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将vn.lts的td api中部分原本手工修改的代码改为自动生成，用于防止空指针的问题

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This commit is contained in:
WOLF 2015-03-26 15:47:39 +08:00
parent 5ece1a7f36
commit bf874016cb
10 changed files with 1742 additions and 208 deletions
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3
.gitignore vendored
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@ -23,3 +23,6 @@ Release/
# API的.con文件
*.con
# visual studio
*.opensdf

88
vn.lts/pyscript/generate_td_functions.py
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@ -35,6 +35,65 @@ def processCallBack(line):
createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine)
createProcess(cbName, cbArgsTypeList, cbArgsValueList)
# 生成.h文件中的process部分
process_line = 'void process' + cbName[2:] + '(Task task);\n'
fheaderprocess.write(process_line)
fheaderprocess.write('\n')
# 生成.h文件中的on部分
if 'OnRspError' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict error, int id, bool last) {};\n'
elif 'OnRsp' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n'
elif 'OnRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data) {};\n'
elif 'OnErrRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error) {};\n'
else:
on_line = ''
fheaderon.write(on_line)
fheaderon.write('\n')
# 生成封装部分
createWrap(cbName)
#----------------------------------------------------------------------
def createWrap(cbName):
"""在Python封装段代码中进行处理"""
# 生成.h文件中的on部分
if 'OnRspError' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict error, int id, bool last)\n'
override_line = '("on' + cbName[2:] + '")(error, id, last);\n'
elif 'OnRsp' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last)\n'
override_line = '("on' + cbName[2:] + '")(data, error, id, last);\n'
elif 'OnRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data)\n'
override_line = '("on' + cbName[2:] + '")(data);\n'
elif 'OnErrRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error)\n'
override_line = '("on' + cbName[2:] + '")(data, error);\n'
else:
on_line = ''
if on_line is not '':
fwrap.write(on_line)
fwrap.write('{\n')
fwrap.write('\t PyLock lock;\n')
fwrap.write('\n')
fwrap.write('\ttry\n')
fwrap.write('\t{\n')
fwrap.write('\t\tthis->get_override'+override_line)
fwrap.write('\t}\n')
fwrap.write('\tcatch (error_already_set const &)\n')
fwrap.write('\t{\n')
fwrap.write('\t\tPyErr_Print();\n')
fwrap.write('\t}\n')
fwrap.write('};\n')
fwrap.write('\n')
def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine):
# 从回调函数生成任务对象，并放入队列
@ -66,6 +125,7 @@ def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine):
elif type_ == 'bool':
ftask.write("\ttask.task_last = " + cbArgsValueList[i] + ";\n")
elif 'RspInfoField' in type_:
ftask.write("\n")
ftask.write("\tif (pRspInfo)\n")
ftask.write("\t{\n")
ftask.write("\t\ttask.task_error = " + cbArgsValueList[i] + ";\n")
@ -77,7 +137,17 @@ def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine):
ftask.write("\t\ttask.task_error = empty_error;\n")
ftask.write("\t}\n")
else:
ftask.write("\ttask.task_data = " + cbArgsValueList[i] + ";\n")
ftask.write("\n")
ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n")
ftask.write("\t{\n")
ftask.write("\t\ttask.task_data = " + cbArgsValueList[i] + ";\n")
ftask.write("\t}\n")
ftask.write("\telse\n")
ftask.write("\t{\n")
ftask.write("\t\t" + type_ + " empty_data = " + type_ + "();\n")
ftask.write("\t\tmemset(&empty_data, 0, sizeof(empty_data));\n")
ftask.write("\t\ttask.task_data = empty_data;\n")
ftask.write("\t}\n")
ftask.write("\tthis->task_queue.push(task);\n")
ftask.write("};\n")
@ -153,12 +223,18 @@ def processFunction(line):
if len(fcArgsTypeList)>0 and fcArgsTypeList[0] in structDict:
createFunction(fcName, fcArgsTypeList, fcArgsValueList)
# 生成.h文件中的主动函数部分
if 'Req' in fcName:
req_line = 'int req' + fcName[3:] + '(dict req, int nRequestID);\n'
fheaderfunction.write(req_line)
fheaderfunction.write('\n')
def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
type_ = fcArgsTypeList[0]
struct = structDict[type_]
ffunction.write(fcName + '\n')
ffunction.write('int TdApi::req' + fcName[3:] + '(dict req, int nRequestID)\n')
ffunction.write('{\n')
ffunction.write('\t' + type_ +' myreq = ' + type_ + '();\n')
ffunction.write('\tmemset(&myreq, 0, sizeof(myreq));\n')
@ -190,6 +266,10 @@ fprocess = open('lts_td_process.cpp', 'w')
ffunction = open('lts_td_function.cpp', 'w')
fdefine = open('lts_td_define.cpp', 'w')
fswitch = open('lts_td_switch.cpp', 'w')
fheaderprocess = open('lts_td_header_process.h', 'w')
fheaderon = open('lts_td_header_on.h', 'w')
fheaderfunction = open('lts_td_header_function.h', 'w')
fwrap = open('lts_td_wrap.cpp', 'w')
define_count = 1
@ -205,3 +285,7 @@ fprocess.close()
ffunction.close()
fswitch.close()
fdefine.close()
fheaderprocess.close()
fheaderon.close()
fheaderfunction.close()
fwrap.close()

52
vn.lts/pyscript/lts_td_function.cpp
View File

@ -1,4 +1,4 @@
ReqUserLogin
int TdApi::reqUserLogin(dict req, int nRequestID)
{
CSecurityFtdcReqUserLoginField myreq = CSecurityFtdcReqUserLoginField();
memset(&myreq, 0, sizeof(myreq));
@ -17,7 +17,7 @@ ReqUserLogin
return i;
};
ReqUserLogout
int TdApi::reqUserLogout(dict req, int nRequestID)
{
CSecurityFtdcUserLogoutField myreq = CSecurityFtdcUserLogoutField();
memset(&myreq, 0, sizeof(myreq));
@ -27,7 +27,7 @@ ReqUserLogout
return i;
};
ReqOrderInsert
int TdApi::reqOrderInsert(dict req, int nRequestID)
{
CSecurityFtdcInputOrderField myreq = CSecurityFtdcInputOrderField();
memset(&myreq, 0, sizeof(myreq));
@ -58,7 +58,7 @@ ReqOrderInsert
return i;
};
ReqOrderAction
int TdApi::reqOrderAction(dict req, int nRequestID)
{
CSecurityFtdcInputOrderActionField myreq = CSecurityFtdcInputOrderActionField();
memset(&myreq, 0, sizeof(myreq));
@ -81,7 +81,7 @@ ReqOrderAction
return i;
};
ReqUserPasswordUpdate
int TdApi::reqUserPasswordUpdate(dict req, int nRequestID)
{
CSecurityFtdcUserPasswordUpdateField myreq = CSecurityFtdcUserPasswordUpdateField();
memset(&myreq, 0, sizeof(myreq));
@ -93,7 +93,7 @@ ReqUserPasswordUpdate
return i;
};
ReqTradingAccountPasswordUpdate
int TdApi::reqTradingAccountPasswordUpdate(dict req, int nRequestID)
{
CSecurityFtdcTradingAccountPasswordUpdateField myreq = CSecurityFtdcTradingAccountPasswordUpdateField();
memset(&myreq, 0, sizeof(myreq));
@ -105,7 +105,7 @@ ReqTradingAccountPasswordUpdate
return i;
};
ReqQryExchange
int TdApi::reqQryExchange(dict req, int nRequestID)
{
CSecurityFtdcQryExchangeField myreq = CSecurityFtdcQryExchangeField();
memset(&myreq, 0, sizeof(myreq));
@ -114,7 +114,7 @@ ReqQryExchange
return i;
};
ReqQryInstrument
int TdApi::reqQryInstrument(dict req, int nRequestID)
{
CSecurityFtdcQryInstrumentField myreq = CSecurityFtdcQryInstrumentField();
memset(&myreq, 0, sizeof(myreq));
@ -126,7 +126,7 @@ ReqQryInstrument
return i;
};
ReqQryInvestor
int TdApi::reqQryInvestor(dict req, int nRequestID)
{
CSecurityFtdcQryInvestorField myreq = CSecurityFtdcQryInvestorField();
memset(&myreq, 0, sizeof(myreq));
@ -136,7 +136,7 @@ ReqQryInvestor
return i;
};
ReqQryTradingCode
int TdApi::reqQryTradingCode(dict req, int nRequestID)
{
CSecurityFtdcQryTradingCodeField myreq = CSecurityFtdcQryTradingCodeField();
memset(&myreq, 0, sizeof(myreq));
@ -148,7 +148,7 @@ ReqQryTradingCode
return i;
};
ReqQryTradingAccount
int TdApi::reqQryTradingAccount(dict req, int nRequestID)
{
CSecurityFtdcQryTradingAccountField myreq = CSecurityFtdcQryTradingAccountField();
memset(&myreq, 0, sizeof(myreq));
@ -158,7 +158,7 @@ ReqQryTradingAccount
return i;
};
ReqQryDepthMarketData
int TdApi::reqQryDepthMarketData(dict req, int nRequestID)
{
CSecurityFtdcQryDepthMarketDataField myreq = CSecurityFtdcQryDepthMarketDataField();
memset(&myreq, 0, sizeof(myreq));
@ -167,7 +167,7 @@ ReqQryDepthMarketData
return i;
};
ReqQryBondInterest
int TdApi::reqQryBondInterest(dict req, int nRequestID)
{
CSecurityFtdcQryBondInterestField myreq = CSecurityFtdcQryBondInterestField();
memset(&myreq, 0, sizeof(myreq));
@ -177,7 +177,7 @@ ReqQryBondInterest
return i;
};
ReqQryMarketRationInfo
int TdApi::reqQryMarketRationInfo(dict req, int nRequestID)
{
CSecurityFtdcQryMarketRationInfoField myreq = CSecurityFtdcQryMarketRationInfoField();
memset(&myreq, 0, sizeof(myreq));
@ -188,7 +188,7 @@ ReqQryMarketRationInfo
return i;
};
ReqQryInstrumentCommissionRate
int TdApi::reqQryInstrumentCommissionRate(dict req, int nRequestID)
{
CSecurityFtdcQryInstrumentCommissionRateField myreq = CSecurityFtdcQryInstrumentCommissionRateField();
memset(&myreq, 0, sizeof(myreq));
@ -202,7 +202,7 @@ ReqQryInstrumentCommissionRate
return i;
};
ReqQryETFInstrument
int TdApi::reqQryETFInstrument(dict req, int nRequestID)
{
CSecurityFtdcQryETFInstrumentField myreq = CSecurityFtdcQryETFInstrumentField();
memset(&myreq, 0, sizeof(myreq));
@ -212,7 +212,7 @@ ReqQryETFInstrument
return i;
};
ReqQryETFBasket
int TdApi::reqQryETFBasket(dict req, int nRequestID)
{
CSecurityFtdcQryETFBasketField myreq = CSecurityFtdcQryETFBasketField();
memset(&myreq, 0, sizeof(myreq));
@ -222,7 +222,7 @@ ReqQryETFBasket
return i;
};
ReqQryOFInstrument
int TdApi::reqQryOFInstrument(dict req, int nRequestID)
{
CSecurityFtdcQryOFInstrumentField myreq = CSecurityFtdcQryOFInstrumentField();
memset(&myreq, 0, sizeof(myreq));
@ -232,7 +232,7 @@ ReqQryOFInstrument
return i;
};
ReqQrySFInstrument
int TdApi::reqQrySFInstrument(dict req, int nRequestID)
{
CSecurityFtdcQrySFInstrumentField myreq = CSecurityFtdcQrySFInstrumentField();
memset(&myreq, 0, sizeof(myreq));
@ -242,7 +242,7 @@ ReqQrySFInstrument
return i;
};
ReqQryOrder
int TdApi::reqQryOrder(dict req, int nRequestID)
{
CSecurityFtdcQryOrderField myreq = CSecurityFtdcQryOrderField();
memset(&myreq, 0, sizeof(myreq));
@ -257,7 +257,7 @@ ReqQryOrder
return i;
};
ReqQryTrade
int TdApi::reqQryTrade(dict req, int nRequestID)
{
CSecurityFtdcQryTradeField myreq = CSecurityFtdcQryTradeField();
memset(&myreq, 0, sizeof(myreq));
@ -272,7 +272,7 @@ ReqQryTrade
return i;
};
ReqQryInvestorPosition
int TdApi::reqQryInvestorPosition(dict req, int nRequestID)
{
CSecurityFtdcQryInvestorPositionField myreq = CSecurityFtdcQryInvestorPositionField();
memset(&myreq, 0, sizeof(myreq));
@ -283,7 +283,7 @@ ReqQryInvestorPosition
return i;
};
ReqFundOutByLiber
int TdApi::reqFundOutByLiber(dict req, int nRequestID)
{
CSecurityFtdcInputFundTransferField myreq = CSecurityFtdcInputFundTransferField();
memset(&myreq, 0, sizeof(myreq));
@ -299,7 +299,7 @@ ReqFundOutByLiber
return i;
};
ReqQryFundTransferSerial
int TdApi::reqQryFundTransferSerial(dict req, int nRequestID)
{
CSecurityFtdcQryFundTransferSerialField myreq = CSecurityFtdcQryFundTransferSerialField();
memset(&myreq, 0, sizeof(myreq));
@ -310,7 +310,7 @@ ReqQryFundTransferSerial
return i;
};
ReqFundInterTransfer
int TdApi::reqFundInterTransfer(dict req, int nRequestID)
{
CSecurityFtdcFundInterTransferField myreq = CSecurityFtdcFundInterTransferField();
memset(&myreq, 0, sizeof(myreq));
@ -326,7 +326,7 @@ ReqFundInterTransfer
return i;
};
ReqQryFundInterTransferSerial
int TdApi::reqQryFundInterTransferSerial(dict req, int nRequestID)
{
CSecurityFtdcQryFundInterTransferSerialField myreq = CSecurityFtdcQryFundInterTransferSerialField();
memset(&myreq, 0, sizeof(myreq));

52
vn.lts/pyscript/lts_td_header_function.h Normal file
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@ -0,0 +1,52 @@
int reqUserLogin(dict req, int nRequestID);
int reqUserLogout(dict req, int nRequestID);
int reqOrderInsert(dict req, int nRequestID);
int reqOrderAction(dict req, int nRequestID);
int reqUserPasswordUpdate(dict req, int nRequestID);
int reqTradingAccountPasswordUpdate(dict req, int nRequestID);
int reqQryExchange(dict req, int nRequestID);
int reqQryInstrument(dict req, int nRequestID);
int reqQryInvestor(dict req, int nRequestID);
int reqQryTradingCode(dict req, int nRequestID);
int reqQryTradingAccount(dict req, int nRequestID);
int reqQryDepthMarketData(dict req, int nRequestID);
int reqQryBondInterest(dict req, int nRequestID);
int reqQryMarketRationInfo(dict req, int nRequestID);
int reqQryInstrumentCommissionRate(dict req, int nRequestID);
int reqQryETFInstrument(dict req, int nRequestID);
int reqQryETFBasket(dict req, int nRequestID);
int reqQryOFInstrument(dict req, int nRequestID);
int reqQrySFInstrument(dict req, int nRequestID);
int reqQryOrder(dict req, int nRequestID);
int reqQryTrade(dict req, int nRequestID);
int reqQryInvestorPosition(dict req, int nRequestID);
int reqFundOutByLiber(dict req, int nRequestID);
int reqQryFundTransferSerial(dict req, int nRequestID);
int reqFundInterTransfer(dict req, int nRequestID);
int reqQryFundInterTransferSerial(dict req, int nRequestID);

75
vn.lts/pyscript/lts_td_header_on.h Normal file
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@ -0,0 +1,75 @@
virtual void onRspError(dict error, int id, bool last) {};
virtual void onRspUserLogin(dict data, dict error, int id, bool last) {};
virtual void onRspUserLogout(dict data, dict error, int id, bool last) {};
virtual void onRspOrderInsert(dict data, dict error, int id, bool last) {};
virtual void onRspOrderAction(dict data, dict error, int id, bool last) {};
virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last) {};
virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last) {};
virtual void onRspQryExchange(dict data, dict error, int id, bool last) {};
virtual void onRspQryInstrument(dict data, dict error, int id, bool last) {};
virtual void onRspQryInvestor(dict data, dict error, int id, bool last) {};
virtual void onRspQryTradingCode(dict data, dict error, int id, bool last) {};
virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last) {};
virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last) {};
virtual void onRspQryBondInterest(dict data, dict error, int id, bool last) {};
virtual void onRspQryMarketRationInfo(dict data, dict error, int id, bool last) {};
virtual void onRspQryInstrumentCommissionRate(dict data, dict error, int id, bool last) {};
virtual void onRspQryETFInstrument(dict data, dict error, int id, bool last) {};
virtual void onRspQryETFBasket(dict data, dict error, int id, bool last) {};
virtual void onRspQryOFInstrument(dict data, dict error, int id, bool last) {};
virtual void onRspQrySFInstrument(dict data, dict error, int id, bool last) {};
virtual void onRspQryOrder(dict data, dict error, int id, bool last) {};
virtual void onRspQryTrade(dict data, dict error, int id, bool last) {};
virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last) {};
virtual void onRtnOrder(dict data) {};
virtual void onRtnTrade(dict data) {};
virtual void onErrRtnOrderInsert(dict data, dict error) {};
virtual void onErrRtnOrderAction(dict data, dict error) {};
virtual void onRspFundOutByLiber(dict data, dict error, int id, bool last) {};
virtual void onRtnFundOutByLiber(dict data) {};
virtual void onErrRtnFundOutByLiber(dict data, dict error) {};
virtual void onRtnFundInByBank(dict data) {};
virtual void onRspQryFundTransferSerial(dict data, dict error, int id, bool last) {};
virtual void onRspFundInterTransfer(dict data, dict error, int id, bool last) {};
virtual void onRspQryFundInterTransferSerial(dict data, dict error, int id, bool last) {};
virtual void onRtnFundInterTransferSerial(dict data) {};
virtual void onErrRtnFundInterTransfer(dict data, dict error) {};

78
vn.lts/pyscript/lts_td_header_process.h Normal file
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@ -0,0 +1,78 @@
void processFrontConnected(Task task);
void processFrontDisconnected(Task task);
void processHeartBeatWarning(Task task);
void processRspError(Task task);
void processRspUserLogin(Task task);
void processRspUserLogout(Task task);
void processRspOrderInsert(Task task);
void processRspOrderAction(Task task);
void processRspUserPasswordUpdate(Task task);
void processRspTradingAccountPasswordUpdate(Task task);
void processRspQryExchange(Task task);
void processRspQryInstrument(Task task);
void processRspQryInvestor(Task task);
void processRspQryTradingCode(Task task);
void processRspQryTradingAccount(Task task);
void processRspQryDepthMarketData(Task task);
void processRspQryBondInterest(Task task);
void processRspQryMarketRationInfo(Task task);
void processRspQryInstrumentCommissionRate(Task task);
void processRspQryETFInstrument(Task task);
void processRspQryETFBasket(Task task);
void processRspQryOFInstrument(Task task);
void processRspQrySFInstrument(Task task);
void processRspQryOrder(Task task);
void processRspQryTrade(Task task);
void processRspQryInvestorPosition(Task task);
void processRtnOrder(Task task);
void processRtnTrade(Task task);
void processErrRtnOrderInsert(Task task);
void processErrRtnOrderAction(Task task);
void processRspFundOutByLiber(Task task);
void processRtnFundOutByLiber(Task task);
void processErrRtnFundOutByLiber(Task task);
void processRtnFundInByBank(Task task);
void processRspQryFundTransferSerial(Task task);
void processRspFundInterTransfer(Task task);
void processRspQryFundInterTransferSerial(Task task);
void processRtnFundInterTransferSerial(Task task);
void processErrRtnFundInterTransfer(Task task);

381
vn.lts/pyscript/lts_td_task.cpp
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@ -26,6 +26,7 @@ void TdApi::OnRspError(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool
{
Task task = Task();
task.task_name = ONRSPERROR;
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -45,7 +46,18 @@ void TdApi::OnRspUserLogin(CSecurityFtdcRspUserLoginField *pRspUserLogin, CSecur
{
Task task = Task();
task.task_name = ONRSPUSERLOGIN;
if (pRspUserLogin)
{
task.task_data = *pRspUserLogin;
}
else
{
CSecurityFtdcRspUserLoginField empty_data = CSecurityFtdcRspUserLoginField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -65,7 +77,18 @@ void TdApi::OnRspUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, CSecurity
{
Task task = Task();
task.task_name = ONRSPUSERLOGOUT;
if (pUserLogout)
{
task.task_data = *pUserLogout;
}
else
{
CSecurityFtdcUserLogoutField empty_data = CSecurityFtdcUserLogoutField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -85,7 +108,18 @@ void TdApi::OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurit
{
Task task = Task();
task.task_name = ONRSPORDERINSERT;
if (pInputOrder)
{
task.task_data = *pInputOrder;
}
else
{
CSecurityFtdcInputOrderField empty_data = CSecurityFtdcInputOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -105,7 +139,18 @@ void TdApi::OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderActi
{
Task task = Task();
task.task_name = ONRSPORDERACTION;
if (pInputOrderAction)
{
task.task_data = *pInputOrderAction;
}
else
{
CSecurityFtdcInputOrderActionField empty_data = CSecurityFtdcInputOrderActionField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -125,7 +170,18 @@ void TdApi::OnRspUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserP
{
Task task = Task();
task.task_name = ONRSPUSERPASSWORDUPDATE;
if (pUserPasswordUpdate)
{
task.task_data = *pUserPasswordUpdate;
}
else
{
CSecurityFtdcUserPasswordUpdateField empty_data = CSecurityFtdcUserPasswordUpdateField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -145,7 +201,18 @@ void TdApi::OnRspTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswor
{
Task task = Task();
task.task_name = ONRSPTRADINGACCOUNTPASSWORDUPDATE;
if (pTradingAccountPasswordUpdate)
{
task.task_data = *pTradingAccountPasswordUpdate;
}
else
{
CSecurityFtdcTradingAccountPasswordUpdateField empty_data = CSecurityFtdcTradingAccountPasswordUpdateField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -165,7 +232,18 @@ void TdApi::OnRspQryExchange(CSecurityFtdcExchangeField *pExchange, CSecurityFtd
{
Task task = Task();
task.task_name = ONRSPQRYEXCHANGE;
if (pExchange)
{
task.task_data = *pExchange;
}
else
{
CSecurityFtdcExchangeField empty_data = CSecurityFtdcExchangeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -185,7 +263,18 @@ void TdApi::OnRspQryInstrument(CSecurityFtdcInstrumentField *pInstrument, CSecur
{
Task task = Task();
task.task_name = ONRSPQRYINSTRUMENT;
if (pInstrument)
{
task.task_data = *pInstrument;
}
else
{
CSecurityFtdcInstrumentField empty_data = CSecurityFtdcInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -205,7 +294,18 @@ void TdApi::OnRspQryInvestor(CSecurityFtdcInvestorField *pInvestor, CSecurityFtd
{
Task task = Task();
task.task_name = ONRSPQRYINVESTOR;
if (pInvestor)
{
task.task_data = *pInvestor;
}
else
{
CSecurityFtdcInvestorField empty_data = CSecurityFtdcInvestorField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -225,7 +325,18 @@ void TdApi::OnRspQryTradingCode(CSecurityFtdcTradingCodeField *pTradingCode, CSe
{
Task task = Task();
task.task_name = ONRSPQRYTRADINGCODE;
if (pTradingCode)
{
task.task_data = *pTradingCode;
}
else
{
CSecurityFtdcTradingCodeField empty_data = CSecurityFtdcTradingCodeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -245,7 +356,18 @@ void TdApi::OnRspQryTradingAccount(CSecurityFtdcTradingAccountField *pTradingAcc
{
Task task = Task();
task.task_name = ONRSPQRYTRADINGACCOUNT;
if (pTradingAccount)
{
task.task_data = *pTradingAccount;
}
else
{
CSecurityFtdcTradingAccountField empty_data = CSecurityFtdcTradingAccountField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -265,7 +387,18 @@ void TdApi::OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMar
{
Task task = Task();
task.task_name = ONRSPQRYDEPTHMARKETDATA;
if (pDepthMarketData)
{
task.task_data = *pDepthMarketData;
}
else
{
CSecurityFtdcDepthMarketDataField empty_data = CSecurityFtdcDepthMarketDataField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -285,7 +418,18 @@ void TdApi::OnRspQryBondInterest(CSecurityFtdcBondInterestField *pBondInterest,
{
Task task = Task();
task.task_name = ONRSPQRYBONDINTEREST;
if (pBondInterest)
{
task.task_data = *pBondInterest;
}
else
{
CSecurityFtdcBondInterestField empty_data = CSecurityFtdcBondInterestField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -305,7 +449,18 @@ void TdApi::OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarket
{
Task task = Task();
task.task_name = ONRSPQRYMARKETRATIONINFO;
if (pMarketRationInfo)
{
task.task_data = *pMarketRationInfo;
}
else
{
CSecurityFtdcMarketRationInfoField empty_data = CSecurityFtdcMarketRationInfoField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -325,7 +480,18 @@ void TdApi::OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRa
{
Task task = Task();
task.task_name = ONRSPQRYINSTRUMENTCOMMISSIONRATE;
if (pInstrumentCommissionRate)
{
task.task_data = *pInstrumentCommissionRate;
}
else
{
CSecurityFtdcInstrumentCommissionRateField empty_data = CSecurityFtdcInstrumentCommissionRateField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -345,7 +511,18 @@ void TdApi::OnRspQryETFInstrument(CSecurityFtdcETFInstrumentField *pETFInstrumen
{
Task task = Task();
task.task_name = ONRSPQRYETFINSTRUMENT;
if (pETFInstrument)
{
task.task_data = *pETFInstrument;
}
else
{
CSecurityFtdcETFInstrumentField empty_data = CSecurityFtdcETFInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -365,7 +542,18 @@ void TdApi::OnRspQryETFBasket(CSecurityFtdcETFBasketField *pETFBasket, CSecurity
{
Task task = Task();
task.task_name = ONRSPQRYETFBASKET;
if (pETFBasket)
{
task.task_data = *pETFBasket;
}
else
{
CSecurityFtdcETFBasketField empty_data = CSecurityFtdcETFBasketField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -385,7 +573,18 @@ void TdApi::OnRspQryOFInstrument(CSecurityFtdcOFInstrumentField *pOFInstrument,
{
Task task = Task();
task.task_name = ONRSPQRYOFINSTRUMENT;
if (pOFInstrument)
{
task.task_data = *pOFInstrument;
}
else
{
CSecurityFtdcOFInstrumentField empty_data = CSecurityFtdcOFInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -405,7 +604,18 @@ void TdApi::OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument,
{
Task task = Task();
task.task_name = ONRSPQRYSFINSTRUMENT;
if (pSFInstrument)
{
task.task_data = *pSFInstrument;
}
else
{
CSecurityFtdcSFInstrumentField empty_data = CSecurityFtdcSFInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -425,7 +635,18 @@ void TdApi::OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoF
{
Task task = Task();
task.task_name = ONRSPQRYORDER;
if (pOrder)
{
task.task_data = *pOrder;
}
else
{
CSecurityFtdcOrderField empty_data = CSecurityFtdcOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -445,7 +666,18 @@ void TdApi::OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoF
{
Task task = Task();
task.task_name = ONRSPQRYTRADE;
if (pTrade)
{
task.task_data = *pTrade;
}
else
{
CSecurityFtdcTradeField empty_data = CSecurityFtdcTradeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -465,7 +697,18 @@ void TdApi::OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvest
{
Task task = Task();
task.task_name = ONRSPQRYINVESTORPOSITION;
if (pInvestorPosition)
{
task.task_data = *pInvestorPosition;
}
else
{
CSecurityFtdcInvestorPositionField empty_data = CSecurityFtdcInvestorPositionField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -485,7 +728,17 @@ void TdApi::OnRtnOrder(CSecurityFtdcOrderField *pOrder)
{
Task task = Task();
task.task_name = ONRTNORDER;
if (pOrder)
{
task.task_data = *pOrder;
}
else
{
CSecurityFtdcOrderField empty_data = CSecurityFtdcOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -493,7 +746,17 @@ void TdApi::OnRtnTrade(CSecurityFtdcTradeField *pTrade)
{
Task task = Task();
task.task_name = ONRTNTRADE;
if (pTrade)
{
task.task_data = *pTrade;
}
else
{
CSecurityFtdcTradeField empty_data = CSecurityFtdcTradeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -501,7 +764,18 @@ void TdApi::OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecu
{
Task task = Task();
task.task_name = ONERRRTNORDERINSERT;
if (pInputOrder)
{
task.task_data = *pInputOrder;
}
else
{
CSecurityFtdcInputOrderField empty_data = CSecurityFtdcInputOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -519,7 +793,18 @@ void TdApi::OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSe
{
Task task = Task();
task.task_name = ONERRRTNORDERACTION;
if (pOrderAction)
{
task.task_data = *pOrderAction;
}
else
{
CSecurityFtdcOrderActionField empty_data = CSecurityFtdcOrderActionField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -537,7 +822,18 @@ void TdApi::OnRspFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundT
{
Task task = Task();
task.task_name = ONRSPFUNDOUTBYLIBER;
if (pInputFundTransfer)
{
task.task_data = *pInputFundTransfer;
}
else
{
CSecurityFtdcInputFundTransferField empty_data = CSecurityFtdcInputFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -557,7 +853,17 @@ void TdApi::OnRtnFundOutByLiber(CSecurityFtdcFundTransferField *pFundTransfer)
{
Task task = Task();
task.task_name = ONRTNFUNDOUTBYLIBER;
if (pFundTransfer)
{
task.task_data = *pFundTransfer;
}
else
{
CSecurityFtdcFundTransferField empty_data = CSecurityFtdcFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -565,7 +871,18 @@ void TdApi::OnErrRtnFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFu
{
Task task = Task();
task.task_name = ONERRRTNFUNDOUTBYLIBER;
if (pInputFundTransfer)
{
task.task_data = *pInputFundTransfer;
}
else
{
CSecurityFtdcInputFundTransferField empty_data = CSecurityFtdcInputFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -583,7 +900,17 @@ void TdApi::OnRtnFundInByBank(CSecurityFtdcFundTransferField *pFundTransfer)
{
Task task = Task();
task.task_name = ONRTNFUNDINBYBANK;
if (pFundTransfer)
{
task.task_data = *pFundTransfer;
}
else
{
CSecurityFtdcFundTransferField empty_data = CSecurityFtdcFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -591,7 +918,18 @@ void TdApi::OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTran
{
Task task = Task();
task.task_name = ONRSPQRYFUNDTRANSFERSERIAL;
if (pFundTransfer)
{
task.task_data = *pFundTransfer;
}
else
{
CSecurityFtdcFundTransferField empty_data = CSecurityFtdcFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -611,7 +949,18 @@ void TdApi::OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInt
{
Task task = Task();
task.task_name = ONRSPFUNDINTERTRANSFER;
if (pFundInterTransfer)
{
task.task_data = *pFundInterTransfer;
}
else
{
CSecurityFtdcFundInterTransferField empty_data = CSecurityFtdcFundInterTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -631,7 +980,18 @@ void TdApi::OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerial
{
Task task = Task();
task.task_name = ONRSPQRYFUNDINTERTRANSFERSERIAL;
if (pFundInterTransferSerial)
{
task.task_data = *pFundInterTransferSerial;
}
else
{
CSecurityFtdcFundInterTransferSerialField empty_data = CSecurityFtdcFundInterTransferSerialField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -651,7 +1011,17 @@ void TdApi::OnRtnFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialFie
{
Task task = Task();
task.task_name = ONRTNFUNDINTERTRANSFERSERIAL;
if (pFundInterTransferSerial)
{
task.task_data = *pFundInterTransferSerial;
}
else
{
CSecurityFtdcFundInterTransferSerialField empty_data = CSecurityFtdcFundInterTransferSerialField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -659,7 +1029,18 @@ void TdApi::OnErrRtnFundInterTransfer(CSecurityFtdcFundInterTransferField *pFund
{
Task task = Task();
task.task_name = ONERRRTNFUNDINTERTRANSFER;
if (pFundInterTransfer)
{
task.task_data = *pFundInterTransfer;
}
else
{
CSecurityFtdcFundInterTransferField empty_data = CSecurityFtdcFundInterTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;

504
vn.lts/pyscript/lts_td_wrap.cpp Normal file
View File

@ -0,0 +1,504 @@
virtual void onRspError(dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspError")(error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspUserLogin(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspUserLogin")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspUserLogout(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspUserLogout")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspOrderInsert(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspOrderInsert")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspOrderAction(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspOrderAction")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspUserPasswordUpdate(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspUserPasswordUpdate")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspTradingAccountPasswordUpdate(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspTradingAccountPasswordUpdate")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryExchange(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryExchange")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryInstrument(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryInstrument")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryInvestor(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryInvestor")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryTradingCode(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryTradingCode")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryTradingAccount(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryTradingAccount")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryDepthMarketData(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryDepthMarketData")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryBondInterest(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryBondInterest")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryMarketRationInfo(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryMarketRationInfo")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryInstrumentCommissionRate(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryInstrumentCommissionRate")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryETFInstrument(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryETFInstrument")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryETFBasket(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryETFBasket")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryOFInstrument(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryOFInstrument")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQrySFInstrument(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQrySFInstrument")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryOrder(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryOrder")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryTrade(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryTrade")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryInvestorPosition(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryInvestorPosition")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRtnOrder(dict data)
{
PyLock lock;
try
{
this->get_override("onRtnOrder")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRtnTrade(dict data)
{
PyLock lock;
try
{
this->get_override("onRtnTrade")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onErrRtnOrderInsert(dict data, dict error)
{
PyLock lock;
try
{
this->get_override("onErrRtnOrderInsert")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onErrRtnOrderAction(dict data, dict error)
{
PyLock lock;
try
{
this->get_override("onErrRtnOrderAction")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspFundOutByLiber(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspFundOutByLiber")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRtnFundOutByLiber(dict data)
{
PyLock lock;
try
{
this->get_override("onRtnFundOutByLiber")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onErrRtnFundOutByLiber(dict data, dict error)
{
PyLock lock;
try
{
this->get_override("onErrRtnFundOutByLiber")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRtnFundInByBank(dict data)
{
PyLock lock;
try
{
this->get_override("onRtnFundInByBank")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryFundTransferSerial(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryFundTransferSerial")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspFundInterTransfer(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspFundInterTransfer")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRspQryFundInterTransferSerial(dict data, dict error, int id, bool last)
{
PyLock lock;
try
{
this->get_override("onRspQryFundInterTransferSerial")(data, error, id, last);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onRtnFundInterTransferSerial(dict data)
{
PyLock lock;
try
{
this->get_override("onRtnFundInterTransferSerial")(data);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};
virtual void onErrRtnFundInterTransfer(dict data, dict error)
{
PyLock lock;
try
{
this->get_override("onErrRtnFundInterTransfer")(data, error);
}
catch (error_already_set const &)
{
PyErr_Print();
}
};

405
vn.lts/vnltstd/pyltstd/vnltstd.cpp
View File

@ -86,6 +86,7 @@ void TdApi::OnRspError(CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool
{
Task task = Task();
task.task_name = ONRSPERROR;
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -105,7 +106,18 @@ void TdApi::OnRspUserLogin(CSecurityFtdcRspUserLoginField *pRspUserLogin, CSecur
{
Task task = Task();
task.task_name = ONRSPUSERLOGIN;
if (pRspUserLogin)
{
task.task_data = *pRspUserLogin;
}
else
{
CSecurityFtdcRspUserLoginField empty_data = CSecurityFtdcRspUserLoginField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -125,7 +137,18 @@ void TdApi::OnRspUserLogout(CSecurityFtdcUserLogoutField *pUserLogout, CSecurity
{
Task task = Task();
task.task_name = ONRSPUSERLOGOUT;
if (pUserLogout)
{
task.task_data = *pUserLogout;
}
else
{
CSecurityFtdcUserLogoutField empty_data = CSecurityFtdcUserLogoutField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -145,7 +168,18 @@ void TdApi::OnRspOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecurit
{
Task task = Task();
task.task_name = ONRSPORDERINSERT;
if (pInputOrder)
{
task.task_data = *pInputOrder;
}
else
{
CSecurityFtdcInputOrderField empty_data = CSecurityFtdcInputOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -165,7 +199,18 @@ void TdApi::OnRspOrderAction(CSecurityFtdcInputOrderActionField *pInputOrderActi
{
Task task = Task();
task.task_name = ONRSPORDERACTION;
if (pInputOrderAction)
{
task.task_data = *pInputOrderAction;
}
else
{
CSecurityFtdcInputOrderActionField empty_data = CSecurityFtdcInputOrderActionField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -185,7 +230,18 @@ void TdApi::OnRspUserPasswordUpdate(CSecurityFtdcUserPasswordUpdateField *pUserP
{
Task task = Task();
task.task_name = ONRSPUSERPASSWORDUPDATE;
if (pUserPasswordUpdate)
{
task.task_data = *pUserPasswordUpdate;
}
else
{
CSecurityFtdcUserPasswordUpdateField empty_data = CSecurityFtdcUserPasswordUpdateField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -205,7 +261,18 @@ void TdApi::OnRspTradingAccountPasswordUpdate(CSecurityFtdcTradingAccountPasswor
{
Task task = Task();
task.task_name = ONRSPTRADINGACCOUNTPASSWORDUPDATE;
if (pTradingAccountPasswordUpdate)
{
task.task_data = *pTradingAccountPasswordUpdate;
}
else
{
CSecurityFtdcTradingAccountPasswordUpdateField empty_data = CSecurityFtdcTradingAccountPasswordUpdateField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -225,7 +292,18 @@ void TdApi::OnRspQryExchange(CSecurityFtdcExchangeField *pExchange, CSecurityFtd
{
Task task = Task();
task.task_name = ONRSPQRYEXCHANGE;
if (pExchange)
{
task.task_data = *pExchange;
}
else
{
CSecurityFtdcExchangeField empty_data = CSecurityFtdcExchangeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -245,7 +323,18 @@ void TdApi::OnRspQryInstrument(CSecurityFtdcInstrumentField *pInstrument, CSecur
{
Task task = Task();
task.task_name = ONRSPQRYINSTRUMENT;
if (pInstrument)
{
task.task_data = *pInstrument;
}
else
{
CSecurityFtdcInstrumentField empty_data = CSecurityFtdcInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -265,7 +354,18 @@ void TdApi::OnRspQryInvestor(CSecurityFtdcInvestorField *pInvestor, CSecurityFtd
{
Task task = Task();
task.task_name = ONRSPQRYINVESTOR;
if (pInvestor)
{
task.task_data = *pInvestor;
}
else
{
CSecurityFtdcInvestorField empty_data = CSecurityFtdcInvestorField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -285,7 +385,18 @@ void TdApi::OnRspQryTradingCode(CSecurityFtdcTradingCodeField *pTradingCode, CSe
{
Task task = Task();
task.task_name = ONRSPQRYTRADINGCODE;
if (pTradingCode)
{
task.task_data = *pTradingCode;
}
else
{
CSecurityFtdcTradingCodeField empty_data = CSecurityFtdcTradingCodeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -305,7 +416,18 @@ void TdApi::OnRspQryTradingAccount(CSecurityFtdcTradingAccountField *pTradingAcc
{
Task task = Task();
task.task_name = ONRSPQRYTRADINGACCOUNT;
if (pTradingAccount)
{
task.task_data = *pTradingAccount;
}
else
{
CSecurityFtdcTradingAccountField empty_data = CSecurityFtdcTradingAccountField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -322,12 +444,21 @@ void TdApi::OnRspQryTradingAccount(CSecurityFtdcTradingAccountField *pTradingAcc
};
void TdApi::OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMarketData, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pDepthMarketData) //手动修改，因为有可能出现pDepthMarketData为空指针的情况
{
Task task = Task();
task.task_name = ONRSPQRYDEPTHMARKETDATA;
if (pDepthMarketData)
{
task.task_data = *pDepthMarketData;
}
else
{
CSecurityFtdcDepthMarketDataField empty_data = CSecurityFtdcDepthMarketDataField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -341,14 +472,24 @@ void TdApi::OnRspQryDepthMarketData(CSecurityFtdcDepthMarketDataField *pDepthMar
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
}
};
void TdApi::OnRspQryBondInterest(CSecurityFtdcBondInterestField *pBondInterest, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPQRYBONDINTEREST;
if (pBondInterest)
{
task.task_data = *pBondInterest;
}
else
{
CSecurityFtdcBondInterestField empty_data = CSecurityFtdcBondInterestField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -368,7 +509,18 @@ void TdApi::OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarket
{
Task task = Task();
task.task_name = ONRSPQRYMARKETRATIONINFO;
if (pMarketRationInfo)
{
task.task_data = *pMarketRationInfo;
}
else
{
CSecurityFtdcMarketRationInfoField empty_data = CSecurityFtdcMarketRationInfoField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -385,12 +537,21 @@ void TdApi::OnRspQryMarketRationInfo(CSecurityFtdcMarketRationInfoField *pMarket
};
void TdApi::OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRateField *pInstrumentCommissionRate, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pInstrumentCommissionRate) //手动修改，因为有可能出现空指针的情况
{
Task task = Task();
task.task_name = ONRSPQRYINSTRUMENTCOMMISSIONRATE;
if (pInstrumentCommissionRate)
{
task.task_data = *pInstrumentCommissionRate;
}
else
{
CSecurityFtdcInstrumentCommissionRateField empty_data = CSecurityFtdcInstrumentCommissionRateField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -404,14 +565,24 @@ void TdApi::OnRspQryInstrumentCommissionRate(CSecurityFtdcInstrumentCommissionRa
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
}
};
void TdApi::OnRspQryETFInstrument(CSecurityFtdcETFInstrumentField *pETFInstrument, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPQRYETFINSTRUMENT;
if (pETFInstrument)
{
task.task_data = *pETFInstrument;
}
else
{
CSecurityFtdcETFInstrumentField empty_data = CSecurityFtdcETFInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -431,7 +602,18 @@ void TdApi::OnRspQryETFBasket(CSecurityFtdcETFBasketField *pETFBasket, CSecurity
{
Task task = Task();
task.task_name = ONRSPQRYETFBASKET;
if (pETFBasket)
{
task.task_data = *pETFBasket;
}
else
{
CSecurityFtdcETFBasketField empty_data = CSecurityFtdcETFBasketField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -451,7 +633,18 @@ void TdApi::OnRspQryOFInstrument(CSecurityFtdcOFInstrumentField *pOFInstrument,
{
Task task = Task();
task.task_name = ONRSPQRYOFINSTRUMENT;
if (pOFInstrument)
{
task.task_data = *pOFInstrument;
}
else
{
CSecurityFtdcOFInstrumentField empty_data = CSecurityFtdcOFInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -471,7 +664,18 @@ void TdApi::OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument,
{
Task task = Task();
task.task_name = ONRSPQRYSFINSTRUMENT;
if (pSFInstrument)
{
task.task_data = *pSFInstrument;
}
else
{
CSecurityFtdcSFInstrumentField empty_data = CSecurityFtdcSFInstrumentField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -488,12 +692,21 @@ void TdApi::OnRspQrySFInstrument(CSecurityFtdcSFInstrumentField *pSFInstrument,
};
void TdApi::OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pOrder) //手动修改，因为有可能出现pOrder为空指针的情况
{
Task task = Task();
task.task_name = ONRSPQRYORDER;
if (pOrder)
{
task.task_data = *pOrder;
}
else
{
CSecurityFtdcOrderField empty_data = CSecurityFtdcOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -507,16 +720,24 @@ void TdApi::OnRspQryOrder(CSecurityFtdcOrderField *pOrder, CSecurityFtdcRspInfoF
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
}
};
void TdApi::OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pTrade) //手动修改，因为有可能出现pTrade为空指针的情况
{
Task task = Task();
task.task_name = ONRSPQRYTRADE;
if (pTrade)
{
task.task_data = *pTrade;
}
else
{
CSecurityFtdcTradeField empty_data = CSecurityFtdcTradeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -530,16 +751,24 @@ void TdApi::OnRspQryTrade(CSecurityFtdcTradeField *pTrade, CSecurityFtdcRspInfoF
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
}
};
void TdApi::OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvestorPosition, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pInvestorPosition) //手动修改，防止空指针
{
Task task = Task();
task.task_name = ONRSPQRYINVESTORPOSITION;
if (pInvestorPosition)
{
task.task_data = *pInvestorPosition;
}
else
{
CSecurityFtdcInvestorPositionField empty_data = CSecurityFtdcInvestorPositionField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -553,14 +782,23 @@ void TdApi::OnRspQryInvestorPosition(CSecurityFtdcInvestorPositionField *pInvest
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
}
};
void TdApi::OnRtnOrder(CSecurityFtdcOrderField *pOrder)
{
Task task = Task();
task.task_name = ONRTNORDER;
if (pOrder)
{
task.task_data = *pOrder;
}
else
{
CSecurityFtdcOrderField empty_data = CSecurityFtdcOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -568,7 +806,17 @@ void TdApi::OnRtnTrade(CSecurityFtdcTradeField *pTrade)
{
Task task = Task();
task.task_name = ONRTNTRADE;
if (pTrade)
{
task.task_data = *pTrade;
}
else
{
CSecurityFtdcTradeField empty_data = CSecurityFtdcTradeField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -576,7 +824,18 @@ void TdApi::OnErrRtnOrderInsert(CSecurityFtdcInputOrderField *pInputOrder, CSecu
{
Task task = Task();
task.task_name = ONERRRTNORDERINSERT;
if (pInputOrder)
{
task.task_data = *pInputOrder;
}
else
{
CSecurityFtdcInputOrderField empty_data = CSecurityFtdcInputOrderField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -594,7 +853,18 @@ void TdApi::OnErrRtnOrderAction(CSecurityFtdcOrderActionField *pOrderAction, CSe
{
Task task = Task();
task.task_name = ONERRRTNORDERACTION;
if (pOrderAction)
{
task.task_data = *pOrderAction;
}
else
{
CSecurityFtdcOrderActionField empty_data = CSecurityFtdcOrderActionField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -612,7 +882,18 @@ void TdApi::OnRspFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFundT
{
Task task = Task();
task.task_name = ONRSPFUNDOUTBYLIBER;
if (pInputFundTransfer)
{
task.task_data = *pInputFundTransfer;
}
else
{
CSecurityFtdcInputFundTransferField empty_data = CSecurityFtdcInputFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -632,7 +913,17 @@ void TdApi::OnRtnFundOutByLiber(CSecurityFtdcFundTransferField *pFundTransfer)
{
Task task = Task();
task.task_name = ONRTNFUNDOUTBYLIBER;
if (pFundTransfer)
{
task.task_data = *pFundTransfer;
}
else
{
CSecurityFtdcFundTransferField empty_data = CSecurityFtdcFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -640,7 +931,18 @@ void TdApi::OnErrRtnFundOutByLiber(CSecurityFtdcInputFundTransferField *pInputFu
{
Task task = Task();
task.task_name = ONERRRTNFUNDOUTBYLIBER;
if (pInputFundTransfer)
{
task.task_data = *pInputFundTransfer;
}
else
{
CSecurityFtdcInputFundTransferField empty_data = CSecurityFtdcInputFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -658,17 +960,36 @@ void TdApi::OnRtnFundInByBank(CSecurityFtdcFundTransferField *pFundTransfer)
{
Task task = Task();
task.task_name = ONRTNFUNDINBYBANK;
if (pFundTransfer)
{
task.task_data = *pFundTransfer;
}
else
{
CSecurityFtdcFundTransferField empty_data = CSecurityFtdcFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
void TdApi::OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pFundTransfer) //手动修改，防止空指针
{
Task task = Task();
task.task_name = ONRSPQRYFUNDTRANSFERSERIAL;
if (pFundTransfer)
{
task.task_data = *pFundTransfer;
}
else
{
CSecurityFtdcFundTransferField empty_data = CSecurityFtdcFundTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -682,14 +1003,24 @@ void TdApi::OnRspQryFundTransferSerial(CSecurityFtdcFundTransferField *pFundTran
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
}
};
void TdApi::OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInterTransfer, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPFUNDINTERTRANSFER;
if (pFundInterTransfer)
{
task.task_data = *pFundInterTransfer;
}
else
{
CSecurityFtdcFundInterTransferField empty_data = CSecurityFtdcFundInterTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -706,12 +1037,21 @@ void TdApi::OnRspFundInterTransfer(CSecurityFtdcFundInterTransferField *pFundInt
};
void TdApi::OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial, CSecurityFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
if (pFundInterTransferSerial) //手动修改，防止空指针
{
Task task = Task();
task.task_name = ONRSPQRYFUNDINTERTRANSFERSERIAL;
if (pFundInterTransferSerial)
{
task.task_data = *pFundInterTransferSerial;
}
else
{
CSecurityFtdcFundInterTransferSerialField empty_data = CSecurityFtdcFundInterTransferSerialField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -725,14 +1065,23 @@ void TdApi::OnRspQryFundInterTransferSerial(CSecurityFtdcFundInterTransferSerial
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
}
};
void TdApi::OnRtnFundInterTransferSerial(CSecurityFtdcFundInterTransferSerialField *pFundInterTransferSerial)
{
Task task = Task();
task.task_name = ONRTNFUNDINTERTRANSFERSERIAL;
if (pFundInterTransferSerial)
{
task.task_data = *pFundInterTransferSerial;
}
else
{
CSecurityFtdcFundInterTransferSerialField empty_data = CSecurityFtdcFundInterTransferSerialField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
this->task_queue.push(task);
};
@ -740,7 +1089,18 @@ void TdApi::OnErrRtnFundInterTransfer(CSecurityFtdcFundInterTransferField *pFund
{
Task task = Task();
task.task_name = ONERRRTNFUNDINTERTRANSFER;
if (pFundInterTransfer)
{
task.task_data = *pFundInterTransfer;
}
else
{
CSecurityFtdcFundInterTransferField empty_data = CSecurityFtdcFundInterTransferField();
memset(&empty_data, 0, sizeof(empty_data));
task.task_data = empty_data;
}
if (pRspInfo)
{
task.task_error = *pRspInfo;
@ -756,9 +1116,6 @@ void TdApi::OnErrRtnFundInterTransfer(CSecurityFtdcFundInterTransferField *pFund
///-------------------------------------------------------------------------------------
///工作线程从队列中取出数据，转化为python对象后，进行推送
///-------------------------------------------------------------------------------------

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vn.lts/vnltstd/test/vnltstd.pyd
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