Merge branch 'dev' of https://github.com/vnpy/vnpy

.gitignore

@@ -39,7 +39,7 @@ Release/
 *.local
 *.temp
 *.vt
-*.dat
+
 vn.ctp/build/*
 vn.lts/build/*
 .idea

vnpy/api/cshshlp/Hsconfig.ini

@@ -0,0 +1,146 @@
+[t2sdk]
+
+; 客户端要连接的服务端的IP和端口，可以配置一个或多个，中间以;分割，连接初始化时，会从这串服务端地址中，随即选择一个作为要建立连接的服务端
+
+;servers=10.23.179.15:20008
+
+;联通请使用这个地址：
+
+;servers=118.192.134.124:20008
+
+;电信请使用这个地址：
+
+servers=124.207.9.124:20008
+
+; 接收缓存的初始大小，单位字节，实际接收到服务端的数据时，可能会扩大（如果需要）
+
+init_recv_buf_size=512
+
+
+
+; 每块发送缓存的初始大小，单位字节，该大小也会根据需要动态扩大
+
+init_send_buf_size=512
+
+
+
+; 发送队列的大小，该大小不会动态变化，若该配置项很小，且连接发包很频繁，则可能
+
+; 因为发送队列满而造成发送失败
+
+send_queue_size=1000
+
+
+
+; lang用于指定T2_SDK错误信息的语言ID（2052为简体中文，1033为英文）
+
+; 默认为2052
+
+lang=2052
+
+
+
+; 此配置项请参看“注意事项”
+
+event_count=10
+
+
+
+; 许可证文件的路径，默认为当前目录下的license.dat。
+
+license_file=(20130403)ZXZQ-TESTsfjrt-ALL-0001_3rd.dat
+
+
+
+;第三方许可证密码
+
+license_pwd=999999
+
+
+
+; 客户端给服务端发送心跳的间隔时间，单位为秒，最小值为5秒
+
+; 不配或者配<=0，表示不开启客户端心跳
+
+heartbeat_time=5
+
+
+
+
+
+;t2sdk开发包取本机IP和MAC地址，值为1表示t2sdk与服务端建立连接的时候要带上IP和MAC，其它任何值都不会带IP和MAC地址信息
+
+addipmac=1
+
+
+
+[proxy]
+
+; 可配置采用何种代理配置http/socks4/socks5，空表示不采用代理
+
+proxy_type=
+
+
+
+; 代理服务器的IP地址
+
+ip=
+
+port=
+
+
+
+; 登陆代理服务器的用户名
+
+user_name=guest
+
+password=
+
+
+
+[safe]
+
+; 连接的安全模式，明文（none），通信密码（pwd），SSL（ssl）
+
+; 注意大小写敏感
+
+safe_level=ssl
+
+
+
+; 当连接的安全模式为pwd时，client_id配置项才生效
+
+client_id=
+
+
+
+; 在pwd模式下，当client_id为空时，comm_pwd为默认的密钥
+
+; 注意当client_id为空时，comm_pwd必须和服务端的配置一致方可正常使用，目前服务
+
+; 端的配置为888888
+
+comm_pwd=999999
+
+
+
+; 当连接的安全模式为ssl时，cert_file和cert_pwd配置项才生效
+
+; 证书文件路径
+
+cert_file=s2013.pfx
+
+cert_pwd=999999
+
+
+
+
+
+; 是否校验服务端，可不配，若不配，默认校验服务端
+
+check_server_cert=
+
+
+
+
+

vnpy/api/cshshlp/__init__.py

@@ -0,0 +1,3 @@
+# encoding: UTF-8
+
+from vncshshlp import CsHsHlp

vnpy/api/cshshlp/csapi.ini

@@ -0,0 +1,38 @@
+[csapi]
+log_path=.\\cslog\
+
+biz_trace=2
+; 0: 不记录日志;  
+; 1: 只记录错误请求参数日志
+; 2: 记录所有请求参数日志, 默认值; 
+; 4: 记录所有请求参数日志，并且记录t2sdk的二进制请求包
+; 8: 并且记录t2sdk的二进制应答包，调试使用。
+
+error_trim = 11
+;错误信息格式化，0:不处理；1:只过滤"表记录"提示；11：在1的基础上过滤&&后面的参数
+;默认为0
+
+update_site=10.1.1.1:21001
+;自动升级服务器IP及端口
+
+license_file=csauthor.dat
+; CITICs_HsT2Hlp.dll接口许可证文件名称，不含路径
+
+[connection]
+connect_timeout=10
+; 中间件连接超时时间，单位：S，默认时间10s
+
+biz_timeout=15
+; 业务请求超时时间，单位：S，默认时间10s
+
+op_site_prefix=
+;操作站点前缀，默认为空。可以配置长度不超过8个字符的字符串
+
+[func_log]
+; 该配置与[biz_trace] 选项两者取大值
+; 功能号, 日志标识 1:只记录错误; 2:记录请求数据; 4:记录请求/应答(top2) 8:记录请求/应答数据（完整）
+
+;func_01=331100,4
+;func_02=333002,4
+;func_03=339306,2
+;func_04=333104,4

vnpy/api/cshshlp/csauthor.dat

@@ -0,0 +1,16 @@
+[auth_info]
+ProfileCode=8cb1c6d660013b4277abe5a4c51836b3
+LimitDate=20300101
+AllowPushTransation=0
+AllowWbp=0
+AuthCode=AQAAAABo23BjZjkxZDczMGQyN2I2MzI0NmI0NzRhMGIwYzg5ZDg0OQAAAAAAAAAAAAAAAA==
+[functions]
+func=
+;[ProcessInfo_0]
+;ProcessName=HsT2Hlp_Demo.exe,Hs.exe
+;NetIP=172.23.123.9
+;NetMask=255.255.255.0
+;[ProcessInfo_0]
+;ProcessName=Option_Demo.exe
+;NetIP=10.0.0.0
+;NetMask=255.0.0.0

vnpy/api/cshshlp/hshlp/CITICs_HsT2Hlp.h

@@ -0,0 +1,141 @@
+#ifndef __CITICS_HSHLP_H__
+#define __CITICS_HSHLP_H__
+
+#ifdef WIN32
+#ifdef CITICS_HSHLP_EXPORTS
+#define CITICS_HSHLP_API __declspec(dllexport)
+#else
+#define CITICS_HSHLP_API __declspec(dllimport)
+#endif
+
+#define CITICSSTDCALL	__stdcall		/* ensure stcall calling convention on NT */
+#else
+#define CITICS_HSHLP_API
+#define CITICSSTDCALL				    /* leave blank for other systems */
+#endif
+
+#define ERROR_MSG_SIZE 512
+//////////////////////////////////////////////////////////////////////////
+
+/**
+* 同步业务调用
+* 使用该标识调用业务时，系统处于阻塞状态直到返回应答信息或超时
+*/
+#define BIZCALL_SYNC  0
+
+/**
+* 异步业务调用
+* 使用该标识调用业务时，系统立即返回而不等待应答信息。
+* 需要调用QueueGetMsg获取应答结果信息 
+*/
+#define BIZCALL_ASYNC 1
+
+/**
+* 订阅消息中心发布的消息信息
+* 标识该业务为消息订阅请求。如订阅成交推送数据、系统通知消息等
+* 需要调用QueueGetMsg获取订阅的信息
+*/
+#define BIZCALL_SUBSCRIBE 3
+
+typedef void *HSHLPCFGHANDLE;
+typedef void *HSHLPHANDLE;
+typedef void *HSHLPASYNCMSG;
+
+#pragma pack(1)
+
+/* 异步和订阅消息控制信息*/
+typedef struct
+{
+	int nFlags;           // 位标识信息，0x0:正常消息, >0:系统状态消息
+	int nFuncID;          // 异步请求功能号
+	int nReqNo;           // 异步请求接受序号，根据该序号和功能号对请求和应答数据匹配
+	int nIssueType;       // 发布消息类别
+	int nErrorNo;         // 错误代码 
+	HSHLPASYNCMSG HAsyncMsg;      // 消息句柄
+	char szErrorInfo[ERROR_MSG_SIZE+1];     // 错误信息
+}MSG_CTRL, *LPMSG_CTRL;
+
+#pragma pack()
+
+
+#ifdef __cplusplus
+extern "C"
+{
+#endif
+	
+	// 初始化配置项，szConfigFile为空时则按系统默认值初始化，hConfig为出参
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_InitConfig(HSHLPCFGHANDLE* hConfig, const char* szConfigFile=NULL);
+
+	// 加载配置文件项，可以加载多个不同的配置文件，返回不同的配置句柄。等同于InitConfig
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_LoadConfig(HSHLPCFGHANDLE* hConfig, const char* szConfigFile);
+	
+	// 重置服务器连接地址。格式：ip1:port1;ip2:port2;
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_ResetServer(HSHLPCFGHANDLE hConfig, const char* szAddr);
+
+	// 根据配置句柄，初始化一个连接对象。
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_Init(HSHLPHANDLE* HlpHandle, HSHLPCFGHANDLE hConfig);
+	// 释放连接句柄系统资源
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_Exit(HSHLPHANDLE HlpHandle);
+
+	// 与服务器建立连接
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_ConnectServer(HSHLPHANDLE HlpHandle);
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_DisConnect(HSHLPHANDLE HlpHandle);
+
+	// 提交业务请求，如果szParam参数为NULL，则认为是通过SetValue函数设置的请求参数 
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_BizCallAndCommit(HSHLPHANDLE HlpHandle, int iFuncID, const char* szParam=NULL, int nBizCallType=BIZCALL_SYNC, LPMSG_CTRL lpMsgCtrl=NULL);
+
+	// 获取记录行、列数，返回值为行、列数
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_GetRowCount(HSHLPHANDLE HlpHandle, LPMSG_CTRL lpMsgCtrl=NULL);
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_GetColCount(HSHLPHANDLE HlpHandle, LPMSG_CTRL lpMsgCtrl=NULL);
+
+	// 获取字段名称，序号以0为基数
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_GetColName(HSHLPHANDLE HlpHandle, int iColumn, char* szColName, LPMSG_CTRL lpMsgCtrl=NULL);
+
+	// 获取下一行记录，第一次调用则首先打开结果集，并把第0行作为当前记录行
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_GetNextRow(HSHLPHANDLE HlpHandle, LPMSG_CTRL lpMsgCtrl=NULL);
+
+	// 根据字段名称，获取字段值
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_GetValue(HSHLPHANDLE HlpHandle, const char* szKeyName, char* szValue, LPMSG_CTRL lpMsgCtrl=NULL);
+
+	// 根据字段序号获取字段值，序号以0为基数
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_GetValueByIndex(HSHLPHANDLE HlpHandle, int iColumn, char* szValue, LPMSG_CTRL lpMsgCtrl=NULL);
+
+	// 获取当前错误代码和信息
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_GetErrorMsg(HSHLPHANDLE HlpHandle, int* piErrorCode, char* szErrorMsg);
+
+
+	/************************************************************************/
+	// 另一种请求参数设置的方法，一个一个的设置。
+	// 初始化请求参数
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_BeginParam(HSHLPHANDLE HlpHandle);
+	// 设置每个请求参数字段名称和值
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_SetValue(HSHLPHANDLE HlpHandle, const char* szKeyName, const char* szValue);
+	
+	
+	/************************************************************************/
+	// 异步请求和消息订阅相关函数
+	
+	// 获取异步消息队列中的消息数量
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_QueueMsgCount(HSHLPHANDLE HlpHandle);
+	
+	// 从队列中读取一条消息，如果队列中没有数据，该函数会一直阻塞不返回，直到nWaitTime超时时间后才返回。
+	// nWaitTime: 单位毫秒
+	//       = 0: 立即返回；如果队列中有数据则返回Msg，且return值为 0，否则return值为-5(超时错误)
+	//       =-1: 阻塞，直到队列中有数据获取到Msg 才返回。否则将永久阻塞等待。return值为 0，
+	//       = 其它值：超时时间，如果队列中有数据则立即返回，否则等待time时间后返回。return值为 -5(超时错误)。
+	// Return:  0: 队列中有数据且获取消息成功；
+	//         -5: 超时错误，在设定的时间内队列中没有数据。
+	// 	其它错误:	
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_QueueGetMsg(HSHLPHANDLE HlpHandle, LPMSG_CTRL lpMsgCtrl /*Out*/, int nWaitTime=0);
+	
+	// 处理完成或者不需要该消息时，应及时删除该消息，否则消息将占用大量内存。
+	// 如果不删除有可能每次都Get到同一条消息
+	CITICS_HSHLP_API int CITICSSTDCALL CITICs_HsHlp_QueueEraseMsg(HSHLPHANDLE HlpHandle, LPMSG_CTRL lpMsgCtrl /*In*/);
+	
+
+#ifdef __cplusplus
+}
+#endif
+
+
+#endif 

vnpy/api/cshshlp/hshlp/Hsconfig.ini

@@ -0,0 +1,53 @@
+[t2sdk]
+; 客户端要连接的服务端的IP和端口，可以配置一个或多个，中间以;分割，连接初始化时，会从这串服务端地址中，随即选择一个作为要建立连接的服务端
+servers=114.251.228.136:20008
+; 接收缓存的初始大小，单位字节，实际接收到服务端的数据时，可能会扩大（如果需要）
+init_recv_buf_size=512
+
+; 每块发送缓存的初始大小，单位字节，该大小也会根据需要动态扩大
+init_send_buf_size=512
+
+; 发送队列的大小，该大小不会动态变化，若该配置项很小，且连接发包很频繁，则可能
+; 因为发送队列满而造成发送失败
+send_queue_size=1000
+
+; lang用于指定T2_SDK错误信息的语言ID（2052为简体中文，1033为英文）
+; 默认为2052
+lang=2052
+
+; 此配置项请参看“注意事项”
+event_count=10
+
+; 许可证文件的路径，默认为当前目录下的license.dat。
+license_file=./license.dat
+
+
+[proxy]
+; 可配置采用何种代理配置http/socks4/socks5，空表示不采用代理
+proxy_type=
+
+; 代理服务器的IP地址
+ip=
+port=
+
+; 登陆代理服务器的用户名
+user_name=guest
+password=
+
+[safe]
+; 连接的安全模式，明文（none），通信密码（pwd），SSL（ssl）
+; 注意大小写敏感
+safe_level=none
+
+; 当连接的安全模式为pwd时，client_id配置项才生效
+client_id=
+
+; 在pwd模式下，当client_id为空时，comm_pwd为默认的密钥
+; 注意当client_id为空时，comm_pwd必须和服务端的配置一致方可正常使用，目前服务
+; 端的配置为888888
+comm_pwd=888888
+
+; 当连接的安全模式为ssl时，cert_file和cert_pwd配置项才生效
+; 证书文件路径
+cert_file=xxx.pem
+cert_pwd=xxxxxxxx

vnpy/api/cshshlp/hshlp/t2sdk.ini

@@ -0,0 +1,20 @@
+
+[t2sdk]
+#第三方许可证
+license_file=
+servers=192.168.94.85:8001
+login_name=
+init_recv_buf_size=512
+init_send_buf_size=512
+send_queue_size=1000
+#心跳时间
+heartbeat_time=10
+#接入用户密码
+license_pwd=
+
+[safe]
+safe_level=ssl
+#SSL证书
+cert_file=
+#SSL证书密码
+cert_pwd=

vnpy/api/cshshlp/readme.md

@@ -0,0 +1,14 @@
+# vn.cshshlp
+
+### 简介
+中信证券恒生接口规范的Python封装。
+
+1. 使用时请将该目录下所有的dat、pfx、ini文件复制到vn.trader目录后使用；
+2. 该封装目前只支持交易接口，行情接口请使用中信期货的CTP行情
+
+### API版本
+日期：2013-09-17
+
+名称：Cs_Hshlp
+
+描述：中信证券恒生API  

vnpy/api/cshshlp/t2sdk.ini

@@ -0,0 +1,20 @@
+
+[t2sdk]
+#第三方许可证
+license_file=
+servers=192.168.94.85:8001
+login_name=
+init_recv_buf_size=512
+init_send_buf_size=512
+send_queue_size=1000
+#心跳时间
+heartbeat_time=10
+#接入用户密码
+license_pwd=
+
+[safe]
+safe_level=ssl
+#SSL证书
+cert_file=
+#SSL证书密码
+cert_pwd=

vnpy/api/cshshlp/test/Hsconfig.ini

@@ -0,0 +1,146 @@
+[t2sdk]
+
+; 客户端要连接的服务端的IP和端口，可以配置一个或多个，中间以;分割，连接初始化时，会从这串服务端地址中，随即选择一个作为要建立连接的服务端
+
+;servers=10.23.179.15:20008
+
+;联通请使用这个地址：
+
+;servers=118.192.134.124:20008
+
+;电信请使用这个地址：
+
+servers=124.207.9.124:20008
+
+; 接收缓存的初始大小，单位字节，实际接收到服务端的数据时，可能会扩大（如果需要）
+
+init_recv_buf_size=512
+
+
+
+; 每块发送缓存的初始大小，单位字节，该大小也会根据需要动态扩大
+
+init_send_buf_size=512
+
+
+
+; 发送队列的大小，该大小不会动态变化，若该配置项很小，且连接发包很频繁，则可能
+
+; 因为发送队列满而造成发送失败
+
+send_queue_size=1000
+
+
+
+; lang用于指定T2_SDK错误信息的语言ID（2052为简体中文，1033为英文）
+
+; 默认为2052
+
+lang=2052
+
+
+
+; 此配置项请参看“注意事项”
+
+event_count=10
+
+
+
+; 许可证文件的路径，默认为当前目录下的license.dat。
+
+license_file=(20130403)ZXZQ-TESTsfjrt-ALL-0001_3rd.dat
+
+
+
+;第三方许可证密码
+
+license_pwd=999999
+
+
+
+; 客户端给服务端发送心跳的间隔时间，单位为秒，最小值为5秒
+
+; 不配或者配<=0，表示不开启客户端心跳
+
+heartbeat_time=5
+
+
+
+
+
+;t2sdk开发包取本机IP和MAC地址，值为1表示t2sdk与服务端建立连接的时候要带上IP和MAC，其它任何值都不会带IP和MAC地址信息
+
+addipmac=1
+
+
+
+[proxy]
+
+; 可配置采用何种代理配置http/socks4/socks5，空表示不采用代理
+
+proxy_type=
+
+
+
+; 代理服务器的IP地址
+
+ip=
+
+port=
+
+
+
+; 登陆代理服务器的用户名
+
+user_name=guest
+
+password=
+
+
+
+[safe]
+
+; 连接的安全模式，明文（none），通信密码（pwd），SSL（ssl）
+
+; 注意大小写敏感
+
+safe_level=ssl
+
+
+
+; 当连接的安全模式为pwd时，client_id配置项才生效
+
+client_id=
+
+
+
+; 在pwd模式下，当client_id为空时，comm_pwd为默认的密钥
+
+; 注意当client_id为空时，comm_pwd必须和服务端的配置一致方可正常使用，目前服务
+
+; 端的配置为888888
+
+comm_pwd=999999
+
+
+
+; 当连接的安全模式为ssl时，cert_file和cert_pwd配置项才生效
+
+; 证书文件路径
+
+cert_file=s2013.pfx
+
+cert_pwd=999999
+
+
+
+
+
+; 是否校验服务端，可不配，若不配，默认校验服务端
+
+check_server_cert=
+
+
+
+
+

vnpy/api/cshshlp/test/csapi.ini

@@ -0,0 +1,38 @@
+[csapi]
+log_path=.\\cslog\
+
+biz_trace=2
+; 0: 不记录日志;  
+; 1: 只记录错误请求参数日志
+; 2: 记录所有请求参数日志, 默认值; 
+; 4: 记录所有请求参数日志，并且记录t2sdk的二进制请求包
+; 8: 并且记录t2sdk的二进制应答包，调试使用。
+
+error_trim = 11
+;错误信息格式化，0:不处理；1:只过滤"表记录"提示；11：在1的基础上过滤&&后面的参数
+;默认为0
+
+update_site=10.1.1.1:21001
+;自动升级服务器IP及端口
+
+license_file=csauthor.dat
+; CITICs_HsT2Hlp.dll接口许可证文件名称，不含路径
+
+[connection]
+connect_timeout=10
+; 中间件连接超时时间，单位：S，默认时间10s
+
+biz_timeout=15
+; 业务请求超时时间，单位：S，默认时间10s
+
+op_site_prefix=
+;操作站点前缀，默认为空。可以配置长度不超过8个字符的字符串
+
+[func_log]
+; 该配置与[biz_trace] 选项两者取大值
+; 功能号, 日志标识 1:只记录错误; 2:记录请求数据; 4:记录请求/应答(top2) 8:记录请求/应答数据（完整）
+
+;func_01=331100,4
+;func_02=333002,4
+;func_03=339306,2
+;func_04=333104,4

vnpy/api/cshshlp/test/csauthor.dat

@@ -0,0 +1,16 @@
+[auth_info]
+ProfileCode=8cb1c6d660013b4277abe5a4c51836b3
+LimitDate=20300101
+AllowPushTransation=0
+AllowWbp=0
+AuthCode=AQAAAABo23BjZjkxZDczMGQyN2I2MzI0NmI0NzRhMGIwYzg5ZDg0OQAAAAAAAAAAAAAAAA==
+[functions]
+func=
+;[ProcessInfo_0]
+;ProcessName=HsT2Hlp_Demo.exe,Hs.exe
+;NetIP=172.23.123.9
+;NetMask=255.255.255.0
+;[ProcessInfo_0]
+;ProcessName=Option_Demo.exe
+;NetIP=10.0.0.0
+;NetMask=255.0.0.0

vnpy/api/cshshlp/test/cstest.py

@@ -0,0 +1,94 @@
+# encoding: UTF-8
+
+import sys
+from time import sleep
+
+from PyQt4 import QtGui
+
+from vncshshlp import *
+
+
+branch_no = ''
+
+
+#----------------------------------------------------------------------
+def print_list(l):
+    """"""
+    for d in l:
+        print d
+
+#----------------------------------------------------------------------
+def print_dict(d):
+    """按照键值打印一个字典"""
+    for key,value in d.items():
+        print key + ':' + str(value)
+        
+        
+#----------------------------------------------------------------------
+def simple_log(func):
+    """简单装饰器用于输出函数名"""
+    def wrapper(*args, **kw):
+        print '-' * 20
+        print str(func.__name__)
+        return func(*args, **kw)
+    return wrapper
+
+
+class TestHlp(CsHsHlp):
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """"""
+        super(TestHlp, self).__init__()
+        
+    #----------------------------------------------------------------------
+    @simple_log
+    def onMsg(self, type_, data, reqNo, errorNo, errorInfo):
+        """"""
+        print 'type:', type_
+        print_list(data)
+        print 'reqNo:', reqNo
+        print 'errorNo:', errorNo
+        print 'errorInfo:', errorInfo
+
+#----------------------------------------------------------------------
+def test():
+    """测试用"""
+    api = TestHlp()
+    
+    # 读取配置文件 
+    i = api.loadConfig("Hsconfig.ini")
+    if i:
+        print u'加载配置失败：', i
+    print u'加载配置成功'
+    
+    # 初始化
+    i = api.init()
+    if i:
+        print u'初始化失败：', i
+    print u'初始化成功'
+
+    # 连接服务器
+    i = api.connectServer()
+    if i:
+        print u'服务器连接失败：', i
+    print u'服务器连接成功'
+    
+    # 登录
+    print u'尝试登录'
+    i = api.beginParam()
+    api.setValue("identity_type", "2")
+    api.setValue("password_type", "2")
+    api.setValue("input_content", "1")
+    api.setValue("op_entrust_way", "5")
+    api.setValue("password", "")
+    api.setValue("account_content", "")
+    i = api.bizCallAndCommit(331100)
+    print '登录reqNo:', i  
+    
+    print 'done'
+    
+    raw_input()
+        
+        
+if __name__ == '__main__':
+    test()

vnpy/api/cshshlp/test/t2sdk.ini

@@ -0,0 +1,20 @@
+
+[t2sdk]
+#第三方许可证
+license_file=
+servers=192.168.94.85:8001
+login_name=
+init_recv_buf_size=512
+init_send_buf_size=512
+send_queue_size=1000
+#心跳时间
+heartbeat_time=10
+#接入用户密码
+license_pwd=
+
+[safe]
+safe_level=ssl
+#SSL证书
+cert_file=
+#SSL证书密码
+cert_pwd=

vnpy/api/cshshlp/vncshshlp/vncshshlp.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 2013
+VisualStudioVersion = 12.0.40629.0
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "vncshshlp", "vncshshlp\vncshshlp.vcxproj", "{982DF24C-BCD1-4F25-BDE8-84ADB719588B}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Win32 = Debug|Win32
+		Release|Win32 = Release|Win32
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Debug|Win32.ActiveCfg = Debug|Win32
+		{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Debug|Win32.Build.0 = Debug|Win32
+		{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Release|Win32.ActiveCfg = Release|Win32
+		{982DF24C-BCD1-4F25-BDE8-84ADB719588B}.Release|Win32.Build.0 = Release|Win32
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

vnpy/api/cshshlp/vncshshlp/vncshshlp/ReadMe.txt

@@ -0,0 +1,32 @@
+========================================================================
+    动态链接库：vncshshlp 项目概述
+========================================================================
+
+应用程序向导已为您创建了此 vncshshlp DLL。
+
+本文件概要介绍组成 vncshshlp 应用程序的每个文件的内容。
+
+
+vncshshlp.vcxproj
+    这是使用应用程序向导生成的 VC++ 项目的主项目文件，其中包含生成该文件的 Visual C++ 的版本信息，以及有关使用应用程序向导选择的平台、配置和项目功能的信息。
+
+vncshshlp.vcxproj.filters
+    这是使用“应用程序向导”生成的 VC++ 项目筛选器文件。它包含有关项目文件与筛选器之间的关联信息。在 IDE 中，通过这种关联，在特定节点下以分组形式显示具有相似扩展名的文件。例如，“.cpp”文件与“源文件”筛选器关联。
+
+vncshshlp.cpp
+    这是主 DLL 源文件。
+
+	此 DLL 在创建时不导出任何符号。因此，生成时不会产生 .lib 文件。如果希望此项目成为其他某个项目的项目依赖项，则需要添加代码以从 DLL 导出某些符号，以便产生一个导出库，或者，也可以在项目“属性页”对话框中的“链接器”文件夹中，将“常规”属性页上的“忽略输入库”属性设置为“是”。
+
+/////////////////////////////////////////////////////////////////////////////
+其他标准文件:
+
+StdAfx.h, StdAfx.cpp
+    这些文件用于生成名为 vncshshlp.pch 的预编译头 (PCH) 文件和名为 StdAfx.obj 的预编译类型文件。
+
+/////////////////////////////////////////////////////////////////////////////
+其他注释:
+
+应用程序向导使用“TODO:”注释来指示应添加或自定义的源代码部分。
+
+/////////////////////////////////////////////////////////////////////////////

vnpy/api/cshshlp/vncshshlp/vncshshlp/dllmain.cpp

@@ -0,0 +1,19 @@
+// dllmain.cpp : 定义 DLL 应用程序的入口点。
+#include "stdafx.h"
+
+BOOL APIENTRY DllMain( HMODULE hModule,
+                       DWORD  ul_reason_for_call,
+                       LPVOID lpReserved
+					 )
+{
+	switch (ul_reason_for_call)
+	{
+	case DLL_PROCESS_ATTACH:
+	case DLL_THREAD_ATTACH:
+	case DLL_THREAD_DETACH:
+	case DLL_PROCESS_DETACH:
+		break;
+	}
+	return TRUE;
+}
+

vnpy/api/cshshlp/vncshshlp/vncshshlp/stdafx.cpp

@@ -0,0 +1,8 @@
+// stdafx.cpp : 只包括标准包含文件的源文件
+// vncshshlp.pch 将作为预编译头
+// stdafx.obj 将包含预编译类型信息
+
+#include "stdafx.h"
+
+// TODO:  在 STDAFX.H 中
+// 引用任何所需的附加头文件，而不是在此文件中引用

vnpy/api/cshshlp/vncshshlp/vncshshlp/stdafx.h

@@ -0,0 +1,16 @@
+// stdafx.h : 标准系统包含文件的包含文件，
+// 或是经常使用但不常更改的
+// 特定于项目的包含文件
+//
+
+#pragma once
+
+#include "targetver.h"
+
+#define WIN32_LEAN_AND_MEAN             //  从 Windows 头文件中排除极少使用的信息
+// Windows 头文件: 
+#include <windows.h>
+
+
+
+// TODO:  在此处引用程序需要的其他头文件

vnpy/api/cshshlp/vncshshlp/vncshshlp/targetver.h

@@ -0,0 +1,8 @@
+#pragma once
+
+// 包括 SDKDDKVer.h 将定义可用的最高版本的 Windows 平台。
+
+// 如果要为以前的 Windows 平台生成应用程序，请包括 WinSDKVer.h，并将
+// WIN32_WINNT 宏设置为要支持的平台，然后再包括 SDKDDKVer.h。
+
+#include <SDKDDKVer.h>

vnpy/api/cshshlp/vncshshlp/vncshshlp/vncshshlp.cpp

@@ -0,0 +1,243 @@
+// vncshshlp.cpp : 定义 DLL 应用程序的导出函数。
+//
+
+#include "stdafx.h"
+#include "vncshshlp.h"
+
+//------------------------------------------------------------------------
+//主动函数部分
+//------------------------------------------------------------------------
+
+//读取配置文件
+int CsHsHlp::loadConfig(string fileName)
+{
+	int i = CITICs_HsHlp_LoadConfig(&this->cfgHandle, fileName.c_str());
+	return i;
+};
+
+//初始化
+int CsHsHlp::init()
+{
+	int i = CITICs_HsHlp_Init(&this->handle, this->cfgHandle);
+	return i;
+};
+
+//连接服务器
+int CsHsHlp::connectServer()
+{
+	int i = CITICs_HsHlp_ConnectServer(this->handle);
+
+	if (this->active == false)
+	{
+		this->active = true;
+		function0<void> f = boost::bind(&CsHsHlp::processMsg, this);
+		thread t(f);
+		this->task_thread = &t;
+	}
+
+	return i;
+};
+
+//获取错误信息
+string CsHsHlp::getErrorMsg()
+{
+	int i;
+	char msg[512];
+	CITICs_HsHlp_GetErrorMsg(this->handle, &i, msg);
+	string errorMsg = msg;
+	return errorMsg;
+};
+
+//初始化发包请求
+int CsHsHlp::beginParam()
+{
+	int i = CITICs_HsHlp_BeginParam(this->handle);
+	return i;
+};
+
+//设置发包的参数字段名称和值
+int CsHsHlp::setValue(string key, string value)
+{
+	int i = CITICs_HsHlp_SetValue(this->handle, key.c_str(), value.c_str());
+	return i;
+};
+
+//异步发包
+int CsHsHlp::bizCallAndCommit(int iFuncID)
+{
+	int i = CITICs_HsHlp_BizCallAndCommit(this->handle, iFuncID, NULL, BIZCALL_ASYNC, NULL);
+	return i;
+};
+
+//订阅
+boost::python::list CsHsHlp::subscribeData(int iFuncID)
+{
+	int i = CITICs_HsHlp_BizCallAndCommit(this->handle, iFuncID, NULL, BIZCALL_SUBSCRIBE, NULL);
+	
+	//订阅为同步调用，读取返回的结果
+	int row = CITICs_HsHlp_GetRowCount(this->handle);		//获取msg行数（有多少个回应）
+	int col = CITICs_HsHlp_GetColCount(this->handle);		//获取msg列数（有哪些字段）
+	char key[64] = { 0 };
+	char value[512] = { 0 };
+
+	boost::python::list data;
+
+	for (int i = 0; i < row; i++)
+	{
+		if (0 == CITICs_HsHlp_GetNextRow(this->handle))
+		{
+			dict d;
+			for (int j = 0; j < col; j++)
+			{
+				CITICs_HsHlp_GetColName(this->handle, j, key);
+				CITICs_HsHlp_GetValueByIndex(this->handle, j, value);
+
+				string str_key = key;
+				string str_value = value;
+				d[str_key] = str_value;
+			}
+			data.append(d);
+		}
+	}
+
+	return data;
+};
+
+//断开服务器
+int CsHsHlp::disconnect()
+{
+	int i = CITICs_HsHlp_DisConnect(this->handle);
+	return i;
+};
+
+//退出
+int CsHsHlp::exit()
+{
+	this->active = false;
+	int i = CITICs_HsHlp_Exit(this->handle);
+	return i;
+};
+
+
+//------------------------------------------------------------------------
+//异步消息处理线程
+//------------------------------------------------------------------------
+
+//连续运行的消息处理函数
+void CsHsHlp::processMsg()
+{
+	LPMSG_CTRL msgCtrl;			//控制信息
+	int type = 0;				//消息类型
+	int reqNo = 0;				//异步请求编号
+	int errorNo = 0;			//错误代码
+	string errorInfo = "";		//错误信息
+
+	int row = 0;				//行数
+	int col = 0;				//列数
+	char key[64] = {0};			//键
+	char value[512] = {0};		//值
+
+	PyGILState_STATE gil_state;	//GIL全局锁
+
+	//连续运行
+	while (this->active)
+	{
+		//初始化指针
+		msgCtrl = new MSG_CTRL();
+
+		//读取消息
+		int i = CITICs_HsHlp_QueueGetMsg(this->handle, msgCtrl, -1);
+
+		//读取信息
+		if (msgCtrl->nIssueType)
+		{
+			type = msgCtrl->nIssueType;
+		}
+		else
+		{
+			type = msgCtrl->nFuncID;
+		}
+
+		reqNo = msgCtrl->nReqNo;
+		errorNo = msgCtrl->nErrorNo;
+		errorInfo = msgCtrl->szErrorInfo;
+
+		row = CITICs_HsHlp_GetRowCount(this->handle, msgCtrl);		//获取msg行数（有多少个回应）
+		col = CITICs_HsHlp_GetColCount(this->handle, msgCtrl);		//获取msg列数（有哪些字段）
+
+		//生成字典并推送到Python中
+		gil_state = PyGILState_Ensure();		//创建Python对象前先锁定GIL
+
+		boost::python::list data;
+
+		for (int i = 0; i < row; i++)
+		{	
+			if (0 == CITICs_HsHlp_GetNextRow(this->handle, msgCtrl))
+			{
+				dict d;
+				for (int j = 0; j < col; j++)
+				{
+					CITICs_HsHlp_GetColName(this->handle, j, key, msgCtrl);
+					CITICs_HsHlp_GetValueByIndex(this->handle, j, value, msgCtrl);
+
+					string str_key = key;
+					string str_value = value;					
+					d[str_key] = str_value;
+				}
+				data.append(d);
+			}
+		}
+
+		this->onMsg(type, data, reqNo, errorNo, errorInfo);
+
+		PyGILState_Release(gil_state);			//推送Python对象完成后释放GIL
+
+		//从队列删除消息
+		CITICs_HsHlp_QueueEraseMsg(this->handle, msgCtrl);
+
+		//删除指针
+		delete msgCtrl;
+	}
+};
+
+
+///-------------------------------------------------------------------------------------
+///Boost.Python封装
+///-------------------------------------------------------------------------------------
+
+struct CsHsHlpWrap : CsHsHlp, wrapper < CsHsHlp >
+{
+	virtual void onMsg(int type, boost::python::list data, int reqNo, int errorNo, string errorInfo)
+	{
+		//以下的try...catch...可以实现捕捉python环境中错误的功能，防止C++直接出现原因未知的崩溃
+		try
+		{
+			this->get_override("onMsg")(type, data, reqNo, errorNo, errorInfo);
+		}
+		catch (error_already_set const &)
+		{
+			PyErr_Print();
+		}
+	};
+};
+
+
+BOOST_PYTHON_MODULE(vncshshlp)
+{
+	PyEval_InitThreads();	//导入时运行，保证先创建GIL
+
+	class_<CsHsHlpWrap, boost::noncopyable>("CsHsHlp")
+		.def("loadConfig", &CsHsHlpWrap::loadConfig)
+		.def("init", &CsHsHlpWrap::init)
+		.def("connectServer", &CsHsHlpWrap::connectServer)
+		.def("getErrorMsg", &CsHsHlpWrap::getErrorMsg)
+		.def("beginParam", &CsHsHlpWrap::beginParam)
+		.def("setValue", &CsHsHlpWrap::setValue)
+		.def("bizCallAndCommit", &CsHsHlpWrap::bizCallAndCommit)
+		.def("disconnect", &CsHsHlpWrap::disconnect)
+		.def("exit", &CsHsHlpWrap::exit)
+		.def("subscribeData", &CsHsHlpWrap::subscribeData)
+
+		.def("onMsg", pure_virtual(&CsHsHlpWrap::onMsg))
+		;
+};

vnpy/api/cshshlp/vncshshlp/vncshshlp/vncshshlp.h

@@ -0,0 +1,99 @@
+//说明部分
+
+//系统
+#include "stdafx.h"
+#include <string>
+#include <queue>
+
+//Boost
+#define BOOST_PYTHON_STATIC_LIB
+#include <boost/python/module.hpp>	//python封装
+#include <boost/python/def.hpp>		//python封装
+#include <boost/python/dict.hpp>	//python封装
+#include <boost/python/list.hpp>	//python封装
+#include <boost/python/object.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/any.hpp>			//任务队列的任务实现
+
+//API
+#include "CITICs_HsT2Hlp.h"
+
+//命名空间
+using namespace std;
+using namespace boost::python;
+using namespace boost;
+
+
+///-------------------------------------------------------------------------------------
+///封装类
+///-------------------------------------------------------------------------------------
+
+class CsHsHlp
+{
+private:
+	HSHLPCFGHANDLE cfgHandle;		//配置指针
+	HSHLPHANDLE handle;				//操作对象指针
+	thread *task_thread;			//工作线程指针（向python中推送数据）
+	bool active;					//工作状态
+
+public:
+	CsHsHlp()
+	{
+		this->active = false;
+	};
+
+	~CsHsHlp()
+	{
+		this->active = false;
+	};
+
+	//------------------------------------------------------------------------
+	//主动函数部分
+	//------------------------------------------------------------------------
+
+	//读取配置文件
+	int loadConfig(string fileName);
+
+	//初始化
+	int init();
+
+	//连接服务器
+	int connectServer();
+
+	//获取错误信息
+	string getErrorMsg();
+
+	//初始化发包请求
+	int beginParam();
+
+	//设置发包的参数字段名称和值
+	int setValue(string key, string value);
+
+	//发包
+	int bizCallAndCommit(int iFuncID);
+
+	//订阅
+	boost::python::list subscribeData(int iFuncID);
+
+	//断开服务器
+	int disconnect();
+
+	//退出
+	int exit();
+
+	//------------------------------------------------------------------------
+	//异步消息处理线程
+	//------------------------------------------------------------------------
+
+	//连续运行的消息处理函数
+	void processMsg();
+
+	//------------------------------------------------------------------------
+	//Python中继承的回调函数
+	//------------------------------------------------------------------------
+	
+	//向Python中推送消息的函数
+	virtual void onMsg(int type, boost::python::list data, int reqNo, int errorNo, string errorInfo) {};
+};

vnpy/api/cshshlp/vncshshlp/vncshshlp/vncshshlp.vcxproj

@@ -0,0 +1,117 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <ItemGroup Label="ProjectConfigurations">
+    <ProjectConfiguration Include="Debug|Win32">
+      <Configuration>Debug</Configuration>
+      <Platform>Win32</Platform>
+    </ProjectConfiguration>
+    <ProjectConfiguration Include="Release|Win32">
+      <Configuration>Release</Configuration>
+      <Platform>Win32</Platform>
+    </ProjectConfiguration>
+  </ItemGroup>
+  <PropertyGroup Label="Globals">
+    <ProjectGuid>{982DF24C-BCD1-4F25-BDE8-84ADB719588B}</ProjectGuid>
+    <Keyword>Win32Proj</Keyword>
+    <RootNamespace>vncshshlp</RootNamespace>
+  </PropertyGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
+    <ConfigurationType>DynamicLibrary</ConfigurationType>
+    <UseDebugLibraries>true</UseDebugLibraries>
+    <PlatformToolset>v120</PlatformToolset>
+    <CharacterSet>Unicode</CharacterSet>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
+    <ConfigurationType>DynamicLibrary</ConfigurationType>
+    <UseDebugLibraries>false</UseDebugLibraries>
+    <PlatformToolset>v120</PlatformToolset>
+    <WholeProgramOptimization>true</WholeProgramOptimization>
+    <CharacterSet>Unicode</CharacterSet>
+  </PropertyGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
+  <ImportGroup Label="ExtensionSettings">
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <PropertyGroup Label="UserMacros" />
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <LinkIncremental>true</LinkIncremental>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <LinkIncremental>false</LinkIncremental>
+    <IncludePath>C:\Users\Administrator\Desktop\vn.cs\vn.cs\hshlp;C:\Users\Administrator\Anaconda2\include;C:\boost_1_62_0;$(IncludePath)</IncludePath>
+    <ReferencePath>C:\boost_1_62_0\libs;C:\Users\Administrator\Anaconda2\libs;C:\Users\Administrator\Desktop\vn.cs\vn.cs\hshlp;$(ReferencePath)</ReferencePath>
+    <TargetExt>.pyd</TargetExt>
+  </PropertyGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <ClCompile>
+      <PrecompiledHeader>Use</PrecompiledHeader>
+      <WarningLevel>Level3</WarningLevel>
+      <Optimization>Disabled</Optimization>
+      <PreprocessorDefinitions>WIN32;_DEBUG;_WINDOWS;_USRDLL;VNCSHSHLP_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <SDLCheck>true</SDLCheck>
+    </ClCompile>
+    <Link>
+      <SubSystem>Windows</SubSystem>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <ClCompile>
+      <WarningLevel>Level3</WarningLevel>
+      <PrecompiledHeader>Use</PrecompiledHeader>
+      <Optimization>MaxSpeed</Optimization>
+      <FunctionLevelLinking>true</FunctionLevelLinking>
+      <IntrinsicFunctions>true</IntrinsicFunctions>
+      <PreprocessorDefinitions>WIN32;NDEBUG;_WINDOWS;_USRDLL;VNCSHSHLP_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <SDLCheck>true</SDLCheck>
+    </ClCompile>
+    <Link>
+      <SubSystem>Windows</SubSystem>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+      <EnableCOMDATFolding>true</EnableCOMDATFolding>
+      <OptimizeReferences>true</OptimizeReferences>
+      <AdditionalLibraryDirectories>C:\Users\Administrator\Desktop\vn.cs\vn.cs\hshlp;C:\Users\Administrator\Anaconda2\libs;C:\boost_1_62_0\stage\lib;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemGroup>
+    <Text Include="ReadMe.txt" />
+  </ItemGroup>
+  <ItemGroup>
+    <ClInclude Include="..\..\hshlp\CITICs_HsT2Hlp.h" />
+    <ClInclude Include="stdafx.h" />
+    <ClInclude Include="targetver.h" />
+    <ClInclude Include="vncshshlp.h" />
+  </ItemGroup>
+  <ItemGroup>
+    <ClCompile Include="dllmain.cpp">
+      <CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">false</CompileAsManaged>
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+      </PrecompiledHeader>
+      <CompileAsManaged Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">false</CompileAsManaged>
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+      </PrecompiledHeader>
+    </ClCompile>
+    <ClCompile Include="stdafx.cpp">
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">Create</PrecompiledHeader>
+      <PrecompiledHeader Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">Create</PrecompiledHeader>
+    </ClCompile>
+    <ClCompile Include="vncshshlp.cpp" />
+  </ItemGroup>
+  <ItemGroup>
+    <Library Include="..\..\hshlp\CITICs_HsT2Hlp.lib" />
+    <Library Include="..\..\hshlp\t2sdk.lib" />
+  </ItemGroup>
+  <ItemGroup>
+    <None Include="..\..\hshlp\CITICs_HsT2Hlp.dll" />
+    <None Include="..\..\hshlp\t2sdk.dll" />
+  </ItemGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
+  <ImportGroup Label="ExtensionTargets">
+  </ImportGroup>
+</Project>

vnpy/api/cshshlp/vncshshlp/vncshshlp/vncshshlp.vcxproj.filters

@@ -0,0 +1,61 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <ItemGroup>
+    <Filter Include="Source Files">
+      <UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
+      <Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
+    </Filter>
+    <Filter Include="Header Files">
+      <UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
+      <Extensions>h;hh;hpp;hxx;hm;inl;inc;xsd</Extensions>
+    </Filter>
+    <Filter Include="Resource Files">
+      <UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
+      <Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
+    </Filter>
+  </ItemGroup>
+  <ItemGroup>
+    <Text Include="ReadMe.txt" />
+  </ItemGroup>
+  <ItemGroup>
+    <ClInclude Include="stdafx.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="targetver.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="vncshshlp.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+    <ClInclude Include="..\..\hshlp\CITICs_HsT2Hlp.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+  </ItemGroup>
+  <ItemGroup>
+    <ClCompile Include="stdafx.cpp">
+      <Filter>Source Files</Filter>
+    </ClCompile>
+    <ClCompile Include="vncshshlp.cpp">
+      <Filter>Source Files</Filter>
+    </ClCompile>
+    <ClCompile Include="dllmain.cpp">
+      <Filter>Source Files</Filter>
+    </ClCompile>
+  </ItemGroup>
+  <ItemGroup>
+    <Library Include="..\..\hshlp\CITICs_HsT2Hlp.lib">
+      <Filter>Resource Files</Filter>
+    </Library>
+    <Library Include="..\..\hshlp\t2sdk.lib">
+      <Filter>Resource Files</Filter>
+    </Library>
+  </ItemGroup>
+  <ItemGroup>
+    <None Include="..\..\hshlp\CITICs_HsT2Hlp.dll">
+      <Filter>Resource Files</Filter>
+    </None>
+    <None Include="..\..\hshlp\t2sdk.dll">
+      <Filter>Resource Files</Filter>
+    </None>
+  </ItemGroup>
+</Project>

vnpy/trader/ctaStrategy/ctaHistoryData.py

@@ -309,8 +309,6 @@ class HistoryDataEngine(object):
             print u'%s下载完成' %symbol
         else:
             print u'找不到合约%s' %symbol    
-        
-
 
 #----------------------------------------------------------------------
 def downloadEquityDailyBarts(self, symbol):
@@ -362,7 +360,6 @@ def downloadEquityDailyBarts(self, symbol):
         else:
             print u'找不到合约%s' %symbol
 
-
 #----------------------------------------------------------------------
 def loadMcCsv(fileName, dbName, symbol):
     """将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
@@ -431,50 +428,7 @@ def loadTdxCsv(fileName, dbName, symbol):
         print bar.date, bar.time
     
     print u'插入完毕，耗时：%s' % (time()-start)
-    
-#----------------------------------------------------------------------
-def loadTBCsv(fileName, dbName, symbol):
-    """将TradeBlazer导出的csv格式的历史数据插入到Mongo数据库中
-        数据样本：
-        //时间,开盘价,最高价,最低价,收盘价,成交量,持仓量
-        2017/04/05 09:00,3200,3240,3173,3187,312690,2453850
-    """
-    import csv
-    
-    start = time()
-    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
-    
-    # 锁定集合，并创建索引
-    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])   
-    collection = client[dbName][symbol]
-    collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
-    
-    # 读取数据和插入到数据库
-    reader = csv.reader(file(fileName, 'r'))
-    for d in reader:
-        if len(d[0]) > 10:
-            bar = CtaBarData()
-            bar.vtSymbol = symbol
-            bar.symbol = symbol
-            
-            bar.datetime = datetime.strptime(d[0], '%Y/%m/%d %H:%M')
-            bar.date = bar.datetime.date().strftime('%Y%m%d')
-            bar.time = bar.datetime.time().strftime('%H:%M:%S')
-            
-            bar.open = float(d[1])
-            bar.high = float(d[2])
-            bar.low = float(d[3])
-            bar.close = float(d[4])
-            
-            bar.volume = float(d[5])
-            bar.openInterest = float(d[6])
 
-            flt = {'datetime': bar.datetime}
-            collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
-            print '%s \t %s' % (bar.date, bar.time)
-    
-    print u'插入完毕，耗时：%s' % (time()-start)
-    
     
 if __name__ == '__main__':
     ## 简单的测试脚本可以写在这里

vnpy/trader/gateway/__init__.py

@@ -23,7 +23,7 @@ for root, subdirs, files in os.walk(path):
         # 接口目录名中必须含有Gateway
         if 'Gateway' in foldername:
             # 模块名称需要上前缀
-            moduleName = 'gateway.' + foldername
+            moduleName = 'vnpy.trader.gateway.' + foldername
             
             try:
                 # 使用importlib动态载入模块，并保存到字典中

vnpy/trader/gateway/cshshlpGateway/CSHSHLP_connect.json

@@ -0,0 +1,11 @@
+{
+    "brokerID": "1000", 
+    "mdAddress": "tcp://203.110.179.217:31213", 
+    "userID": "请联系中信期货申请",
+    "ctpPassword": "请联系中信期货申请", 
+
+    "opEntrustWay": "5",
+    "opStation": "111111111",
+    "fundAccount": "请联系中信证券申请",
+    "password": "请联系中信证券申请"
+}

vnpy/trader/gateway/cshshlpGateway/__init__.py

@@ -0,0 +1,10 @@
+# encoding: UTF-8
+
+import vtConstant
+from cshshlpGateway import CshshlpGateway as gateway
+
+gatewayName = 'CSHSHLP'
+gatewayDisplayName = u'中信期权'
+gatewayType = vtConstant.GATEWAYTYPE_EQUITY
+gatewayQryEnabled = True
+

vnpy/trader/gateway/xspeedGateway/xspeedGateway.py

@@ -30,9 +30,10 @@ offsetMap = {}
 offsetMap[OFFSET_OPEN] = defineDict['DFITC_SPD_OPEN']
 offsetMap[OFFSET_CLOSE] = defineDict['DFITC_SPD_CLOSE']
 offsetMap[OFFSET_CLOSETODAY] = defineDict['DFITC_SPD_CLOSETODAY']
-offsetMap[OFFSET_CLOSEYESTERDAY] = defineDict['DFITC_SPD_CLOSE']
+#offsetMap[OFFSET_CLOSEYESTERDAY] = defineDict['DFITC_SPD_CLOSE']
 offsetMapReverse = {v:k for k,v in offsetMap.items()}
 
+
 # 交易所类型映射
 exchangeMap = {}
 exchangeMap[EXCHANGE_CFFEX] = defineDict['DFITC_EXCHANGE_CFFEX']
@@ -42,6 +43,12 @@ exchangeMap[EXCHANGE_DCE] = defineDict['DFITC_EXCHANGE_DCE']
 exchangeMap[EXCHANGE_UNKNOWN] = ''
 exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
 
+# 合约类型映射
+productMap = {}
+productMap[PRODUCT_FUTURES] = defineDict["DFITC_COMM_TYPE"]
+productMap[PRODUCT_OPTION] = defineDict["DFITC_OPT_TYPE"]
+productMapReverse = {v:k for k, v in productMap.items()}
+
 # 委托状态类型映射
 orderStatusMap = {}
 orderStatusMap[STATUS_ALLTRADED] = defineDict["DFITC_SPD_FILLED"]
@@ -128,9 +135,14 @@ class XspeedGateway(VtGateway):
         self.tdApi.qryAccount()
         
     #----------------------------------------------------------------------
-    def qryPosition(self):
+    def qryFuturesPosition(self):
         """查询持仓"""
-        self.tdApi.qryPosition()
+        self.tdApi.qryFuturesPosition()
+        
+    #----------------------------------------------------------------------
+    def qryOptionPosition(self):
+        """查询期权持仓"""
+        self.tdApi.qryOptionPosition()        
         
     #----------------------------------------------------------------------
     def close(self):
@@ -145,10 +157,10 @@ class XspeedGateway(VtGateway):
         """初始化连续查询"""
         if self.qryEnabled:
             # 需要循环的查询函数列表
-            self.qryFunctionList = [self.qryAccount, self.qryPosition]
+            self.qryFunctionList = [self.qryAccount, self.qryFuturesPosition, self.qryOptionPosition]
             
             self.qryCount = 0           # 查询触发倒计时
-            self.qryTrigger = 2         # 查询触发点
+            self.qryTrigger = 1         # 查询触发点
             self.qryNextFunction = 0    # 上次运行的查询函数索引
             
             self.startQuery()
@@ -422,8 +434,14 @@ class XspeedTdApi(TdApi):
         self.sessionID = EMPTY_INT          # 会话编号
         
         self.posDict = {}                   # 缓存持仓数据的字典
+        self.optionPosReqID = 0             # 期权持仓查询ID
+        self.futuresPosReqID = 0            # 期货持仓查询ID
+        self.optionPosCompleted = False
+        self.futuresPosCompleted = False
+        
         self.orderDict = {}                 # 缓存委托数据的字典
         self.spdOrderDict = {}              # 飞创柜台委托号字典
+        self.contractDict = {}              # 缓存合约数据的字典
     
     #----------------------------------------------------------------------
     def connect(self, accountID, password, address):
@@ -466,13 +484,90 @@ class XspeedTdApi(TdApi):
         self.reqQryCustomerCapital(req)
         
     #----------------------------------------------------------------------
-    def qryPosition(self):
-        """查询持仓"""
+    def qryFuturesPosition(self):
+        """查询期货持仓"""
+        # 清空缓存
+        self.posDict.clear()
+        
         self.reqID += 1
         req = {}
         req['lRequestID'] = self.reqID
         req['accountID'] = self.accountID
+        req['instrumentType'] = defineDict["DFITC_COMM_TYPE"]
         self.reqQryPosition(req)
+        self.futuresPosReqID = self.reqID
+        
+    #----------------------------------------------------------------------
+    def qryOptionPosition(self):
+        """查询期权持仓"""
+        self.posDict.clear()
+        
+        self.reqID += 1
+        req = {}
+        req['lRequestID'] = self.reqID
+        req['accountID'] = self.accountID
+        req['instrumentType'] = defineDict["DFITC_OPT_TYPE"]
+        self.reqQryPosition(req)        
+        self.optionPosReqID = self.reqID
+    
+    #----------------------------------------------------------------------
+    def qryContracts(self):
+        """查询合约"""
+        # 查询期货合约代码
+        self.reqID += 1
+        req = {}
+        req['lRequestID'] = self.reqID
+        req['instrumentType'] = defineDict["DFITC_COMM_TYPE"]
+        self.reqQryExchangeInstrument(req)      
+    
+        sleep(1)
+    
+        # 查询期权合约代码
+        self.reqID += 1
+        req = {}
+        req['lRequestID'] = self.reqID
+        req['instrumentType'] = defineDict["DFITC_OPT_TYPE"]
+        self.reqQryExchangeInstrument(req)       
+        
+    #----------------------------------------------------------------------
+    def qryTrade(self):
+        """查询成交"""
+        # 查询成交
+        self.reqID += 1
+        req = {}
+        req['lRequestID'] = self.reqID
+        req['accountID'] = self.accountID
+        req['instrumentType'] = defineDict["DFITC_COMM_TYPE"]
+        self.reqQryMatchInfo(req) 
+    
+        sleep(1)
+    
+        self.reqID += 1
+        req = {}
+        req['lRequestID'] = self.reqID
+        req['accountID'] = self.accountID
+        req['instrumentType'] = defineDict["DFITC_OPT_TYPE"]
+        self.reqQryMatchInfo(req)     
+        
+    #----------------------------------------------------------------------
+    def qryOrder(self):
+        """查询委托"""
+        # 查询委托
+        self.reqID += 1
+        req = {}
+        req['lRequestID'] = self.reqID
+        req['accountID'] = self.accountID
+        req['instrumentType'] = defineDict["DFITC_COMM_TYPE"]
+        self.reqQryOrderInfo(req)
+    
+        sleep(1)
+    
+        self.reqID += 1
+        req = {}
+        req['lRequestID'] = self.reqID
+        req['accountID'] = self.accountID
+        req['instrumentType'] = defineDict["DFITC_OPT_TYPE"]
+        self.reqQryOrderInfo(req)                   
         
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq):
@@ -499,6 +594,11 @@ class XspeedTdApi(TdApi):
         req['minMatchAmount'] = 1                                    # 最小成交量为1
         req['lRequestID'] = self.reqID
         
+        # 合约类型获取
+        contract = self.contractDict.get(orderReq.symbol, None)
+        if contract:
+            req['instrumentType'] = productMap.get(contract.productClass, '')
+        
         self.reqInsertOrder(req)
         
         # 返回订单号（字符串），便于某些算法进行动态管理
@@ -568,11 +668,7 @@ class XspeedTdApi(TdApi):
             log.logContent = u'交易服务器登录完成'
             self.gateway.onLog(log)
             
-            # 查询合约代码
-            self.reqID += 1
-            req = {}
-            req['lRequestID'] = self.reqID
-            self.reqQryExchangeInstrument(req)          
+            self.qryContracts()
 
         # 否则，推送错误信息
         else:
@@ -607,6 +703,16 @@ class XspeedTdApi(TdApi):
     def onRspInsertOrder(self, data, error) :
         """发单错误（柜台）"""
         if error['nErrorID']:
+            order = VtOrderData()
+            order.gatewayName = self.gatewayName
+            order.symbol = error['instrumentID']
+            order.vtSymbol = order.symbol
+            order.orderID = str(error['localOrderID'])
+            order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
+            order.sessionID = error['sessionID']
+            order.status = STATUS_REJECTED      
+            self.gateway.onOrder(order)
+
             err = VtErrorData()
             err.gatewayName = self.gatewayName
             err.errorID = error['nErrorID']
@@ -751,43 +857,41 @@ class XspeedTdApi(TdApi):
     #----------------------------------------------------------------------
     def onRspQryOrderInfo(self, data, error, last) :
         """查询委托回报"""
-        if not data['localOrderID']:
-            return 
-        
-        # 更新最大报单编号
-        newLocalID = data['localOrderID']
-        self.localID = max(self.localID, int(newLocalID))
-        self.spdOrderDict[newLocalID] = data['spdOrderID']
-        
-        # 获取报单数据对象
-        if newLocalID in self.orderDict:
-            order = self.orderDict[newLocalID]
-        else:
-            order = VtOrderData()
-            self.orderDict[newLocalID] = order
-            order.gatewayName = self.gatewayName
-        
-            # 保存后续不会变化的数据
-            order.symbol = data['instrumentID']
-            order.exchange = exchangeMapReverse[data['exchangeID']]
-            order.vtSymbol = order.symbol
+        if data['instrumentID']:        
+            # 更新最大报单编号
+            newLocalID = data['localOrderID']
+            self.localID = max(self.localID, int(newLocalID))
+            self.spdOrderDict[newLocalID] = data['spdOrderID']
             
-            order.orderID = str(newLocalID)
-            order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
+            # 获取报单数据对象
+            if newLocalID in self.orderDict:
+                order = self.orderDict[newLocalID]
+            else:
+                order = VtOrderData()
+                self.orderDict[newLocalID] = order
+                order.gatewayName = self.gatewayName
             
-            order.direction = directionMapReverse.get(data['buySellType'], DIRECTION_UNKNOWN)
-            order.offset = offsetMapReverse.get(data['openClose'], OFFSET_UNKNOWN)
-
-            order.price = data['insertPrice']
-            order.totalVolume = data['orderAmount']
-            #order.sessionID = data['sessionID']         
-
-        order.status = orderStatusMapReverse.get(data['orderStatus'], STATUS_UNKNOWN)
-        order.tradedVolume = data['matchedAmount']
-        order.orderTime = data['commTime']
+                # 保存后续不会变化的数据
+                order.symbol = data['instrumentID']
+                order.exchange = exchangeMapReverse[data['exchangeID']]
+                order.vtSymbol = order.symbol
+                
+                order.orderID = str(newLocalID)
+                order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
+                
+                order.direction = directionMapReverse.get(data['buySellType'], DIRECTION_UNKNOWN)
+                order.offset = offsetMapReverse.get(data['openClose'], OFFSET_UNKNOWN)
+    
+                order.price = data['insertPrice']
+                order.totalVolume = data['orderAmount']
+                #order.sessionID = data['sessionID']         
+    
+            order.status = orderStatusMapReverse.get(data['orderStatus'], STATUS_UNKNOWN)
+            order.tradedVolume = data['matchedAmount']
+            order.orderTime = data['commTime']
         
-        # 推送
-        self.gateway.onOrder(copy(order))
+            # 推送
+            self.gateway.onOrder(copy(order))
         
         if last:
             log = VtLogData()
@@ -798,34 +902,35 @@ class XspeedTdApi(TdApi):
     #----------------------------------------------------------------------
     def onRspQryMatchInfo(self, data, error, last) :
         """"""
-        # 创建报单数据对象
-        trade = VtTradeData()
-        trade.gatewayName = self.gatewayName
-        
-        # 保存代码和报单号
-        trade.symbol = data['instrumentID']
-        trade.exchange = exchangeMapReverse.get(data['exchangeID'], EXCHANGE_UNKNOWN)
-        trade.vtSymbol = trade.symbol #'.'.join([trade.symbol, trade.exchange])
-        
-        trade.tradeID = data['matchedID']
-        trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
-        
-        trade.orderID = str(data['localOrderID'])
-        trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID])
-        
-        # 方向
-        trade.direction = directionMapReverse.get(data['buySellType'], DIRECTION_UNKNOWN)
+        if data['instrumentID']:        
+            # 创建报单数据对象
+            trade = VtTradeData()
+            trade.gatewayName = self.gatewayName
             
-        # 开平
-        trade.offset = offsetMapReverse.get(data['openClose'], OFFSET_UNKNOWN)
+            # 保存代码和报单号
+            trade.symbol = data['instrumentID']
+            trade.exchange = exchangeMapReverse.get(data['exchangeID'], EXCHANGE_UNKNOWN)
+            trade.vtSymbol = trade.symbol #'.'.join([trade.symbol, trade.exchange])
             
-        # 价格、报单量等数值
-        trade.price = data['matchedPrice']
-        trade.volume = data['matchedAmount']
-        trade.tradeTime = data['matchedTime']
-        
-        # 推送
-        self.gateway.onTrade(trade)
+            trade.tradeID = data['matchedID']
+            trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
+            
+            trade.orderID = str(data['localOrderID'])
+            trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID])
+            
+            # 方向
+            trade.direction = directionMapReverse.get(data['buySellType'], DIRECTION_UNKNOWN)
+                
+            # 开平
+            trade.offset = offsetMapReverse.get(data['openClose'], OFFSET_UNKNOWN)
+                
+            # 价格、报单量等数值
+            trade.price = data['matchedPrice']
+            trade.volume = data['matchedAmount']
+            trade.tradeTime = data['matchedTime']
+            
+            # 推送
+            self.gateway.onTrade(trade)
         
         if last:
             log = VtLogData()
@@ -836,44 +941,50 @@ class XspeedTdApi(TdApi):
     #----------------------------------------------------------------------
     def onRspQryPosition(self, data, error, last) :
         """持仓查询回报"""
-        # 获取缓存字典中的持仓对象，若无则创建并初始化
-        positionName = '.'.join([data['instrumentID'], str(data['buySellType'])])
-
-        if positionName in self.posDict:
-            pos = self.posDict[positionName]
-        else:
-            pos = VtPositionData()
-            self.posDict[positionName] = pos
-
-            pos.gatewayName = self.gatewayName
-
-            # 保存代码
-            pos.symbol = data['instrumentID']
-            pos.vtSymbol = pos.symbol       # 这里因为data中没有ExchangeID这个字段
-
-            # 方向
-            pos.direction = directionMapReverse.get(data['buySellType'], '')
-
-            # VT系统持仓名
-            pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])            
-
-        # 持仓量
-        if data['positionAmount']:
-            pos.position = data['positionAmount']
-
-        if data['lastAmount']:
-            pos.ydPosition = data['lastAmount']        
-
-        # 持仓均价
-        pos.price = data['positionAvgPrice']
-        
-        # 推送
-        newpos = copy(pos)
-        self.gateway.onPosition(newpos)
+        # 忽略空数据
+        if data['instrumentID']:
+            # 获取缓存字典中的持仓对象，若无则创建并初始化
+            positionName = '.'.join([data['instrumentID'], str(data['buySellType'])])
+    
+            if positionName in self.posDict:
+                pos = self.posDict[positionName]
+            else:
+                pos = VtPositionData()
+                self.posDict[positionName] = pos
+    
+                pos.gatewayName = self.gatewayName
+    
+                # 保存代码
+                pos.symbol = data['instrumentID']
+                pos.vtSymbol = pos.symbol       # 这里因为data中没有ExchangeID这个字段
+    
+                # 方向
+                pos.direction = directionMapReverse.get(data['buySellType'], '')
+    
+                # VT系统持仓名
+                pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])            
+    
+            # 持仓量
+            if data['positionAmount']:
+                pos.position = data['positionAmount']
+    
+            if data['lastAmount']:
+                pos.ydPosition = data['lastAmount']        
+    
+            # 持仓均价
+            pos.price = data['positionAvgPrice']
+            
+        # 查询完成后推送
+        if last:
+            for pos in self.posDict.values():
+                self.gateway.onPosition(pos)
         
     #----------------------------------------------------------------------
     def onRspCustomerCapital(self, data, error, last) :
         """资金账户查询回报"""
+        if not data['accountID']:
+            return
+        
         account = VtAccountData()
         account.gatewayName = self.gatewayName
     
@@ -888,7 +999,8 @@ class XspeedTdApi(TdApi):
         account.margin = data['margin']
         account.closeProfit = data['closeProfitLoss']
         account.positionProfit = data['positionProfitLoss']
-        account.balance = data['todayEquity']
+        account.balance = data['todayEquity'] 
+        account.marketValue = account.balance + data['optMarketValue']
         
         # 推送
         self.gateway.onAccount(account)
@@ -902,21 +1014,21 @@ class XspeedTdApi(TdApi):
         contract.symbol = data['instrumentID']
         contract.exchange = exchangeMapReverse.get(data['exchangeID'], EXCHANGE_UNKNOWN)
         contract.vtSymbol = contract.symbol #'.'.join([contract.symbol, contract.exchange])
-        contract.name = data['VarietyName'].decode('GBK') + contract.symbol
+        if data['VarietyName'] == contract.symbol:
+            contract.name = data['VarietyName']
+        else:
+            contract.name = data['VarietyName'].decode('GBK') + contract.symbol
         
         # 合约数值
-        contract.size = data['contractMultiplier']
+        contract.size = int(data['contractMultiplier'])
         contract.priceTick = data['minPriceFluctuation']
         contract.strikePrice = data['strikePrice']
         contract.underlyingSymbol = data['underlying']
+        contract.expiryDate = data['instrumentMaturity'].replace('.', '')
         
         # 合约类型
-        if data['instrumentType'] == 0:
-            contract.productClass = PRODUCT_FUTURES
-        elif data['instrumentType'] == 1:
-            contract.productClass = PRODUCT_OPTION
-        else:
-            contract.productClass = PRODUCT_UNKNOWN
+        contract.productClass = productMapReverse.get(data['instrumentType'], 
+                                                      PRODUCT_UNKNOWN)
         
         # 期权类型
         if data['optionType'] == 1:
@@ -926,26 +1038,17 @@ class XspeedTdApi(TdApi):
         
         # 推送
         self.gateway.onContract(contract)
+        self.contractDict[contract.symbol] = contract
         
-        if last:
+        if last and contract.productClass == PRODUCT_OPTION:
             log = VtLogData()
             log.gatewayName = self.gatewayName
             log.logContent = u'交易合约信息获取完成'
             self.gateway.onLog(log)
             
-            # 查询委托
-            self.reqID += 1
-            req = {}
-            req['lRequestID'] = self.reqID
-            req['accountID'] = self.accountID
-            self.reqQryOrderInfo(req)
-        
-            # 查询成交
-            self.reqID += 1
-            req = {}
-            req['lRequestID'] = self.reqID
-            req['accountID'] = self.accountID
-            self.reqQryMatchInfo(req)              
+            self.qryTrade()
+            sleep(1)
+            self.qryOrder()
         
     #----------------------------------------------------------------------
     def onRspArbitrageInstrument(self, data, error, last) :

vnpy/trader/language/chinese/constant.py

@@ -12,7 +12,8 @@ DIRECTION_LONG = u'多'
 DIRECTION_SHORT = u'空'
 DIRECTION_UNKNOWN = u'未知'
 DIRECTION_NET = u'净'
-DIRECTION_SELL = u'卖出'      # IB接口
+DIRECTION_SELL = u'卖出'              # IB接口
+DIRECTION_COVEREDSHORT = u'备兑空'    # 证券期权
 
 # 开平常量
 OFFSET_NONE = u'无开平'

vnpy/trader/language/english/constant.py

@@ -13,6 +13,7 @@ DIRECTION_SHORT = u'short'
 DIRECTION_UNKNOWN = u'unknown'
 DIRECTION_NET = u'net'
 DIRECTION_SELL = u'sell'      # IB接口
+DIRECTION_COVEREDSHORT = u'covered short'    # 证券期权
 
 # 开平常量
 OFFSET_NONE = u'none'

vnpy/trader/riskManager/uiRmWidget.py

@@ -24,8 +24,6 @@ class RmSpinBox(QtWidgets.QSpinBox):
         
         self.setValue(value)
     
-    
-
 
 ########################################################################
 class RmLine(QtWidgets.QFrame):
@@ -38,8 +36,6 @@ class RmLine(QtWidgets.QFrame):
         self.setFrameShape(self.HLine)
         self.setFrameShadow(self.Sunken)
     
-    
-  
 
 ########################################################################
 class RmEngineManager(QtWidgets.QWidget):
@@ -62,7 +58,7 @@ class RmEngineManager(QtWidgets.QWidget):
         self.setWindowTitle(text.RISK_MANAGER)
         
         # 设置界面
-        self.buttonSwitchEngineStatus = QtGui.QPushButton(text.RISK_MANAGER_STOP)
+        self.buttonSwitchEngineStatus = QtWidgets.QPushButton(text.RISK_MANAGER_STOP)
         
         self.spinOrderFlowLimit = RmSpinBox(self.rmEngine.orderFlowLimit)
         self.spinOrderFlowClear = RmSpinBox(self.rmEngine.orderFlowClear)
@@ -71,12 +67,12 @@ class RmEngineManager(QtWidgets.QWidget):
         self.spinWorkingOrderLimit = RmSpinBox(self.rmEngine.workingOrderLimit)
         self.spinOrderCancelLimit = RmSpinBox(self.rmEngine.orderCancelLimit)
         
-        buttonClearOrderFlowCount = QtGui.QPushButton(text.CLEAR_ORDER_FLOW_COUNT)
-        buttonClearTradeCount = QtGui.QPushButton(text.CLEAR_TOTAL_FILL_COUNT)
-        buttonSaveSetting = QtGui.QPushButton(text.SAVE_SETTING)
+        buttonClearOrderFlowCount = QtWidgets.QPushButton(text.CLEAR_ORDER_FLOW_COUNT)
+        buttonClearTradeCount = QtWidgets.QPushButton(text.CLEAR_TOTAL_FILL_COUNT)
+        buttonSaveSetting = QtWidgets.QPushButton(text.SAVE_SETTING)
         
-        Label = QtGui.QLabel
-        grid = QtGui.QGridLayout()
+        Label = QtWidgets.QLabel
+        grid = QtWidgets.QGridLayout()
         grid.addWidget(Label(text.WORKING_STATUS), 0, 0)
         grid.addWidget(self.buttonSwitchEngineStatus, 0, 1)
         grid.addWidget(RmLine(), 1, 0, 1, 2)
@@ -97,13 +93,13 @@ class RmEngineManager(QtWidgets.QWidget):
         grid.addWidget(Label(text.CONTRACT_CANCEL_LIMIT), 11, 0)
         grid.addWidget(self.spinOrderCancelLimit, 11, 1)
         
-        hbox = QtGui.QHBoxLayout()
+        hbox = QtWidgets.QHBoxLayout()
         hbox.addWidget(buttonClearOrderFlowCount)
         hbox.addWidget(buttonClearTradeCount)
         hbox.addStretch()
         hbox.addWidget(buttonSaveSetting)
         
-        vbox = QtGui.QVBoxLayout()
+        vbox = QtWidgets.QVBoxLayout()
         vbox.addLayout(grid)
         vbox.addLayout(hbox)
         self.setLayout(vbox)

vnpy/trader/uiBasicWidget.py

@@ -101,9 +101,9 @@ class DirectionCell(QtWidgets.QTableWidgetItem):
     def setContent(self, text):
         """设置内容"""
         if text == DIRECTION_LONG or text == DIRECTION_NET:
-            self.setForeground(QtWidgets.QColor('red'))
+            self.setForeground(QtGui.QColor('red'))
         elif text == DIRECTION_SHORT:
-            self.setForeground(QtWidgets.QColor('green'))
+            self.setForeground(QtGui.QColor('green'))
         self.setText(text)
 
 
@@ -144,8 +144,8 @@ class BidCell(QtWidgets.QTableWidgetItem):
         super(BidCell, self).__init__()
         self.data = None
 
-        self.setForeground(QtWidgets.QColor('black'))
-        self.setBackground(QtWidgets.QColor(255,174,201))
+        self.setForeground(QtGui.QColor('black'))
+        self.setBackground(QtGui.QColor(255,174,201))
         
         if text:
             self.setContent(text)
@@ -166,8 +166,8 @@ class AskCell(QtWidgets.QTableWidgetItem):
         super(AskCell, self).__init__()
         self.data = None
 
-        self.setForeground(QtWidgets.QColor('black'))
-        self.setBackground(QtWidgets.QColor(160,255,160))
+        self.setForeground(QtGui.QColor('black'))
+        self.setBackground(QtGui.QColor(160,255,160))
         
         if text:
             self.setContent(text)
@@ -392,7 +392,8 @@ class BasicMonitor(QtWidgets.QTableWidget):
         path = QtWidgets.QFileDialog.getSaveFileName(self, vtText.SAVE_DATA, '', 'CSV(*.csv)')
 
         try:
-            if not path.isEmpty():
+            #if not path.isEmpty():
+            if path:
                 with open(unicode(path), 'wb') as f:
                     writer = csv.writer(f)
                     
@@ -427,7 +428,7 @@ class BasicMonitor(QtWidgets.QTableWidget):
     #----------------------------------------------------------------------
     def contextMenuEvent(self, event):
         """右键点击事件"""
-        self.menu.popup(QtWidgets.QCursor.pos())    
+        self.menu.popup(QtGui.QCursor.pos())    
 
 
 ########################################################################

vnpy/trader/uiMainWindow.py

@@ -160,7 +160,7 @@ class MainWindow(QtWidgets.QMainWindow):
         
         if not displayName:
             displayName = gatewayName
-        displayName = gatewayName
+        
         actionName = vtText.CONNECT + displayName
         
         menu.addAction(self.createAction(actionName, connect))

vnpy/trader/vtClient.py

@@ -73,7 +73,7 @@ class ClientEngine(object):
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq, gatewayName):
         """对特定接口发单"""
-        self.client.sendOrder(orderReq, gatewayName)    
+        return self.client.sendOrder(orderReq, gatewayName)    
     
     #----------------------------------------------------------------------
     def cancelOrder(self, cancelOrderReq, gatewayName):

vnpy/trader/vtEngine.py

@@ -85,7 +85,7 @@ class MainEngine(object):
             gateway.connect()
             
             # 接口连接后自动执行数据库连接的任务
-            self.dbConnect()        
+            #self.dbConnect()        
             
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq, gatewayName):