的方法可以参考[Boost Getting Started](http://www.boost.org/doc/libs/1_58_0/more/getting_started/)右下角的链接
+** 设置环境变量：eg: BOOST_ROOT = C:\boost_1_57_0
+** 编译32位库还是64位库任意选择
+** 需要编译boost python, thread, system, chrono, date_time共5个库：若编译全部库则会浪费大量时间和硬盘空间。
+** boost python的动态库64bits可能编译不成功，需加选项address-model=64。或者编译静态库
+
+* [Anaconda1.9.2](http://repo.continuum.io/archive/index.html): 量化相关包的Python发行版
+* 编译工具：windows下选择visual studio 2013；linux下使用g++。
+
+# 编译过程
+-------------
+
+* 在vn.ctp目录下新建文件夹，并命名为build, 保存编译的临时文件及库文件
+* 打开命令行工具输入：cmake-gui .. 则打开cmake配置界面
+* 点击configure。
+* 点击generate。如果没有错误则配置成功
+* 进入build目录，双击vn_ctp_api.sln打开解决方案
+* 点击编译按钮,建议编译release库