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change sec2sopt

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This commit is contained in:
LimingFang 2019-08-07 16:18:20 +08:00
parent e93362a2c0
commit 75147ffb80
64 changed files with 251 additions and 251 deletions
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3
vnpy/api/sec/__init__.py
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@ -1,3 +0,0 @@
from .vnsecmd import MdApi
from .vnsectd import TdApi
from .sec_constant import *

41
vnpy/api/sec/vnsec/vnsec.sln
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@ -1,41 +0,0 @@

Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.28307.757
MinimumVisualStudioVersion = 10.0.40219.1
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnsecmd", "vnsecmd\vnsecmd.vcxproj", "{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}"
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnsectd", "vnsectd\vnsectd.vcxproj", "{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
Debug|x86 = Debug|x86
Release|x64 = Release|x64
Release|x86 = Release|x86
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Debug|x64.ActiveCfg = Debug|x64
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Debug|x64.Build.0 = Debug|x64
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Debug|x86.ActiveCfg = Debug|Win32
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Debug|x86.Build.0 = Debug|Win32
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Release|x64.ActiveCfg = Release|x64
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Release|x64.Build.0 = Release|x64
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Release|x86.ActiveCfg = Release|Win32
{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}.Release|x86.Build.0 = Release|Win32
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Debug|x64.ActiveCfg = Debug|x64
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Debug|x64.Build.0 = Debug|x64
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Debug|x86.ActiveCfg = Debug|Win32
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Debug|x86.Build.0 = Debug|Win32
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Release|x64.ActiveCfg = Release|x64
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Release|x64.Build.0 = Release|x64
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Release|x86.ActiveCfg = Release|Win32
{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}.Release|x86.Build.0 = Release|Win32
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {3391089F-B3B3-4C35-80D0-C1EF17244F21}
EndGlobalSection
EndGlobal

3
vnpy/api/sopt/__init__.py Normal file
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@ -0,0 +1,3 @@
from .vnsoptmd import MdApi
from .vnsopttd import TdApi
from .sopt_constant import *

0
vnpy/api/sec/generator/generate_api_functions.py → vnpy/api/sopt/generator/generate_api_functions.py
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0
vnpy/api/sec/generator/generate_data_type.py → vnpy/api/sopt/generator/generate_data_type.py
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0
vnpy/api/sec/generator/generate_struct.py → vnpy/api/sopt/generator/generate_struct.py
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0
vnpy/api/sec/include/pybind11/attr.h → vnpy/api/sopt/include/pybind11/attr.h
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0
vnpy/api/sec/include/pybind11/buffer_info.h → vnpy/api/sopt/include/pybind11/buffer_info.h
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0
vnpy/api/sec/include/pybind11/cast.h → vnpy/api/sopt/include/pybind11/cast.h
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0
vnpy/api/sec/include/pybind11/chrono.h → vnpy/api/sopt/include/pybind11/chrono.h
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0
vnpy/api/sec/include/pybind11/common.h → vnpy/api/sopt/include/pybind11/common.h
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0
vnpy/api/sec/include/pybind11/complex.h → vnpy/api/sopt/include/pybind11/complex.h
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0
vnpy/api/sec/include/pybind11/detail/class.h → vnpy/api/sopt/include/pybind11/detail/class.h
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0
vnpy/api/sec/include/pybind11/detail/common.h → vnpy/api/sopt/include/pybind11/detail/common.h
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0
vnpy/api/sec/include/pybind11/detail/descr.h → vnpy/api/sopt/include/pybind11/detail/descr.h
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0
vnpy/api/sec/include/pybind11/detail/init.h → vnpy/api/sopt/include/pybind11/detail/init.h
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0
vnpy/api/sec/include/pybind11/detail/internals.h → vnpy/api/sopt/include/pybind11/detail/internals.h
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0
vnpy/api/sec/include/pybind11/detail/typeid.h → vnpy/api/sopt/include/pybind11/detail/typeid.h
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0
vnpy/api/sec/include/pybind11/eigen.h → vnpy/api/sopt/include/pybind11/eigen.h
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0
vnpy/api/sec/include/pybind11/embed.h → vnpy/api/sopt/include/pybind11/embed.h
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0
vnpy/api/sec/include/pybind11/eval.h → vnpy/api/sopt/include/pybind11/eval.h
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0
vnpy/api/sec/include/pybind11/functional.h → vnpy/api/sopt/include/pybind11/functional.h
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0
vnpy/api/sec/include/pybind11/iostream.h → vnpy/api/sopt/include/pybind11/iostream.h
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0
vnpy/api/sec/include/pybind11/numpy.h → vnpy/api/sopt/include/pybind11/numpy.h
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0
vnpy/api/sec/include/pybind11/operators.h → vnpy/api/sopt/include/pybind11/operators.h
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0
vnpy/api/sec/include/pybind11/options.h → vnpy/api/sopt/include/pybind11/options.h
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0
vnpy/api/sec/include/pybind11/pybind11.h → vnpy/api/sopt/include/pybind11/pybind11.h
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0
vnpy/api/sec/include/pybind11/pytypes.h → vnpy/api/sopt/include/pybind11/pytypes.h
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0
vnpy/api/sec/include/pybind11/stl.h → vnpy/api/sopt/include/pybind11/stl.h
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0
vnpy/api/sec/include/pybind11/stl_bind.h → vnpy/api/sopt/include/pybind11/stl_bind.h
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0
vnpy/api/sec/include/Sec/ThostFtdcMdApi.h → vnpy/api/sopt/include/sopt/ThostFtdcMdApi.h
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0
vnpy/api/sec/include/Sec/ThostFtdcTraderApi.h → vnpy/api/sopt/include/sopt/ThostFtdcTraderApi.h
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0
vnpy/api/sec/include/Sec/ThostFtdcUserApiDataType.h → vnpy/api/sopt/include/sopt/ThostFtdcUserApiDataType.h
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0
vnpy/api/sec/include/Sec/ThostFtdcUserApiStruct.h → vnpy/api/sopt/include/sopt/ThostFtdcUserApiStruct.h
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0
vnpy/api/sec/libs/thostmduserapi_se.lib → vnpy/api/sopt/libs/thostmduserapi_se.lib
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0
vnpy/api/sec/libs/thosttraderapi_se.lib → vnpy/api/sopt/libs/thosttraderapi_se.lib
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0
vnpy/api/sec/sec_constant.py → vnpy/api/sopt/sopt_constant.py
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0
vnpy/api/sec/thostmduserapi_se.dll → vnpy/api/sopt/thostmduserapi_se.dll
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0
vnpy/api/sec/thosttraderapi_se.dll → vnpy/api/sopt/thosttraderapi_se.dll
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0
vnpy/api/sec/vnsec/vnsec.h → vnpy/api/sopt/vnsopt/vnsopt.h
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41
vnpy/api/sopt/vnsopt/vnsopt.sln Normal file
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@ -0,0 +1,41 @@

Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.28307.757
MinimumVisualStudioVersion = 10.0.40219.1
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnsoptmd", "vnsoptmd\vnsoptmd.vcxproj", "{C2D4F5C9-D5EC-4823-93AF-7275E840E579}"
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vnsopttd", "vnsopttd\vnsopttd.vcxproj", "{059048EC-18DC-4B7E-8A41-E2450619519F}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
Debug|x86 = Debug|x86
Release|x64 = Release|x64
Release|x86 = Release|x86
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Debug|x64.ActiveCfg = Debug|x64
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Debug|x64.Build.0 = Debug|x64
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Debug|x86.ActiveCfg = Debug|Win32
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Debug|x86.Build.0 = Debug|Win32
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Release|x64.ActiveCfg = Release|x64
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Release|x64.Build.0 = Release|x64
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Release|x86.ActiveCfg = Release|Win32
{C2D4F5C9-D5EC-4823-93AF-7275E840E579}.Release|x86.Build.0 = Release|Win32
{059048EC-18DC-4B7E-8A41-E2450619519F}.Debug|x64.ActiveCfg = Debug|x64
{059048EC-18DC-4B7E-8A41-E2450619519F}.Debug|x64.Build.0 = Debug|x64
{059048EC-18DC-4B7E-8A41-E2450619519F}.Debug|x86.ActiveCfg = Debug|Win32
{059048EC-18DC-4B7E-8A41-E2450619519F}.Debug|x86.Build.0 = Debug|Win32
{059048EC-18DC-4B7E-8A41-E2450619519F}.Release|x64.ActiveCfg = Release|x64
{059048EC-18DC-4B7E-8A41-E2450619519F}.Release|x64.Build.0 = Release|x64
{059048EC-18DC-4B7E-8A41-E2450619519F}.Release|x86.ActiveCfg = Release|Win32
{059048EC-18DC-4B7E-8A41-E2450619519F}.Release|x86.Build.0 = Release|Win32
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {CF87C672-384E-4403-B8DE-7D354FB339C0}
EndGlobalSection
EndGlobal

0
vnpy/api/sec/vnsec/vnsecmd/dllmain.cpp → vnpy/api/sopt/vnsopt/vnsoptmd/dllmain.cpp
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0
vnpy/api/sec/vnsec/vnsecmd/stdafx.cpp → vnpy/api/sopt/vnsopt/vnsoptmd/stdafx.cpp
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0
vnpy/api/sec/vnsec/vnsecmd/stdafx.h → vnpy/api/sopt/vnsopt/vnsoptmd/stdafx.h
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0
vnpy/api/sec/vnsec/vnsecmd/targetver.h → vnpy/api/sopt/vnsopt/vnsoptmd/targetver.h
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4
vnpy/api/sec/vnsec/vnsecmd/vnsecmd.cpp → vnpy/api/sopt/vnsopt/vnsoptmd/vnsoptmd.cpp
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@ -1,5 +1,5 @@
#include "stdafx.h"
#include "vnsecmd.h"
#include "vnsoptmd.h"
///////////////////////////////////////////////////////////////////////////
/////////////原生回调接口生成task
@ -793,7 +793,7 @@ public:
};
};
PYBIND11_MODULE(vnsecmd, m)
PYBIND11_MODULE(vnsoptmd, m)
{
class_<MdApi, PyMdApi> mdapi(m, "MdApi", module_local());
mdapi

2
vnpy/api/sec/vnsec/vnsecmd/vnsecmd.h → vnpy/api/sopt/vnsopt/vnsoptmd/vnsoptmd.h
View File

@ -17,7 +17,7 @@
#include "ThostFtdcMdApi.h"
#include "pybind11.h"
#include "vnsec.h"
#include "vnsopt.h"
using namespace pybind11;
class MdApi :public CThostFtdcMdSpi

16
vnpy/api/sec/vnsec/vnsecmd/vnsecmd.vcxproj → vnpy/api/sopt/vnsopt/vnsoptmd/vnsoptmd.vcxproj
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@ -20,9 +20,9 @@
</ItemGroup>
<PropertyGroup Label="Globals">
<VCProjectVersion>15.0</VCProjectVersion>
<ProjectGuid>{3C13B49C-4A10-45A3-9FD5-4CB3A587EF8A}</ProjectGuid>
<ProjectGuid>{C2D4F5C9-D5EC-4823-93AF-7275E840E579}</ProjectGuid>
<Keyword>Win32Proj</Keyword>
<RootNamespace>vnsecmd</RootNamespace>
<RootNamespace>vnsoptmd</RootNamespace>
<WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
</PropertyGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
@ -73,22 +73,22 @@
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<LinkIncremental>true</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11\;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>C:\vnstudio\include;$(SolutionDir)..\include\sopt;$(SolutionDir);$(SolutionDir)..\include\pybind11\;$(IncludePath)</IncludePath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<LinkIncremental>true</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11\;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>C:\vnstudio\include;$(SolutionDir)..\include\sopt;$(SolutionDir);$(SolutionDir)..\include\pybind11\;$(IncludePath)</IncludePath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
<LinkIncremental>false</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11\;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>C:\vnstudio\include;$(SolutionDir)..\include\sopt;$(SolutionDir);$(SolutionDir)..\include\pybind11\;$(IncludePath)</IncludePath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<LinkIncremental>false</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11\;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>C:\vnstudio\include;$(SolutionDir)..\include\sopt;$(SolutionDir);$(SolutionDir)..\include\pybind11\;$(IncludePath)</IncludePath>
</PropertyGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<ClCompile>
@ -165,7 +165,7 @@
<ItemGroup>
<ClInclude Include="stdafx.h" />
<ClInclude Include="targetver.h" />
<ClInclude Include="vnsecmd.h" />
<ClInclude Include="vnsoptmd.h" />
</ItemGroup>
<ItemGroup>
<ClCompile Include="dllmain.cpp" />
@ -175,7 +175,7 @@
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|x64'">Create</PrecompiledHeader>
</ClCompile>
<ClCompile Include="vnsecmd.cpp" />
<ClCompile Include="vnsoptmd.cpp" />
</ItemGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
<ImportGroup Label="ExtensionTargets">

4
vnpy/api/sec/vnsec/vnsecmd/vnsecmd.vcxproj.filters → vnpy/api/sopt/vnsopt/vnsoptmd/vnsoptmd.vcxproj.filters
View File

@ -21,7 +21,7 @@
<ClInclude Include="targetver.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="vnsecmd.h">
<ClInclude Include="vnsoptmd.h">
<Filter>头文件</Filter>
</ClInclude>
</ItemGroup>
@ -29,7 +29,7 @@
<ClCompile Include="stdafx.cpp">
<Filter>源文件</Filter>
</ClCompile>
<ClCompile Include="vnsecmd.cpp">
<ClCompile Include="vnsoptmd.cpp">
<Filter>源文件</Filter>
</ClCompile>
<ClCompile Include="dllmain.cpp">

0
vnpy/api/sec/vnsec/vnsecmd/vnsecmd.vcxproj.user → vnpy/api/sopt/vnsopt/vnsoptmd/vnsoptmd.vcxproj.user
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0
vnpy/api/sec/vnsec/vnsectd/dllmain.cpp → vnpy/api/sopt/vnsopt/vnsopttd/dllmain.cpp
View File

0
vnpy/api/sec/vnsec/vnsectd/stdafx.cpp → vnpy/api/sopt/vnsopt/vnsopttd/stdafx.cpp
View File

0
vnpy/api/sec/vnsec/vnsectd/stdafx.h → vnpy/api/sopt/vnsopt/vnsopttd/stdafx.h
View File

0
vnpy/api/sec/vnsec/vnsectd/targetver.h → vnpy/api/sopt/vnsopt/vnsopttd/targetver.h
View File

4
vnpy/api/sec/vnsec/vnsectd/vnsectd.cpp → vnpy/api/sopt/vnsopt/vnsopttd/vnsopttd.cpp
View File

@ -1,5 +1,5 @@
#include "stdafx.h"
#include "vnsectd.h"
#include "vnsopttd.h"
///////////////////////////////////////////////////////////////////////////
/////////////原生回调接口生成task
@ -11686,7 +11686,7 @@ public:
};
PYBIND11_MODULE(vnsectd, m)
PYBIND11_MODULE(vnsopttd, m)
{
class_<TdApi, PyTdApi> tdapi(m, "TdApi", module_local());
tdapi

2
vnpy/api/sec/vnsec/vnsectd/vnsectd.h → vnpy/api/sopt/vnsopt/vnsopttd/vnsopttd.h
View File

@ -136,7 +136,7 @@
#include "ThostFtdcTraderApi.h"
#include "pybind11.h"
#include "vnsec.h"
#include "vnsopt.h"
using namespace pybind11;

16
vnpy/api/sec/vnsec/vnsectd/vnsectd.vcxproj → vnpy/api/sopt/vnsopt/vnsopttd/vnsopttd.vcxproj
View File

@ -20,9 +20,9 @@
</ItemGroup>
<PropertyGroup Label="Globals">
<VCProjectVersion>15.0</VCProjectVersion>
<ProjectGuid>{4A6E7B14-A7CB-488E-BE1B-86E1A438E67D}</ProjectGuid>
<ProjectGuid>{059048EC-18DC-4B7E-8A41-E2450619519F}</ProjectGuid>
<Keyword>Win32Proj</Keyword>
<RootNamespace>vnsectd</RootNamespace>
<RootNamespace>vnsopttd</RootNamespace>
<WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
</PropertyGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
@ -73,22 +73,22 @@
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<LinkIncremental>true</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\sopt;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<LinkIncremental>true</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\sopt;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
<LinkIncremental>false</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\sopt;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<LinkIncremental>false</LinkIncremental>
<TargetExt>.pyd</TargetExt>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\Sec;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
<IncludePath>$(SolutionDir);$(SolutionDir)..\include\sopt;$(SolutionDir)..\include\pybind11;C:\vnstudio\include;$(IncludePath)</IncludePath>
</PropertyGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<ClCompile>
@ -165,7 +165,7 @@
<ItemGroup>
<ClInclude Include="stdafx.h" />
<ClInclude Include="targetver.h" />
<ClInclude Include="vnsectd.h" />
<ClInclude Include="vnsopttd.h" />
</ItemGroup>
<ItemGroup>
<ClCompile Include="dllmain.cpp" />
@ -175,7 +175,7 @@
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
<PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|x64'">Create</PrecompiledHeader>
</ClCompile>
<ClCompile Include="vnsectd.cpp" />
<ClCompile Include="vnsopttd.cpp" />
</ItemGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
<ImportGroup Label="ExtensionTargets">

4
vnpy/api/sec/vnsec/vnsectd/vnsectd.vcxproj.filters → vnpy/api/sopt/vnsopt/vnsopttd/vnsopttd.vcxproj.filters
View File

@ -21,7 +21,7 @@
<ClInclude Include="targetver.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="vnsectd.h">
<ClInclude Include="vnsopttd.h">
<Filter>头文件</Filter>
</ClInclude>
</ItemGroup>
@ -29,7 +29,7 @@
<ClCompile Include="stdafx.cpp">
<Filter>源文件</Filter>
</ClCompile>
<ClCompile Include="vnsectd.cpp">
<ClCompile Include="vnsopttd.cpp">
<Filter>源文件</Filter>
</ClCompile>
<ClCompile Include="dllmain.cpp">

0
vnpy/api/sec/vnsec/vnsectd/vnsectd.vcxproj.user → vnpy/api/sopt/vnsopt/vnsopttd/vnsopttd.vcxproj.user
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vnpy/api/sec/vnsecmd.pyd → vnpy/api/sopt/vnsoptmd.pyd
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vnpy/api/sec/vnsectd.pyd → vnpy/api/sopt/vnsopttd.pyd
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1
vnpy/gateway/sec/__init__.py
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@ -1 +0,0 @@
from .sec_gateway import SecGateway

1
vnpy/gateway/sopt/__init__.py Normal file
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@ -0,0 +1 @@
from .sopt_gateway import SoptGateway

96
vnpy/gateway/sec/sec_gateway.py → vnpy/gateway/sopt/sopt_gateway.py
View File

@ -3,7 +3,7 @@
from datetime import datetime
from vnpy.api.sec import (
from vnpy.api.sopt import (
MdApi,
TdApi,
THOST_FTDC_OAS_Submitted,
@ -62,7 +62,7 @@ from vnpy.trader.utility import get_folder_path
from vnpy.trader.event import EVENT_TIMER
STATUS_SEC2VT = {
STATUS_SOPT2VT = {
THOST_FTDC_OAS_Submitted: Status.SUBMITTING,
THOST_FTDC_OAS_Accepted: Status.SUBMITTING,
THOST_FTDC_OAS_Rejected: Status.REJECTED,
@ -72,40 +72,40 @@ STATUS_SEC2VT = {
THOST_FTDC_OST_Canceled: Status.CANCELLED
}
DIRECTION_VT2SEC = {
DIRECTION_VT2SOPT = {
Direction.LONG: THOST_FTDC_D_Buy,
Direction.SHORT: THOST_FTDC_D_Sell
}
DIRECTION_SEC2VT = {v: k for k, v in DIRECTION_VT2SEC.items()}
DIRECTION_SEC2VT[THOST_FTDC_PD_Long] = Direction.LONG
DIRECTION_SEC2VT[THOST_FTDC_PD_Short] = Direction.SHORT
DIRECTION_SOPT2VT = {v: k for k, v in DIRECTION_VT2SOPT.items()}
DIRECTION_SOPT2VT[THOST_FTDC_PD_Long] = Direction.LONG
DIRECTION_SOPT2VT[THOST_FTDC_PD_Short] = Direction.SHORT
ORDERTYPE_VT2SEC = {
ORDERTYPE_VT2SOPT = {
OrderType.LIMIT: THOST_FTDC_OPT_LimitPrice,
OrderType.MARKET: THOST_FTDC_OPT_AnyPrice
}
ORDERTYPE_SEC2VT = {v: k for k, v in ORDERTYPE_VT2SEC.items()}
ORDERTYPE_SOPT2VT = {v: k for k, v in ORDERTYPE_VT2SOPT.items()}
OFFSET_VT2SEC = {
OFFSET_VT2SOPT = {
Offset.OPEN: THOST_FTDC_OF_Open,
Offset.CLOSE: THOST_FTDC_OFEN_Close,
Offset.CLOSETODAY: THOST_FTDC_OFEN_CloseToday,
Offset.CLOSEYESTERDAY: THOST_FTDC_OFEN_CloseYesterday,
}
OFFSET_SEC2VT = {v: k for k, v in OFFSET_VT2SEC.items()}
OFFSET_SOPT2VT = {v: k for k, v in OFFSET_VT2SOPT.items()}
EXCHANGE_SEC2VT = {
EXCHANGE_SOPT2VT = {
"SZSE": Exchange.SZSE,
"SSE": Exchange.SSE
}
PRODUCT_SEC2VT = {
PRODUCT_SOPT2VT = {
THOST_FTDC_PC_Stock: Product.EQUITY,
THOST_FTDC_PC_ETFOption: Product.OPTION,
THOST_FTDC_PC_Combination: Product.SPREAD
}
OPTIONTYPE_SEC2VT = {
OPTIONTYPE_SOPT2VT = {
THOST_FTDC_CP_CallOptions: OptionType.CALL,
THOST_FTDC_CP_PutOptions: OptionType.PUT
}
@ -116,9 +116,9 @@ symbol_name_map = {}
symbol_size_map = {}
class SecGateway(BaseGateway):
class SoptGateway(BaseGateway):
"""
VN Trader Gateway for SEC .
VN Trader Gateway for SOPT .
"""
default_setting = {
@ -132,14 +132,14 @@ class SecGateway(BaseGateway):
"产品信息": ""
}
exchanges = list(EXCHANGE_SEC2VT.values())
exchanges = list(EXCHANGE_SOPT2VT.values())
def __init__(self, event_engine):
"""Constructor"""
super().__init__(event_engine, "SEC")
super().__init__(event_engine, "SOPT")
self.td_api = SecTdApi(self)
self.md_api = SecMdApi(self)
self.td_api = SoptTdApi(self)
self.md_api = SoptMdApi(self)
def connect(self, setting: dict):
""""""
@ -212,12 +212,12 @@ class SecGateway(BaseGateway):
self.event_engine.register(EVENT_TIMER, self.process_timer_event)
class SecMdApi(MdApi):
class SoptMdApi(MdApi):
""""""
def __init__(self, gateway):
"""Constructor"""
super(SecMdApi, self).__init__()
super(SoptMdApi, self).__init__()
self.gateway = gateway
self.gateway_name = gateway.gateway_name
@ -352,12 +352,12 @@ class SecMdApi(MdApi):
self.exit()
class SecTdApi(TdApi):
class SoptTdApi(TdApi):
""""""
def __init__(self, gateway):
"""Constructor"""
super(SecTdApi, self).__init__()
super(SoptTdApi, self).__init__()
self.test = []
@ -442,8 +442,8 @@ class SecTdApi(TdApi):
symbol=symbol,
exchange=exchange,
orderid=orderid,
direction=DIRECTION_SEC2VT[data["Direction"]],
offset=OFFSET_SEC2VT[data["CombOffsetFlag"]],
direction=DIRECTION_SOPT2VT[data["Direction"]],
offset=OFFSET_SOPT2VT[data["CombOffsetFlag"]],
price=data["LimitPrice"],
volume=data["VolumeTotalOriginal"],
status=Status.REJECTED,
@ -482,7 +482,7 @@ class SecTdApi(TdApi):
position = PositionData(
symbol=data["InstrumentID"],
exchange=symbol_exchange_map[data["InstrumentID"]],
direction=DIRECTION_SEC2VT[data["PosiDirection"]],
direction=DIRECTION_SOPT2VT[data["PosiDirection"]],
gateway_name=self.gateway_name
)
self.positions[key] = position
@ -538,12 +538,12 @@ class SecTdApi(TdApi):
"""
Callback of instrument query.
"""
product = PRODUCT_SEC2VT.get(data["ProductClass"], None)
product = PRODUCT_SOPT2VT.get(data["ProductClass"], None)
if product:
contract = ContractData(
symbol=data["InstrumentID"],
exchange=EXCHANGE_SEC2VT[data["ExchangeID"]],
exchange=EXCHANGE_SOPT2VT[data["ExchangeID"]],
name=data["InstrumentName"],
product=product,
size=data["VolumeMultiple"],
@ -554,7 +554,7 @@ class SecTdApi(TdApi):
# For option only
if contract.product == Product.OPTION:
contract.option_underlying = data["UnderlyingInstrID"],
contract.option_type = OPTIONTYPE_SEC2VT.get(data["OptionsType"], None),
contract.option_type = OPTIONTYPE_SOPT2VT.get(data["OptionsType"], None),
contract.option_strike = data["StrikePrice"],
contract.option_expiry = datetime.strptime(data["ExpireDate"], "%Y%m%d"),
@ -594,13 +594,13 @@ class SecTdApi(TdApi):
symbol=symbol,
exchange=exchange,
orderid=orderid,
type=ORDERTYPE_SEC2VT[data["OrderPriceType"]],
direction=DIRECTION_SEC2VT[data["Direction"]],
offset=OFFSET_SEC2VT[data["CombOffsetFlag"]],
type=ORDERTYPE_SOPT2VT[data["OrderPriceType"]],
direction=DIRECTION_SOPT2VT[data["Direction"]],
offset=OFFSET_SOPT2VT[data["CombOffsetFlag"]],
price=data["LimitPrice"],
volume=data["VolumeTotalOriginal"],
traded=data["VolumeTraded"],
status=STATUS_SEC2VT[data["OrderStatus"]],
status=STATUS_SOPT2VT[data["OrderStatus"]],
time=data["InsertTime"],
gateway_name=self.gateway_name
)
@ -625,8 +625,8 @@ class SecTdApi(TdApi):
exchange=exchange,
orderid=orderid,
tradeid=data["TradeID"],
direction=DIRECTION_SEC2VT[data["Direction"]],
offset=OFFSET_SEC2VT[data["OffsetFlag"]],
direction=DIRECTION_SOPT2VT[data["Direction"]],
offset=OFFSET_SOPT2VT[data["OffsetFlag"]],
price=data["Price"],
volume=data["Volume"],
time=data["TradeTime"],
@ -711,14 +711,14 @@ class SecTdApi(TdApi):
"""
self.order_ref += 1
sec_req = {
sopt_req = {
"InstrumentID": req.symbol,
"ExchangeID": req.exchange.value,
"LimitPrice": req.price,
"VolumeTotalOriginal": int(req.volume),
"OrderPriceType": ORDERTYPE_VT2SEC.get(req.type, ""),
"Direction": DIRECTION_VT2SEC.get(req.direction, ""),
"CombOffsetFlag": OFFSET_VT2SEC.get(req.offset, ""),
"OrderPriceType": ORDERTYPE_VT2SOPT.get(req.type, ""),
"Direction": DIRECTION_VT2SOPT.get(req.direction, ""),
"CombOffsetFlag": OFFSET_VT2SOPT.get(req.offset, ""),
"OrderRef": str(self.order_ref),
"InvestorID": self.userid,
"UserID": self.userid,
@ -733,16 +733,16 @@ class SecTdApi(TdApi):
}
if req.type == OrderType.FAK:
sec_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice
sec_req["TimeCondition"] = THOST_FTDC_TC_IOC
sec_req["VolumeCondition"] = THOST_FTDC_VC_AV
sopt_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice
sopt_req["TimeCondition"] = THOST_FTDC_TC_IOC
sopt_req["VolumeCondition"] = THOST_FTDC_VC_AV
elif req.type == OrderType.FOK:
sec_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice
sec_req["TimeCondition"] = THOST_FTDC_TC_IOC
sec_req["VolumeCondition"] = THOST_FTDC_VC_CV
sopt_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice
sopt_req["TimeCondition"] = THOST_FTDC_TC_IOC
sopt_req["VolumeCondition"] = THOST_FTDC_VC_CV
self.reqid += 1
self.reqOrderInsert(sec_req, self.reqid)
self.reqOrderInsert(sopt_req, self.reqid)
orderid = f"{self.frontid}_{self.sessionid}_{self.order_ref}"
order = req.create_order_data(orderid, self.gateway_name)
@ -756,7 +756,7 @@ class SecTdApi(TdApi):
"""
frontid, sessionid, order_ref = req.orderid.split("_")
sec_req = {
sopt_req = {
"InstrumentID": req.symbol,
"Exchange": req.exchange,
"OrderRef": order_ref,
@ -768,7 +768,7 @@ class SecTdApi(TdApi):
}
self.reqid += 1
self.reqOrderAction(sec_req, self.reqid)
self.reqOrderAction(sopt_req, self.reqid)
def query_account(self):
"""