From ced504defd2d4a38c35b41ffdfb264e76dae8336 Mon Sep 17 00:00:00 2001 From: chenxy123 Date: Thu, 20 Oct 2016 22:14:59 +0800 Subject: [PATCH] =?UTF-8?q?=E8=A1=A5=E5=85=85=E7=BB=93=E6=9E=84=E4=BD=93?= =?UTF-8?q?=E4=BB=A5=E5=8F=8Aenum?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vn.ib/vnib/vnib/vnib.cpp | 290 ++++++++++++++++++++++++++++++++++++++- 1 file changed, 286 insertions(+), 4 deletions(-) diff --git a/vn.ib/vnib/vnib/vnib.cpp b/vn.ib/vnib/vnib/vnib.cpp index 42644a2c..d0e3a3d2 100644 --- a/vn.ib/vnib/vnib/vnib.cpp +++ b/vn.ib/vnib/vnib/vnib.cpp @@ -10,6 +10,7 @@ #include "CommissionReport.h" #include "ScannerSubscription.h" #include "TagValue.h" +#include "Order.h" ///------------------------------------------------------------------------------------- @@ -577,10 +578,7 @@ BOOST_PYTHON_MODULE(vnib) //class_("TagValueList") .def(vector_indexing_suite()); //这个true非常重要 - //register_ptr_to_python(); - //register_ptr_to_python(); - - class_("ComboLeg") + class_("ComboLeg") .def_readwrite("conId", &ComboLeg::conId) .def_readwrite("ratio", &ComboLeg::ratio) .def_readwrite("action", &ComboLeg::action) @@ -590,5 +588,289 @@ BOOST_PYTHON_MODULE(vnib) .def_readwrite("designatedLocation", &ComboLeg::designatedLocation) .def_readwrite("exemptCode", &ComboLeg::exemptCode) ; + + class_("ComboLegList") + .def(vector_indexing_suite()); + + class_("Contract") + .def_readwrite("conId", &Contract::conId) + .def_readwrite("symbol", &Contract::symbol) + .def_readwrite("secType", &Contract::secType) + .def_readwrite("lastTradeDateOrContractMonth", &Contract::lastTradeDateOrContractMonth) + .def_readwrite("strike", &Contract::strike) + .def_readwrite("right", &Contract::right) + .def_readwrite("multiplier", &Contract::multiplier) + .def_readwrite("exchange", &Contract::exchange) + .def_readwrite("primaryExchange", &Contract::primaryExchange) + .def_readwrite("currency", &Contract::currency) + .def_readwrite("localSymbol", &Contract::localSymbol) + .def_readwrite("tradingClass", &Contract::tradingClass) + .def_readwrite("includeExpired", &Contract::includeExpired) + .def_readwrite("secIdType", &Contract::secIdType) + .def_readwrite("secId", &Contract::secId) + .def_readwrite("comboLegsDescrip", &Contract::comboLegsDescrip) + .def_readwrite("comboLegs", &Contract::comboLegs) + .def_readwrite("underComp", &Contract::underComp) + ; + + class_("ContractDetails") + .def_readwrite("summary", &ContractDetails::summary) + .def_readwrite("marketName", &ContractDetails::marketName) + .def_readwrite("minTick", &ContractDetails::minTick) + .def_readwrite("orderTypes", &ContractDetails::orderTypes) + .def_readwrite("validExchanges", &ContractDetails::validExchanges) + .def_readwrite("priceMagnifier", &ContractDetails::priceMagnifier) + .def_readwrite("underConId", &ContractDetails::underConId) + .def_readwrite("longName", &ContractDetails::longName) + .def_readwrite("contractMonth", &ContractDetails::contractMonth) + .def_readwrite("industry", &ContractDetails::industry) + .def_readwrite("category", &ContractDetails::category) + .def_readwrite("subcategory", &ContractDetails::subcategory) + .def_readwrite("timeZoneId", &ContractDetails::timeZoneId) + .def_readwrite("tradingHours", &ContractDetails::tradingHours) + .def_readwrite("liquidHours", &ContractDetails::liquidHours) + .def_readwrite("evRule", &ContractDetails::evRule) + .def_readwrite("evMultiplier", &ContractDetails::evMultiplier) + .def_readwrite("secIdList", &ContractDetails::secIdList) + .def_readwrite("cusip", &ContractDetails::cusip) + .def_readwrite("ratings", &ContractDetails::ratings) + .def_readwrite("descAppend", &ContractDetails::descAppend) + .def_readwrite("bondType", &ContractDetails::bondType) + .def_readwrite("couponType", &ContractDetails::couponType) + .def_readwrite("callable", &ContractDetails::callable) + .def_readwrite("putable", &ContractDetails::putable) + .def_readwrite("coupon", &ContractDetails::coupon) + .def_readwrite("convertible", &ContractDetails::convertible) + .def_readwrite("maturity", &ContractDetails::maturity) + .def_readwrite("issueDate", &ContractDetails::issueDate) + .def_readwrite("nextOptionDate", &ContractDetails::nextOptionDate) + .def_readwrite("nextOptionType", &ContractDetails::nextOptionType) + .def_readwrite("nextOptionPartial", &ContractDetails::nextOptionPartial) + .def_readwrite("notes", &ContractDetails::notes) + ; + + enum_("OrderConditionType") + .value("Price", OrderCondition::Price) + .value("Time", OrderCondition::Time) + .value("Margin", OrderCondition::Margin) + .value("Execution", OrderCondition::Execution) + .value("Volume", OrderCondition::Volume) + .value("PercentChange", OrderCondition::PercentChange) + ; + + + //实现不完全，暂时不清楚作用 + class_("OrderCondition") + .def("toString", &OrderCondition::toString) + .def("type", &OrderCondition::type) + ; + + class_("OrderComboLeg") + .def_readwrite("price", &OrderComboLeg::price) + ; + + class_("OrderComboLegList") + .def(vector_indexing_suite()); + + class_>>("OrderConditionList") + .def(vector_indexing_suite>, true>()); + + class_("Order") + .def_readwrite("orderId", &Order::orderId) + .def_readwrite("clientId", &Order::clientId) + .def_readwrite("permId", &Order::permId) + .def_readwrite("action", &Order::action) + .def_readwrite("totalQuantity", &Order::totalQuantity) + .def_readwrite("orderType", &Order::orderType) + .def_readwrite("lmtPrice", &Order::lmtPrice) + .def_readwrite("auxPrice", &Order::auxPrice) + .def_readwrite("tif", &Order::tif) + .def_readwrite("activeStartTime", &Order::activeStartTime) + .def_readwrite("activeStopTime", &Order::activeStopTime) + .def_readwrite("ocaGroup", &Order::ocaGroup) + .def_readwrite("ocaType", &Order::ocaType) + .def_readwrite("orderRef", &Order::orderRef) + .def_readwrite("transmit", &Order::transmit) + .def_readwrite("parentId", &Order::parentId) + .def_readwrite("blockOrder", &Order::blockOrder) + .def_readwrite("sweepToFill", &Order::sweepToFill) + .def_readwrite("displaySize", &Order::displaySize) + .def_readwrite("triggerMethod", &Order::triggerMethod) + .def_readwrite("outsideRth", &Order::outsideRth) + .def_readwrite("hidden", &Order::hidden) + .def_readwrite("goodAfterTime", &Order::goodAfterTime) + .def_readwrite("goodTillDate", &Order::goodTillDate) + .def_readwrite("rule80A", &Order::rule80A) + .def_readwrite("allOrNone", &Order::allOrNone) + .def_readwrite("minQty", &Order::minQty) + .def_readwrite("percentOffset", &Order::percentOffset) + .def_readwrite("overridePercentageConstraints", &Order::overridePercentageConstraints) + .def_readwrite("trailStopPrice", &Order::trailStopPrice) + .def_readwrite("trailingPercent", &Order::trailingPercent) + .def_readwrite("faGroup", &Order::faGroup) + .def_readwrite("faProfile", &Order::faProfile) + .def_readwrite("faMethod", &Order::faMethod) + .def_readwrite("faPercentage", &Order::faPercentage) + .def_readwrite("openClose", &Order::openClose) + .def_readwrite("origin", &Order::origin) + .def_readwrite("shortSaleSlot", &Order::shortSaleSlot) + .def_readwrite("designatedLocation", &Order::designatedLocation) + .def_readwrite("exemptCode", &Order::exemptCode) + .def_readwrite("discretionaryAmt", &Order::discretionaryAmt) + .def_readwrite("eTradeOnly", &Order::eTradeOnly) + .def_readwrite("firmQuoteOnly", &Order::firmQuoteOnly) + .def_readwrite("nbboPriceCap", &Order::nbboPriceCap) + .def_readwrite("optOutSmartRouting", &Order::optOutSmartRouting) + .def_readwrite("auctionStrategy", &Order::auctionStrategy) + .def_readwrite("startingPrice", &Order::startingPrice) + .def_readwrite("stockRefPrice", &Order::stockRefPrice) + .def_readwrite("delta", &Order::delta) + .def_readwrite("stockRangeLower", &Order::stockRangeLower) + .def_readwrite("stockRangeUpper", &Order::stockRangeUpper) + .def_readwrite("randomizeSize", &Order::randomizeSize) + .def_readwrite("randomizePrice", &Order::randomizePrice) + .def_readwrite("volatility", &Order::volatility) + .def_readwrite("volatilityType", &Order::volatilityType) + .def_readwrite("deltaNeutralOrderType", &Order::deltaNeutralOrderType) + .def_readwrite("deltaNeutralAuxPrice", &Order::deltaNeutralAuxPrice) + .def_readwrite("deltaNeutralConId", &Order::deltaNeutralConId) + .def_readwrite("deltaNeutralSettlingFirm", &Order::deltaNeutralSettlingFirm) + .def_readwrite("deltaNeutralClearingAccount", &Order::deltaNeutralClearingAccount) + .def_readwrite("deltaNeutralClearingIntent", &Order::deltaNeutralClearingIntent) + .def_readwrite("deltaNeutralOpenClose", &Order::deltaNeutralOpenClose) + .def_readwrite("deltaNeutralShortSale", &Order::deltaNeutralShortSale) + .def_readwrite("deltaNeutralShortSaleSlot", &Order::deltaNeutralShortSaleSlot) + .def_readwrite("deltaNeutralDesignatedLocation", &Order::deltaNeutralDesignatedLocation) + .def_readwrite("continuousUpdate", &Order::continuousUpdate) + .def_readwrite("referencePriceType", &Order::referencePriceType) + .def_readwrite("basisPoints", &Order::basisPoints) + .def_readwrite("basisPointsType", &Order::basisPointsType) + .def_readwrite("scaleInitLevelSize", &Order::scaleInitLevelSize) + .def_readwrite("scaleSubsLevelSize", &Order::scaleSubsLevelSize) + .def_readwrite("scalePriceIncrement", &Order::scalePriceIncrement) + .def_readwrite("scalePriceAdjustValue", &Order::scalePriceAdjustValue) + .def_readwrite("scalePriceAdjustInterval", &Order::scalePriceAdjustInterval) + .def_readwrite("scaleProfitOffset", &Order::scaleProfitOffset) + .def_readwrite("scaleAutoReset", &Order::scaleAutoReset) + .def_readwrite("scaleInitPosition", &Order::scaleInitPosition) + .def_readwrite("scaleInitFillQty", &Order::scaleInitFillQty) + .def_readwrite("scaleRandomPercent", &Order::scaleRandomPercent) + .def_readwrite("scaleTable", &Order::scaleTable) + .def_readwrite("hedgeType", &Order::hedgeType) + .def_readwrite("hedgeParam", &Order::hedgeParam) + .def_readwrite("account", &Order::account) + .def_readwrite("settlingFirm", &Order::settlingFirm) + .def_readwrite("clearingAccount", &Order::clearingAccount) + .def_readwrite("clearingIntent", &Order::clearingIntent) + .def_readwrite("algoStrategy", &Order::algoStrategy) + .def_readwrite("algoParams", &Order::algoParams) + .def_readwrite("smartComboRoutingParams", &Order::smartComboRoutingParams) + .def_readwrite("algoId", &Order::algoId) + .def_readwrite("whatIf", &Order::whatIf) + .def_readwrite("notHeld", &Order::notHeld) + .def_readwrite("solicited", &Order::solicited) + .def_readwrite("modelCode", &Order::modelCode) + .def_readwrite("orderComboLegs", &Order::orderComboLegs) + .def_readwrite("orderMiscOptions", &Order::orderMiscOptions) + .def_readwrite("referenceContractId", &Order::referenceContractId) + .def_readwrite("peggedChangeAmount", &Order::peggedChangeAmount) + .def_readwrite("isPeggedChangeAmountDecrease", &Order::isPeggedChangeAmountDecrease) + .def_readwrite("referenceChangeAmount", &Order::referenceChangeAmount) + .def_readwrite("referenceExchangeId", &Order::referenceExchangeId) + .def_readwrite("adjustedOrderType", &Order::adjustedOrderType) + .def_readwrite("triggerPrice", &Order::triggerPrice) + .def_readwrite("adjustedStopPrice", &Order::adjustedStopPrice) + .def_readwrite("adjustedStopLimitPrice", &Order::adjustedStopLimitPrice) + .def_readwrite("adjustedTrailingAmount", &Order::adjustedTrailingAmount) + .def_readwrite("adjustableTrailingUnit", &Order::adjustableTrailingUnit) + .def_readwrite("lmtPriceOffset", &Order::lmtPriceOffset) + .def_readwrite("conditions", &Order::conditions) + .def_readwrite("conditionsCancelOrder", &Order::conditionsCancelOrder) + .def_readwrite("conditionsIgnoreRth", &Order::conditionsIgnoreRth) + .def_readwrite("extOperator", &Order::extOperator) + ; + + //register_ptr_to_python(); + //register_ptr_to_python(); + //register_ptr_to_python(); + + + enum_("TickType") + .value("BID_SIZE", BID_SIZE) + .value("BID", BID) + .value("ASK", ASK) + .value("ASK_SIZE", ASK_SIZE) + .value("LAST", LAST) + .value("LAST_SIZE", LAST_SIZE) + .value("HIGH", HIGH) + .value("BID_OPTION_COMPUTATION", BID_OPTION_COMPUTATION) + .value("ASK_OPTION_COMPUTATION", ASK_OPTION_COMPUTATION) + .value("LAST_OPTION_COMPUTATION", LAST_OPTION_COMPUTATION) + .value("MODEL_OPTION", MODEL_OPTION) + .value("OPEN", OPEN) + .value("LOW_13_WEEK", LOW_13_WEEK) + .value("HIGH_13_WEEK", HIGH_13_WEEK) + .value("LOW_26_WEEK", LOW_26_WEEK) + .value("HIGH_26_WEEK", HIGH_26_WEEK) + .value("LOW_52_WEEK", LOW_52_WEEK) + .value("HIGH_52_WEEK", HIGH_52_WEEK) + .value("AVG_VOLUME", AVG_VOLUME) + .value("OPEN_INTEREST", OPEN_INTEREST) + .value("OPTION_HISTORICAL_VOL", OPTION_HISTORICAL_VOL) + .value("OPTION_IMPLIED_VOL", OPTION_IMPLIED_VOL) + .value("OPTION_BID_EXCH", OPTION_BID_EXCH) + .value("OPTION_ASK_EXCH", OPTION_ASK_EXCH) + .value("OPTION_CALL_OPEN_INTEREST", OPTION_CALL_OPEN_INTEREST) + .value("OPTION_PUT_OPEN_INTEREST", OPTION_PUT_OPEN_INTEREST) + .value("OPTION_CALL_VOLUME", OPTION_CALL_VOLUME) + .value("OPTION_PUT_VOLUME", OPTION_PUT_VOLUME) + .value("INDEX_FUTURE_PREMIUM", INDEX_FUTURE_PREMIUM) + .value("BID_EXCH", BID_EXCH) + .value("ASK_EXCH", ASK_EXCH) + .value("AUCTION_VOLUME", AUCTION_VOLUME) + .value("AUCTION_PRICE", AUCTION_PRICE) + .value("AUCTION_IMBALANCE", AUCTION_IMBALANCE) + .value("MARK_PRICE", MARK_PRICE) + .value("BID_EFP_COMPUTATION", BID_EFP_COMPUTATION) + .value("ASK_EFP_COMPUTATION", ASK_EFP_COMPUTATION) + .value("LAST_EFP_COMPUTATION", LAST_EFP_COMPUTATION) + .value("OPEN_EFP_COMPUTATION", OPEN_EFP_COMPUTATION) + .value("HIGH_EFP_COMPUTATION", HIGH_EFP_COMPUTATION) + .value("LOW_EFP_COMPUTATION", LOW_EFP_COMPUTATION) + .value("CLOSE_EFP_COMPUTATION", CLOSE_EFP_COMPUTATION) + .value("LAST_TIMESTAMP", LAST_TIMESTAMP) + .value("SHORTABLE", SHORTABLE) + .value("FUNDAMENTAL_RATIOS", FUNDAMENTAL_RATIOS) + .value("RT_VOLUME", RT_VOLUME) + .value("HALTED", HALTED) + .value("BID_YIELD", BID_YIELD) + .value("ASK_YIELD", ASK_YIELD) + .value("LAST_YIELD", LAST_YIELD) + .value("CUST_OPTION_COMPUTATION", CUST_OPTION_COMPUTATION) + .value("TRADE_COUNT", TRADE_COUNT) + .value("TRADE_RATE", TRADE_RATE) + .value("VOLUME_RATE", VOLUME_RATE) + .value("LAST_RTH_TRADE", LAST_RTH_TRADE) + .value("RT_HISTORICAL_VOL", RT_HISTORICAL_VOL) + .value("IB_DIVIDENDS", IB_DIVIDENDS) + .value("BOND_FACTOR_MULTIPLIER", BOND_FACTOR_MULTIPLIER) + .value("REGULATORY_IMBALANCE", REGULATORY_IMBALANCE) + .value("NEWS_TICK", NEWS_TICK) + .value("SHORT_TERM_VOLUME_3_MIN", SHORT_TERM_VOLUME_3_MIN) + .value("SHORT_TERM_VOLUME_5_MIN", SHORT_TERM_VOLUME_5_MIN) + .value("SHORT_TERM_VOLUME_10_MIN", SHORT_TERM_VOLUME_10_MIN) + .value("DELAYED_BID", DELAYED_BID) + .value("DELAYED_ASK", DELAYED_ASK) + .value("DELAYED_LAST", DELAYED_LAST) + .value("DELAYED_BID_SIZE", DELAYED_BID_SIZE) + .value("DELAYED_ASK_SIZE", DELAYED_ASK_SIZE) + .value("DELAYED_LAST_SIZE", DELAYED_LAST_SIZE) + .value("DELAYED_HIGH", DELAYED_HIGH) + .value("DELAYED_LOW", DELAYED_LOW) + .value("DELAYED_VOLUME", DELAYED_VOLUME) + .value("DELAYED_CLOSE", DELAYED_CLOSE) + .value("DELAYED_OPEN", DELAYED_OPEN) + .value("NOT_SET", NOT_SET) + ; };