补充结构体以及enum
This commit is contained in:
chenxy123
parent
5869b45dd4
commit
ced504defd
@ -10,6 +10,7 @@
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#include "CommissionReport.h"
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#include "ScannerSubscription.h"
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#include "TagValue.h"
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#include "Order.h"
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///-------------------------------------------------------------------------------------
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@ -577,10 +578,7 @@ BOOST_PYTHON_MODULE(vnib)
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//class_<TagValueList>("TagValueList")
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.def(vector_indexing_suite<TagValueList, true>()); //Õâ¸ötrue·Ç³£ÖØÒª
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//register_ptr_to_python<TagValueSPtr>();
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//register_ptr_to_python<TagValueListSPtr>();
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class_<ComboLeg>("ComboLeg")
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class_<ComboLeg, ComboLegSPtr>("ComboLeg")
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.def_readwrite("conId", &ComboLeg::conId)
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.def_readwrite("ratio", &ComboLeg::ratio)
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.def_readwrite("action", &ComboLeg::action)
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@ -590,5 +588,289 @@ BOOST_PYTHON_MODULE(vnib)
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.def_readwrite("designatedLocation", &ComboLeg::designatedLocation)
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.def_readwrite("exemptCode", &ComboLeg::exemptCode)
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;
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class_<Contract::ComboLegList, Contract::ComboLegListSPtr>("ComboLegList")
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.def(vector_indexing_suite<Contract::ComboLegList, true>());
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class_<Contract>("Contract")
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.def_readwrite("conId", &Contract::conId)
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.def_readwrite("symbol", &Contract::symbol)
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.def_readwrite("secType", &Contract::secType)
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.def_readwrite("lastTradeDateOrContractMonth", &Contract::lastTradeDateOrContractMonth)
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.def_readwrite("strike", &Contract::strike)
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.def_readwrite("right", &Contract::right)
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.def_readwrite("multiplier", &Contract::multiplier)
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.def_readwrite("exchange", &Contract::exchange)
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.def_readwrite("primaryExchange", &Contract::primaryExchange)
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.def_readwrite("currency", &Contract::currency)
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.def_readwrite("localSymbol", &Contract::localSymbol)
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.def_readwrite("tradingClass", &Contract::tradingClass)
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.def_readwrite("includeExpired", &Contract::includeExpired)
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.def_readwrite("secIdType", &Contract::secIdType)
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.def_readwrite("secId", &Contract::secId)
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.def_readwrite("comboLegsDescrip", &Contract::comboLegsDescrip)
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.def_readwrite("comboLegs", &Contract::comboLegs)
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.def_readwrite("underComp", &Contract::underComp)
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;
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class_<ContractDetails>("ContractDetails")
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.def_readwrite("summary", &ContractDetails::summary)
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.def_readwrite("marketName", &ContractDetails::marketName)
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.def_readwrite("minTick", &ContractDetails::minTick)
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.def_readwrite("orderTypes", &ContractDetails::orderTypes)
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.def_readwrite("validExchanges", &ContractDetails::validExchanges)
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.def_readwrite("priceMagnifier", &ContractDetails::priceMagnifier)
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.def_readwrite("underConId", &ContractDetails::underConId)
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.def_readwrite("longName", &ContractDetails::longName)
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.def_readwrite("contractMonth", &ContractDetails::contractMonth)
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.def_readwrite("industry", &ContractDetails::industry)
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.def_readwrite("category", &ContractDetails::category)
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.def_readwrite("subcategory", &ContractDetails::subcategory)
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.def_readwrite("timeZoneId", &ContractDetails::timeZoneId)
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.def_readwrite("tradingHours", &ContractDetails::tradingHours)
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.def_readwrite("liquidHours", &ContractDetails::liquidHours)
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.def_readwrite("evRule", &ContractDetails::evRule)
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.def_readwrite("evMultiplier", &ContractDetails::evMultiplier)
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.def_readwrite("secIdList", &ContractDetails::secIdList)
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.def_readwrite("cusip", &ContractDetails::cusip)
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.def_readwrite("ratings", &ContractDetails::ratings)
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.def_readwrite("descAppend", &ContractDetails::descAppend)
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.def_readwrite("bondType", &ContractDetails::bondType)
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.def_readwrite("couponType", &ContractDetails::couponType)
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.def_readwrite("callable", &ContractDetails::callable)
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.def_readwrite("putable", &ContractDetails::putable)
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.def_readwrite("coupon", &ContractDetails::coupon)
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.def_readwrite("convertible", &ContractDetails::convertible)
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.def_readwrite("maturity", &ContractDetails::maturity)
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.def_readwrite("issueDate", &ContractDetails::issueDate)
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.def_readwrite("nextOptionDate", &ContractDetails::nextOptionDate)
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.def_readwrite("nextOptionType", &ContractDetails::nextOptionType)
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.def_readwrite("nextOptionPartial", &ContractDetails::nextOptionPartial)
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.def_readwrite("notes", &ContractDetails::notes)
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;
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enum_<OrderCondition::OrderConditionType>("OrderConditionType")
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.value("Price", OrderCondition::Price)
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.value("Time", OrderCondition::Time)
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.value("Margin", OrderCondition::Margin)
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.value("Execution", OrderCondition::Execution)
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.value("Volume", OrderCondition::Volume)
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.value("PercentChange", OrderCondition::PercentChange)
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;
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//实现不完全，暂时不清楚作用
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class_<OrderCondition>("OrderCondition")
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.def("toString", &OrderCondition::toString)
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.def("type", &OrderCondition::type)
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;
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class_<OrderComboLeg, OrderComboLegSPtr>("OrderComboLeg")
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.def_readwrite("price", &OrderComboLeg::price)
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;
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class_<Order::OrderComboLegList, Order::OrderComboLegListSPtr>("OrderComboLegList")
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.def(vector_indexing_suite<Order::OrderComboLegList, true>());
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class_<std::vector<ibapi::shared_ptr<OrderCondition>>>("OrderConditionList")
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.def(vector_indexing_suite<std::vector<ibapi::shared_ptr<OrderCondition>>, true>());
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class_<Order>("Order")
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.def_readwrite("orderId", &Order::orderId)
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.def_readwrite("clientId", &Order::clientId)
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.def_readwrite("permId", &Order::permId)
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.def_readwrite("action", &Order::action)
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.def_readwrite("totalQuantity", &Order::totalQuantity)
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.def_readwrite("orderType", &Order::orderType)
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.def_readwrite("lmtPrice", &Order::lmtPrice)
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.def_readwrite("auxPrice", &Order::auxPrice)
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.def_readwrite("tif", &Order::tif)
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.def_readwrite("activeStartTime", &Order::activeStartTime)
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.def_readwrite("activeStopTime", &Order::activeStopTime)
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.def_readwrite("ocaGroup", &Order::ocaGroup)
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.def_readwrite("ocaType", &Order::ocaType)
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.def_readwrite("orderRef", &Order::orderRef)
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.def_readwrite("transmit", &Order::transmit)
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.def_readwrite("parentId", &Order::parentId)
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.def_readwrite("blockOrder", &Order::blockOrder)
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.def_readwrite("sweepToFill", &Order::sweepToFill)
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.def_readwrite("displaySize", &Order::displaySize)
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.def_readwrite("triggerMethod", &Order::triggerMethod)
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.def_readwrite("outsideRth", &Order::outsideRth)
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.def_readwrite("hidden", &Order::hidden)
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.def_readwrite("goodAfterTime", &Order::goodAfterTime)
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.def_readwrite("goodTillDate", &Order::goodTillDate)
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.def_readwrite("rule80A", &Order::rule80A)
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.def_readwrite("allOrNone", &Order::allOrNone)
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.def_readwrite("minQty", &Order::minQty)
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.def_readwrite("percentOffset", &Order::percentOffset)
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.def_readwrite("overridePercentageConstraints", &Order::overridePercentageConstraints)
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.def_readwrite("trailStopPrice", &Order::trailStopPrice)
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.def_readwrite("trailingPercent", &Order::trailingPercent)
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.def_readwrite("faGroup", &Order::faGroup)
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.def_readwrite("faProfile", &Order::faProfile)
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.def_readwrite("faMethod", &Order::faMethod)
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.def_readwrite("faPercentage", &Order::faPercentage)
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.def_readwrite("openClose", &Order::openClose)
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.def_readwrite("origin", &Order::origin)
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.def_readwrite("shortSaleSlot", &Order::shortSaleSlot)
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.def_readwrite("designatedLocation", &Order::designatedLocation)
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.def_readwrite("exemptCode", &Order::exemptCode)
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.def_readwrite("discretionaryAmt", &Order::discretionaryAmt)
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.def_readwrite("eTradeOnly", &Order::eTradeOnly)
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.def_readwrite("firmQuoteOnly", &Order::firmQuoteOnly)
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.def_readwrite("nbboPriceCap", &Order::nbboPriceCap)
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.def_readwrite("optOutSmartRouting", &Order::optOutSmartRouting)
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.def_readwrite("auctionStrategy", &Order::auctionStrategy)
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.def_readwrite("startingPrice", &Order::startingPrice)
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.def_readwrite("stockRefPrice", &Order::stockRefPrice)
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.def_readwrite("delta", &Order::delta)
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.def_readwrite("stockRangeLower", &Order::stockRangeLower)
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.def_readwrite("stockRangeUpper", &Order::stockRangeUpper)
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.def_readwrite("randomizeSize", &Order::randomizeSize)
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.def_readwrite("randomizePrice", &Order::randomizePrice)
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.def_readwrite("volatility", &Order::volatility)
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.def_readwrite("volatilityType", &Order::volatilityType)
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.def_readwrite("deltaNeutralOrderType", &Order::deltaNeutralOrderType)
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.def_readwrite("deltaNeutralAuxPrice", &Order::deltaNeutralAuxPrice)
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.def_readwrite("deltaNeutralConId", &Order::deltaNeutralConId)
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.def_readwrite("deltaNeutralSettlingFirm", &Order::deltaNeutralSettlingFirm)
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.def_readwrite("deltaNeutralClearingAccount", &Order::deltaNeutralClearingAccount)
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.def_readwrite("deltaNeutralClearingIntent", &Order::deltaNeutralClearingIntent)
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.def_readwrite("deltaNeutralOpenClose", &Order::deltaNeutralOpenClose)
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.def_readwrite("deltaNeutralShortSale", &Order::deltaNeutralShortSale)
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.def_readwrite("deltaNeutralShortSaleSlot", &Order::deltaNeutralShortSaleSlot)
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.def_readwrite("deltaNeutralDesignatedLocation", &Order::deltaNeutralDesignatedLocation)
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.def_readwrite("continuousUpdate", &Order::continuousUpdate)
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.def_readwrite("referencePriceType", &Order::referencePriceType)
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.def_readwrite("basisPoints", &Order::basisPoints)
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.def_readwrite("basisPointsType", &Order::basisPointsType)
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.def_readwrite("scaleInitLevelSize", &Order::scaleInitLevelSize)
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.def_readwrite("scaleSubsLevelSize", &Order::scaleSubsLevelSize)
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.def_readwrite("scalePriceIncrement", &Order::scalePriceIncrement)
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.def_readwrite("scalePriceAdjustValue", &Order::scalePriceAdjustValue)
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.def_readwrite("scalePriceAdjustInterval", &Order::scalePriceAdjustInterval)
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.def_readwrite("scaleProfitOffset", &Order::scaleProfitOffset)
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.def_readwrite("scaleAutoReset", &Order::scaleAutoReset)
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.def_readwrite("scaleInitPosition", &Order::scaleInitPosition)
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.def_readwrite("scaleInitFillQty", &Order::scaleInitFillQty)
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.def_readwrite("scaleRandomPercent", &Order::scaleRandomPercent)
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.def_readwrite("scaleTable", &Order::scaleTable)
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.def_readwrite("hedgeType", &Order::hedgeType)
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.def_readwrite("hedgeParam", &Order::hedgeParam)
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.def_readwrite("account", &Order::account)
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.def_readwrite("settlingFirm", &Order::settlingFirm)
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.def_readwrite("clearingAccount", &Order::clearingAccount)
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.def_readwrite("clearingIntent", &Order::clearingIntent)
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.def_readwrite("algoStrategy", &Order::algoStrategy)
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.def_readwrite("algoParams", &Order::algoParams)
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.def_readwrite("smartComboRoutingParams", &Order::smartComboRoutingParams)
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.def_readwrite("algoId", &Order::algoId)
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.def_readwrite("whatIf", &Order::whatIf)
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.def_readwrite("notHeld", &Order::notHeld)
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.def_readwrite("solicited", &Order::solicited)
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.def_readwrite("modelCode", &Order::modelCode)
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.def_readwrite("orderComboLegs", &Order::orderComboLegs)
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.def_readwrite("orderMiscOptions", &Order::orderMiscOptions)
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.def_readwrite("referenceContractId", &Order::referenceContractId)
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.def_readwrite("peggedChangeAmount", &Order::peggedChangeAmount)
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.def_readwrite("isPeggedChangeAmountDecrease", &Order::isPeggedChangeAmountDecrease)
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.def_readwrite("referenceChangeAmount", &Order::referenceChangeAmount)
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.def_readwrite("referenceExchangeId", &Order::referenceExchangeId)
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.def_readwrite("adjustedOrderType", &Order::adjustedOrderType)
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.def_readwrite("triggerPrice", &Order::triggerPrice)
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.def_readwrite("adjustedStopPrice", &Order::adjustedStopPrice)
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.def_readwrite("adjustedStopLimitPrice", &Order::adjustedStopLimitPrice)
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.def_readwrite("adjustedTrailingAmount", &Order::adjustedTrailingAmount)
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.def_readwrite("adjustableTrailingUnit", &Order::adjustableTrailingUnit)
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.def_readwrite("lmtPriceOffset", &Order::lmtPriceOffset)
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.def_readwrite("conditions", &Order::conditions)
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.def_readwrite("conditionsCancelOrder", &Order::conditionsCancelOrder)
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.def_readwrite("conditionsIgnoreRth", &Order::conditionsIgnoreRth)
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.def_readwrite("extOperator", &Order::extOperator)
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;
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//register_ptr_to_python<TagValueSPtr>();
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//register_ptr_to_python<TagValueListSPtr>();
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//register_ptr_to_python<OrderComboLegSPtr>();
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enum_<TickType>("TickType")
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.value("BID_SIZE", BID_SIZE)
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.value("BID", BID)
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.value("ASK", ASK)
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.value("ASK_SIZE", ASK_SIZE)
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.value("LAST", LAST)
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.value("LAST_SIZE", LAST_SIZE)
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.value("HIGH", HIGH)
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.value("BID_OPTION_COMPUTATION", BID_OPTION_COMPUTATION)
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.value("ASK_OPTION_COMPUTATION", ASK_OPTION_COMPUTATION)
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.value("LAST_OPTION_COMPUTATION", LAST_OPTION_COMPUTATION)
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.value("MODEL_OPTION", MODEL_OPTION)
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.value("OPEN", OPEN)
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.value("LOW_13_WEEK", LOW_13_WEEK)
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.value("HIGH_13_WEEK", HIGH_13_WEEK)
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.value("LOW_26_WEEK", LOW_26_WEEK)
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.value("HIGH_26_WEEK", HIGH_26_WEEK)
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.value("LOW_52_WEEK", LOW_52_WEEK)
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.value("HIGH_52_WEEK", HIGH_52_WEEK)
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.value("AVG_VOLUME", AVG_VOLUME)
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.value("OPEN_INTEREST", OPEN_INTEREST)
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.value("OPTION_HISTORICAL_VOL", OPTION_HISTORICAL_VOL)
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.value("OPTION_IMPLIED_VOL", OPTION_IMPLIED_VOL)
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.value("OPTION_BID_EXCH", OPTION_BID_EXCH)
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.value("OPTION_ASK_EXCH", OPTION_ASK_EXCH)
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.value("OPTION_CALL_OPEN_INTEREST", OPTION_CALL_OPEN_INTEREST)
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.value("OPTION_PUT_OPEN_INTEREST", OPTION_PUT_OPEN_INTEREST)
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.value("OPTION_CALL_VOLUME", OPTION_CALL_VOLUME)
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.value("OPTION_PUT_VOLUME", OPTION_PUT_VOLUME)
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.value("INDEX_FUTURE_PREMIUM", INDEX_FUTURE_PREMIUM)
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.value("BID_EXCH", BID_EXCH)
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.value("ASK_EXCH", ASK_EXCH)
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.value("AUCTION_VOLUME", AUCTION_VOLUME)
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.value("AUCTION_PRICE", AUCTION_PRICE)
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.value("AUCTION_IMBALANCE", AUCTION_IMBALANCE)
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.value("MARK_PRICE", MARK_PRICE)
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.value("BID_EFP_COMPUTATION", BID_EFP_COMPUTATION)
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.value("ASK_EFP_COMPUTATION", ASK_EFP_COMPUTATION)
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.value("LAST_EFP_COMPUTATION", LAST_EFP_COMPUTATION)
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.value("OPEN_EFP_COMPUTATION", OPEN_EFP_COMPUTATION)
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.value("HIGH_EFP_COMPUTATION", HIGH_EFP_COMPUTATION)
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.value("LOW_EFP_COMPUTATION", LOW_EFP_COMPUTATION)
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.value("CLOSE_EFP_COMPUTATION", CLOSE_EFP_COMPUTATION)
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.value("LAST_TIMESTAMP", LAST_TIMESTAMP)
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.value("SHORTABLE", SHORTABLE)
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.value("FUNDAMENTAL_RATIOS", FUNDAMENTAL_RATIOS)
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.value("RT_VOLUME", RT_VOLUME)
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.value("HALTED", HALTED)
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.value("BID_YIELD", BID_YIELD)
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.value("ASK_YIELD", ASK_YIELD)
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.value("LAST_YIELD", LAST_YIELD)
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.value("CUST_OPTION_COMPUTATION", CUST_OPTION_COMPUTATION)
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.value("TRADE_COUNT", TRADE_COUNT)
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.value("TRADE_RATE", TRADE_RATE)
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.value("VOLUME_RATE", VOLUME_RATE)
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.value("LAST_RTH_TRADE", LAST_RTH_TRADE)
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.value("RT_HISTORICAL_VOL", RT_HISTORICAL_VOL)
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.value("IB_DIVIDENDS", IB_DIVIDENDS)
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.value("BOND_FACTOR_MULTIPLIER", BOND_FACTOR_MULTIPLIER)
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.value("REGULATORY_IMBALANCE", REGULATORY_IMBALANCE)
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.value("NEWS_TICK", NEWS_TICK)
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.value("SHORT_TERM_VOLUME_3_MIN", SHORT_TERM_VOLUME_3_MIN)
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.value("SHORT_TERM_VOLUME_5_MIN", SHORT_TERM_VOLUME_5_MIN)
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.value("SHORT_TERM_VOLUME_10_MIN", SHORT_TERM_VOLUME_10_MIN)
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.value("DELAYED_BID", DELAYED_BID)
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.value("DELAYED_ASK", DELAYED_ASK)
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.value("DELAYED_LAST", DELAYED_LAST)
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.value("DELAYED_BID_SIZE", DELAYED_BID_SIZE)
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.value("DELAYED_ASK_SIZE", DELAYED_ASK_SIZE)
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.value("DELAYED_LAST_SIZE", DELAYED_LAST_SIZE)
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.value("DELAYED_HIGH", DELAYED_HIGH)
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.value("DELAYED_LOW", DELAYED_LOW)
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.value("DELAYED_VOLUME", DELAYED_VOLUME)
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.value("DELAYED_CLOSE", DELAYED_CLOSE)
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.value("DELAYED_OPEN", DELAYED_OPEN)
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.value("NOT_SET", NOT_SET)
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;
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};
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