更新
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msincenselee
parent
145bfa55c3
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bd78353ee5
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cmake_minimum_required(VERSION 2.8)
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project(vn_ctp_api)
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# 设置使用的编译器
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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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# 设置输出目录
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set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR}/bin)
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set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR}/lib)
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# 使用64位编译
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option(USE_64BITS "comiple 64bits" ON)
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if (USE_64BITS)
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add_definitions(-DUSE_64BITS)
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#set(CMAKE_C_FLAGS "${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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# 设置C++ API源文件的所在目录
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if (WIN32)
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set(CTPAPI_PATH ctpapi)
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elseif (UNIX)
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message("Under unix: " ${CMAKE_SIZEOF_VOID_P})
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if (CMAKE_SIZEOF_VOID_P MATCHES "8")
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set(CTPAPI_PATH ctpapi/x64_linux)
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endif()
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endif()
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include_directories(${CTPAPI_PATH})
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set(CTPAPI_LIBRARY )
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find_library(CTPAPI_MD_LIBRARY
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NAMES thostmduserapi_se
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PATHS ${CTPAPI_PATH})
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find_library(CTPAPI_TD_LIBRARY
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NAMES thosttraderapi_se
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PATHS ${CTPAPI_PATH})
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message("CTPAPI_MD_LIBRARY:" ${CTPAPI_MD_LIBRARY})
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message("CTPAPI_TD_LIBRARY:" ${CTPAPI_TD_LIBRARY})
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# 设置编译源文件
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set (vnctpmd )
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set (vnctptd )
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option(BUILD_CTP_MD "build ctp md" ON)
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if (BUILD_CTP_MD)
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add_definitions(-DBUILD_CTP_MD)
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set(CTP_MD_PATH vnctpmd/vnctpmd)
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include_directories(${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 ${VN_CTP_MD_SOURCE})
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endif()
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option(BUILD_CTP_TD "build ctp td" ON)
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if (BUILD_CTP_TD)
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add_definitions(-DBUILD_CTP_TD)
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set(CTP_TD_PATH vnctptd/vnctptd)
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include_directories(${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 ${VN_CTP_TD_SOURCE})
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endif()
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# 设置Python所在的目录
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set(PYTHON_LIBRARY )
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if (WIN32)
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set(PYTHON_INCLUDE_PATH C:/Python27/include)
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find_library(PYTHON_LIBRARY
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NAMES python27
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PATHS C:/Python27/libs)
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include_directories(${PYTHON_INCLUDE_PATH})
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else()
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set(PYTHON_INCLUDE_PATH /home/trade/anaconda3/envs/py35/include/python3.5m)
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find_library(PYTHON_LIBRARY
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NAMES python3.5
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PATHS /home/trade/anaconda3/envs/py35/lib/)
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include_directories(${PYTHON_INCLUDE_PATH})
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endif()
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# hard code virtual environment
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set (PYTHON_LIBRARY /home/trade/anaconda3/envs/py35/lib/libpython3.so)
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# 链接boost库，anaconda
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if (WIN32)
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set(Boost_USE_STATIC_LIBS ON) #链接boost静态库
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endif()
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set(Boost_USE_MULTITHREADED ON)
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find_package(Boost 1.66.0 COMPONENTS locale thread date_time system chrono python3 REQUIRED) # 如果boost库没有完全编译，需要将编译的库明确地指出，否者message(${Boost_LIBRARIES})会出错
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if(Boost_FOUND)
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include_directories(${Boost_INCLUDE_DIRS})
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endif()
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# hard code boost include folder
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set(MY_BOOST_INCLUDE /usr/local/include/boost)
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include_directories(${MY_BOOST_INCLUDE})
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# 去掉生成的so文件名中前缀的lib
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set_target_properties(vnctpmd PROPERTIES PREFIX "")
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set(MY_BOOST /usr/local/lib)
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# 链接生成.so文件
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target_link_libraries(vnctpmd ${MY_BOOST} ${Boost_LIBRARIES} ${PYTHON_LIBRARY} ${CTPAPI_MD_LIBRARY})
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# 将生成的dll文件后缀名修改为pyd（仅在windows下）
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set(MD_DLL "${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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# 和上面的MD相同
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set_target_properties(vnctptd PROPERTIES PREFIX "")
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target_link_libraries(vnctptd ${MY_BOOST} ${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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@ -1,5 +0,0 @@
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# encoding: UTF-8
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from vnpy.api.ctp_se.vnctpmd import MdApi
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from vnpy.api.ctp_se.vnctptd import TdApi
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from vnpy.api.ctp_se.ctp_data_type import defineDict
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#!/bin/bash
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# Written by Suzhengchun on 20160213
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# updated by Incenselee on 20180226, support PY3 in Linux
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set -e
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BUILDDIR=build
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rm -rf $BUILDDIR
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if [ ! -f $BUILDDIR ]; then
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mkdir -p $BUILDDIR
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fi
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pushd $BUILDDIR
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cmake ..
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make VERBOSE=1 -j 1
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ln -fs `pwd`/lib/vnctpmd.so ../vnctpmd.so
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ln -fs `pwd`/lib/vnctptd.so ../vnctptd.so
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cp ../vnctpmd.* ../../../trader/gateway/ctpseGateway/
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cp ../vnctptd.* ../../../trader/gateway/ctpseGateway/
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popd
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# vn.ctp
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### 简介
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CTP柜台API接口的Python封装，基于pyscript目录下的脚本自动分析头文件生成封装代码模块，提供原生C++ API中的全部功能。
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### 目录说明
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* py3: Windows下编译
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* vnctpmd: 行情API(py3)
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* vnctptd: 交易API(py3)
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* pyscript: 自动封装脚本
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* ctpapi：C++ API文件
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### 使用CMake编译
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**Windows 7/10**
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环境配置:
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* Anaconda使用64bit，python 3， 如 python 3.5 3.6
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* Boost 使用 1.57 以上
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boost 安装后，有一个stage的版本，对应include & lib的路径。
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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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* 设置环境变量：BOOST_ROOT = C:\boost_1_57_0
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* 编译工具：Visual Studio 2017
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编译过程:
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* 使用 Visual Studio 2017, 打开 py3/vnctpmd下解决方案vnctpmd.sln
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* 检查“项目”配置中，对应的include和ib目录，均要包含python 3.x 和boost的include & lib路径
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* 点击编译按钮,建议编译release库
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* vnctptd的编译同上。
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**Linux (Debian jessie, Ubuntu 16.04)**
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环境配置：
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* 参考[这里](http://www.continuum.io/downloads)的教程下载并安装Anaconda的Linux 64位版本
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* 使用apt-get安装编译相关的工具，注意某些老的Ubuntu必须指定使用boost 1.58.0版本：
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- apt-get install build-essential
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- apt-get install libboost-all-dev
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- apt-get install python-dev
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- apt-get install cmake
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* 如果从官网下载新的ctp api tar包，比如v6.3.5_20150803_tradeapi_linux64.tar，需要重命名ctp api so文件名（否则可以忽略该步骤）：
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- thostmduserapi.so --> libthostmduserapi.so
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- thosttraderapi.so --> libthosttraderapi.so
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编译过程：
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* 当前目录运行build.sh，完成编译
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