[Mod]simplify usage of ctp api and gateway

.gitignore

@@ -10,6 +10,7 @@
 *.wpr
 *.wpu
 .vs
+x64
 
 # Temp
 build

vnpy/api/ctp/vnctp/vnctp.h

@@ -103,35 +103,35 @@ void getString(const pybind11::dict &d, const char *key, string_literal<size> &v
     if (d.contains(key))
     {
         object o = d[key];
-        std::string s = o.cast<std::string>();
+        string s = o.cast<string>();
         const char *buf = s.c_str();
         strcpy(value, buf);
     }
 };
 
 //将GBK编码的字符串转换为UTF8
-inline std::string toUtf(const std::string &gb2312)
+inline string toUtf(const string &gb2312)
 {
 #ifdef _MSC_VER
-    const static std::locale loc("zh-CN");
+    const static locale loc("zh-CN");
 #else
-    const static std::locale loc("zh_CN.GB18030");
+    const static locale loc("zh_CN.GB18030");
 #endif
 
-    std::vector<wchar_t> wstr(gb2312.size());
+    vector<wchar_t> wstr(gb2312.size());
     wchar_t* wstrEnd = nullptr;
     const char* gbEnd = nullptr;
-    std::mbstate_t state = {};
+    mbstate_t state = {};
-    int res = std::use_facet<std::codecvt<wchar_t, char, mbstate_t> >
+    int res = use_facet<codecvt<wchar_t, char, 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)
+    if (codecvt_base::ok == res)
     {
-        std::wstring_convert<std::codecvt_utf8<wchar_t>> cutf8;
+        wstring_convert<codecvt_utf8<wchar_t>> cutf8;
-        return cutf8.to_bytes(std::wstring(wstr.data(), wstrEnd));
+        return cutf8.to_bytes(wstring(wstr.data(), wstrEnd));
     }
 
-    return std::string();
+    return string();
 }

vnpy/api/ctp/vnctp/vnctpmd/vnctpmd.cpp

@@ -563,7 +563,9 @@ int MdApi::join()
 
 int MdApi::exit()
 {
-	//该函数在原生API里没有，用于安全退出API用，原生的join似乎不太稳定
+	this->active = false;
+	//this->task_thread.join();
+
 	this->api->RegisterSpi(NULL);
 	this->api->Release();
 	this->api = NULL;

vnpy/api/ctp/vnctp/vnctpmd/vnctpmd.vcxproj

@@ -23,7 +23,7 @@
     <ProjectGuid>{F00054FF-282F-4826-848E-D58BFB9E9D9F}</ProjectGuid>
     <Keyword>Win32Proj</Keyword>
     <RootNamespace>vnctpmd</RootNamespace>
-    <WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
+    <WindowsTargetPlatformVersion>10.0.17134.0</WindowsTargetPlatformVersion>
   </PropertyGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">

vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp

@@ -7914,7 +7914,9 @@ int TdApi::join()
 
 int TdApi::exit()
 {
-	//该函数在原生API里没有，用于安全退出API用，原生的join似乎不太稳定
+	this->active = false;
+	//this->task_thread.join();
+
 	this->api->RegisterSpi(NULL);
 	this->api->Release();
 	this->api = NULL;

vnpy/api/ctp/vnctp/vnctptd/vnctptd.vcxproj

@@ -23,7 +23,7 @@
     <ProjectGuid>{016732E6-5789-4F7C-9A1C-C46A249080CF}</ProjectGuid>
     <Keyword>Win32Proj</Keyword>
     <RootNamespace>vnctptd</RootNamespace>
-    <WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
+    <WindowsTargetPlatformVersion>10.0.17134.0</WindowsTargetPlatformVersion>
   </PropertyGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">

vnpy/gateway/ctp/ctp_gateway.py

@@ -2,7 +2,6 @@
 """
 """
 
-from copy import copy
 from datetime import datetime
 
 from vnpy.api.ctp import *
@@ -212,11 +211,7 @@ class CtpMdApi(MdApi):
         self.connect_status = False
         self.login_status = False
         self.gateway.write_log(f"行情连接断开，原因{reason}")
-    
+
-    def onHeartBeatWarning(self, n: int):
-        """"""
-        pass
-    
     def onRspUserLogin(self, data: dict, error: dict, reqid: int, last: bool):
         """
         Callback when user is logged in.
@@ -230,10 +225,6 @@ class CtpMdApi(MdApi):
         else:
             self.gateway.write_error("行情登录失败", error)
     
-    def onRspUserLogout(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
     def onRspError(self, error: dict, reqid: int, last: bool):
         """
         Callback when error occured.
@@ -246,19 +237,7 @@ class CtpMdApi(MdApi):
             return
         
         self.gateway.write_error("行情订阅失败", error)
-    
+
-    def onRspUnSubMarketData(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspSubForQuoteRsp(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspUnSubForQuoteRsp(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
     def onRtnDepthMarketData(self, data: dict):
         """
         Callback of tick data update.
@@ -274,7 +253,7 @@ class CtpMdApi(MdApi):
             symbol=symbol,
             exchange=exchange,
             datetime=datetime.strptime(timestamp, "%Y%m%d %H:%M:%S.%f"),
-            name = symbol_name_map[symbol],
+            name=symbol_name_map[symbol],
             volume=data["Volume"],
             last_price=data["LastPrice"],
             limit_up=data["UpperLimitPrice"],
@@ -289,11 +268,7 @@ class CtpMdApi(MdApi):
             ask_volume_1=data["AskVolume1"],
             gateway_name=self.gateway_name
         )
-        self.gateway.on_tick(tick)
+        self.gateway.on_tick(tick)  
-    
-    def onRtnForQuoteRsp(self, data: dict):    
-        """"""
-        pass        
 
     def connect(self, address: str, userid: str, password: str, brokerid: int):
         """
@@ -343,9 +318,6 @@ class CtpMdApi(MdApi):
             self.exit()
 
 
-
-
-
 class CtpTdApi(TdApi):
     """"""
 
@@ -394,10 +366,6 @@ class CtpTdApi(TdApi):
         self.login_status = False
         self.gateway.write_log(f"交易连接断开，原因{reason}")        
     
-    def onHeartBeatWarning(self, n: int):
-        """"""
-        pass
-    
     def onRspAuthenticate(self, data: dict, error: dict, reqid: int, last: bool):
         """"""
         if not error['ErrorID']:
@@ -427,30 +395,6 @@ class CtpTdApi(TdApi):
             
             self.gateway.write_error("交易登录失败", error)
     
-    def onRspUserLogout(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspUserPasswordUpdate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspTradingAccountPasswordUpdate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspUserAuthMethod(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspGenUserCaptcha(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspGenUserText(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
     def onRspOrderInsert(self, data: dict, error: dict, reqid: int, last: bool):
         """"""
         order_ref = data["OrderRef"]
@@ -474,14 +418,6 @@ class CtpTdApi(TdApi):
         
         self.gateway.write_error("交易委托失败", error)
     
-    def onRspParkedOrderInsert(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspParkedOrderAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
     def onRspOrderAction(self, data: dict, error: dict, reqid: int, last: bool):
         """"""
         self.gateway.write_error("交易撤单失败", error)
@@ -498,58 +434,6 @@ class CtpTdApi(TdApi):
         
         self.reqid += 1
         self.reqQryInstrument({}, self.reqid)
-            
-    def onRspRemoveParkedOrder(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspRemoveParkedOrderAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspExecOrderInsert(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspExecOrderAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspForQuoteInsert(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQuoteInsert(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQuoteAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspBatchOrderAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspOptionSelfCloseInsert(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspOptionSelfCloseAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspCombActionInsert(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryOrder(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryTrade(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
     
     def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool):
         """"""
@@ -612,39 +496,19 @@ class CtpTdApi(TdApi):
         
         self.gateway.on_account(account)
     
-    def onRspQryInvestor(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryTradingCode(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryInstrumentMarginRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryInstrumentCommissionRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryExchange(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryProduct(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
     def onRspQryInstrument(self, data: dict, error: dict, reqid: int, last: bool):
         """
         Callback of instrument query.
         """
+        product = PRODUCT_CTP2VT.get(data["ProductClass"], None)
+        if not product:
+            return
+
         contract = ContractData(
             symbol=data["InstrumentID"],
             exchange=EXCHANGE_CTP2VT[data["ExchangeID"]],
             name=data["InstrumentName"],
-            product=PRODUCT_CTP2VT[data["ProductClass"]],
+            product=product,
             size=data["VolumeMultiple"],
             pricetick=data["PriceTick"],
             option_underlying=data["UnderlyingInstrID"],
@@ -671,142 +535,6 @@ class CtpTdApi(TdApi):
                 self.onRtnTrade(data)
             self.trade_data.clear()
     
-    def onRspQryDepthMarketData(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQrySettlementInfo(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryTransferBank(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryInvestorPositionDetail(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryNotice(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQrySettlementInfoConfirm(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryInvestorPositionCombineDetail(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryCFMMCTradingAccountKey(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryEWarrantOffset(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryInvestorProductGroupMargin(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryExchangeMarginRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryExchangeMarginRateAdjust(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryExchangeRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQrySecAgentACIDMap(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryProductExchRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryProductGroup(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryMMInstrumentCommissionRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryMMOptionInstrCommRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryInstrumentOrderCommRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQrySecAgentTradingAccount(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQrySecAgentCheckMode(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQrySecAgentTradeInfo(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryOptionInstrTradeCost(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryOptionInstrCommRate(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryExecOrder(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryForQuote(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryQuote(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryOptionSelfClose(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryInvestUnit(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryCombInstrumentGuard(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryCombAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryTransferSerial(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryAccountregister(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspError(self, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
     def onRtnOrder(self, data: dict):
         """
         Callback of order status update.
@@ -865,206 +593,6 @@ class CtpTdApi(TdApi):
         )
         self.gateway.on_trade(trade)        
     
-    def onErrRtnOrderInsert(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnOrderAction(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onRtnInstrumentStatus(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnBulletin(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnTradingNotice(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnErrorConditionalOrder(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnExecOrder(self, data: dict):
-        """"""
-        pass
-    
-    def onErrRtnExecOrderInsert(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnExecOrderAction(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnForQuoteInsert(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onRtnQuote(self, data: dict):
-        """"""
-        pass
-    
-    def onErrRtnQuoteInsert(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnQuoteAction(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onRtnForQuoteRsp(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnCFMMCTradingAccountToken(self, data: dict):
-        """"""
-        pass
-    
-    def onErrRtnBatchOrderAction(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onRtnOptionSelfClose(self, data: dict):
-        """"""
-        pass
-    
-    def onErrRtnOptionSelfCloseInsert(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnOptionSelfCloseAction(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onRtnCombAction(self, data: dict):
-        """"""
-        pass
-    
-    def onErrRtnCombActionInsert(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onRspQryContractBank(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryParkedOrder(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryParkedOrderAction(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryTradingNotice(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryBrokerTradingParams(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQryBrokerTradingAlgos(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQueryCFMMCTradingAccountToken(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRtnFromBankToFutureByBank(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnFromFutureToBankByBank(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnRepealFromBankToFutureByBank(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnRepealFromFutureToBankByBank(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnFromBankToFutureByFuture(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnFromFutureToBankByFuture(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnRepealFromBankToFutureByFutureManual(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnRepealFromFutureToBankByFutureManual(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnQueryBankBalanceByFuture(self, data: dict):
-        """"""
-        pass
-    
-    def onErrRtnBankToFutureByFuture(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnFutureToBankByFuture(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnRepealBankToFutureByFutureManual(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnRepealFutureToBankByFutureManual(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onErrRtnQueryBankBalanceByFuture(self, data: dict, error: dict):
-        """"""
-        pass
-    
-    def onRtnRepealFromBankToFutureByFuture(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnRepealFromFutureToBankByFuture(self, data: dict):
-        """"""
-        pass
-    
-    def onRspFromBankToFutureByFuture(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspFromFutureToBankByFuture(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRspQueryBankAccountMoneyByFuture(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        pass
-    
-    def onRtnOpenAccountByBank(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnCancelAccountByBank(self, data: dict):
-        """"""
-        pass
-    
-    def onRtnChangeAccountByBank(self, data: dict):
-        """"""
-        pass
-    
     def connect(self, address: str, userid: str, password: str, brokerid: int, auth_code: str, product_info: str):
         """
         Start connection to server.
@@ -1107,11 +635,11 @@ class CtpTdApi(TdApi):
         """
         if self.login_failed:
             return
-        
+
         req = {
             "UserID": self.userid,
             "Password": self.password,
-            "BrokerID": self.brokerid,
+            "BrokerID": self.brokerid
         }
         
         self.reqid += 1