1. 封装部分vn.ib中的结构体

2. 添加MainWindow的一键恢复窗口布局功能

vn.ib/ibapi/client/shared_ptr.h

@@ -90,6 +90,17 @@ public:
       use_ = Use();
    }
 
+   //封装添加
+   bool operator==(const shared_ptr<X> const & a)
+   {
+	   return a.get() == this->get();
+   }
+
+   bool operator!=(const shared_ptr<X> const & a)
+   {
+	   return a.get() != this->get();
+   }
+
 private:
 
    X *ptr_;

vn.ib/vnib/Visual Studio 2013/settings/Windows Azure Subscriptions.xml

@@ -1,5 +1,5 @@
 <?xml version="1.0"?>
 <SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
   <Items />
-  <TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAAAP+ZejtWt08T4CHAObG1FMrnjuDrDgxp3Kgz3p0GFTiAAAAAAOgAAAAAIAACAAAADnqXDqufrv721M+KR/tLuCYzN6ynSphcMeiL+hw9/zfBAAAAA0xC0ncTgoWKgyHhV01sFjQAAAAHPVrjN2gp4P8U/lDH6S7DXnH0r85ILsW5BB0pf0XLyQTdX5KoNz8//d+jBnTKg15QzO9mS8Bc1TVIuzVWasdjI=</TokenCache>
+  <TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAACfxQZLqGgIlYaHRNvaMP1104wne69yDm3hT5jSkViJrwAAAAAOgAAAAAIAACAAAACEoYIxmu9X+z/pKyvKYVXdWTl6zqCrHe3ExYUwAcJwxxAAAABGePzLyKMDeM4WJVJQQCN+QAAAAEywH3Ecv+0PlTkK8x594oWHzQCnUgiXkPjdiAJHqE3sO/L19xiNs2JqW9giCiOVPNL2VS6Pue9CQLjRouK8HHE=</TokenCache>
 </SubscriptionDataContainer>

vn.ib/vnib/vnib/vnib.cpp

@@ -4,6 +4,13 @@
 #include "StdAfx.h"
 #include "vnib.h"
 
+#include "Contract.h"
+#include "OrderState.h"
+#include "Execution.h"
+#include "CommissionReport.h"
+#include "ScannerSubscription.h"
+#include "TagValue.h"
+
 
 ///-------------------------------------------------------------------------------------
 ///C++的回调函数将数据保存到队列中
@@ -416,10 +423,52 @@ struct IbApiWrap : VnIbApi, wrapper < VnIbApi >
 };
 
 
+
+
+struct TagValue_Wrapper : TagValue
+{
+	TagValue_Wrapper(PyObject* self_) : self(self_) {}
+	PyObject* self;
+};
+
+
+// 特殊封装相关
+namespace boost {
+	namespace python {
+		template <class T> struct pointee< ibapi::shared_ptr<T> >
+		{
+			typedef T type;
+		};
+	}
+}
+
+template<class T> inline T * get_pointer(ibapi::shared_ptr<T> const & p)
+{
+	return p.get();
+}
+
+/*
+template<class T>
+bool ibapi::shared_ptr::operator==(ibapi::shared_ptr<T> const & a)
+{
+	return a.get() == this->get();
+}
+
+template<class T>
+bool ibapi::shared_ptr::operator!=(ibapi::shared_ptr<T> const & a)
+{
+	return a.get() != this->get();
+}
+*/
+
 BOOST_PYTHON_MODULE(vnib)
 {
-	PyEval_InitThreads();	//导入时运行，保证先创建GIL
+	using namespace boost::python;
 
+	//导入时运行，保证先创建GIL
+	PyEval_InitThreads();	
+
+	//API类封装
 	class_<IbApiWrap, boost::noncopyable>("IbApi")
 		.def("eConnect", &IbApiWrap::eConnect)
 		.def("eDisconnect", &IbApiWrap::eDisconnect)
@@ -435,5 +484,111 @@ BOOST_PYTHON_MODULE(vnib)
 		.def("accountSummary", pure_virtual(&IbApiWrap::accountSummary))
 		.def("accountSummaryEnd", pure_virtual(&IbApiWrap::accountSummaryEnd))
 		;
+
+	//结构体封装
+	class_<OrderState>("OrderState")
+		.def_readwrite("status", &OrderState::status)
+		.def_readwrite("initMargin", &OrderState::initMargin)
+		.def_readwrite("maintMargin", &OrderState::maintMargin)
+		.def_readwrite("equityWithLoan", &OrderState::equityWithLoan)
+		.def_readwrite("commission", &OrderState::commission)
+		.def_readwrite("minCommission", &OrderState::minCommission)
+		.def_readwrite("maxCommission", &OrderState::maxCommission)
+		.def_readwrite("commissionCurrency", &OrderState::commissionCurrency)
+		.def_readwrite("warningText  ", &OrderState::warningText)
+		;
+
+	class_<Execution>("Execution")
+		.def_readwrite("execId", &Execution::execId)
+		.def_readwrite("time", &Execution::time)
+		.def_readwrite("acctNumber", &Execution::acctNumber)
+		.def_readwrite("exchange", &Execution::exchange)
+		.def_readwrite("side", &Execution::side)
+		.def_readwrite("shares", &Execution::shares)
+		.def_readwrite("price", &Execution::price)
+		.def_readwrite("permId", &Execution::permId)
+		.def_readwrite("clientId  ", &Execution::clientId)
+		.def_readwrite("orderId  ", &Execution::orderId)
+		.def_readwrite("liquidation  ", &Execution::liquidation)
+		.def_readwrite("cumQty  ", &Execution::cumQty)
+		.def_readwrite("avgPrice  ", &Execution::avgPrice)
+		.def_readwrite("orderRef  ", &Execution::orderRef)
+		.def_readwrite("evRule  ", &Execution::evRule)
+		.def_readwrite("evMultiplier  ", &Execution::evMultiplier)
+		.def_readwrite("modelCode  ", &Execution::modelCode)
+		;
+
+	class_<UnderComp>("UnderComp")
+		.def_readwrite("conId", &UnderComp::conId)
+		.def_readwrite("delta", &UnderComp::delta)
+		.def_readwrite("price", &UnderComp::price)
+		;
+
+	class_<CommissionReport>("CommissionReport")
+		.def_readwrite("execId", &CommissionReport::execId)
+		.def_readwrite("commission", &CommissionReport::commission)
+		.def_readwrite("currency", &CommissionReport::currency)
+		.def_readwrite("realizedPNL", &CommissionReport::realizedPNL)
+		.def_readwrite("yield", &CommissionReport::yield)
+		.def_readwrite("yieldRedemptionDate", &CommissionReport::yieldRedemptionDate)
+		;
+
+	class_<ExecutionFilter>("ExecutionFilter")
+		.def_readwrite("m_clientId", &ExecutionFilter::m_clientId)
+		.def_readwrite("m_acctCode", &ExecutionFilter::m_acctCode)
+		.def_readwrite("m_time", &ExecutionFilter::m_time)
+		.def_readwrite("m_symbol", &ExecutionFilter::m_symbol)
+		.def_readwrite("m_secType", &ExecutionFilter::m_secType)
+		.def_readwrite("m_exchange", &ExecutionFilter::m_exchange)
+		.def_readwrite("m_side", &ExecutionFilter::m_side)
+		;
+
+	class_<ScannerSubscription>("ScannerSubscription")
+		.def_readwrite("numberOfRows", &ScannerSubscription::numberOfRows)
+		.def_readwrite("instrument", &ScannerSubscription::instrument)
+		.def_readwrite("locationCode", &ScannerSubscription::locationCode)
+		.def_readwrite("scanCode", &ScannerSubscription::scanCode)
+		.def_readwrite("abovePrice", &ScannerSubscription::abovePrice)
+		.def_readwrite("belowPrice", &ScannerSubscription::belowPrice)
+		.def_readwrite("aboveVolume", &ScannerSubscription::aboveVolume)
+		.def_readwrite("marketCapAbove", &ScannerSubscription::marketCapAbove)
+		.def_readwrite("marketCapBelow", &ScannerSubscription::marketCapBelow)
+		.def_readwrite("moodyRatingAbove", &ScannerSubscription::moodyRatingAbove)
+		.def_readwrite("moodyRatingBelow", &ScannerSubscription::moodyRatingBelow)
+		.def_readwrite("spRatingAbove", &ScannerSubscription::spRatingAbove)
+		.def_readwrite("spRatingBelow", &ScannerSubscription::spRatingBelow)
+		.def_readwrite("maturityDateAbove", &ScannerSubscription::maturityDateAbove)
+		.def_readwrite("maturityDateBelow", &ScannerSubscription::maturityDateBelow)
+		.def_readwrite("couponRateAbove", &ScannerSubscription::couponRateAbove)
+		.def_readwrite("couponRateBelow", &ScannerSubscription::couponRateBelow)
+		.def_readwrite("excludeConvertible", &ScannerSubscription::excludeConvertible)
+		.def_readwrite("averageOptionVolumeAbove", &ScannerSubscription::averageOptionVolumeAbove)
+		.def_readwrite("scannerSettingPairs", &ScannerSubscription::scannerSettingPairs)
+		.def_readwrite("stockTypeFilter", &ScannerSubscription::stockTypeFilter)
+		;
+
+	class_<TagValue, TagValueSPtr>("TagValue")
+	//class_<TagValue>("TagValue")
+		.def_readwrite("tag", &TagValue::tag)
+		.def_readwrite("value", &TagValue::value)
+		;
+
+	class_<TagValueList, TagValueListSPtr>("TagValueList")
+	//class_<TagValueList>("TagValueList")
+		.def(vector_indexing_suite<TagValueList, true>());    //这个true非常重要
+
+	//register_ptr_to_python<TagValueSPtr>();
+	//register_ptr_to_python<TagValueListSPtr>();
+
+	class_<ComboLeg>("ComboLeg")
+		.def_readwrite("conId", &ComboLeg::conId)
+		.def_readwrite("ratio", &ComboLeg::ratio)
+		.def_readwrite("action", &ComboLeg::action)
+		.def_readwrite("exchange", &ComboLeg::exchange)
+		.def_readwrite("openClose", &ComboLeg::openClose)
+		.def_readwrite("shortSaleSlot", &ComboLeg::shortSaleSlot)
+		.def_readwrite("designatedLocation", &ComboLeg::designatedLocation)
+		.def_readwrite("exemptCode", &ComboLeg::exemptCode)
+		;
 };
 

vn.ib/vnib/vnib/vnib.h

@@ -9,10 +9,17 @@
 #include <boost/python/module.hpp>	//python封装
 #include <boost/python/def.hpp>		//python封装
 #include <boost/python/object.hpp>	//python封装
+
+#include <boost/python/register_ptr_to_python.hpp>					//Python封装
+#include <boost/python/suite/indexing/vector_indexing_suite.hpp>	//Python封装
+
 #include <boost/python.hpp>			//python封装
 #include <boost/thread.hpp>			//任务队列的线程功能
 #include <boost/bind.hpp>			//任务队列的线程功能
 
+#include <boost/shared_ptr.hpp>
+
+
 //API
 #include "EWrapper.h"
 #include "EClientSocket.h"
@@ -50,6 +57,14 @@ public:
 };
 
 
+///-------------------------------------------------------------------------------------
+///强制转化相关
+///-------------------------------------------------------------------------------------
+
+boost::python::list tagvaluelist_to_pylist();
+
+TagValueListSPtr pylist_to_tagvaluelist();
+
 ///-------------------------------------------------------------------------------------
 ///声明类
 ///-------------------------------------------------------------------------------------
@@ -58,7 +73,6 @@ class VnIbApi;
 
 class IbWrapper;
 
-
 ///-------------------------------------------------------------------------------------
 ///C++ SPI的回调函数方法实现
 ///-------------------------------------------------------------------------------------

vn.trader/uiMainWindow.py

@@ -23,7 +23,7 @@ class MainWindow(QtGui.QMainWindow):
         self.widgetDict = {}    # 用来保存子窗口的字典
         
         self.initUi()
-        self.loadWindowSettings()
+        self.loadWindowSettings('custom')
         
     #----------------------------------------------------------------------
     def initUi(self):
@@ -55,6 +55,9 @@ class MainWindow(QtGui.QMainWindow):
         # 连接组件之间的信号
         widgetPositionM.itemDoubleClicked.connect(widgetTradingW.closePosition)
         
+        # 保存默认设置
+        self.saveWindowSettings('default')
+        
     #----------------------------------------------------------------------
     def initMenu(self):
         """初始化菜单"""
@@ -65,9 +68,6 @@ class MainWindow(QtGui.QMainWindow):
         connectLtsAction = QtGui.QAction(u'连接LTS', self)
         connectLtsAction.triggered.connect(self.connectLts)
         
-        connectXtpAction = QtGui.QAction(u'连接XTP', self)
-        connectXtpAction.triggered.connect(self.connectXtp)        
-        
         connectKsotpAction = QtGui.QAction(u'连接金仕达期权', self)
         connectKsotpAction.triggered.connect(self.connectKsotp)
         
@@ -119,6 +119,9 @@ class MainWindow(QtGui.QMainWindow):
         rmAction = QtGui.QAction(u'风险管理', self)
         rmAction.triggered.connect(self.openRm)     
         
+        restoreAction = QtGui.QAction(u'还原窗口', self)
+        restoreAction.triggered.connect(self.restoreWindow)
+        
         # 创建菜单
         menubar = self.menuBar()
         
@@ -128,8 +131,6 @@ class MainWindow(QtGui.QMainWindow):
             sysMenu.addAction(connectCtpAction)
         if 'LTS' in self.mainEngine.gatewayDict:
             sysMenu.addAction(connectLtsAction)
-        if 'XTP' in self.mainEngine.gatewayDict:
-            sysMenu.addAction(connectXtpAction)            
         if 'FEMAS' in self.mainEngine.gatewayDict:
             sysMenu.addAction(connectFemasAction)
         if 'XSPEED' in self.mainEngine.gatewayDict:
@@ -166,6 +167,7 @@ class MainWindow(QtGui.QMainWindow):
         
         # 帮助
         helpMenu = menubar.addMenu(u'帮助')
+        helpMenu.addAction(restoreAction)
         helpMenu.addAction(aboutAction)  
         helpMenu.addAction(testAction)
     
@@ -209,11 +211,6 @@ class MainWindow(QtGui.QMainWindow):
         """连接LTS接口"""
         self.mainEngine.connect('LTS')    
         
-    #----------------------------------------------------------------------
-    def connectXtp(self):
-        """连接XTP接口"""
-        self.mainEngine.connect('XTP')           
-        
     #----------------------------------------------------------------------
     def connectKsotp(self):
         """连接金仕达期权接口"""
@@ -320,7 +317,7 @@ class MainWindow(QtGui.QMainWindow):
         if reply == QtGui.QMessageBox.Yes: 
             for widget in self.widgetDict.values():
                 widget.close()
-            self.saveWindowSettings()
+            self.saveWindowSettings('custom')
             
             self.mainEngine.exit()
             event.accept()
@@ -339,16 +336,16 @@ class MainWindow(QtGui.QMainWindow):
         return widget, dock
     
     #----------------------------------------------------------------------
-    def saveWindowSettings(self):
+    def saveWindowSettings(self, settingName):
         """保存窗口设置"""
-        settings = QtCore.QSettings('vn.py', 'vn.trader')
+        settings = QtCore.QSettings('vn.trader', settingName)
         settings.setValue('state', self.saveState())
         settings.setValue('geometry', self.saveGeometry())
         
     #----------------------------------------------------------------------
-    def loadWindowSettings(self):
+    def loadWindowSettings(self, settingName):
         """载入窗口设置"""
-        settings = QtCore.QSettings('vn.py', 'vn.trader')
+        settings = QtCore.QSettings('vn.trader', settingName)
         # 这里由于PyQt4的版本不同，settings.value('state')调用返回的结果可能是：
         # 1. None（初次调用，注册表里无相应记录，因此为空）
         # 2. QByteArray（比较新的PyQt4）
@@ -361,6 +358,12 @@ class MainWindow(QtGui.QMainWindow):
         except AttributeError:
             pass
         
+    #----------------------------------------------------------------------
+    def restoreWindow(self):
+        """还原默认窗口设置（还原停靠组件位置）"""
+        self.loadWindowSettings('default')
+        self.showMaximized()
+
 
 ########################################################################
 class AboutWidget(QtGui.QDialog):