add CMakeLists.txt to config environment for compiling api and readme
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vn.ctp/CMakeLists.txt
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74
vn.ctp/CMakeLists.txt
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cmake_minimum_required(VERSION 2.8)
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project(vn_ctp_api)
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set(CMAKE_BUILD_TYPE "Release")
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if (CMAKE_COMPILER_IS_GNUC OR CMAKE_COMPILER_IS_GNUCXX)
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set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fPIC -std=c++11")
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endif ()
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set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
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set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
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option(USE_64BITS "comiple 64bits" ON)
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if (USE_64BITS)
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add_definitions(-DUSE_64BITS)
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#set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -m32")
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#set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
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endif()
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set(CTPAPI_PATH ctpapi)
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include_directories(${CTPAPI_PATH})
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set(CTPAPI_LIBRARY )
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find_library(CTPAPI_MD_LIBRARY
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NAMES thostmduserapi
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PATHS ${CTPAPI_PATH})
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find_library(CTPAPI_TD_LIBRARY
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NAMES thosttraderapi
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PATHS ${CTPAPI_PATH})
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set (vnctpmd )
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set (vnctptd )
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option(BUILD_CTP_MD "build ctp md" ON)
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if (BUILD_CTP_MD)
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add_definitions(-DBUILD_CTP_MD)
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set(CTP_MD_PATH vnctpmd/vnctpmd)
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include_directories(CTP_MD_PATH)
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set(VN_CTP_MD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnctpmd/vnctpmd/vnctpmd.cpp)
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add_library(vnctpmd SHARED ${VN_CTP_MD_SOURCE})
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endif()
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option(BUILD_CTP_TD "build ctp td" ON)
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if (BUILD_CTP_TD)
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add_definitions(-DBUILD_CTP_MD)
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set(CTP_TD_PATH vnctptd/vnctptd)
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include_directories(CTP_TD_PATH)
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set(VN_CTP_TD_SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/vnctptd/vnctptd/vnctptd.cpp)
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add_library(vnctptd SHARED ${VN_CTP_TD_SOURCE})
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endif()
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set(PYTHON_INCLUDE_PATH C:/Python27/include)
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set(PYTHON_LIBRARY )
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find_library(PYTHON_LIBRARY
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NAMES python27
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PATHS C:/Python27/libs)
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include_directories(${PYTHON_INCLUDE_PATH})
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# 链接boost库，anaconda
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set(Boost_USE_STATIC_LIBS ON) #链接boost静态库
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set(Boost_USE_MULTITHREADED ON)
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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(${Boost_LIBRARIES})会出错
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if(Boost_FOUND)
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include_directories(${Boost_INCLUDE_DIRS})
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endif()
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target_link_libraries(vnctpmd ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_MD_LIBRARY})
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set(MD_DLL "${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.dll")
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if (EXISTS ${MD_DLL})
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file(RENAME ${MD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnctpmd.pyd)
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endif()
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target_link_libraries(vnctptd ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_TD_LIBRARY})
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set(TD_DLL ${LIBRARY_OUTPUT_PATH}/Release/vnctptd.dll)
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if (EXISTS ${TD_DLL})
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file(RENAME ${TD_DLL} ${LIBRARY_OUTPUT_PATH}/Release/vnctptd.pyd)
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endif()
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30
vn.ctp/readme.md
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vn.ctp/readme.md
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# 本目录的作用是编译CTP库
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---------------------
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# 目录说明
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------------
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## vnctpmd: 编译行情API
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# 环境配置
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----------
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* 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
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* cmake:安装最新版本的cmake,用于配置编译环境
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* [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
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** 设置环境变量：eg: BOOST_ROOT = C:\boost_1_57_0
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** 编译32位库还是64位库任意选择
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** 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。
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** 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
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* [Anaconda1.9.2](http://repo.continuum.io/archive/index.html): 量化相关包的Python发行版
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* 编译工具：windows下选择visual studio 2013；linux下使用g++。
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# 编译过程
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-------------
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* 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
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* 打开命令行工具输入：cmake-gui .. 则打开cmake配置界面
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* 点击configure。
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* 点击generate。如果没有错误则配置成功
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* 进入build目录，双击vn_ctp_api.sln打开解决方案
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* 点击编译按钮,建议编译release库
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