diff --git a/vnpy/api/da/generator/da_constant.py b/vnpy/api/da/generator/da_constant.py new file mode 100644 index 00000000..5a86f65b --- /dev/null +++ b/vnpy/api/da/generator/da_constant.py @@ -0,0 +1,15 @@ +DA_STR_SIZE = 256 +MAX_BROKER = 4096 +DAAPI_VERSION = "1.12" +OS_NAME = "Windows" +OS_NAME = "Linux" +MAX_SUB_COUNT = 20 +DAF_TYPE_Stock = 'S' +DAF_TYPE_Future = 'D' +DAF_TYPE_Unknown = 0 +DAF_SUB_Append = '1' +DAF_SUB_Replace = '2' +DAF_SUB_Unsubcribe = '3' +DAF_SUB_UnsubcribeAll = '4' +DAF_Market_Full = 'Z' +DAF_Market_Fill = 'Y' diff --git a/vnpy/api/da/generator/da_future_struct.py b/vnpy/api/da/generator/da_future_struct.py new file mode 100644 index 00000000..e798c03f --- /dev/null +++ b/vnpy/api/da/generator/da_future_struct.py @@ -0,0 +1,725 @@ +CFutureRspInfoField = { + "ErrorID": "int", + "ErrorMsg": "string", +} + +CFutureReqUserLoginField = { + "UserId": "string", + "UserPwd": "string", + "UserType": "string", + "MacAddress": "string", + "ComputerName": "string", + "SoftwareName": "string", + "SoftwareVersion": "string", + "AuthorCode": "string", + "ErrorDescription": "string", +} + +CFutureRspAccountField = { + "UserId": "string", + "UserName": "string", + "UserType": "string", + "LoginPwd": "string", + "AccountNo": "string", + "TradePwd": "string", + "IsSimulation": "string", + "FrontendIp": "string", + "FrontendPort": "string", + "CurrencyNo": "string", + "UserState": "string", + "SelAll": "string", + "Strategy": "string", + "Inner": "string", + "YingSun": "string", + "ChaoDan": "string", + "Option": "string", + "CmeMarket": "string", + "CmeCOMEXMarket": "string", + "CmeNYMEXMarket": "string", + "CmeCBTMarket": "string", + "IceUSMarket": "string", + "IceECMarket": "string", + "IceEFMarket": "string", + "CanTradeStockHK": "string", + "CanTradeStockAM": "string", + "MultiLogin": "string", + "SellStockHK": "string", + "SellStockAM": "string", + "CanTradeStockKRX": "string", + "HkexMarket": "string", + "IdNumber": "string", + "HkexMarketFee": "string", + "IsProfessional": "string", + "IsOverSea": "string", + "IsFirstLogin": "string", + "UserMobile": "string", + "HasSetQA": "string", + "CanTradeStockSGXQ": "string", + "ExistMac": "string", + "RatioINE": "string", + "EurexMarket": "string", + "HkexIsOverMaxTerminal": "string", + "HkexOverMoney": "string", + "CanTradeStockAU": "string", + "NyFlag": "string", +} + +CFutureReqUserLogoutField = { + "UserId": "string", + "AccountNo": "string", + "ErrorDescription": "string", +} + +CFutureReqOrderInsertField = { + "UserId": "string", + "UserType": "string", + "AccountNo": "string", + "LocalNo": "string", + "TradePwd": "string", + "IsRiskOrder": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "AddReduce": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "ForceID": "string", + "TriggerPrice": "string", + "ValidDate": "string", + "StrategyId": "string", + "MaxShow": "string", + "MinQty": "string", + "ErrorDescription": "string", +} + +CFutureRspOrderInsertField = { + "UserId": "string", + "AccountNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "OrderNo": "string", + "OrigOrderNo": "string", + "OrderMethod": "string", + "AcceptType": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "FilledPrice": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "OrderDate": "string", + "OrderTime": "string", + "ErrorCode": "string", + "OrderState": "string", + "IsRiskOrder": "string", + "CancelUserId": "string", + "TriggerPrice": "string", + "ValidDate": "string", + "AddReduce": "string", + "StrategyId": "string", + "MaxShow": "string", + "MinQty": "string", + "ExchangeTime": "string", + "CancelTime": "string", +} + +CFutureReqOrderModifyField = { + "SystemNo": "string", + "UserId": "string", + "UserType": "string", + "LocalNo": "string", + "AccountNo": "string", + "TradePwd": "string", + "OrderNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "ModifyNumber": "string", + "ModifyPrice": "string", + "TradeType": "string", + "PriceType": "string", + "IsRiskOrder": "string", + "TriggerPrice": "string", + "ModifyTriggerPrice": "string", + "ValidDate": "string", + "ErrorDescription": "string", +} + +CFutureReqOrderCancelField = { + "UserId": "string", + "UserType": "string", + "LocalNo": "string", + "AccountNo": "string", + "TradePwd": "string", + "IsSimulation": "string", + "SystemNo": "string", + "OrderNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "IsRiskOrder": "string", + "ErrorDescription": "string", +} + +CFutureRspOrderCancelField = { + "UserId": "string", + "AccountNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "OrderNo": "string", + "CancelNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "CancelNumber": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "CancelDate": "string", + "CancelTime": "string", + "ErrorCode": "string", + "IsRiskOrder": "string", +} + +CFutureReqPasswordUpdateField = { + "UserId": "string", + "OldPassword": "string", + "NewPassword": "string", + "ErrorDescription": "string", +} + +CFutureRspPasswordUpdateField = { + "UserId": "string", + "OldPassword": "string", + "NewPassword": "string", +} + +CFutureQryOrderField = { + "UserId": "string", + "UserType": "string", + "AccountNo": "string", + "TradePwd": "string", + "IsSimulation": "string", + "OrderNo": "string", + "OrderDateTime": "string", + "ErrorDescription": "string", +} + +CFutureRspOrderField = { + "UserId": "string", + "AccountNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "OrderNo": "string", + "OrigOrderNo": "string", + "OrderMethod": "string", + "AcceptType": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "FilledPrice": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "OrderDate": "string", + "OrderTime": "string", + "ErrorCode": "string", + "OrderState": "string", + "IsRiskOrder": "string", + "CancelUserId": "string", + "TriggerPrice": "string", + "ValidDate": "string", + "AddReduce": "string", + "StrategyId": "string", + "MaxShow": "string", + "MinQty": "string", + "ExchangeTime": "string", + "CancelTime": "string", +} + +CFutureQryTradeField = { + "UserId": "string", + "ErrorDescription": "string", +} + +CFutureRspTradeField = { + "UserId": "string", + "AccountNo": "string", + "FilledNo": "string", + "OrderNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "FilledNumber": "string", + "FilledPrice": "string", + "FilledDate": "string", + "FilledTime": "string", + "Commsion": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "DeliveryDate": "string", + "FilledType": "string", + "OrderType": "string", + "ValidDate": "string", + "AddReduce": "string", + "ErrorDescription": "string", +} + +CFutureQryInstrumentField = { + "PageIndex": "int", + "ExchangeNo": "string", + "CommodityNo": "string", + "CommodityType": "string", + "ContractNo": "string", + "ErrorDescription": "string", +} + +CFutureRspInstrumentField = { + "CommodityCode": "string", + "ExchangeNo": "string", + "ContractNo": "string", + "ContractFName": "string", + "CommodityNo": "string", + "CommodityFName": "string", + "CommodityType": "string", + "CommodityFCurrencyNo": "string", + "CurrencyFName": "string", + "ProductDot": "double", + "UpperTick": "double", + "ExchangeName": "string", + "LastSettlePrice": "double", + "TradeMonth": "string", + "DotNum": "int", + "LowerTick": "int", + "DotNumCarry": "int", + "UpperTickCarry": "double", + "FirstNoticeDay": "string", + "FreezenPercent": "double", + "FreezenMoney": "double", + "FeeMoney": "double", + "FeePercent": "double", + "PriceStrike": "double", + "ProductDotStrike": "double", + "UpperTickStrike": "double", + "LastTradeDay": "string", + "LastUpdateDay": "string", + "CriticalPrice": "double", + "CriticalMinChangedPrice": "double", + "ExchangeSub": "string", + "OptionType": "string", + "OptionMonth": "string", + "OptionStrikePrice": "string", + "OptionCommodityNo": "string", + "OptionContractNo": "string", + "ContractFNameEN": "string", + "CommodityFNameEN": "string", + "OptionStyle": "string", +} + +CFutureQryExchangeField = { + "ProductGroupID": "string", + "ErrorDescription": "string", +} + +CFutureRspExchangeField = { + "ExchangeNo": "string", + "ExchangeName": "string", + "SettleType": "string", + "NameEN": "string", +} + +CFutureQryCapitalField = { + "Unused": "char", + "ErrorDescription": "string", +} + +CFutureRspCapitalField = { + "UserId": "string", + "InMoney": "string", + "OutMoney": "string", + "TodayCanUse": "string", + "TodayAmount": "string", + "TodayBalance": "string", + "FreezenMoney": "string", + "Commission": "string", + "Margin": "string", + "OldCanUse": "string", + "OldAmount": "string", + "OldBalance": "string", + "FloatingProfit": "string", + "CurrencyNo": "string", + "CurrencyRate": "double", + "UnexpiredProfit": "double", + "UnaccountProfit": "double", + "KeepDeposit": "double", + "Royalty": "double", + "Credit": "double", + "AddCapital": "double", + "IniEquity": "double", + "AccountNo": "string", + "MortgageMoney": "double", + "MarginLimit": "double", + "BorrowValue": "double", + "T1": "double", + "T2": "double", + "T3": "double", + "TN": "double", + "TradeLimit": "double", + "CanCashOut": "double", + "AccruedCrInt": "double", + "AccruedDrInt": "double", + "CrossMax": "double", + "SellFreezenMoney": "double", + "SellInterest": "double", + "SellNeedAddMargin": "double", + "NetProfit": "string", + "ProfitRate": "string", + "RiskRate": "string", + "ErrorDescription": "string", +} + +CFutureQryPositionField = { + "ErrorDescription": "string", +} + +CFutureRspPositionField = { + "MatchDate": "string", + "MatchNo": "string", + "ClientNo": "string", + "ExchangeNo": "string", + "CommodityNo": "string", + "ContractNo": "string", + "Direct": "string", + "HoldVol": "int", + "HoldPrice": "double", + "CurrencyNo": "string", + "ForciblyPrice": "double", + "Account": "string", + "HoldType": "string", + "DeliveryDate": "string", + "ExchangeName": "string", + "CurrencyName": "string", + "ContCode": "string", + "HoldMargin": "double", +} + +CFutureQryTickField = { + "Unused": "char", + "ErrorDescription": "string", +} + +CFutureRspTickField = { + "UpperTickCode": "string", + "PriceFrom": "string", + "UpperTick": "string", + "ProductDot": "string", + "DotNum": "string", + "LowerTick": "string", +} + +CFutureQryCurrencyField = { + "Unused": "char", + "ErrorDescription": "string", +} + +CFutureRspCurrencyField = { + "CurrencyNo": "string", + "IsBase": "int", + "ChangeRate": "double", + "CurrencyName": "string", + "CurrencyNameEN": "string", +} + +CFutureQryCommodityField = { + "UpdateDate": "string", + "ExchangeNo": "string", + "ErrorDescription": "string", +} + +CFutureRspCommodityField = { + "CommodityNo": "string", + "ExchangeNo": "string", + "CommodityType": "string", + "Name": "string", + "Enabled": "string", + "RegDate": "string", + "CurrencyNo": "string", + "ProductDot": "double", + "LowerTick": "double", + "UpperTick": "double", + "DotNum": "int", + "StrikeCommodityId": "int", + "OptionStyle": "string", + "ExchangeNo2": "string", + "IsSFuture": "string", +} + +CFutureQryExchangeTimeField = { + "Unused": "char", + "ErrorDescription": "string", +} + +CFutureQryCommodityTimeField = { + "ExchangeNo": "string", + "CommodityNo": "string", + "ErrorDescription": "string", +} + +CFutureRspExchangeTimeField = { + "Year": "string", + "SummerBegin": "string", + "WinterBegin": "string", + "ExchangeNo": "string", + "Name": "string", +} + +CFutureRspCommodityTimeField = { + "CrossTrade": "string", + "Stage": "string", + "Summer": "string", + "Opendate": "string", + "Closingdate": "string", + "CommodityNo": "string", + "ComName": "string", + "ExchangeNo": "string", + "ExName": "string", +} + +CFutureQryVersionField = { + "UserId": "string", + "UserPwd": "string", + "ErrorDescription": "string", +} + +CFutureRspVersionField = { + "Version": "string", + "MustUpdate": "string", + "MustVersion": "string", + "VersionContent_CN": "string", + "VersionContent_US": "string", +} + +CFutureRtnOrderField = { + "LocalOrderNo": "string", + "ExchangeNo": "string", + "TreatyCode": "string", + "OrderNo": "string", + "OrderNumber": "int", + "FilledNumber": "int", + "FilledAdvPrice": "double", + "BuyHoldNumber": "int", + "BuyHoldOpenPrice": "double", + "BuyHoldPrice": "double", + "SaleHoldNumber": "int", + "SaleHoldOpenPrice": "double", + "SaleHoldPrice": "double", + "IsCanceled": "string", + "FilledTotalFee": "double", + "Status": "int", + "AccountNo": "string", + "HoldType": "string", + "HoldMarginBuy": "double", + "HoldMarginSale": "double", + "CurrPrice": "double", + "FloatProfit": "double", +} + +CFutureRtnCapitalField = { + "ClientNo": "string", + "AccountNo": "string", + "CurrencyNo": "string", + "Available": "double", + "YAvailable": "double", + "CanCashOut": "double", + "Money": "double", + "ExpiredProfit": "double", + "FrozenDeposit": "double", + "Fee": "double", + "Deposit": "double", + "KeepDeposit": "double", + "Status": "int", + "InMoney": "double", + "OutMoney": "double", + "UnexpiredProfit": "double", + "TodayTotal": "double", + "UnaccountProfit": "double", + "Royalty": "double", + "ExchangeNo": "string", + "TreatyCode": "string", + "OrderNo": "string", + "OrderNumber": "int", + "FilledNumber": "int", + "FilledAdvPrice": "double", + "BuyHoldNumber": "int", + "BuyHoldOpenPrice": "double", + "BuyHoldPrice": "double", + "SaleHoldNumber": "int", + "SaleHoldOpenPrice": "double", + "SaleHoldPrice": "double", + "IsCanceled": "string", + "FilledTotalFee": "double", + "Credit": "double", + "MarginLimit": "double", + "BorrowValue": "double", + "MortgageMoney": "double", + "T1": "double", + "T2": "double", + "T3": "double", + "TN": "double", + "TradeLimit": "double", + "FCrossMax": "double", + "SellFreezenMoney": "double", + "SellInterest": "double", + "SellNeedAddMargin": "double", +} + +CFutureReqGetQuestionField = { + "Unused": "int", + "ErrorDescription": "string", +} + +CFutureRspQuestionField = { + "QuestionType": "string", + "QuestionId": "string", + "QuestionCN": "string", + "QuestionEN": "string", +} + +CFutureReqSafeVerifyField = { + "UserId": "string", + "UserPwd": "string", + "Type": "string", + "Question": "string", + "Answer": "string", + "MobileNumber": "string", + "VerifyCode": "string", + "SaveMac": "string", + "MacAddress": "string", + "ErrorDescription": "string", +} + +CFutureReqSetVerifyQAField = { + "UserId": "string", + "UserPwd": "string", + "Type": "string", + "Question": "string", + "Answer": "string", + "MobileNumber": "string", + "VerifyCode": "string", + "SaveMac": "string", + "ErrorDescription": "string", +} + +CFutureReqVerifyCodeField = { + "UserId": "string", + "UserPwd": "string", + "Type": "string", + "Question": "string", + "Answer": "string", + "MobileNumber": "string", + "VerifyCode": "string", + "ErrorDescription": "string", +} + +CFutureQryTotalPositionField = { + "AccountNo": "string", + "ErrorDescription": "string", +} + +CFutureQryStrategyField = { + "ExchangeNo": "string", + "ErrorDescription": "string", +} + +CFutureRspStrategyField = { + "UserId": "string", + "KeyId": "string", + "Name": "string", + "Code": "string", + "PriceType": "int", + "PriceTypeDetailType": "int", + "PriceFormula": "string", + "TriggerMethod": "int", + "InnerProtect": "int", + "PassiveFailCloseMainLeg": "int", + "SlipPoint": "int", + "RecoverPriceMethod": "int", + "RecoverPriceSeconds": "int", + "SetType": "string", + "MinChangePrice": "double", + "MaxNum": "int", + "SuportQuantity": "int", + "SafeDeep": "int", + "MainRange": "int", + "ManualZhuiDanBeyondNum": "string", + "ManualPingZhuDongBeyondNum": "string", + "AutoGuaDanSeconds": "int", + "AutoZhuiBeiDongDots": "int", + "AutoPingZhuDongDots": "int", + "AutoZhiSunDot": "int", + "AutoZhiSunZhuiBeiDongDots": "int", + "AutoZhiSunPingZhuDongDots": "int", + "DotLen": "int", + "TradeTime": "string", +} + +CFutureQryStrategyDetailField = { + "StartegyCommodityNo": "string", + "ErrorDescription": "string", +} + +CFutureRspStrategyDetailField = { + "StartegyCommodityNo": "string", + "StartegyContractNo": "string", + "Price": "string", + "LegNum": "int", + "LastTradeDate": "string", + "SeqId": "int", + "CommodityNo": "string", + "ContractNo": "string", + "Direct": "string", + "Quantity": "int", + "Model": "string", + "ModifyDate": "string", + "OrderMethod": "string", + "PriceTolerance": "double", + "PriceParam": "double", + "SuportQuantity": "int", + "MinMove": "int", + "TimerOrder": "int", + "TimerOrderBeyondNum": "string", + "TimerOrderPrice": "int", + "TimerOrderPriceBeyondNum": "string", + "TimerOrderPriceTriggerNum": "string", + "ZhiSunOrder": "int", + "ZhiSunOrderBeyondNum": "string", + "TimerPingCang": "int", + "TimerPingCangBeyondNum": "string", + "SafeDeep": "int", + "MainRange": "int", +} + diff --git a/vnpy/api/da/generator/da_market_struct.py b/vnpy/api/da/generator/da_market_struct.py new file mode 100644 index 00000000..e44fb64e --- /dev/null +++ b/vnpy/api/da/generator/da_market_struct.py @@ -0,0 +1,120 @@ +CMarketRspInfoField = { + "ErrorID": "int", + "ErrorMsg": "string", +} + +CMarketReqUserLoginField = { + "UserId": "string", + "UserPwd": "string", + "UserType": "string", + "MacAddress": "string", + "ComputerName": "string", + "SoftwareName": "string", + "SoftwareVersion": "string", + "AuthorCode": "string", + "ErrorDescription": "string", +} + +CMarketRspUserLoginField = { + "UserName": "string", + "UserPwd": "string", + "UserType": "string", +} + +CMarketReqUserLogoutField = { + "BrokerID": "string", + "UserId": "string", + "ErrorDescription": "string", +} + +CMarketReqMarketDataField = { + "MarketType": "char", + "SubscMode": "char", + "MarketCount": "int", + "MarketTrcode[MAX_SUB_COUNT]": "string", + "ErrorDescription": "string", +} + +CMarketRspMarketDataField = { + "ExchangeCode": "string", + "TreatyCode": "string", + "BuyPrice": "string", + "BuyNumber": "string", + "SalePrice": "string", + "SaleNumber": "string", + "CurrPrice": "string", + "CurrNumber": "string", + "High": "string", + "Low": "string", + "Open": "string", + "IntradaySettlePrice": "string", + "Close": "string", + "Time": "string", + "FilledNum": "string", + "HoldNum": "string", + "BuyPrice2": "string", + "BuyPrice3": "string", + "BuyPrice4": "string", + "BuyPrice5": "string", + "BuyNumber2": "string", + "BuyNumber3": "string", + "BuyNumber4": "string", + "BuyNumber5": "string", + "SalePrice2": "string", + "SalePrice3": "string", + "SalePrice4": "string", + "SalePrice5": "string", + "SaleNumber2": "string", + "SaleNumber3": "string", + "SaleNumber4": "string", + "SaleNumber5": "string", + "HideBuyPrice": "string", + "HideBuyNumber": "string", + "HideSalePrice": "string", + "HideSaleNumber": "string", + "LimitDownPrice": "string", + "LimitUpPrice": "string", + "TradeDay": "string", + "BuyPrice6": "string", + "BuyPrice7": "string", + "BuyPrice8": "string", + "BuyPrice9": "string", + "BuyPrice10": "string", + "BuyNumber6": "string", + "BuyNumber7": "string", + "BuyNumber8": "string", + "BuyNumber9": "string", + "BuyNumber10": "string", + "SalePrice6": "string", + "SalePrice7": "string", + "SalePrice8": "string", + "SalePrice9": "string", + "SalePrice10": "string", + "SaleNumber6": "string", + "SaleNumber7": "string", + "SaleNumber8": "string", + "SaleNumber9": "string", + "SaleNumber10": "string", + "TradeFlag": "string", + "DataTimestamp": "string", + "DataSourceId": "string", + "CanSellVol": "string", + "QuoteType": "string", + "AggressorSide": "string", + "PreSettlementPrice": "string", +} + +CMarketReqBrokerDataField = { + "ContCode": "string", + "ErrorDescription": "string", +} + +CMarketRspBrokerDataField = { + "BrokerData": "string", +} + +CMarketRspTradeDateField = { + "TradeDate": "string", + "TradeProduct": "string", +} + diff --git a/vnpy/api/da/generator/da_stock_struct.py b/vnpy/api/da/generator/da_stock_struct.py new file mode 100644 index 00000000..c8725228 --- /dev/null +++ b/vnpy/api/da/generator/da_stock_struct.py @@ -0,0 +1,604 @@ +CStockRspInfoField = { + "ErrorID": "int", + "ErrorMsg": "string", +} + +CStockReqUserLoginField = { + "UserId": "string", + "UserPwd": "string", + "UserType": "string", + "MacAddress": "string", + "ComputerName": "string", + "SoftwareName": "string", + "SoftwareVersion": "string", + "AuthorCode": "string", + "ErrorDescription": "string", +} + +CStockRspAccountField = { + "UserId": "string", + "UserName": "string", + "UserType": "string", + "LoginPwd": "string", + "AccountNo": "string", + "TradePwd": "string", + "IsSimulation": "string", + "FrontendIp": "string", + "FrontendPort": "string", + "CurrencyNo": "string", + "UserState": "string", + "SelAll": "string", + "Strategy": "string", + "Inner": "string", + "YingSun": "string", + "ChaoDan": "string", + "Option": "string", + "CmeMarket": "string", + "CmeCOMEXMarket": "string", + "CmeNYMEXMarket": "string", + "CmeCBTMarket": "string", + "IceUSMarket": "string", + "IceECMarket": "string", + "IceEFMarket": "string", + "CanTradeStockHK": "string", + "CanTradeStockAM": "string", + "MultiLogin": "string", + "SellStockHK": "string", + "SellStockAM": "string", + "CanTradeStockKRX": "string", + "HkexMarket": "string", + "IdNumber": "string", + "HkexMarketFee": "string", + "IsProfessional": "string", + "IsOverSea": "string", + "IsFirstLogin": "string", + "UserMobile": "string", + "HasSetQA": "string", + "CanTradeStockSGXQ": "string", + "ExistMac": "string", + "RatioINE": "string", + "EurexMarket": "string", + "HkexIsOverMaxTerminal": "string", + "HkexOverMoney": "string", + "CanTradeStockAU": "string", + "NyFlag": "string", +} + +CStockReqUserLogoutField = { + "UserId": "string", + "AccountNo": "string", + "ErrorDescription": "string", +} + +CStockReqOrderInsertField = { + "UserId": "string", + "UserType": "string", + "AccountNo": "string", + "LocalNo": "string", + "TradePwd": "string", + "IsRiskOrder": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "AddReduce": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "ForceID": "string", + "TriggerPrice": "string", + "ValidDate": "string", + "StrategyId": "string", + "MaxShow": "string", + "MinQty": "string", + "ErrorDescription": "string", +} + +CStockRspOrderInsertField = { + "UserId": "string", + "AccountNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "OrderNo": "string", + "OrigOrderNo": "string", + "OrderMethod": "string", + "AcceptType": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "FilledPrice": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "OrderDate": "string", + "OrderTime": "string", + "ErrorCode": "string", + "OrderState": "string", + "IsRiskOrder": "string", + "CancelUserId": "string", + "TriggerPrice": "string", + "ValidDate": "string", + "AddReduce": "string", + "StrategyId": "string", + "MaxShow": "string", + "MinQty": "string", + "ExchangeTime": "string", + "CancelTime": "string", +} + +CStockReqOrderModifyField = { + "SystemNo": "string", + "UserId": "string", + "UserType": "string", + "LocalNo": "string", + "AccountNo": "string", + "TradePwd": "string", + "OrderNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "ModifyNumber": "string", + "ModifyPrice": "string", + "TradeType": "string", + "PriceType": "string", + "IsRiskOrder": "string", + "TriggerPrice": "string", + "ModifyTriggerPrice": "string", + "ValidDate": "string", + "ErrorDescription": "string", +} + +CStockReqOrderCancelField = { + "UserId": "string", + "UserType": "string", + "LocalNo": "string", + "AccountNo": "string", + "TradePwd": "string", + "IsSimulation": "string", + "SystemNo": "string", + "OrderNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "IsRiskOrder": "string", + "ErrorDescription": "string", +} + +CStockRspOrderCancelField = { + "UserId": "string", + "AccountNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "OrderNo": "string", + "CancelNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "CancelNumber": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "CancelDate": "string", + "CancelTime": "string", + "ErrorCode": "string", + "IsRiskOrder": "string", +} + +CStockReqPasswordUpdateField = { + "UserId": "string", + "OldPassword": "string", + "NewPassword": "string", + "ErrorDescription": "string", +} + +CStockRspPasswordUpdateField = { + "UserId": "string", + "OldPassword": "string", + "NewPassword": "string", +} + +CStockQryOrderField = { + "UserId": "string", + "UserType": "string", + "AccountNo": "string", + "TradePwd": "string", + "IsSimulation": "string", + "OrderNo": "string", + "OrderDateTime": "string", + "ErrorDescription": "string", +} + +CStockRspOrderField = { + "UserId": "string", + "AccountNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "OrderNo": "string", + "OrigOrderNo": "string", + "OrderMethod": "string", + "AcceptType": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "FilledNumber": "string", + "FilledPrice": "string", + "TradeType": "string", + "PriceType": "string", + "HtsType": "string", + "OrderDate": "string", + "OrderTime": "string", + "ErrorCode": "string", + "OrderState": "string", + "IsRiskOrder": "string", + "CancelUserId": "string", + "TriggerPrice": "string", + "ValidDate": "string", + "AddReduce": "string", + "StrategyId": "string", + "MaxShow": "string", + "MinQty": "string", + "ExchangeTime": "string", + "CancelTime": "string", +} + +CStockQryTradeField = { + "UserId": "string", + "ErrorDescription": "string", +} + +CStockRspTradeField = { + "UserId": "string", + "AccountNo": "string", + "FilledNo": "string", + "OrderNo": "string", + "SystemNo": "string", + "LocalNo": "string", + "ExchangeCode": "string", + "TreatyCode": "string", + "BuySale": "string", + "FilledNumber": "string", + "FilledPrice": "string", + "FilledDate": "string", + "FilledTime": "string", + "Commsion": "string", + "OrderNumber": "string", + "OrderPrice": "string", + "DeliveryDate": "string", + "FilledType": "string", + "OrderType": "string", + "ValidDate": "string", + "AddReduce": "string", + "ErrorDescription": "string", +} + +CStockQryInstrumentField = { + "PageIndex": "int", + "ExchangeNo": "string", + "ErrorDescription": "string", +} + +CStockRspInstrumentField = { + "ExchangeNo": "string", + "ExchangeName": "string", + "CommodityNo": "string", + "CommodityName": "string", + "CommodityType": "string", + "CurrencyNo": "string", + "CurrencyName": "string", + "ProductDot": "double", + "UpperTick": "double", + "SettlePrice": "double", + "TradeMonth": "string", + "DotNum": "int", + "LowerTick": "int", + "DotNumCarry": "int", + "UpperTickCarry": "double", + "FirstNoticeDay": "string", + "FreezenPercent": "double", + "FreezenMoney": "double", + "FeeMoney": "double", + "FeePercent": "double", + "PriceStrike": "double", + "ProductDotStrike": "double", + "UpperTickStrike": "double", + "LastTradeDay": "string", + "LastUpdateDay": "string", + "CriticalPrice": "double", + "CriticalMinChangedPrice": "double", + "ExchangeSub": "string", + "OptionType": "string", + "OptionMonth": "string", + "OptionStrikePrice": "string", + "OptionCommodityNo": "string", + "OptionContractNo": "string", + "MortgagePercent": "string", + "UpperTickCode": "string", + "LotSize": "string", + "FlatTime": "string", + "CommodityFNameEN": "string", + "CanSell": "string", + "SellRate": "double", + "SellMax": "double", + "StrikeRate": "double", + "StrikePrice": "double", + "ReceivePrice": "double", + "ExpireDate": "string", + "SellRateKeep": "double", + "StrikeCommodityNo": "string", + "CallPutFlag": "string", + "Publisher": "string", +} + +CStockQryExchangeField = { + "ProductGroupID": "string", + "ErrorDescription": "string", +} + +CStockRspExchangeField = { + "ExchangeNo": "string", + "ExchangeName": "string", + "SettleType": "string", + "NameEN": "string", +} + +CStockQryCapitalField = { + "Unused": "char", + "ErrorDescription": "string", +} + +CStockRspCapitalField = { + "UserId": "string", + "InMoney": "string", + "OutMoney": "string", + "TodayCanUse": "string", + "TodayAmount": "string", + "TodayBalance": "string", + "FreezenMoney": "string", + "Commission": "string", + "Margin": "string", + "OldCanUse": "string", + "OldAmount": "string", + "OldBalance": "string", + "FloatingProfit": "string", + "CurrencyNo": "string", + "CurrencyRate": "double", + "UnexpiredProfit": "double", + "UnaccountProfit": "double", + "KeepDeposit": "double", + "Royalty": "double", + "Credit": "double", + "AddCapital": "double", + "IniEquity": "double", + "AccountNo": "string", + "MortgageMoney": "double", + "MarginLimit": "double", + "BorrowValue": "double", + "T1": "double", + "T2": "double", + "T3": "double", + "TN": "double", + "TradeLimit": "double", + "CanCashOut": "double", + "AccruedCrInt": "double", + "AccruedDrInt": "double", + "CrossMax": "double", + "SellFreezenMoney": "double", + "SellInterest": "double", + "SellNeedAddMargin": "double", + "NetProfit": "string", + "ProfitRate": "string", + "RiskRate": "string", + "ErrorDescription": "string", +} + +CStockQryPositionField = { + "ErrorDescription": "string", +} + +CStockRspPositionField = { + "ClientNo": "string", + "ExchangeNo": "string", + "CommodityNo": "string", + "Direct": "string", + "HoldPrice": "double", + "CanTradeVol": "int", + "TodayBuyVol": "int", + "FrozenVol": "int", + "TotalBuyMoney": "double", + "TotalSellMoney": "double", + "TotalBuyVol": "int", + "TotalSellVol": "int", + "OpenDate": "string", + "FlatProfit": "double", + "HkexT1": "int", + "HkexT2": "int", + "HkexT3": "int", + "UnsettleVol": "int", + "SettledVol": "int", + "HoldVol": "int", + "TodaySaleVol": "int", + "SellFrozenMoney": "double", + "OpenPrice": "double", +} + +CStockQryTickField = { + "Unused": "char", + "ErrorDescription": "string", +} + +CStockRspTickField = { + "UpperTickCode": "string", + "PriceFrom": "string", + "UpperTick": "string", + "ProductDot": "string", + "DotNum": "string", + "LowerTick": "string", +} + +CStockQryCurrencyField = { + "Unused": "char", + "ErrorDescription": "string", +} + +CStockRspCurrencyField = { + "CurrencyNo": "string", + "IsBase": "int", + "ChangeRate": "double", + "CurrencyName": "string", + "CurrencyNameEN": "string", +} + +CStockQryVersionField = { + "UserId": "string", + "UserPwd": "string", + "ErrorDescription": "string", +} + +CStockRspVersionField = { + "Version": "string", + "MustUpdate": "string", + "MustVersion": "string", + "VersionContent_CN": "string", + "VersionContent_US": "string", +} + +CStockRtnOrderField = { + "LocalOrderNo": "string", + "ExchangeNo": "string", + "TreatyCode": "string", + "OrderNo": "string", + "OrderNumber": "int", + "FilledNumber": "int", + "FilledAdvPrice": "double", + "BuyHoldNumber": "int", + "BuyHoldOpenPrice": "double", + "BuyHoldPrice": "double", + "SaleHoldNumber": "int", + "SaleHoldOpenPrice": "double", + "SaleHoldPrice": "double", + "IsCanceled": "string", + "FilledTotalFee": "double", + "Status": "int", + "AccountNo": "string", + "HoldType": "string", + "HoldMarginBuy": "double", + "HoldMarginSale": "double", + "CurrPrice": "double", + "FloatProfit": "double", +} + +CStockRtnCapitalField = { + "ClientNo": "string", + "AccountNo": "string", + "CurrencyNo": "string", + "Available": "double", + "YAvailable": "double", + "CanCashOut": "double", + "Money": "double", + "ExpiredProfit": "double", + "FrozenDeposit": "double", + "Fee": "double", + "Deposit": "double", + "KeepDeposit": "double", + "Status": "int", + "InMoney": "double", + "OutMoney": "double", + "UnexpiredProfit": "double", + "TodayTotal": "double", + "UnaccountProfit": "double", + "Royalty": "double", + "ExchangeNo": "string", + "TreatyCode": "string", + "OrderNo": "string", + "OrderNumber": "int", + "FilledNumber": "int", + "FilledAdvPrice": "double", + "BuyHoldNumber": "int", + "BuyHoldOpenPrice": "double", + "BuyHoldPrice": "double", + "SaleHoldNumber": "int", + "SaleHoldOpenPrice": "double", + "SaleHoldPrice": "double", + "IsCanceled": "string", + "FilledTotalFee": "double", + "Credit": "double", + "MarginLimit": "double", + "BorrowValue": "double", + "MortgageMoney": "double", + "T1": "double", + "T2": "double", + "T3": "double", + "TN": "double", + "TradeLimit": "double", + "FCrossMax": "double", + "SellFreezenMoney": "double", + "SellInterest": "double", + "SellNeedAddMargin": "double", +} + +CStockReqGetQuestionField = { + "Unused": "int", + "ErrorDescription": "string", +} + +CStockRspQuestionField = { + "QuestionType": "string", + "QuestionId": "string", + "QuestionCN": "string", + "QuestionEN": "string", +} + +CStockReqSafeVerifyField = { + "UserId": "string", + "UserPwd": "string", + "Type": "string", + "Question": "string", + "Answer": "string", + "MobileNumber": "string", + "VerifyCode": "string", + "SaveMac": "string", + "MacAddress": "string", + "ErrorDescription": "string", +} + +CStockReqSetVerifyQAField = { + "UserId": "string", + "UserPwd": "string", + "Type": "string", + "Question": "string", + "Answer": "string", + "MobileNumber": "string", + "VerifyCode": "string", + "SaveMac": "string", + "ErrorDescription": "string", +} + +CStockReqVerifyCodeField = { + "UserId": "string", + "UserPwd": "string", + "Type": "string", + "Question": "string", + "Answer": "string", + "MobileNumber": "string", + "VerifyCode": "string", + "ErrorDescription": "string", +} + diff --git a/vnpy/api/da/generator/da_typedef.py b/vnpy/api/da/generator/da_typedef.py new file mode 100644 index 00000000..3711cc49 --- /dev/null +++ b/vnpy/api/da/generator/da_typedef.py @@ -0,0 +1,8 @@ +TDACharType = "char" +TDAStringType = "string" +TDABrokerType = "string" +TDAIntType = "int" +TDAVolumeType = "int" +TDADoubleType = "double" +TDAPriceType = "double" +TDAMoneyType = "double" diff --git a/vnpy/api/da/generator/generate_data_type.py b/vnpy/api/da/generator/generate_data_type.py index 2c8f9173..f3b5d785 100644 --- a/vnpy/api/da/generator/generate_data_type.py +++ b/vnpy/api/da/generator/generate_data_type.py @@ -35,12 +35,13 @@ class DataTypeGenerator: """处理每行""" line = line.replace("\n", "") line = line.replace(";", "") + line = line.replace("\t", " ") if line.startswith("#define"): self.process_define(line) elif line.startswith("typedef"): self.process_typedef(line) - + def process_define(self, line: str): """处理常量定义""" words = line.split(" ") @@ -51,14 +52,17 @@ class DataTypeGenerator: name = words[1] value = words[2] + if "__" in value: + return + new_line = f"{name} = {value}\n" self.f_define.write(new_line) def process_typedef(self, line: str): """处理类型定义""" words = line.split(" ") - words = [word for word in words if word != " "] - + words = [word for word in words if word] + name = words[2] typedef = TYPE_CPP2PY[words[1]] @@ -72,5 +76,5 @@ class DataTypeGenerator: if __name__ == "__main__": - generator = DataTypeGenerator("../include/ctp/ThostFtdcUserApiDataType.h", "ctp") + generator = DataTypeGenerator("../include/da/DADataType.h", "da") generator.run() diff --git a/vnpy/api/da/generator/generate_struct.py b/vnpy/api/da/generator/generate_struct.py index db744756..b121197a 100644 --- a/vnpy/api/da/generator/generate_struct.py +++ b/vnpy/api/da/generator/generate_struct.py @@ -5,10 +5,11 @@ import importlib class StructGenerator: """Struct生成器""" - def __init__(self, filename: str, prefix: str): + def __init__(self, filename: str, prefix: str, sub_name: str): """Constructor""" self.filename = filename self.prefix = prefix + self.sub_name = sub_name self.typedefs = {} self.load_constant() @@ -25,7 +26,7 @@ class StructGenerator: def run(self): """运行生成""" self.f_cpp = open(self.filename, "r") - self.f_struct = open(f"{self.prefix}_struct.py", "w") + self.f_struct = open(f"{self.prefix}_{self.sub_name}_struct.py", "w") for line in self.f_cpp: self.process_line(line) @@ -40,7 +41,9 @@ class StructGenerator: line = line.replace(";", "") line = line.replace("\n", "") - if line.startswith("struct"): + if line.startswith("typedef"): + self.process_typedef(line) + elif line.startswith("struct"): self.process_declare(line) elif line.startswith("{"): self.process_start(line) @@ -49,6 +52,10 @@ class StructGenerator: elif "\t" in line and "///" not in line: self.process_member(line) + def process_typedef(self, line: str): + """处理类型定义""" + print("typdef注意", line) # 一共三行，手动处理 + def process_declare(self, line: str): """处理声明""" words = line.split(" ") @@ -70,8 +77,7 @@ class StructGenerator: def process_member(self, line: str): """处理成员""" words = line.split("\t") - words = [word for word in words if word] - + words = [word.replace(" ", "") for word in words if word] py_type = self.typedefs[words[0]] name = words[1] @@ -80,5 +86,11 @@ class StructGenerator: if __name__ == "__main__": - generator = StructGenerator("../include/ctp/ThostFtdcUserApiStruct.h", "ctp") - generator.run() + generator_future = StructGenerator("../include/da/DAFutureStruct.h", "da", "future") + generator_future.run() + + generator_stock = StructGenerator("../include/da/DAStockStruct.h", "da", "stock") + generator_stock.run() + + generator_market = StructGenerator("../include/da/DAMarketStruct.h", "da", "market") + generator_market.run() diff --git a/vnpy/api/da/include/da/DAStockStruct.h b/vnpy/api/da/include/da/DAStockStruct.h index a6013f4e..85a9f2a5 100644 --- a/vnpy/api/da/include/da/DAStockStruct.h +++ b/vnpy/api/da/include/da/DAStockStruct.h @@ -322,7 +322,7 @@ struct CStockRspTradeField struct CStockQryInstrumentField { TDAIntType PageIndex; // ѯ,ÿηص - TDAStringType ExchangeNo; // 룬дֵѯһĺԼ + TDAStringType ExchangeNo; // 룬дֵѯһĺԼ TDAStringType ErrorDescription; // Ϣ }; // ѯԼ