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Merge pull request #4 from vnpy/dev

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update dev 87
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LimingFang 2019-08-07 11:16:40 +08:00 committed by GitHub
commit cef0c33b56
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31 changed files with 33 additions and 21406 deletions
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6
examples/vn_trader/run.py
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@ -10,7 +10,8 @@ from vnpy.trader.ui import MainWindow, create_qapp
# from vnpy.gateway.ib import IbGateway # from vnpy.gateway.ib import IbGateway
# from vnpy.gateway.ctp import CtpGateway # from vnpy.gateway.ctp import CtpGateway
# from vnpy.gateway.ctptest import CtptestGateway # from vnpy.gateway.ctptest import CtptestGateway
from vnpy.gateway.mini import MiniGateway # from vnpy.gateway.mini import MiniGateway
from vnpy.gateway.sec import SecGateway
# from vnpy.gateway.minitest import MinitestGateway # from vnpy.gateway.minitest import MinitestGateway
# from vnpy.gateway.femas import FemasGateway # from vnpy.gateway.femas import FemasGateway
# from vnpy.gateway.tiger import TigerGateway # from vnpy.gateway.tiger import TigerGateway
@ -47,7 +48,8 @@ def main():
# main_engine.add_gateway(BinanceGateway) # main_engine.add_gateway(BinanceGateway)
# main_engine.add_gateway(CtpGateway) # main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway) # main_engine.add_gateway(CtptestGateway)
main_engine.add_gateway(MiniGateway) # main_engine.add_gateway(MiniGateway)
main_engine.add_gateway(SecGateway)
# main_engine.add_gateway(MinitestGateway) # main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway) # main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway) # main_engine.add_gateway(IbGateway)

2
vnpy/api/sec/__init__.py
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@ -1,3 +1,3 @@
from .vnsecmd import MdApi from .vnsecmd import MdApi
from .vnsectd import TdApi from .vnsectd import TdApi
from .Sec_constant import * from .sec_constant import *

1292
vnpy/api/sec/generator/Sec_constant.py
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12
vnpy/api/sec/generator/Sec_md_header_define.h
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@ -1,12 +0,0 @@
#define ONFRONTCONNECTED 0
#define ONFRONTDISCONNECTED 1
#define ONHEARTBEATWARNING 2
#define ONRSPUSERLOGIN 3
#define ONRSPUSERLOGOUT 4
#define ONRSPERROR 5
#define ONRSPSUBMARKETDATA 6
#define ONRSPUNSUBMARKETDATA 7
#define ONRSPSUBFORQUOTERSP 8
#define ONRSPUNSUBFORQUOTERSP 9
#define ONRTNDEPTHMARKETDATA 10
#define ONRTNFORQUOTERSP 11

4
vnpy/api/sec/generator/Sec_md_header_function.h
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@ -1,4 +0,0 @@
int reqUserLogin(const dict &req, int reqid);
int reqUserLogout(const dict &req, int reqid);

24
vnpy/api/sec/generator/Sec_md_header_on.h
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@ -1,24 +0,0 @@
virtual void onFrontConnected() {};
virtual void onFrontDisconnected(int reqid) {};
virtual void onHeartBeatWarning(int reqid) {};
virtual void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspError(const dict &error, int reqid, bool last) {};
virtual void onRspSubMarketData(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspUnSubMarketData(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspUnSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRtnDepthMarketData(const dict &data) {};
virtual void onRtnForQuoteRsp(const dict &data) {};

24
vnpy/api/sec/generator/Sec_md_header_process.h
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@ -1,24 +0,0 @@
void processFrontConnected(Task *task);
void processFrontDisconnected(Task *task);
void processHeartBeatWarning(Task *task);
void processRspUserLogin(Task *task);
void processRspUserLogout(Task *task);
void processRspError(Task *task);
void processRspSubMarketData(Task *task);
void processRspUnSubMarketData(Task *task);
void processRspSubForQuoteRsp(Task *task);
void processRspUnSubForQuoteRsp(Task *task);
void processRtnDepthMarketData(Task *task);
void processRtnForQuoteRsp(Task *task);

30
vnpy/api/sec/generator/Sec_md_source_function.cpp
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@ -1,30 +0,0 @@
int MdApi::reqUserLogin(const dict &req, int reqid)
{
CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField();
memset(&myreq, 0, sizeof(myreq));
getString(req, "TradingDay", myreq.TradingDay);
getString(req, "BrokerID", myreq.BrokerID);
getString(req, "UserID", myreq.UserID);
getString(req, "Password", myreq.Password);
getString(req, "UserProductInfo", myreq.UserProductInfo);
getString(req, "InterfaceProductInfo", myreq.InterfaceProductInfo);
getString(req, "ProtocolInfo", myreq.ProtocolInfo);
getString(req, "MacAddress", myreq.MacAddress);
getString(req, "OneTimePassword", myreq.OneTimePassword);
getString(req, "ClientIPAddress", myreq.ClientIPAddress);
getString(req, "LoginRemark", myreq.LoginRemark);
getInt(req, "ClientIPPort", &myreq.ClientIPPort);
int i = this->api->ReqUserLogin(&myreq, reqid);
return i;
};
int MdApi::reqUserLogout(const dict &req, int reqid)
{
CThostFtdcUserLogoutField myreq = CThostFtdcUserLogoutField();
memset(&myreq, 0, sizeof(myreq));
getString(req, "BrokerID", myreq.BrokerID);
getString(req, "UserID", myreq.UserID);
int i = this->api->ReqUserLogout(&myreq, reqid);
return i;
};

16
vnpy/api/sec/generator/Sec_md_source_module.cpp
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@ -1,16 +0,0 @@
.def("reqUserLogin", &MdApi::reqUserLogin)
.def("reqUserLogout", &MdApi::reqUserLogout)
.def("onFrontConnected", &MdApi::onFrontConnected)
.def("onFrontDisconnected", &MdApi::onFrontDisconnected)
.def("onHeartBeatWarning", &MdApi::onHeartBeatWarning)
.def("onRspUserLogin", &MdApi::onRspUserLogin)
.def("onRspUserLogout", &MdApi::onRspUserLogout)
.def("onRspError", &MdApi::onRspError)
.def("onRspSubMarketData", &MdApi::onRspSubMarketData)
.def("onRspUnSubMarketData", &MdApi::onRspUnSubMarketData)
.def("onRspSubForQuoteRsp", &MdApi::onRspSubForQuoteRsp)
.def("onRspUnSubForQuoteRsp", &MdApi::onRspUnSubForQuoteRsp)
.def("onRtnDepthMarketData", &MdApi::onRtnDepthMarketData)
.def("onRtnForQuoteRsp", &MdApi::onRtnForQuoteRsp)
;

144
vnpy/api/sec/generator/Sec_md_source_on.cpp
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@ -1,144 +0,0 @@
void onFrontConnected() override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onFrontConnected);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onFrontDisconnected(int reqid) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onFrontDisconnected, reqid);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onHeartBeatWarning(int reqid) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onHeartBeatWarning, reqid);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRspUserLogin, data, error, reqid, last);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRspUserLogout, data, error, reqid, last);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRspError(const dict &error, int reqid, bool last) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRspError, error, reqid, last);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRspSubMarketData(const dict &data, const dict &error, int reqid, bool last) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRspSubMarketData, data, error, reqid, last);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRspUnSubMarketData(const dict &data, const dict &error, int reqid, bool last) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRspUnSubMarketData, data, error, reqid, last);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRspSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRspSubForQuoteRsp, data, error, reqid, last);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRspUnSubForQuoteRsp(const dict &data, const dict &error, int reqid, bool last) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRspUnSubForQuoteRsp, data, error, reqid, last);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRtnDepthMarketData(const dict &data) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRtnDepthMarketData, data);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};
void onRtnForQuoteRsp(const dict &data) override
{
try
{
PYBIND11_OVERLOAD(void, MdApi, onRtnForQuoteRsp, data);
}
catch (const error_already_set &e)
{
cout << e.what() << endl;
}
};

245
vnpy/api/sec/generator/Sec_md_source_process.cpp
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@ -1,245 +0,0 @@
void MdApi::processFrontConnected(Task *task)
{
gil_scoped_acquire acquire;
this->onFrontConnected();
};
void MdApi::processFrontDisconnected(Task *task)
{
gil_scoped_acquire acquire;
this->onFrontDisconnected(task->task_id);
};
void MdApi::processHeartBeatWarning(Task *task)
{
gil_scoped_acquire acquire;
this->onHeartBeatWarning(task->task_id);
};
void MdApi::processRspUserLogin(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcRspUserLoginField *task_data = (CThostFtdcRspUserLoginField*)task->task_data;
data["TradingDay"] = toUtf(task_data->TradingDay);
data["LoginTime"] = toUtf(task_data->LoginTime);
data["BrokerID"] = toUtf(task_data->BrokerID);
data["UserID"] = toUtf(task_data->UserID);
data["SystemName"] = toUtf(task_data->SystemName);
data["FrontID"] = task_data->FrontID;
data["SessionID"] = task_data->SessionID;
data["MaxOrderRef"] = toUtf(task_data->MaxOrderRef);
data["SHFETime"] = toUtf(task_data->SHFETime);
data["DCETime"] = toUtf(task_data->DCETime);
data["CZCETime"] = toUtf(task_data->CZCETime);
data["FFEXTime"] = toUtf(task_data->FFEXTime);
data["INETime"] = toUtf(task_data->INETime);
delete task_data;
}
dict error;
if (task->task_error)
{
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
delete task_error;
}
this->onRspUserLogin(data, error, task->task_id, task->task_last);
};
void MdApi::processRspUserLogout(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcUserLogoutField *task_data = (CThostFtdcUserLogoutField*)task->task_data;
data["BrokerID"] = toUtf(task_data->BrokerID);
data["UserID"] = toUtf(task_data->UserID);
delete task_data;
}
dict error;
if (task->task_error)
{
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
delete task_error;
}
this->onRspUserLogout(data, error, task->task_id, task->task_last);
};
void MdApi::processRspError(Task *task)
{
gil_scoped_acquire acquire;
dict error;
if (task->task_error)
{
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
delete task_error;
}
this->onRspError(error, task->task_id, task->task_last);
};
void MdApi::processRspSubMarketData(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
data["InstrumentID"] = toUtf(task_data->InstrumentID);
delete task_data;
}
dict error;
if (task->task_error)
{
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
delete task_error;
}
this->onRspSubMarketData(data, error, task->task_id, task->task_last);
};
void MdApi::processRspUnSubMarketData(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
data["InstrumentID"] = toUtf(task_data->InstrumentID);
delete task_data;
}
dict error;
if (task->task_error)
{
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
delete task_error;
}
this->onRspUnSubMarketData(data, error, task->task_id, task->task_last);
};
void MdApi::processRspSubForQuoteRsp(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
data["InstrumentID"] = toUtf(task_data->InstrumentID);
delete task_data;
}
dict error;
if (task->task_error)
{
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
delete task_error;
}
this->onRspSubForQuoteRsp(data, error, task->task_id, task->task_last);
};
void MdApi::processRspUnSubForQuoteRsp(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcSpecificInstrumentField *task_data = (CThostFtdcSpecificInstrumentField*)task->task_data;
data["InstrumentID"] = toUtf(task_data->InstrumentID);
delete task_data;
}
dict error;
if (task->task_error)
{
CThostFtdcRspInfoField *task_error = (CThostFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
delete task_error;
}
this->onRspUnSubForQuoteRsp(data, error, task->task_id, task->task_last);
};
void MdApi::processRtnDepthMarketData(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcDepthMarketDataField *task_data = (CThostFtdcDepthMarketDataField*)task->task_data;
data["TradingDay"] = toUtf(task_data->TradingDay);
data["InstrumentID"] = toUtf(task_data->InstrumentID);
data["ExchangeID"] = toUtf(task_data->ExchangeID);
data["ExchangeInstID"] = toUtf(task_data->ExchangeInstID);
data["LastPrice"] = task_data->LastPrice;
data["PreSettlementPrice"] = task_data->PreSettlementPrice;
data["PreClosePrice"] = task_data->PreClosePrice;
data["PreOpenInterest"] = task_data->PreOpenInterest;
data["OpenPrice"] = task_data->OpenPrice;
data["HighestPrice"] = task_data->HighestPrice;
data["LowestPrice"] = task_data->LowestPrice;
data["Volume"] = task_data->Volume;
data["Turnover"] = task_data->Turnover;
data["OpenInterest"] = task_data->OpenInterest;
data["ClosePrice"] = task_data->ClosePrice;
data["SettlementPrice"] = task_data->SettlementPrice;
data["UpperLimitPrice"] = task_data->UpperLimitPrice;
data["LowerLimitPrice"] = task_data->LowerLimitPrice;
data["PreDelta"] = task_data->PreDelta;
data["CurrDelta"] = task_data->CurrDelta;
data["UpdateTime"] = toUtf(task_data->UpdateTime);
data["UpdateMillisec"] = task_data->UpdateMillisec;
data["BidPrice1"] = task_data->BidPrice1;
data["BidVolume1"] = task_data->BidVolume1;
data["AskPrice1"] = task_data->AskPrice1;
data["AskVolume1"] = task_data->AskVolume1;
data["BidPrice2"] = task_data->BidPrice2;
data["BidVolume2"] = task_data->BidVolume2;
data["AskPrice2"] = task_data->AskPrice2;
data["AskVolume2"] = task_data->AskVolume2;
data["BidPrice3"] = task_data->BidPrice3;
data["BidVolume3"] = task_data->BidVolume3;
data["AskPrice3"] = task_data->AskPrice3;
data["AskVolume3"] = task_data->AskVolume3;
data["BidPrice4"] = task_data->BidPrice4;
data["BidVolume4"] = task_data->BidVolume4;
data["AskPrice4"] = task_data->AskPrice4;
data["AskVolume4"] = task_data->AskVolume4;
data["BidPrice5"] = task_data->BidPrice5;
data["BidVolume5"] = task_data->BidVolume5;
data["AskPrice5"] = task_data->AskPrice5;
data["AskVolume5"] = task_data->AskVolume5;
data["AveragePrice"] = task_data->AveragePrice;
data["ActionDay"] = toUtf(task_data->ActionDay);
delete task_data;
}
this->onRtnDepthMarketData(data);
};
void MdApi::processRtnForQuoteRsp(Task *task)
{
gil_scoped_acquire acquire;
dict data;
if (task->task_data)
{
CThostFtdcForQuoteRspField *task_data = (CThostFtdcForQuoteRspField*)task->task_data;
data["TradingDay"] = toUtf(task_data->TradingDay);
data["InstrumentID"] = toUtf(task_data->InstrumentID);
data["ForQuoteSysID"] = toUtf(task_data->ForQuoteSysID);
data["ForQuoteTime"] = toUtf(task_data->ForQuoteTime);
data["ActionDay"] = toUtf(task_data->ActionDay);
data["ExchangeID"] = toUtf(task_data->ExchangeID);
delete task_data;
}
this->onRtnForQuoteRsp(data);
};

72
vnpy/api/sec/generator/Sec_md_source_switch.cpp
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@ -1,72 +0,0 @@
case ONFRONTCONNECTED:
{
this->processFrontConnected(&task);
break;
}
case ONFRONTDISCONNECTED:
{
this->processFrontDisconnected(&task);
break;
}
case ONHEARTBEATWARNING:
{
this->processHeartBeatWarning(&task);
break;
}
case ONRSPUSERLOGIN:
{
this->processRspUserLogin(&task);
break;
}
case ONRSPUSERLOGOUT:
{
this->processRspUserLogout(&task);
break;
}
case ONRSPERROR:
{
this->processRspError(&task);
break;
}
case ONRSPSUBMARKETDATA:
{
this->processRspSubMarketData(&task);
break;
}
case ONRSPUNSUBMARKETDATA:
{
this->processRspUnSubMarketData(&task);
break;
}
case ONRSPSUBFORQUOTERSP:
{
this->processRspSubForQuoteRsp(&task);
break;
}
case ONRSPUNSUBFORQUOTERSP:
{
this->processRspUnSubForQuoteRsp(&task);
break;
}
case ONRTNDEPTHMARKETDATA:
{
this->processRtnDepthMarketData(&task);
break;
}
case ONRTNFORQUOTERSP:
{
this->processRtnForQuoteRsp(&task);
break;
}

190
vnpy/api/sec/generator/Sec_md_source_task.cpp
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@ -1,190 +0,0 @@
void MdApi::OnFrontConnected()
{
Task task = Task();
task.task_name = ONFRONTCONNECTED;
this->task_queue.push(task);
};
void MdApi::OnFrontDisconnected(int nReason)
{
Task task = Task();
task.task_name = ONFRONTDISCONNECTED;
task.task_id = nReason;
this->task_queue.push(task);
};
void MdApi::OnHeartBeatWarning(int nTimeLapse)
{
Task task = Task();
task.task_name = ONHEARTBEATWARNING;
task.task_id = nTimeLapse;
this->task_queue.push(task);
};
void MdApi::OnRspUserLogin(CThostFtdcRspUserLoginField *pRspUserLogin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUSERLOGIN;
if (pRspUserLogin)
{
CThostFtdcRspUserLoginField *task_data = new CThostFtdcRspUserLoginField();
*task_data = *pRspUserLogin;
task.task_data = task_data;
}
if (pRspInfo)
{
CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
*task_error = *pRspInfo;
task.task_error = task_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspUserLogout(CThostFtdcUserLogoutField *pUserLogout, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUSERLOGOUT;
if (pUserLogout)
{
CThostFtdcUserLogoutField *task_data = new CThostFtdcUserLogoutField();
*task_data = *pUserLogout;
task.task_data = task_data;
}
if (pRspInfo)
{
CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
*task_error = *pRspInfo;
task.task_error = task_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspError(CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPERROR;
if (pRspInfo)
{
CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
*task_error = *pRspInfo;
task.task_error = task_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPSUBMARKETDATA;
if (pSpecificInstrument)
{
CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
*task_data = *pSpecificInstrument;
task.task_data = task_data;
}
if (pRspInfo)
{
CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
*task_error = *pRspInfo;
task.task_error = task_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUNSUBMARKETDATA;
if (pSpecificInstrument)
{
CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
*task_data = *pSpecificInstrument;
task.task_data = task_data;
}
if (pRspInfo)
{
CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
*task_error = *pRspInfo;
task.task_error = task_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPSUBFORQUOTERSP;
if (pSpecificInstrument)
{
CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
*task_data = *pSpecificInstrument;
task.task_data = task_data;
}
if (pRspInfo)
{
CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
*task_error = *pRspInfo;
task.task_error = task_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField *pSpecificInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)
{
Task task = Task();
task.task_name = ONRSPUNSUBFORQUOTERSP;
if (pSpecificInstrument)
{
CThostFtdcSpecificInstrumentField *task_data = new CThostFtdcSpecificInstrumentField();
*task_data = *pSpecificInstrument;
task.task_data = task_data;
}
if (pRspInfo)
{
CThostFtdcRspInfoField *task_error = new CThostFtdcRspInfoField();
*task_error = *pRspInfo;
task.task_error = task_error;
}
task.task_id = nRequestID;
task.task_last = bIsLast;
this->task_queue.push(task);
};
void MdApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData)
{
Task task = Task();
task.task_name = ONRTNDEPTHMARKETDATA;
if (pDepthMarketData)
{
CThostFtdcDepthMarketDataField *task_data = new CThostFtdcDepthMarketDataField();
*task_data = *pDepthMarketData;
task.task_data = task_data;
}
this->task_queue.push(task);
};
void MdApi::OnRtnForQuoteRsp(CThostFtdcForQuoteRspField *pForQuoteRsp)
{
Task task = Task();
task.task_name = ONRTNFORQUOTERSP;
if (pForQuoteRsp)
{
CThostFtdcForQuoteRspField *task_data = new CThostFtdcForQuoteRspField();
*task_data = *pForQuoteRsp;
task.task_data = task_data;
}
this->task_queue.push(task);
};

5894
vnpy/api/sec/generator/Sec_struct.py
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130
vnpy/api/sec/generator/Sec_td_header_define.h
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@ -1,130 +0,0 @@
#define ONFRONTCONNECTED 0
#define ONFRONTDISCONNECTED 1
#define ONHEARTBEATWARNING 2
#define ONRSPAUTHENTICATE 3
#define ONRSPUSERLOGIN 4
#define ONRSPUSERLOGOUT 5
#define ONRSPUSERPASSWORDUPDATE 6
#define ONRSPTRADINGACCOUNTPASSWORDUPDATE 7
#define ONRSPORDERINSERT 8
#define ONRSPPARKEDORDERINSERT 9
#define ONRSPPARKEDORDERACTION 10
#define ONRSPORDERACTION 11
#define ONRSPQUERYMAXORDERVOLUME 12
#define ONRSPSETTLEMENTINFOCONFIRM 13
#define ONRSPREMOVEPARKEDORDER 14
#define ONRSPREMOVEPARKEDORDERACTION 15
#define ONRSPEXECORDERINSERT 16
#define ONRSPEXECORDERACTION 17
#define ONRSPFORQUOTEINSERT 18
#define ONRSPQUOTEINSERT 19
#define ONRSPQUOTEACTION 20
#define ONRSPLOCKINSERT 21
#define ONRSPBATCHORDERACTION 22
#define ONRSPCOMBACTIONINSERT 23
#define ONRSPQRYORDER 24
#define ONRSPQRYTRADE 25
#define ONRSPQRYINVESTORPOSITION 26
#define ONRSPQRYTRADINGACCOUNT 27
#define ONRSPQRYINVESTOR 28
#define ONRSPQRYTRADINGCODE 29
#define ONRSPQRYINSTRUMENTMARGINRATE 30
#define ONRSPQRYINSTRUMENTCOMMISSIONRATE 31
#define ONRSPQRYEXCHANGE 32
#define ONRSPQRYPRODUCT 33
#define ONRSPQRYINSTRUMENT 34
#define ONRSPQRYDEPTHMARKETDATA 35
#define ONRSPQRYSETTLEMENTINFO 36
#define ONRSPQRYTRANSFERBANK 37
#define ONRSPQRYINVESTORPOSITIONDETAIL 38
#define ONRSPQRYNOTICE 39
#define ONRSPQRYSETTLEMENTINFOCONFIRM 40
#define ONRSPQRYINVESTORPOSITIONCOMBINEDETAIL 41
#define ONRSPQRYCFMMCTRADINGACCOUNTKEY 42
#define ONRSPQRYEWARRANTOFFSET 43
#define ONRSPQRYINVESTORPRODUCTGROUPMARGIN 44
#define ONRSPQRYEXCHANGEMARGINRATE 45
#define ONRSPQRYEXCHANGEMARGINRATEADJUST 46
#define ONRSPQRYEXCHANGERATE 47
#define ONRSPQRYSECAGENTACIDMAP 48
#define ONRSPQRYPRODUCTEXCHRATE 49
#define ONRSPQRYPRODUCTGROUP 50
#define ONRSPQRYMMINSTRUMENTCOMMISSIONRATE 51
#define ONRSPQRYMMOPTIONINSTRCOMMRATE 52
#define ONRSPQRYINSTRUMENTORDERCOMMRATE 53
#define ONRSPQRYOPTIONINSTRTRADECOST 54
#define ONRSPQRYOPTIONINSTRCOMMRATE 55
#define ONRSPQRYEXECORDER 56
#define ONRSPQRYFORQUOTE 57
#define ONRSPQRYQUOTE 58
#define ONRSPQRYLOCK 59
#define ONRSPQRYLOCKPOSITION 60
#define ONRSPQRYETFOPTIONINSTRCOMMRATE 61
#define ONRSPQRYINVESTORLEVEL 62
#define ONRSPQRYEXECFREEZE 63
#define ONRSPQRYCOMBINSTRUMENTGUARD 64
#define ONRSPQRYCOMBACTION 65
#define ONRSPQRYTRANSFERSERIAL 66
#define ONRSPQRYACCOUNTREGISTER 67
#define ONRSPERROR 68
#define ONRTNORDER 69
#define ONRTNTRADE 70
#define ONERRRTNORDERINSERT 71
#define ONERRRTNORDERACTION 72
#define ONRTNINSTRUMENTSTATUS 73
#define ONRTNBULLETIN 74
#define ONRTNTRADINGNOTICE 75
#define ONRTNERRORCONDITIONALORDER 76
#define ONRTNEXECORDER 77
#define ONERRRTNEXECORDERINSERT 78
#define ONERRRTNEXECORDERACTION 79
#define ONERRRTNFORQUOTEINSERT 80
#define ONRTNQUOTE 81
#define ONERRRTNQUOTEINSERT 82
#define ONERRRTNQUOTEACTION 83
#define ONRTNFORQUOTERSP 84
#define ONRTNCFMMCTRADINGACCOUNTTOKEN 85
#define ONRTNLOCK 86
#define ONERRRTNLOCKINSERT 87
#define ONERRRTNBATCHORDERACTION 88
#define ONRTNCOMBACTION 89
#define ONERRRTNCOMBACTIONINSERT 90
#define ONRSPQRYCONTRACTBANK 91
#define ONRSPQRYPARKEDORDER 92
#define ONRSPQRYPARKEDORDERACTION 93
#define ONRSPQRYTRADINGNOTICE 94
#define ONRSPQRYBROKERTRADINGPARAMS 95
#define ONRSPQRYBROKERTRADINGALGOS 96
#define ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN 97
#define ONRTNFROMBANKTOFUTUREBYBANK 98
#define ONRTNFROMFUTURETOBANKBYBANK 99
#define ONRTNREPEALFROMBANKTOFUTUREBYBANK 100
#define ONRTNREPEALFROMFUTURETOBANKBYBANK 101
#define ONRTNFROMBANKTOFUTUREBYFUTURE 102
#define ONRTNFROMFUTURETOBANKBYFUTURE 103
#define ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL 104
#define ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL 105
#define ONRTNQUERYBANKBALANCEBYFUTURE 106
#define ONERRRTNBANKTOFUTUREBYFUTURE 107
#define ONERRRTNFUTURETOBANKBYFUTURE 108
#define ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL 109
#define ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL 110
#define ONERRRTNQUERYBANKBALANCEBYFUTURE 111
#define ONRTNREPEALFROMBANKTOFUTUREBYFUTURE 112
#define ONRTNREPEALFROMFUTURETOBANKBYFUTURE 113
#define ONRSPFROMBANKTOFUTUREBYFUTURE 114
#define ONRSPFROMFUTURETOBANKBYFUTURE 115
#define ONRSPQUERYBANKACCOUNTMONEYBYFUTURE 116
#define ONRTNOPENACCOUNTBYBANK 117
#define ONRTNCANCELACCOUNTBYBANK 118
#define ONRTNCHANGEACCOUNTBYBANK 119
#define ONRTNRESOPENACCCONFIRMTPDBYBANK 120
#define ONRSPRESERVEOPENACCOUNTTPDBYFUTURE 121
#define ONRSPSECURITIESDEPOSITINTERESTBYFUTURE 122
#define ONRSPDAYENDFILEREADYBYFUTURE 123
#define ONRSPEXECCOMBINEORDERINSERT 124
#define ONRSPEXECCOMBINEORDERACTION 125
#define ONRSPQRYEXECCOMBINEORDER 126
#define ONERRRTNEXECCOMBINEORDERACTION 127
#define ONERRRTNEXECCOMBINEORDERINSERT 128
#define ONRTNEXECCOMBINEORDER 129

162
vnpy/api/sec/generator/Sec_td_header_function.h
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@ -1,162 +0,0 @@
int reqAuthenticate(const dict &req, int reqid);
int reqUserLogin(const dict &req, int reqid);
int reqUserLogout(const dict &req, int reqid);
int reqUserPasswordUpdate(const dict &req, int reqid);
int reqTradingAccountPasswordUpdate(const dict &req, int reqid);
int reqOrderInsert(const dict &req, int reqid);
int reqParkedOrderInsert(const dict &req, int reqid);
int reqParkedOrderAction(const dict &req, int reqid);
int reqOrderAction(const dict &req, int reqid);
int reqQueryMaxOrderVolume(const dict &req, int reqid);
int reqSettlementInfoConfirm(const dict &req, int reqid);
int reqRemoveParkedOrder(const dict &req, int reqid);
int reqRemoveParkedOrderAction(const dict &req, int reqid);
int reqExecOrderInsert(const dict &req, int reqid);
int reqExecOrderAction(const dict &req, int reqid);
int reqForQuoteInsert(const dict &req, int reqid);
int reqQuoteInsert(const dict &req, int reqid);
int reqQuoteAction(const dict &req, int reqid);
int reqLockInsert(const dict &req, int reqid);
int reqBatchOrderAction(const dict &req, int reqid);
int reqCombActionInsert(const dict &req, int reqid);
int reqQryOrder(const dict &req, int reqid);
int reqQryTrade(const dict &req, int reqid);
int reqQryInvestorPosition(const dict &req, int reqid);
int reqQryTradingAccount(const dict &req, int reqid);
int reqQryInvestor(const dict &req, int reqid);
int reqQryTradingCode(const dict &req, int reqid);
int reqQryInstrumentMarginRate(const dict &req, int reqid);
int reqQryInstrumentCommissionRate(const dict &req, int reqid);
int reqQryExchange(const dict &req, int reqid);
int reqQryProduct(const dict &req, int reqid);
int reqQryInstrument(const dict &req, int reqid);
int reqQryDepthMarketData(const dict &req, int reqid);
int reqQrySettlementInfo(const dict &req, int reqid);
int reqQryTransferBank(const dict &req, int reqid);
int reqQryInvestorPositionDetail(const dict &req, int reqid);
int reqQryNotice(const dict &req, int reqid);
int reqQrySettlementInfoConfirm(const dict &req, int reqid);
int reqQryInvestorPositionCombineDetail(const dict &req, int reqid);
int reqQryCFMMCTradingAccountKey(const dict &req, int reqid);
int reqQryEWarrantOffset(const dict &req, int reqid);
int reqQryInvestorProductGroupMargin(const dict &req, int reqid);
int reqQryExchangeMarginRate(const dict &req, int reqid);
int reqQryExchangeMarginRateAdjust(const dict &req, int reqid);
int reqQryExchangeRate(const dict &req, int reqid);
int reqQrySecAgentACIDMap(const dict &req, int reqid);
int reqQryProductExchRate(const dict &req, int reqid);
int reqQryProductGroup(const dict &req, int reqid);
int reqQryMMInstrumentCommissionRate(const dict &req, int reqid);
int reqQryMMOptionInstrCommRate(const dict &req, int reqid);
int reqQryInstrumentOrderCommRate(const dict &req, int reqid);
int reqQryOptionInstrTradeCost(const dict &req, int reqid);
int reqQryOptionInstrCommRate(const dict &req, int reqid);
int reqQryExecOrder(const dict &req, int reqid);
int reqQryForQuote(const dict &req, int reqid);
int reqQryQuote(const dict &req, int reqid);
int reqQryLock(const dict &req, int reqid);
int reqQryLockPosition(const dict &req, int reqid);
int reqQryETFOptionInstrCommRate(const dict &req, int reqid);
int reqQryInvestorLevel(const dict &req, int reqid);
int reqQryExecFreeze(const dict &req, int reqid);
int reqQryCombInstrumentGuard(const dict &req, int reqid);
int reqQryCombAction(const dict &req, int reqid);
int reqQryTransferSerial(const dict &req, int reqid);
int reqQryAccountregister(const dict &req, int reqid);
int reqQryContractBank(const dict &req, int reqid);
int reqQryParkedOrder(const dict &req, int reqid);
int reqQryParkedOrderAction(const dict &req, int reqid);
int reqQryTradingNotice(const dict &req, int reqid);
int reqQryBrokerTradingParams(const dict &req, int reqid);
int reqQryBrokerTradingAlgos(const dict &req, int reqid);
int reqQueryCFMMCTradingAccountToken(const dict &req, int reqid);
int reqFromBankToFutureByFuture(const dict &req, int reqid);
int reqFromFutureToBankByFuture(const dict &req, int reqid);
int reqQueryBankAccountMoneyByFuture(const dict &req, int reqid);
int reqReserveOpenAccountTpdByFuture(const dict &req, int reqid);
int reqSecuritiesDepositInterestByFuture(const dict &req, int reqid);
int reqDayEndFileReadyByFuture(const dict &req, int reqid);
int reqExecCombineOrderInsert(const dict &req, int reqid);
int reqExecCombineOrderAction(const dict &req, int reqid);
int reqQryExecCombineOrder(const dict &req, int reqid);

260
vnpy/api/sec/generator/Sec_td_header_on.h
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@ -1,260 +0,0 @@
virtual void onFrontConnected() {};
virtual void onFrontDisconnected(int reqid) {};
virtual void onHeartBeatWarning(int reqid) {};
virtual void onRspAuthenticate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspUserLogin(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspUserLogout(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspUserPasswordUpdate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspTradingAccountPasswordUpdate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspOrderInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspParkedOrderInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQueryMaxOrderVolume(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspSettlementInfoConfirm(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspRemoveParkedOrder(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspRemoveParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspExecOrderInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspExecOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspForQuoteInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQuoteInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQuoteAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspLockInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspBatchOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspCombActionInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryOrder(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryTrade(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInvestorPosition(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryTradingAccount(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInvestor(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryTradingCode(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInstrumentMarginRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInstrumentCommissionRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryExchange(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryProduct(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInstrument(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryDepthMarketData(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQrySettlementInfo(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryTransferBank(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInvestorPositionDetail(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryNotice(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQrySettlementInfoConfirm(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInvestorPositionCombineDetail(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryCFMMCTradingAccountKey(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryEWarrantOffset(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInvestorProductGroupMargin(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryExchangeMarginRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryExchangeMarginRateAdjust(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryExchangeRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQrySecAgentACIDMap(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryProductExchRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryProductGroup(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryMMInstrumentCommissionRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryMMOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInstrumentOrderCommRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryOptionInstrTradeCost(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryExecOrder(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryForQuote(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryQuote(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryLock(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryLockPosition(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryETFOptionInstrCommRate(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryInvestorLevel(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryExecFreeze(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryCombInstrumentGuard(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryCombAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryTransferSerial(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryAccountregister(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspError(const dict &error, int reqid, bool last) {};
virtual void onRtnOrder(const dict &data) {};
virtual void onRtnTrade(const dict &data) {};
virtual void onErrRtnOrderInsert(const dict &data, const dict &error) {};
virtual void onErrRtnOrderAction(const dict &data, const dict &error) {};
virtual void onRtnInstrumentStatus(const dict &data) {};
virtual void onRtnBulletin(const dict &data) {};
virtual void onRtnTradingNotice(const dict &data) {};
virtual void onRtnErrorConditionalOrder(const dict &data) {};
virtual void onRtnExecOrder(const dict &data) {};
virtual void onErrRtnExecOrderInsert(const dict &data, const dict &error) {};
virtual void onErrRtnExecOrderAction(const dict &data, const dict &error) {};
virtual void onErrRtnForQuoteInsert(const dict &data, const dict &error) {};
virtual void onRtnQuote(const dict &data) {};
virtual void onErrRtnQuoteInsert(const dict &data, const dict &error) {};
virtual void onErrRtnQuoteAction(const dict &data, const dict &error) {};
virtual void onRtnForQuoteRsp(const dict &data) {};
virtual void onRtnCFMMCTradingAccountToken(const dict &data) {};
virtual void onRtnLock(const dict &data) {};
virtual void onErrRtnLockInsert(const dict &data, const dict &error) {};
virtual void onErrRtnBatchOrderAction(const dict &data, const dict &error) {};
virtual void onRtnCombAction(const dict &data) {};
virtual void onErrRtnCombActionInsert(const dict &data, const dict &error) {};
virtual void onRspQryContractBank(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryParkedOrder(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryParkedOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryTradingNotice(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryBrokerTradingParams(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryBrokerTradingAlgos(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQueryCFMMCTradingAccountToken(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRtnFromBankToFutureByBank(const dict &data) {};
virtual void onRtnFromFutureToBankByBank(const dict &data) {};
virtual void onRtnRepealFromBankToFutureByBank(const dict &data) {};
virtual void onRtnRepealFromFutureToBankByBank(const dict &data) {};
virtual void onRtnFromBankToFutureByFuture(const dict &data) {};
virtual void onRtnFromFutureToBankByFuture(const dict &data) {};
virtual void onRtnRepealFromBankToFutureByFutureManual(const dict &data) {};
virtual void onRtnRepealFromFutureToBankByFutureManual(const dict &data) {};
virtual void onRtnQueryBankBalanceByFuture(const dict &data) {};
virtual void onErrRtnBankToFutureByFuture(const dict &data, const dict &error) {};
virtual void onErrRtnFutureToBankByFuture(const dict &data, const dict &error) {};
virtual void onErrRtnRepealBankToFutureByFutureManual(const dict &data, const dict &error) {};
virtual void onErrRtnRepealFutureToBankByFutureManual(const dict &data, const dict &error) {};
virtual void onErrRtnQueryBankBalanceByFuture(const dict &data, const dict &error) {};
virtual void onRtnRepealFromBankToFutureByFuture(const dict &data) {};
virtual void onRtnRepealFromFutureToBankByFuture(const dict &data) {};
virtual void onRspFromBankToFutureByFuture(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspFromFutureToBankByFuture(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQueryBankAccountMoneyByFuture(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRtnOpenAccountByBank(const dict &data) {};
virtual void onRtnCancelAccountByBank(const dict &data) {};
virtual void onRtnChangeAccountByBank(const dict &data) {};
virtual void onRtnResOpenAccConfirmTpdByBank(const dict &data) {};
virtual void onRspReserveOpenAccountTpdByFuture(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspSecuritiesDepositInterestByFuture(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspDayEndFileReadyByFuture(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspExecCombineOrderInsert(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspExecCombineOrderAction(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onRspQryExecCombineOrder(const dict &data, const dict &error, int reqid, bool last) {};
virtual void onErrRtnExecCombineOrderAction(const dict &data, const dict &error) {};
virtual void onErrRtnExecCombineOrderInsert(const dict &data, const dict &error) {};
virtual void onRtnExecCombineOrder(const dict &data) {};

260
vnpy/api/sec/generator/Sec_td_header_process.h
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@ -1,260 +0,0 @@
void processFrontConnected(Task *task);
void processFrontDisconnected(Task *task);
void processHeartBeatWarning(Task *task);
void processRspAuthenticate(Task *task);
void processRspUserLogin(Task *task);
void processRspUserLogout(Task *task);
void processRspUserPasswordUpdate(Task *task);
void processRspTradingAccountPasswordUpdate(Task *task);
void processRspOrderInsert(Task *task);
void processRspParkedOrderInsert(Task *task);
void processRspParkedOrderAction(Task *task);
void processRspOrderAction(Task *task);
void processRspQueryMaxOrderVolume(Task *task);
void processRspSettlementInfoConfirm(Task *task);
void processRspRemoveParkedOrder(Task *task);
void processRspRemoveParkedOrderAction(Task *task);
void processRspExecOrderInsert(Task *task);
void processRspExecOrderAction(Task *task);
void processRspForQuoteInsert(Task *task);
void processRspQuoteInsert(Task *task);
void processRspQuoteAction(Task *task);
void processRspLockInsert(Task *task);
void processRspBatchOrderAction(Task *task);
void processRspCombActionInsert(Task *task);
void processRspQryOrder(Task *task);
void processRspQryTrade(Task *task);
void processRspQryInvestorPosition(Task *task);
void processRspQryTradingAccount(Task *task);
void processRspQryInvestor(Task *task);
void processRspQryTradingCode(Task *task);
void processRspQryInstrumentMarginRate(Task *task);
void processRspQryInstrumentCommissionRate(Task *task);
void processRspQryExchange(Task *task);
void processRspQryProduct(Task *task);
void processRspQryInstrument(Task *task);
void processRspQryDepthMarketData(Task *task);
void processRspQrySettlementInfo(Task *task);
void processRspQryTransferBank(Task *task);
void processRspQryInvestorPositionDetail(Task *task);
void processRspQryNotice(Task *task);
void processRspQrySettlementInfoConfirm(Task *task);
void processRspQryInvestorPositionCombineDetail(Task *task);
void processRspQryCFMMCTradingAccountKey(Task *task);
void processRspQryEWarrantOffset(Task *task);
void processRspQryInvestorProductGroupMargin(Task *task);
void processRspQryExchangeMarginRate(Task *task);
void processRspQryExchangeMarginRateAdjust(Task *task);
void processRspQryExchangeRate(Task *task);
void processRspQrySecAgentACIDMap(Task *task);
void processRspQryProductExchRate(Task *task);
void processRspQryProductGroup(Task *task);
void processRspQryMMInstrumentCommissionRate(Task *task);
void processRspQryMMOptionInstrCommRate(Task *task);
void processRspQryInstrumentOrderCommRate(Task *task);
void processRspQryOptionInstrTradeCost(Task *task);
void processRspQryOptionInstrCommRate(Task *task);
void processRspQryExecOrder(Task *task);
void processRspQryForQuote(Task *task);
void processRspQryQuote(Task *task);
void processRspQryLock(Task *task);
void processRspQryLockPosition(Task *task);
void processRspQryETFOptionInstrCommRate(Task *task);
void processRspQryInvestorLevel(Task *task);
void processRspQryExecFreeze(Task *task);
void processRspQryCombInstrumentGuard(Task *task);
void processRspQryCombAction(Task *task);
void processRspQryTransferSerial(Task *task);
void processRspQryAccountregister(Task *task);
void processRspError(Task *task);
void processRtnOrder(Task *task);
void processRtnTrade(Task *task);
void processErrRtnOrderInsert(Task *task);
void processErrRtnOrderAction(Task *task);
void processRtnInstrumentStatus(Task *task);
void processRtnBulletin(Task *task);
void processRtnTradingNotice(Task *task);
void processRtnErrorConditionalOrder(Task *task);
void processRtnExecOrder(Task *task);
void processErrRtnExecOrderInsert(Task *task);
void processErrRtnExecOrderAction(Task *task);
void processErrRtnForQuoteInsert(Task *task);
void processRtnQuote(Task *task);
void processErrRtnQuoteInsert(Task *task);
void processErrRtnQuoteAction(Task *task);
void processRtnForQuoteRsp(Task *task);
void processRtnCFMMCTradingAccountToken(Task *task);
void processRtnLock(Task *task);
void processErrRtnLockInsert(Task *task);
void processErrRtnBatchOrderAction(Task *task);
void processRtnCombAction(Task *task);
void processErrRtnCombActionInsert(Task *task);
void processRspQryContractBank(Task *task);
void processRspQryParkedOrder(Task *task);
void processRspQryParkedOrderAction(Task *task);
void processRspQryTradingNotice(Task *task);
void processRspQryBrokerTradingParams(Task *task);
void processRspQryBrokerTradingAlgos(Task *task);
void processRspQueryCFMMCTradingAccountToken(Task *task);
void processRtnFromBankToFutureByBank(Task *task);
void processRtnFromFutureToBankByBank(Task *task);
void processRtnRepealFromBankToFutureByBank(Task *task);
void processRtnRepealFromFutureToBankByBank(Task *task);
void processRtnFromBankToFutureByFuture(Task *task);
void processRtnFromFutureToBankByFuture(Task *task);
void processRtnRepealFromBankToFutureByFutureManual(Task *task);
void processRtnRepealFromFutureToBankByFutureManual(Task *task);
void processRtnQueryBankBalanceByFuture(Task *task);
void processErrRtnBankToFutureByFuture(Task *task);
void processErrRtnFutureToBankByFuture(Task *task);
void processErrRtnRepealBankToFutureByFutureManual(Task *task);
void processErrRtnRepealFutureToBankByFutureManual(Task *task);
void processErrRtnQueryBankBalanceByFuture(Task *task);
void processRtnRepealFromBankToFutureByFuture(Task *task);
void processRtnRepealFromFutureToBankByFuture(Task *task);
void processRspFromBankToFutureByFuture(Task *task);
void processRspFromFutureToBankByFuture(Task *task);
void processRspQueryBankAccountMoneyByFuture(Task *task);
void processRtnOpenAccountByBank(Task *task);
void processRtnCancelAccountByBank(Task *task);
void processRtnChangeAccountByBank(Task *task);
void processRtnResOpenAccConfirmTpdByBank(Task *task);
void processRspReserveOpenAccountTpdByFuture(Task *task);
void processRspSecuritiesDepositInterestByFuture(Task *task);
void processRspDayEndFileReadyByFuture(Task *task);
void processRspExecCombineOrderInsert(Task *task);
void processRspExecCombineOrderAction(Task *task);
void processRspQryExecCombineOrder(Task *task);
void processErrRtnExecCombineOrderAction(Task *task);
void processErrRtnExecCombineOrderInsert(Task *task);
void processRtnExecCombineOrder(Task *task);

1418
vnpy/api/sec/generator/Sec_td_source_function.cpp
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File diff suppressed because it is too large Load Diff

213
vnpy/api/sec/generator/Sec_td_source_module.cpp
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@ -1,213 +0,0 @@
.def("reqAuthenticate", &TdApi::reqAuthenticate)
.def("reqUserLogin", &TdApi::reqUserLogin)
.def("reqUserLogout", &TdApi::reqUserLogout)
.def("reqUserPasswordUpdate", &TdApi::reqUserPasswordUpdate)
.def("reqTradingAccountPasswordUpdate", &TdApi::reqTradingAccountPasswordUpdate)
.def("reqOrderInsert", &TdApi::reqOrderInsert)
.def("reqParkedOrderInsert", &TdApi::reqParkedOrderInsert)
.def("reqParkedOrderAction", &TdApi::reqParkedOrderAction)
.def("reqOrderAction", &TdApi::reqOrderAction)
.def("reqQueryMaxOrderVolume", &TdApi::reqQueryMaxOrderVolume)
.def("reqSettlementInfoConfirm", &TdApi::reqSettlementInfoConfirm)
.def("reqRemoveParkedOrder", &TdApi::reqRemoveParkedOrder)
.def("reqRemoveParkedOrderAction", &TdApi::reqRemoveParkedOrderAction)
.def("reqExecOrderInsert", &TdApi::reqExecOrderInsert)
.def("reqExecOrderAction", &TdApi::reqExecOrderAction)
.def("reqForQuoteInsert", &TdApi::reqForQuoteInsert)
.def("reqQuoteInsert", &TdApi::reqQuoteInsert)
.def("reqQuoteAction", &TdApi::reqQuoteAction)
.def("reqLockInsert", &TdApi::reqLockInsert)
.def("reqBatchOrderAction", &TdApi::reqBatchOrderAction)
.def("reqCombActionInsert", &TdApi::reqCombActionInsert)
.def("reqQryOrder", &TdApi::reqQryOrder)
.def("reqQryTrade", &TdApi::reqQryTrade)
.def("reqQryInvestorPosition", &TdApi::reqQryInvestorPosition)
.def("reqQryTradingAccount", &TdApi::reqQryTradingAccount)
.def("reqQryInvestor", &TdApi::reqQryInvestor)
.def("reqQryTradingCode", &TdApi::reqQryTradingCode)
.def("reqQryInstrumentMarginRate", &TdApi::reqQryInstrumentMarginRate)
.def("reqQryInstrumentCommissionRate", &TdApi::reqQryInstrumentCommissionRate)
.def("reqQryExchange", &TdApi::reqQryExchange)
.def("reqQryProduct", &TdApi::reqQryProduct)
.def("reqQryInstrument", &TdApi::reqQryInstrument)
.def("reqQryDepthMarketData", &TdApi::reqQryDepthMarketData)
.def("reqQrySettlementInfo", &TdApi::reqQrySettlementInfo)
.def("reqQryTransferBank", &TdApi::reqQryTransferBank)
.def("reqQryInvestorPositionDetail", &TdApi::reqQryInvestorPositionDetail)
.def("reqQryNotice", &TdApi::reqQryNotice)
.def("reqQrySettlementInfoConfirm", &TdApi::reqQrySettlementInfoConfirm)
.def("reqQryInvestorPositionCombineDetail", &TdApi::reqQryInvestorPositionCombineDetail)
.def("reqQryCFMMCTradingAccountKey", &TdApi::reqQryCFMMCTradingAccountKey)
.def("reqQryEWarrantOffset", &TdApi::reqQryEWarrantOffset)
.def("reqQryInvestorProductGroupMargin", &TdApi::reqQryInvestorProductGroupMargin)
.def("reqQryExchangeMarginRate", &TdApi::reqQryExchangeMarginRate)
.def("reqQryExchangeMarginRateAdjust", &TdApi::reqQryExchangeMarginRateAdjust)
.def("reqQryExchangeRate", &TdApi::reqQryExchangeRate)
.def("reqQrySecAgentACIDMap", &TdApi::reqQrySecAgentACIDMap)
.def("reqQryProductExchRate", &TdApi::reqQryProductExchRate)
.def("reqQryProductGroup", &TdApi::reqQryProductGroup)
.def("reqQryMMInstrumentCommissionRate", &TdApi::reqQryMMInstrumentCommissionRate)
.def("reqQryMMOptionInstrCommRate", &TdApi::reqQryMMOptionInstrCommRate)
.def("reqQryInstrumentOrderCommRate", &TdApi::reqQryInstrumentOrderCommRate)
.def("reqQryOptionInstrTradeCost", &TdApi::reqQryOptionInstrTradeCost)
.def("reqQryOptionInstrCommRate", &TdApi::reqQryOptionInstrCommRate)
.def("reqQryExecOrder", &TdApi::reqQryExecOrder)
.def("reqQryForQuote", &TdApi::reqQryForQuote)
.def("reqQryQuote", &TdApi::reqQryQuote)
.def("reqQryLock", &TdApi::reqQryLock)
.def("reqQryLockPosition", &TdApi::reqQryLockPosition)
.def("reqQryETFOptionInstrCommRate", &TdApi::reqQryETFOptionInstrCommRate)
.def("reqQryInvestorLevel", &TdApi::reqQryInvestorLevel)
.def("reqQryExecFreeze", &TdApi::reqQryExecFreeze)
.def("reqQryCombInstrumentGuard", &TdApi::reqQryCombInstrumentGuard)
.def("reqQryCombAction", &TdApi::reqQryCombAction)
.def("reqQryTransferSerial", &TdApi::reqQryTransferSerial)
.def("reqQryAccountregister", &TdApi::reqQryAccountregister)
.def("reqQryContractBank", &TdApi::reqQryContractBank)
.def("reqQryParkedOrder", &TdApi::reqQryParkedOrder)
.def("reqQryParkedOrderAction", &TdApi::reqQryParkedOrderAction)
.def("reqQryTradingNotice", &TdApi::reqQryTradingNotice)
.def("reqQryBrokerTradingParams", &TdApi::reqQryBrokerTradingParams)
.def("reqQryBrokerTradingAlgos", &TdApi::reqQryBrokerTradingAlgos)
.def("reqQueryCFMMCTradingAccountToken", &TdApi::reqQueryCFMMCTradingAccountToken)
.def("reqFromBankToFutureByFuture", &TdApi::reqFromBankToFutureByFuture)
.def("reqFromFutureToBankByFuture", &TdApi::reqFromFutureToBankByFuture)
.def("reqQueryBankAccountMoneyByFuture", &TdApi::reqQueryBankAccountMoneyByFuture)
.def("reqReserveOpenAccountTpdByFuture", &TdApi::reqReserveOpenAccountTpdByFuture)
.def("reqSecuritiesDepositInterestByFuture", &TdApi::reqSecuritiesDepositInterestByFuture)
.def("reqDayEndFileReadyByFuture", &TdApi::reqDayEndFileReadyByFuture)
.def("reqExecCombineOrderInsert", &TdApi::reqExecCombineOrderInsert)
.def("reqExecCombineOrderAction", &TdApi::reqExecCombineOrderAction)
.def("reqQryExecCombineOrder", &TdApi::reqQryExecCombineOrder)
.def("onFrontConnected", &TdApi::onFrontConnected)
.def("onFrontDisconnected", &TdApi::onFrontDisconnected)
.def("onHeartBeatWarning", &TdApi::onHeartBeatWarning)
.def("onRspAuthenticate", &TdApi::onRspAuthenticate)
.def("onRspUserLogin", &TdApi::onRspUserLogin)
.def("onRspUserLogout", &TdApi::onRspUserLogout)
.def("onRspUserPasswordUpdate", &TdApi::onRspUserPasswordUpdate)
.def("onRspTradingAccountPasswordUpdate", &TdApi::onRspTradingAccountPasswordUpdate)
.def("onRspOrderInsert", &TdApi::onRspOrderInsert)
.def("onRspParkedOrderInsert", &TdApi::onRspParkedOrderInsert)
.def("onRspParkedOrderAction", &TdApi::onRspParkedOrderAction)
.def("onRspOrderAction", &TdApi::onRspOrderAction)
.def("onRspQueryMaxOrderVolume", &TdApi::onRspQueryMaxOrderVolume)
.def("onRspSettlementInfoConfirm", &TdApi::onRspSettlementInfoConfirm)
.def("onRspRemoveParkedOrder", &TdApi::onRspRemoveParkedOrder)
.def("onRspRemoveParkedOrderAction", &TdApi::onRspRemoveParkedOrderAction)
.def("onRspExecOrderInsert", &TdApi::onRspExecOrderInsert)
.def("onRspExecOrderAction", &TdApi::onRspExecOrderAction)
.def("onRspForQuoteInsert", &TdApi::onRspForQuoteInsert)
.def("onRspQuoteInsert", &TdApi::onRspQuoteInsert)
.def("onRspQuoteAction", &TdApi::onRspQuoteAction)
.def("onRspLockInsert", &TdApi::onRspLockInsert)
.def("onRspBatchOrderAction", &TdApi::onRspBatchOrderAction)
.def("onRspCombActionInsert", &TdApi::onRspCombActionInsert)
.def("onRspQryOrder", &TdApi::onRspQryOrder)
.def("onRspQryTrade", &TdApi::onRspQryTrade)
.def("onRspQryInvestorPosition", &TdApi::onRspQryInvestorPosition)
.def("onRspQryTradingAccount", &TdApi::onRspQryTradingAccount)
.def("onRspQryInvestor", &TdApi::onRspQryInvestor)
.def("onRspQryTradingCode", &TdApi::onRspQryTradingCode)
.def("onRspQryInstrumentMarginRate", &TdApi::onRspQryInstrumentMarginRate)
.def("onRspQryInstrumentCommissionRate", &TdApi::onRspQryInstrumentCommissionRate)
.def("onRspQryExchange", &TdApi::onRspQryExchange)
.def("onRspQryProduct", &TdApi::onRspQryProduct)
.def("onRspQryInstrument", &TdApi::onRspQryInstrument)
.def("onRspQryDepthMarketData", &TdApi::onRspQryDepthMarketData)
.def("onRspQrySettlementInfo", &TdApi::onRspQrySettlementInfo)
.def("onRspQryTransferBank", &TdApi::onRspQryTransferBank)
.def("onRspQryInvestorPositionDetail", &TdApi::onRspQryInvestorPositionDetail)
.def("onRspQryNotice", &TdApi::onRspQryNotice)
.def("onRspQrySettlementInfoConfirm", &TdApi::onRspQrySettlementInfoConfirm)
.def("onRspQryInvestorPositionCombineDetail", &TdApi::onRspQryInvestorPositionCombineDetail)
.def("onRspQryCFMMCTradingAccountKey", &TdApi::onRspQryCFMMCTradingAccountKey)
.def("onRspQryEWarrantOffset", &TdApi::onRspQryEWarrantOffset)
.def("onRspQryInvestorProductGroupMargin", &TdApi::onRspQryInvestorProductGroupMargin)
.def("onRspQryExchangeMarginRate", &TdApi::onRspQryExchangeMarginRate)
.def("onRspQryExchangeMarginRateAdjust", &TdApi::onRspQryExchangeMarginRateAdjust)
.def("onRspQryExchangeRate", &TdApi::onRspQryExchangeRate)
.def("onRspQrySecAgentACIDMap", &TdApi::onRspQrySecAgentACIDMap)
.def("onRspQryProductExchRate", &TdApi::onRspQryProductExchRate)
.def("onRspQryProductGroup", &TdApi::onRspQryProductGroup)
.def("onRspQryMMInstrumentCommissionRate", &TdApi::onRspQryMMInstrumentCommissionRate)
.def("onRspQryMMOptionInstrCommRate", &TdApi::onRspQryMMOptionInstrCommRate)
.def("onRspQryInstrumentOrderCommRate", &TdApi::onRspQryInstrumentOrderCommRate)
.def("onRspQryOptionInstrTradeCost", &TdApi::onRspQryOptionInstrTradeCost)
.def("onRspQryOptionInstrCommRate", &TdApi::onRspQryOptionInstrCommRate)
.def("onRspQryExecOrder", &TdApi::onRspQryExecOrder)
.def("onRspQryForQuote", &TdApi::onRspQryForQuote)
.def("onRspQryQuote", &TdApi::onRspQryQuote)
.def("onRspQryLock", &TdApi::onRspQryLock)
.def("onRspQryLockPosition", &TdApi::onRspQryLockPosition)
.def("onRspQryETFOptionInstrCommRate", &TdApi::onRspQryETFOptionInstrCommRate)
.def("onRspQryInvestorLevel", &TdApi::onRspQryInvestorLevel)
.def("onRspQryExecFreeze", &TdApi::onRspQryExecFreeze)
.def("onRspQryCombInstrumentGuard", &TdApi::onRspQryCombInstrumentGuard)
.def("onRspQryCombAction", &TdApi::onRspQryCombAction)
.def("onRspQryTransferSerial", &TdApi::onRspQryTransferSerial)
.def("onRspQryAccountregister", &TdApi::onRspQryAccountregister)
.def("onRspError", &TdApi::onRspError)
.def("onRtnOrder", &TdApi::onRtnOrder)
.def("onRtnTrade", &TdApi::onRtnTrade)
.def("onErrRtnOrderInsert", &TdApi::onErrRtnOrderInsert)
.def("onErrRtnOrderAction", &TdApi::onErrRtnOrderAction)
.def("onRtnInstrumentStatus", &TdApi::onRtnInstrumentStatus)
.def("onRtnBulletin", &TdApi::onRtnBulletin)
.def("onRtnTradingNotice", &TdApi::onRtnTradingNotice)
.def("onRtnErrorConditionalOrder", &TdApi::onRtnErrorConditionalOrder)
.def("onRtnExecOrder", &TdApi::onRtnExecOrder)
.def("onErrRtnExecOrderInsert", &TdApi::onErrRtnExecOrderInsert)
.def("onErrRtnExecOrderAction", &TdApi::onErrRtnExecOrderAction)
.def("onErrRtnForQuoteInsert", &TdApi::onErrRtnForQuoteInsert)
.def("onRtnQuote", &TdApi::onRtnQuote)
.def("onErrRtnQuoteInsert", &TdApi::onErrRtnQuoteInsert)
.def("onErrRtnQuoteAction", &TdApi::onErrRtnQuoteAction)
.def("onRtnForQuoteRsp", &TdApi::onRtnForQuoteRsp)
.def("onRtnCFMMCTradingAccountToken", &TdApi::onRtnCFMMCTradingAccountToken)
.def("onRtnLock", &TdApi::onRtnLock)
.def("onErrRtnLockInsert", &TdApi::onErrRtnLockInsert)
.def("onErrRtnBatchOrderAction", &TdApi::onErrRtnBatchOrderAction)
.def("onRtnCombAction", &TdApi::onRtnCombAction)
.def("onErrRtnCombActionInsert", &TdApi::onErrRtnCombActionInsert)
.def("onRspQryContractBank", &TdApi::onRspQryContractBank)
.def("onRspQryParkedOrder", &TdApi::onRspQryParkedOrder)
.def("onRspQryParkedOrderAction", &TdApi::onRspQryParkedOrderAction)
.def("onRspQryTradingNotice", &TdApi::onRspQryTradingNotice)
.def("onRspQryBrokerTradingParams", &TdApi::onRspQryBrokerTradingParams)
.def("onRspQryBrokerTradingAlgos", &TdApi::onRspQryBrokerTradingAlgos)
.def("onRspQueryCFMMCTradingAccountToken", &TdApi::onRspQueryCFMMCTradingAccountToken)
.def("onRtnFromBankToFutureByBank", &TdApi::onRtnFromBankToFutureByBank)
.def("onRtnFromFutureToBankByBank", &TdApi::onRtnFromFutureToBankByBank)
.def("onRtnRepealFromBankToFutureByBank", &TdApi::onRtnRepealFromBankToFutureByBank)
.def("onRtnRepealFromFutureToBankByBank", &TdApi::onRtnRepealFromFutureToBankByBank)
.def("onRtnFromBankToFutureByFuture", &TdApi::onRtnFromBankToFutureByFuture)
.def("onRtnFromFutureToBankByFuture", &TdApi::onRtnFromFutureToBankByFuture)
.def("onRtnRepealFromBankToFutureByFutureManual", &TdApi::onRtnRepealFromBankToFutureByFutureManual)
.def("onRtnRepealFromFutureToBankByFutureManual", &TdApi::onRtnRepealFromFutureToBankByFutureManual)
.def("onRtnQueryBankBalanceByFuture", &TdApi::onRtnQueryBankBalanceByFuture)
.def("onErrRtnBankToFutureByFuture", &TdApi::onErrRtnBankToFutureByFuture)
.def("onErrRtnFutureToBankByFuture", &TdApi::onErrRtnFutureToBankByFuture)
.def("onErrRtnRepealBankToFutureByFutureManual", &TdApi::onErrRtnRepealBankToFutureByFutureManual)
.def("onErrRtnRepealFutureToBankByFutureManual", &TdApi::onErrRtnRepealFutureToBankByFutureManual)
.def("onErrRtnQueryBankBalanceByFuture", &TdApi::onErrRtnQueryBankBalanceByFuture)
.def("onRtnRepealFromBankToFutureByFuture", &TdApi::onRtnRepealFromBankToFutureByFuture)
.def("onRtnRepealFromFutureToBankByFuture", &TdApi::onRtnRepealFromFutureToBankByFuture)
.def("onRspFromBankToFutureByFuture", &TdApi::onRspFromBankToFutureByFuture)
.def("onRspFromFutureToBankByFuture", &TdApi::onRspFromFutureToBankByFuture)
.def("onRspQueryBankAccountMoneyByFuture", &TdApi::onRspQueryBankAccountMoneyByFuture)
.def("onRtnOpenAccountByBank", &TdApi::onRtnOpenAccountByBank)
.def("onRtnCancelAccountByBank", &TdApi::onRtnCancelAccountByBank)
.def("onRtnChangeAccountByBank", &TdApi::onRtnChangeAccountByBank)
.def("onRtnResOpenAccConfirmTpdByBank", &TdApi::onRtnResOpenAccConfirmTpdByBank)
.def("onRspReserveOpenAccountTpdByFuture", &TdApi::onRspReserveOpenAccountTpdByFuture)
.def("onRspSecuritiesDepositInterestByFuture", &TdApi::onRspSecuritiesDepositInterestByFuture)
.def("onRspDayEndFileReadyByFuture", &TdApi::onRspDayEndFileReadyByFuture)
.def("onRspExecCombineOrderInsert", &TdApi::onRspExecCombineOrderInsert)
.def("onRspExecCombineOrderAction", &TdApi::onRspExecCombineOrderAction)
.def("onRspQryExecCombineOrder", &TdApi::onRspQryExecCombineOrder)
.def("onErrRtnExecCombineOrderAction", &TdApi::onErrRtnExecCombineOrderAction)
.def("onErrRtnExecCombineOrderInsert", &TdApi::onErrRtnExecCombineOrderInsert)
.def("onRtnExecCombineOrder", &TdApi::onRtnExecCombineOrder)
;

1560
vnpy/api/sec/generator/Sec_td_source_on.cpp
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5406
vnpy/api/sec/generator/Sec_td_source_process.cpp
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780
vnpy/api/sec/generator/Sec_td_source_switch.cpp
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@ -1,780 +0,0 @@
case ONFRONTCONNECTED:
{
this->processFrontConnected(&task);
break;
}
case ONFRONTDISCONNECTED:
{
this->processFrontDisconnected(&task);
break;
}
case ONHEARTBEATWARNING:
{
this->processHeartBeatWarning(&task);
break;
}
case ONRSPAUTHENTICATE:
{
this->processRspAuthenticate(&task);
break;
}
case ONRSPUSERLOGIN:
{
this->processRspUserLogin(&task);
break;
}
case ONRSPUSERLOGOUT:
{
this->processRspUserLogout(&task);
break;
}
case ONRSPUSERPASSWORDUPDATE:
{
this->processRspUserPasswordUpdate(&task);
break;
}
case ONRSPTRADINGACCOUNTPASSWORDUPDATE:
{
this->processRspTradingAccountPasswordUpdate(&task);
break;
}
case ONRSPORDERINSERT:
{
this->processRspOrderInsert(&task);
break;
}
case ONRSPPARKEDORDERINSERT:
{
this->processRspParkedOrderInsert(&task);
break;
}
case ONRSPPARKEDORDERACTION:
{
this->processRspParkedOrderAction(&task);
break;
}
case ONRSPORDERACTION:
{
this->processRspOrderAction(&task);
break;
}
case ONRSPQUERYMAXORDERVOLUME:
{
this->processRspQueryMaxOrderVolume(&task);
break;
}
case ONRSPSETTLEMENTINFOCONFIRM:
{
this->processRspSettlementInfoConfirm(&task);
break;
}
case ONRSPREMOVEPARKEDORDER:
{
this->processRspRemoveParkedOrder(&task);
break;
}
case ONRSPREMOVEPARKEDORDERACTION:
{
this->processRspRemoveParkedOrderAction(&task);
break;
}
case ONRSPEXECORDERINSERT:
{
this->processRspExecOrderInsert(&task);
break;
}
case ONRSPEXECORDERACTION:
{
this->processRspExecOrderAction(&task);
break;
}
case ONRSPFORQUOTEINSERT:
{
this->processRspForQuoteInsert(&task);
break;
}
case ONRSPQUOTEINSERT:
{
this->processRspQuoteInsert(&task);
break;
}
case ONRSPQUOTEACTION:
{
this->processRspQuoteAction(&task);
break;
}
case ONRSPLOCKINSERT:
{
this->processRspLockInsert(&task);
break;
}
case ONRSPBATCHORDERACTION:
{
this->processRspBatchOrderAction(&task);
break;
}
case ONRSPCOMBACTIONINSERT:
{
this->processRspCombActionInsert(&task);
break;
}
case ONRSPQRYORDER:
{
this->processRspQryOrder(&task);
break;
}
case ONRSPQRYTRADE:
{
this->processRspQryTrade(&task);
break;
}
case ONRSPQRYINVESTORPOSITION:
{
this->processRspQryInvestorPosition(&task);
break;
}
case ONRSPQRYTRADINGACCOUNT:
{
this->processRspQryTradingAccount(&task);
break;
}
case ONRSPQRYINVESTOR:
{
this->processRspQryInvestor(&task);
break;
}
case ONRSPQRYTRADINGCODE:
{
this->processRspQryTradingCode(&task);
break;
}
case ONRSPQRYINSTRUMENTMARGINRATE:
{
this->processRspQryInstrumentMarginRate(&task);
break;
}
case ONRSPQRYINSTRUMENTCOMMISSIONRATE:
{
this->processRspQryInstrumentCommissionRate(&task);
break;
}
case ONRSPQRYEXCHANGE:
{
this->processRspQryExchange(&task);
break;
}
case ONRSPQRYPRODUCT:
{
this->processRspQryProduct(&task);
break;
}
case ONRSPQRYINSTRUMENT:
{
this->processRspQryInstrument(&task);
break;
}
case ONRSPQRYDEPTHMARKETDATA:
{
this->processRspQryDepthMarketData(&task);
break;
}
case ONRSPQRYSETTLEMENTINFO:
{
this->processRspQrySettlementInfo(&task);
break;
}
case ONRSPQRYTRANSFERBANK:
{
this->processRspQryTransferBank(&task);
break;
}
case ONRSPQRYINVESTORPOSITIONDETAIL:
{
this->processRspQryInvestorPositionDetail(&task);
break;
}
case ONRSPQRYNOTICE:
{
this->processRspQryNotice(&task);
break;
}
case ONRSPQRYSETTLEMENTINFOCONFIRM:
{
this->processRspQrySettlementInfoConfirm(&task);
break;
}
case ONRSPQRYINVESTORPOSITIONCOMBINEDETAIL:
{
this->processRspQryInvestorPositionCombineDetail(&task);
break;
}
case ONRSPQRYCFMMCTRADINGACCOUNTKEY:
{
this->processRspQryCFMMCTradingAccountKey(&task);
break;
}
case ONRSPQRYEWARRANTOFFSET:
{
this->processRspQryEWarrantOffset(&task);
break;
}
case ONRSPQRYINVESTORPRODUCTGROUPMARGIN:
{
this->processRspQryInvestorProductGroupMargin(&task);
break;
}
case ONRSPQRYEXCHANGEMARGINRATE:
{
this->processRspQryExchangeMarginRate(&task);
break;
}
case ONRSPQRYEXCHANGEMARGINRATEADJUST:
{
this->processRspQryExchangeMarginRateAdjust(&task);
break;
}
case ONRSPQRYEXCHANGERATE:
{
this->processRspQryExchangeRate(&task);
break;
}
case ONRSPQRYSECAGENTACIDMAP:
{
this->processRspQrySecAgentACIDMap(&task);
break;
}
case ONRSPQRYPRODUCTEXCHRATE:
{
this->processRspQryProductExchRate(&task);
break;
}
case ONRSPQRYPRODUCTGROUP:
{
this->processRspQryProductGroup(&task);
break;
}
case ONRSPQRYMMINSTRUMENTCOMMISSIONRATE:
{
this->processRspQryMMInstrumentCommissionRate(&task);
break;
}
case ONRSPQRYMMOPTIONINSTRCOMMRATE:
{
this->processRspQryMMOptionInstrCommRate(&task);
break;
}
case ONRSPQRYINSTRUMENTORDERCOMMRATE:
{
this->processRspQryInstrumentOrderCommRate(&task);
break;
}
case ONRSPQRYOPTIONINSTRTRADECOST:
{
this->processRspQryOptionInstrTradeCost(&task);
break;
}
case ONRSPQRYOPTIONINSTRCOMMRATE:
{
this->processRspQryOptionInstrCommRate(&task);
break;
}
case ONRSPQRYEXECORDER:
{
this->processRspQryExecOrder(&task);
break;
}
case ONRSPQRYFORQUOTE:
{
this->processRspQryForQuote(&task);
break;
}
case ONRSPQRYQUOTE:
{
this->processRspQryQuote(&task);
break;
}
case ONRSPQRYLOCK:
{
this->processRspQryLock(&task);
break;
}
case ONRSPQRYLOCKPOSITION:
{
this->processRspQryLockPosition(&task);
break;
}
case ONRSPQRYETFOPTIONINSTRCOMMRATE:
{
this->processRspQryETFOptionInstrCommRate(&task);
break;
}
case ONRSPQRYINVESTORLEVEL:
{
this->processRspQryInvestorLevel(&task);
break;
}
case ONRSPQRYEXECFREEZE:
{
this->processRspQryExecFreeze(&task);
break;
}
case ONRSPQRYCOMBINSTRUMENTGUARD:
{
this->processRspQryCombInstrumentGuard(&task);
break;
}
case ONRSPQRYCOMBACTION:
{
this->processRspQryCombAction(&task);
break;
}
case ONRSPQRYTRANSFERSERIAL:
{
this->processRspQryTransferSerial(&task);
break;
}
case ONRSPQRYACCOUNTREGISTER:
{
this->processRspQryAccountregister(&task);
break;
}
case ONRSPERROR:
{
this->processRspError(&task);
break;
}
case ONRTNORDER:
{
this->processRtnOrder(&task);
break;
}
case ONRTNTRADE:
{
this->processRtnTrade(&task);
break;
}
case ONERRRTNORDERINSERT:
{
this->processErrRtnOrderInsert(&task);
break;
}
case ONERRRTNORDERACTION:
{
this->processErrRtnOrderAction(&task);
break;
}
case ONRTNINSTRUMENTSTATUS:
{
this->processRtnInstrumentStatus(&task);
break;
}
case ONRTNBULLETIN:
{
this->processRtnBulletin(&task);
break;
}
case ONRTNTRADINGNOTICE:
{
this->processRtnTradingNotice(&task);
break;
}
case ONRTNERRORCONDITIONALORDER:
{
this->processRtnErrorConditionalOrder(&task);
break;
}
case ONRTNEXECORDER:
{
this->processRtnExecOrder(&task);
break;
}
case ONERRRTNEXECORDERINSERT:
{
this->processErrRtnExecOrderInsert(&task);
break;
}
case ONERRRTNEXECORDERACTION:
{
this->processErrRtnExecOrderAction(&task);
break;
}
case ONERRRTNFORQUOTEINSERT:
{
this->processErrRtnForQuoteInsert(&task);
break;
}
case ONRTNQUOTE:
{
this->processRtnQuote(&task);
break;
}
case ONERRRTNQUOTEINSERT:
{
this->processErrRtnQuoteInsert(&task);
break;
}
case ONERRRTNQUOTEACTION:
{
this->processErrRtnQuoteAction(&task);
break;
}
case ONRTNFORQUOTERSP:
{
this->processRtnForQuoteRsp(&task);
break;
}
case ONRTNCFMMCTRADINGACCOUNTTOKEN:
{
this->processRtnCFMMCTradingAccountToken(&task);
break;
}
case ONRTNLOCK:
{
this->processRtnLock(&task);
break;
}
case ONERRRTNLOCKINSERT:
{
this->processErrRtnLockInsert(&task);
break;
}
case ONERRRTNBATCHORDERACTION:
{
this->processErrRtnBatchOrderAction(&task);
break;
}
case ONRTNCOMBACTION:
{
this->processRtnCombAction(&task);
break;
}
case ONERRRTNCOMBACTIONINSERT:
{
this->processErrRtnCombActionInsert(&task);
break;
}
case ONRSPQRYCONTRACTBANK:
{
this->processRspQryContractBank(&task);
break;
}
case ONRSPQRYPARKEDORDER:
{
this->processRspQryParkedOrder(&task);
break;
}
case ONRSPQRYPARKEDORDERACTION:
{
this->processRspQryParkedOrderAction(&task);
break;
}
case ONRSPQRYTRADINGNOTICE:
{
this->processRspQryTradingNotice(&task);
break;
}
case ONRSPQRYBROKERTRADINGPARAMS:
{
this->processRspQryBrokerTradingParams(&task);
break;
}
case ONRSPQRYBROKERTRADINGALGOS:
{
this->processRspQryBrokerTradingAlgos(&task);
break;
}
case ONRSPQUERYCFMMCTRADINGACCOUNTTOKEN:
{
this->processRspQueryCFMMCTradingAccountToken(&task);
break;
}
case ONRTNFROMBANKTOFUTUREBYBANK:
{
this->processRtnFromBankToFutureByBank(&task);
break;
}
case ONRTNFROMFUTURETOBANKBYBANK:
{
this->processRtnFromFutureToBankByBank(&task);
break;
}
case ONRTNREPEALFROMBANKTOFUTUREBYBANK:
{
this->processRtnRepealFromBankToFutureByBank(&task);
break;
}
case ONRTNREPEALFROMFUTURETOBANKBYBANK:
{
this->processRtnRepealFromFutureToBankByBank(&task);
break;
}
case ONRTNFROMBANKTOFUTUREBYFUTURE:
{
this->processRtnFromBankToFutureByFuture(&task);
break;
}
case ONRTNFROMFUTURETOBANKBYFUTURE:
{
this->processRtnFromFutureToBankByFuture(&task);
break;
}
case ONRTNREPEALFROMBANKTOFUTUREBYFUTUREMANUAL:
{
this->processRtnRepealFromBankToFutureByFutureManual(&task);
break;
}
case ONRTNREPEALFROMFUTURETOBANKBYFUTUREMANUAL:
{
this->processRtnRepealFromFutureToBankByFutureManual(&task);
break;
}
case ONRTNQUERYBANKBALANCEBYFUTURE:
{
this->processRtnQueryBankBalanceByFuture(&task);
break;
}
case ONERRRTNBANKTOFUTUREBYFUTURE:
{
this->processErrRtnBankToFutureByFuture(&task);
break;
}
case ONERRRTNFUTURETOBANKBYFUTURE:
{
this->processErrRtnFutureToBankByFuture(&task);
break;
}
case ONERRRTNREPEALBANKTOFUTUREBYFUTUREMANUAL:
{
this->processErrRtnRepealBankToFutureByFutureManual(&task);
break;
}
case ONERRRTNREPEALFUTURETOBANKBYFUTUREMANUAL:
{
this->processErrRtnRepealFutureToBankByFutureManual(&task);
break;
}
case ONERRRTNQUERYBANKBALANCEBYFUTURE:
{
this->processErrRtnQueryBankBalanceByFuture(&task);
break;
}
case ONRTNREPEALFROMBANKTOFUTUREBYFUTURE:
{
this->processRtnRepealFromBankToFutureByFuture(&task);
break;
}
case ONRTNREPEALFROMFUTURETOBANKBYFUTURE:
{
this->processRtnRepealFromFutureToBankByFuture(&task);
break;
}
case ONRSPFROMBANKTOFUTUREBYFUTURE:
{
this->processRspFromBankToFutureByFuture(&task);
break;
}
case ONRSPFROMFUTURETOBANKBYFUTURE:
{
this->processRspFromFutureToBankByFuture(&task);
break;
}
case ONRSPQUERYBANKACCOUNTMONEYBYFUTURE:
{
this->processRspQueryBankAccountMoneyByFuture(&task);
break;
}
case ONRTNOPENACCOUNTBYBANK:
{
this->processRtnOpenAccountByBank(&task);
break;
}
case ONRTNCANCELACCOUNTBYBANK:
{
this->processRtnCancelAccountByBank(&task);
break;
}
case ONRTNCHANGEACCOUNTBYBANK:
{
this->processRtnChangeAccountByBank(&task);
break;
}
case ONRTNRESOPENACCCONFIRMTPDBYBANK:
{
this->processRtnResOpenAccConfirmTpdByBank(&task);
break;
}
case ONRSPRESERVEOPENACCOUNTTPDBYFUTURE:
{
this->processRspReserveOpenAccountTpdByFuture(&task);
break;
}
case ONRSPSECURITIESDEPOSITINTERESTBYFUTURE:
{
this->processRspSecuritiesDepositInterestByFuture(&task);
break;
}
case ONRSPDAYENDFILEREADYBYFUTURE:
{
this->processRspDayEndFileReadyByFuture(&task);
break;
}
case ONRSPEXECCOMBINEORDERINSERT:
{
this->processRspExecCombineOrderInsert(&task);
break;
}
case ONRSPEXECCOMBINEORDERACTION:
{
this->processRspExecCombineOrderAction(&task);
break;
}
case ONRSPQRYEXECCOMBINEORDER:
{
this->processRspQryExecCombineOrder(&task);
break;
}
case ONERRRTNEXECCOMBINEORDERACTION:
{
this->processErrRtnExecCombineOrderAction(&task);
break;
}
case ONERRRTNEXECCOMBINEORDERINSERT:
{
this->processErrRtnExecCombineOrderInsert(&task);
break;
}
case ONRTNEXECCOMBINEORDER:
{
this->processRtnExecCombineOrder(&task);
break;
}

2426
vnpy/api/sec/generator/Sec_td_source_task.cpp
View File

File diff suppressed because it is too large Load Diff

814
vnpy/api/sec/generator/Sec_typedef.py
View File

@ -1,814 +0,0 @@
TThostFtdcTraderIDType = "string"
TThostFtdcInvestorIDType = "string"
TThostFtdcBrokerIDType = "string"
TThostFtdcBrokerAbbrType = "string"
TThostFtdcBrokerNameType = "string"
TThostFtdcExchangeInstIDType = "string"
TThostFtdcOrderRefType = "string"
TThostFtdcParticipantIDType = "string"
TThostFtdcUserIDType = "string"
TThostFtdcPasswordType = "string"
TThostFtdcClientIDType = "string"
TThostFtdcInstrumentIDType = "string"
TThostFtdcInstrumentCodeType = "string"
TThostFtdcMarketIDType = "string"
TThostFtdcProductNameType = "string"
TThostFtdcExchangeIDType = "string"
TThostFtdcExchangeNameType = "string"
TThostFtdcExchangeAbbrType = "string"
TThostFtdcExchangeFlagType = "string"
TThostFtdcMacAddressType = "string"
TThostFtdcSystemIDType = "string"
TThostFtdcExchangePropertyType = "char"
TThostFtdcDateType = "string"
TThostFtdcTimeType = "string"
TThostFtdcLongTimeType = "string"
TThostFtdcInstrumentNameType = "string"
TThostFtdcSettlementGroupIDType = "string"
TThostFtdcOrderSysIDType = "string"
TThostFtdcTradeIDType = "string"
TThostFtdcCommandTypeType = "string"
TThostFtdcIPAddressType = "string"
TThostFtdcIPPortType = "int"
TThostFtdcProductInfoType = "string"
TThostFtdcProtocolInfoType = "string"
TThostFtdcBusinessUnitType = "string"
TThostFtdcDepositSeqNoType = "string"
TThostFtdcIdentifiedCardNoType = "string"
TThostFtdcIdCardTypeType = "char"
TThostFtdcOrderLocalIDType = "string"
TThostFtdcUserNameType = "string"
TThostFtdcPartyNameType = "string"
TThostFtdcErrorMsgType = "string"
TThostFtdcFieldNameType = "string"
TThostFtdcFieldContentType = "string"
TThostFtdcSystemNameType = "string"
TThostFtdcContentType = "string"
TThostFtdcInvestorRangeType = "char"
TThostFtdcDepartmentRangeType = "char"
TThostFtdcDataSyncStatusType = "char"
TThostFtdcBrokerDataSyncStatusType = "char"
TThostFtdcExchangeConnectStatusType = "char"
TThostFtdcTraderConnectStatusType = "char"
TThostFtdcFunctionCodeType = "char"
TThostFtdcBrokerFunctionCodeType = "char"
TThostFtdcOrderActionStatusType = "char"
TThostFtdcOrderStatusType = "char"
TThostFtdcOrderSubmitStatusType = "char"
TThostFtdcPositionDateType = "char"
TThostFtdcPositionDateTypeType = "char"
TThostFtdcTradingRoleType = "char"
TThostFtdcProductClassType = "char"
TThostFtdcInstLifePhaseType = "char"
TThostFtdcDirectionType = "char"
TThostFtdcPositionTypeType = "char"
TThostFtdcPosiDirectionType = "char"
TThostFtdcSysSettlementStatusType = "char"
TThostFtdcRatioAttrType = "char"
TThostFtdcHedgeFlagType = "char"
TThostFtdcBillHedgeFlagType = "char"
TThostFtdcClientIDTypeType = "char"
TThostFtdcOrderPriceTypeType = "char"
TThostFtdcOffsetFlagType = "char"
TThostFtdcForceCloseReasonType = "char"
TThostFtdcOrderTypeType = "char"
TThostFtdcTimeConditionType = "char"
TThostFtdcVolumeConditionType = "char"
TThostFtdcContingentConditionType = "char"
TThostFtdcActionFlagType = "char"
TThostFtdcTradingRightType = "char"
TThostFtdcOrderSourceType = "char"
TThostFtdcTradeTypeType = "char"
TThostFtdcPriceSourceType = "char"
TThostFtdcInstrumentStatusType = "char"
TThostFtdcInstStatusEnterReasonType = "char"
TThostFtdcOrderActionRefType = "int"
TThostFtdcInstallCountType = "int"
TThostFtdcInstallIDType = "int"
TThostFtdcErrorIDType = "int"
TThostFtdcSettlementIDType = "int"
TThostFtdcVolumeType = "int"
TThostFtdcFrontIDType = "int"
TThostFtdcSessionIDType = "int"
TThostFtdcSequenceNoType = "int"
TThostFtdcCommandNoType = "int"
TThostFtdcMillisecType = "int"
TThostFtdcVolumeMultipleType = "int"
TThostFtdcTradingSegmentSNType = "int"
TThostFtdcRequestIDType = "int"
TThostFtdcYearType = "int"
TThostFtdcMonthType = "int"
TThostFtdcBoolType = "int"
TThostFtdcPriceType = "double"
TThostFtdcCombOffsetFlagType = "string"
TThostFtdcCombHedgeFlagType = "string"
TThostFtdcRatioType = "double"
TThostFtdcMoneyType = "double"
TThostFtdcLargeVolumeType = "double"
TThostFtdcSequenceSeriesType = "int"
TThostFtdcCommPhaseNoType = "int"
TThostFtdcSequenceLabelType = "string"
TThostFtdcUnderlyingMultipleType = "double"
TThostFtdcPriorityType = "int"
TThostFtdcContractCodeType = "string"
TThostFtdcCityType = "string"
TThostFtdcIsStockType = "string"
TThostFtdcChannelType = "string"
TThostFtdcAddressType = "string"
TThostFtdcZipCodeType = "string"
TThostFtdcTelephoneType = "string"
TThostFtdcFaxType = "string"
TThostFtdcMobileType = "string"
TThostFtdcEMailType = "string"
TThostFtdcMemoType = "string"
TThostFtdcCompanyCodeType = "string"
TThostFtdcWebsiteType = "string"
TThostFtdcTaxNoType = "string"
TThostFtdcBatchStatusType = "char"
TThostFtdcPropertyIDType = "string"
TThostFtdcPropertyNameType = "string"
TThostFtdcLicenseNoType = "string"
TThostFtdcAgentIDType = "string"
TThostFtdcAgentNameType = "string"
TThostFtdcAgentGroupIDType = "string"
TThostFtdcAgentGroupNameType = "string"
TThostFtdcReturnStyleType = "char"
TThostFtdcReturnPatternType = "char"
TThostFtdcReturnLevelType = "char"
TThostFtdcReturnStandardType = "char"
TThostFtdcMortgageTypeType = "char"
TThostFtdcInvestorSettlementParamIDType = "char"
TThostFtdcExchangeSettlementParamIDType = "char"
TThostFtdcSystemParamIDType = "char"
TThostFtdcTradeParamIDType = "char"
TThostFtdcSettlementParamValueType = "string"
TThostFtdcCounterIDType = "string"
TThostFtdcInvestorGroupNameType = "string"
TThostFtdcBrandCodeType = "string"
TThostFtdcWarehouseType = "string"
TThostFtdcProductDateType = "string"
TThostFtdcGradeType = "string"
TThostFtdcClassifyType = "string"
TThostFtdcPositionType = "string"
TThostFtdcYieldlyType = "string"
TThostFtdcWeightType = "string"
TThostFtdcSubEntryFundNoType = "int"
TThostFtdcFileIDType = "char"
TThostFtdcFileNameType = "string"
TThostFtdcFileTypeType = "char"
TThostFtdcFileFormatType = "char"
TThostFtdcFileUploadStatusType = "char"
TThostFtdcTransferDirectionType = "char"
TThostFtdcUploadModeType = "string"
TThostFtdcAccountIDType = "string"
TThostFtdcBankFlagType = "string"
TThostFtdcBankAccountType = "string"
TThostFtdcOpenNameType = "string"
TThostFtdcOpenBankType = "string"
TThostFtdcBankNameType = "string"
TThostFtdcPublishPathType = "string"
TThostFtdcOperatorIDType = "string"
TThostFtdcMonthCountType = "int"
TThostFtdcAdvanceMonthArrayType = "string"
TThostFtdcDateExprType = "string"
TThostFtdcInstrumentIDExprType = "string"
TThostFtdcInstrumentNameExprType = "string"
TThostFtdcSpecialCreateRuleType = "char"
TThostFtdcBasisPriceTypeType = "char"
TThostFtdcProductLifePhaseType = "char"
TThostFtdcDeliveryModeType = "char"
TThostFtdcLogLevelType = "string"
TThostFtdcProcessNameType = "string"
TThostFtdcOperationMemoType = "string"
TThostFtdcFundIOTypeType = "char"
TThostFtdcFundTypeType = "char"
TThostFtdcFundDirectionType = "char"
TThostFtdcFundStatusType = "char"
TThostFtdcBillNoType = "string"
TThostFtdcBillNameType = "string"
TThostFtdcPublishStatusType = "char"
TThostFtdcEnumValueIDType = "string"
TThostFtdcEnumValueTypeType = "string"
TThostFtdcEnumValueLabelType = "string"
TThostFtdcEnumValueResultType = "string"
TThostFtdcSystemStatusType = "char"
TThostFtdcSettlementStatusType = "char"
TThostFtdcRangeIntTypeType = "string"
TThostFtdcRangeIntFromType = "string"
TThostFtdcRangeIntToType = "string"
TThostFtdcFunctionIDType = "string"
TThostFtdcFunctionValueCodeType = "string"
TThostFtdcFunctionNameType = "string"
TThostFtdcRoleIDType = "string"
TThostFtdcRoleNameType = "string"
TThostFtdcDescriptionType = "string"
TThostFtdcCombineIDType = "string"
TThostFtdcCombineTypeType = "string"
TThostFtdcInvestorTypeType = "char"
TThostFtdcBrokerTypeType = "char"
TThostFtdcRiskLevelType = "char"
TThostFtdcFeeAcceptStyleType = "char"
TThostFtdcPasswordTypeType = "char"
TThostFtdcAlgorithmType = "char"
TThostFtdcIncludeCloseProfitType = "char"
TThostFtdcAllWithoutTradeType = "char"
TThostFtdcCommentType = "string"
TThostFtdcVersionType = "string"
TThostFtdcTradeCodeType = "string"
TThostFtdcTradeDateType = "string"
TThostFtdcTradeTimeType = "string"
TThostFtdcTradeSerialType = "string"
TThostFtdcTradeSerialNoType = "int"
TThostFtdcFutureIDType = "string"
TThostFtdcBankIDType = "string"
TThostFtdcBankBrchIDType = "string"
TThostFtdcBankBranchIDType = "string"
TThostFtdcOperNoType = "string"
TThostFtdcDeviceIDType = "string"
TThostFtdcRecordNumType = "string"
TThostFtdcFutureAccountType = "string"
TThostFtdcFuturePwdFlagType = "char"
TThostFtdcTransferTypeType = "char"
TThostFtdcFutureAccPwdType = "string"
TThostFtdcCurrencyCodeType = "string"
TThostFtdcRetCodeType = "string"
TThostFtdcRetInfoType = "string"
TThostFtdcTradeAmtType = "string"
TThostFtdcUseAmtType = "string"
TThostFtdcFetchAmtType = "string"
TThostFtdcTransferValidFlagType = "char"
TThostFtdcCertCodeType = "string"
TThostFtdcBankChannelType = "char"
TThostFtdcReasonType = "char"
TThostFtdcFundProjectIDType = "string"
TThostFtdcSexType = "char"
TThostFtdcProfessionType = "string"
TThostFtdcNationalType = "string"
TThostFtdcProvinceType = "string"
TThostFtdcRegionType = "string"
TThostFtdcCountryType = "string"
TThostFtdcLicenseNOType = "string"
TThostFtdcCompanyTypeType = "string"
TThostFtdcBusinessScopeType = "string"
TThostFtdcCapitalCurrencyType = "string"
TThostFtdcUserTypeType = "char"
TThostFtdcBranchIDType = "string"
TThostFtdcRateTypeType = "char"
TThostFtdcNoteTypeType = "char"
TThostFtdcSettlementStyleType = "char"
TThostFtdcBrokerDNSType = "string"
TThostFtdcSentenceType = "string"
TThostFtdcSettlementBillTypeType = "char"
TThostFtdcUserRightTypeType = "char"
TThostFtdcMarginPriceTypeType = "char"
TThostFtdcBillGenStatusType = "char"
TThostFtdcAlgoTypeType = "char"
TThostFtdcHandlePositionAlgoIDType = "char"
TThostFtdcFindMarginRateAlgoIDType = "char"
TThostFtdcHandleTradingAccountAlgoIDType = "char"
TThostFtdcPersonTypeType = "char"
TThostFtdcQueryInvestorRangeType = "char"
TThostFtdcInvestorRiskStatusType = "char"
TThostFtdcLegIDType = "int"
TThostFtdcLegMultipleType = "int"
TThostFtdcImplyLevelType = "int"
TThostFtdcClearAccountType = "string"
TThostFtdcOrganNOType = "string"
TThostFtdcClearbarchIDType = "string"
TThostFtdcUserEventTypeType = "char"
TThostFtdcUserEventInfoType = "string"
TThostFtdcCloseStyleType = "char"
TThostFtdcStatModeType = "char"
TThostFtdcParkedOrderStatusType = "char"
TThostFtdcParkedOrderIDType = "string"
TThostFtdcParkedOrderActionIDType = "string"
TThostFtdcVirDealStatusType = "char"
TThostFtdcOrgSystemIDType = "char"
TThostFtdcVirTradeStatusType = "char"
TThostFtdcVirBankAccTypeType = "char"
TThostFtdcVirementStatusType = "char"
TThostFtdcVirementAvailAbilityType = "char"
TThostFtdcVirementTradeCodeType = "char"
TThostFtdcPhotoTypeNameType = "string"
TThostFtdcPhotoTypeIDType = "string"
TThostFtdcPhotoNameType = "string"
TThostFtdcTopicIDType = "int"
TThostFtdcReportTypeIDType = "string"
TThostFtdcCharacterIDType = "string"
TThostFtdcAMLParamIDType = "string"
TThostFtdcAMLInvestorTypeType = "string"
TThostFtdcAMLIdCardTypeType = "string"
TThostFtdcAMLTradeDirectType = "string"
TThostFtdcAMLTradeModelType = "string"
TThostFtdcAMLParamIDType = "string"
TThostFtdcAMLOpParamValueType = "double"
TThostFtdcAMLCustomerCardTypeType = "string"
TThostFtdcAMLInstitutionNameType = "string"
TThostFtdcAMLDistrictIDType = "string"
TThostFtdcAMLRelationShipType = "string"
TThostFtdcAMLInstitutionTypeType = "string"
TThostFtdcAMLInstitutionIDType = "string"
TThostFtdcAMLAccountTypeType = "string"
TThostFtdcAMLTradingTypeType = "string"
TThostFtdcAMLTransactClassType = "string"
TThostFtdcAMLCapitalIOType = "string"
TThostFtdcAMLSiteType = "string"
TThostFtdcAMLCapitalPurposeType = "string"
TThostFtdcAMLReportTypeType = "string"
TThostFtdcAMLSerialNoType = "string"
TThostFtdcAMLStatusType = "string"
TThostFtdcAMLGenStatusType = "char"
TThostFtdcAMLSeqCodeType = "string"
TThostFtdcAMLFileNameType = "string"
TThostFtdcAMLMoneyType = "double"
TThostFtdcAMLFileAmountType = "int"
TThostFtdcCFMMCKeyType = "string"
TThostFtdcCFMMCTokenType = "string"
TThostFtdcCFMMCKeyKindType = "char"
TThostFtdcAMLReportNameType = "string"
TThostFtdcDBFComdTypeType = "string"
TThostFtdcDBFComTimeType = "string"
TThostFtdcDBFComNoType = "string"
TThostFtdcDBFFdNameType = "string"
TThostFtdcDBFFdContentType = "string"
TThostFtdcIndividualNameType = "string"
TThostFtdcCurrencyIDType = "string"
TThostFtdcCustNumberType = "string"
TThostFtdcOrganCodeType = "string"
TThostFtdcOrganNameType = "string"
TThostFtdcSuperOrganCodeType = "string"
TThostFtdcSubBranchIDType = "string"
TThostFtdcSubBranchNameType = "string"
TThostFtdcBranchNetCodeType = "string"
TThostFtdcBranchNetNameType = "string"
TThostFtdcOrganFlagType = "string"
TThostFtdcBankCodingForFutureType = "string"
TThostFtdcBankReturnCodeType = "string"
TThostFtdcPlateReturnCodeType = "string"
TThostFtdcBankSubBranchIDType = "string"
TThostFtdcFutureBranchIDType = "string"
TThostFtdcReturnCodeType = "string"
TThostFtdcOperatorCodeType = "string"
TThostFtdcClearDepIDType = "string"
TThostFtdcClearBrchIDType = "string"
TThostFtdcClearNameType = "string"
TThostFtdcBankAccountNameType = "string"
TThostFtdcInvDepIDType = "string"
TThostFtdcInvBrchIDType = "string"
TThostFtdcMessageFormatVersionType = "string"
TThostFtdcDigestType = "string"
TThostFtdcAuthenticDataType = "string"
TThostFtdcPasswordKeyType = "string"
TThostFtdcFutureAccountNameType = "string"
TThostFtdcMobilePhoneType = "string"
TThostFtdcFutureMainKeyType = "string"
TThostFtdcFutureWorkKeyType = "string"
TThostFtdcFutureTransKeyType = "string"
TThostFtdcBankMainKeyType = "string"
TThostFtdcBankWorkKeyType = "string"
TThostFtdcBankTransKeyType = "string"
TThostFtdcBankServerDescriptionType = "string"
TThostFtdcAddInfoType = "string"
TThostFtdcDescrInfoForReturnCodeType = "string"
TThostFtdcCountryCodeType = "string"
TThostFtdcSerialType = "int"
TThostFtdcPlateSerialType = "int"
TThostFtdcBankSerialType = "string"
TThostFtdcCorrectSerialType = "int"
TThostFtdcFutureSerialType = "int"
TThostFtdcApplicationIDType = "int"
TThostFtdcBankProxyIDType = "int"
TThostFtdcFBTCoreIDType = "int"
TThostFtdcServerPortType = "int"
TThostFtdcRepealedTimesType = "int"
TThostFtdcRepealTimeIntervalType = "int"
TThostFtdcTotalTimesType = "int"
TThostFtdcFBTRequestIDType = "int"
TThostFtdcTIDType = "int"
TThostFtdcTradeAmountType = "double"
TThostFtdcCustFeeType = "double"
TThostFtdcFutureFeeType = "double"
TThostFtdcSingleMaxAmtType = "double"
TThostFtdcSingleMinAmtType = "double"
TThostFtdcTotalAmtType = "double"
TThostFtdcCertificationTypeType = "char"
TThostFtdcFileBusinessCodeType = "char"
TThostFtdcCashExchangeCodeType = "char"
TThostFtdcYesNoIndicatorType = "char"
TThostFtdcBanlanceTypeType = "char"
TThostFtdcGenderType = "char"
TThostFtdcFeePayFlagType = "char"
TThostFtdcPassWordKeyTypeType = "char"
TThostFtdcFBTPassWordTypeType = "char"
TThostFtdcFBTEncryModeType = "char"
TThostFtdcBankRepealFlagType = "char"
TThostFtdcBrokerRepealFlagType = "char"
TThostFtdcInstitutionTypeType = "char"
TThostFtdcLastFragmentType = "char"
TThostFtdcBankAccStatusType = "char"
TThostFtdcMoneyAccountStatusType = "char"
TThostFtdcManageStatusType = "char"
TThostFtdcSystemTypeType = "char"
TThostFtdcTxnEndFlagType = "char"
TThostFtdcProcessStatusType = "char"
TThostFtdcCustTypeType = "char"
TThostFtdcFBTTransferDirectionType = "char"
TThostFtdcOpenOrDestroyType = "char"
TThostFtdcAvailabilityFlagType = "char"
TThostFtdcOrganTypeType = "char"
TThostFtdcOrganLevelType = "char"
TThostFtdcProtocalIDType = "char"
TThostFtdcConnectModeType = "char"
TThostFtdcSyncModeType = "char"
TThostFtdcBankAccTypeType = "char"
TThostFtdcFutureAccTypeType = "char"
TThostFtdcOrganStatusType = "char"
TThostFtdcCCBFeeModeType = "char"
TThostFtdcCommApiTypeType = "char"
TThostFtdcServiceIDType = "int"
TThostFtdcServiceLineNoType = "int"
TThostFtdcServiceNameType = "string"
TThostFtdcLinkStatusType = "char"
TThostFtdcCommApiPointerType = "int"
TThostFtdcPwdFlagType = "char"
TThostFtdcSecuAccTypeType = "char"
TThostFtdcTransferStatusType = "char"
TThostFtdcSponsorTypeType = "char"
TThostFtdcReqRspTypeType = "char"
TThostFtdcFBTUserEventTypeType = "char"
TThostFtdcBankIDByBankType = "string"
TThostFtdcBankOperNoType = "string"
TThostFtdcBankCustNoType = "string"
TThostFtdcDBOPSeqNoType = "int"
TThostFtdcTableNameType = "string"
TThostFtdcPKNameType = "string"
TThostFtdcPKValueType = "string"
TThostFtdcDBOperationType = "char"
TThostFtdcSyncFlagType = "char"
TThostFtdcTargetIDType = "string"
TThostFtdcSyncTypeType = "char"
TThostFtdcFBETimeType = "string"
TThostFtdcFBEBankNoType = "string"
TThostFtdcFBECertNoType = "string"
TThostFtdcExDirectionType = "char"
TThostFtdcFBEBankAccountType = "string"
TThostFtdcFBEBankAccountNameType = "string"
TThostFtdcFBEAmtType = "double"
TThostFtdcFBEBusinessTypeType = "string"
TThostFtdcFBEPostScriptType = "string"
TThostFtdcFBERemarkType = "string"
TThostFtdcExRateType = "double"
TThostFtdcFBEResultFlagType = "char"
TThostFtdcFBERtnMsgType = "string"
TThostFtdcFBEExtendMsgType = "string"
TThostFtdcFBEBusinessSerialType = "string"
TThostFtdcFBESystemSerialType = "string"
TThostFtdcFBETotalExCntType = "int"
TThostFtdcFBEExchStatusType = "char"
TThostFtdcFBEFileFlagType = "char"
TThostFtdcFBEAlreadyTradeType = "char"
TThostFtdcFBEOpenBankType = "string"
TThostFtdcFBEUserEventTypeType = "char"
TThostFtdcFBEFileNameType = "string"
TThostFtdcFBEBatchSerialType = "string"
TThostFtdcFBEReqFlagType = "char"
TThostFtdcNotifyClassType = "char"
TThostFtdcRiskNofityInfoType = "string"
TThostFtdcForceCloseSceneIdType = "string"
TThostFtdcForceCloseTypeType = "char"
TThostFtdcInstrumentIDsType = "string"
TThostFtdcRiskNotifyMethodType = "char"
TThostFtdcRiskNotifyStatusType = "char"
TThostFtdcRiskUserEventType = "char"
TThostFtdcParamIDType = "int"
TThostFtdcParamNameType = "string"
TThostFtdcParamValueType = "string"
TThostFtdcConditionalOrderSortTypeType = "char"
TThostFtdcSendTypeType = "char"
TThostFtdcClientIDStatusType = "char"
TThostFtdcIndustryIDType = "string"
TThostFtdcQuestionIDType = "string"
TThostFtdcQuestionContentType = "string"
TThostFtdcOptionIDType = "string"
TThostFtdcOptionContentType = "string"
TThostFtdcQuestionTypeType = "char"
TThostFtdcProcessIDType = "string"
TThostFtdcSeqNoType = "int"
TThostFtdcUOAProcessStatusType = "string"
TThostFtdcProcessTypeType = "string"
TThostFtdcBusinessTypeType = "char"
TThostFtdcCfmmcReturnCodeType = "char"
TThostFtdcExReturnCodeType = "int"
TThostFtdcClientTypeType = "char"
TThostFtdcExchangeIDTypeType = "char"
TThostFtdcExClientIDTypeType = "char"
TThostFtdcClientClassifyType = "string"
TThostFtdcUOAOrganTypeType = "string"
TThostFtdcUOACountryCodeType = "string"
TThostFtdcAreaCodeType = "string"
TThostFtdcFuturesIDType = "string"
TThostFtdcCffmcDateType = "string"
TThostFtdcCffmcTimeType = "string"
TThostFtdcNocIDType = "string"
TThostFtdcUpdateFlagType = "char"
TThostFtdcApplyOperateIDType = "char"
TThostFtdcApplyStatusIDType = "char"
TThostFtdcSendMethodType = "char"
TThostFtdcEventTypeType = "string"
TThostFtdcEventModeType = "char"
TThostFtdcUOAAutoSendType = "char"
TThostFtdcQueryDepthType = "int"
TThostFtdcDataCenterIDType = "int"
TThostFtdcFlowIDType = "char"
TThostFtdcCheckLevelType = "char"
TThostFtdcCheckNoType = "int"
TThostFtdcCheckStatusType = "char"
TThostFtdcUsedStatusType = "char"
TThostFtdcRateTemplateNameType = "string"
TThostFtdcPropertyStringType = "string"
TThostFtdcBankAcountOriginType = "char"
TThostFtdcMonthBillTradeSumType = "char"
TThostFtdcFBTTradeCodeEnumType = "char"
TThostFtdcRateTemplateIDType = "string"
TThostFtdcRiskRateType = "string"
TThostFtdcTimestampType = "int"
TThostFtdcInvestorIDRuleNameType = "string"
TThostFtdcInvestorIDRuleExprType = "string"
TThostFtdcLastDriftType = "int"
TThostFtdcLastSuccessType = "int"
TThostFtdcAuthKeyType = "string"
TThostFtdcSerialNumberType = "string"
TThostFtdcOTPTypeType = "char"
TThostFtdcOTPVendorsIDType = "string"
TThostFtdcOTPVendorsNameType = "string"
TThostFtdcOTPStatusType = "char"
TThostFtdcBrokerUserTypeType = "char"
TThostFtdcFutureTypeType = "char"
TThostFtdcFundEventTypeType = "char"
TThostFtdcAccountSourceTypeType = "char"
TThostFtdcCodeSourceTypeType = "char"
TThostFtdcUserRangeType = "char"
TThostFtdcTimeSpanType = "string"
TThostFtdcImportSequenceIDType = "string"
TThostFtdcByGroupType = "char"
TThostFtdcTradeSumStatModeType = "char"
TThostFtdcComTypeType = "int"
TThostFtdcUserProductIDType = "string"
TThostFtdcUserProductNameType = "string"
TThostFtdcUserProductMemoType = "string"
TThostFtdcCSRCCancelFlagType = "string"
TThostFtdcCSRCDateType = "string"
TThostFtdcCSRCInvestorNameType = "string"
TThostFtdcCSRCOpenInvestorNameType = "string"
TThostFtdcCSRCInvestorIDType = "string"
TThostFtdcCSRCIdentifiedCardNoType = "string"
TThostFtdcCSRCClientIDType = "string"
TThostFtdcCSRCBankFlagType = "string"
TThostFtdcCSRCBankAccountType = "string"
TThostFtdcCSRCOpenNameType = "string"
TThostFtdcCSRCMemoType = "string"
TThostFtdcCSRCTimeType = "string"
TThostFtdcCSRCTradeIDType = "string"
TThostFtdcCSRCExchangeInstIDType = "string"
TThostFtdcCSRCMortgageNameType = "string"
TThostFtdcCSRCReasonType = "string"
TThostFtdcIsSettlementType = "string"
TThostFtdcCSRCMoneyType = "double"
TThostFtdcCSRCPriceType = "double"
TThostFtdcCSRCOptionsTypeType = "string"
TThostFtdcCSRCStrikePriceType = "double"
TThostFtdcCSRCTargetProductIDType = "string"
TThostFtdcCSRCTargetInstrIDType = "string"
TThostFtdcCommModelNameType = "string"
TThostFtdcCommModelMemoType = "string"
TThostFtdcExprSetModeType = "char"
TThostFtdcRateInvestorRangeType = "char"
TThostFtdcAgentBrokerIDType = "string"
TThostFtdcDRIdentityIDType = "int"
TThostFtdcDRIdentityNameType = "string"
TThostFtdcDBLinkIDType = "string"
TThostFtdcSyncDataStatusType = "char"
TThostFtdcTradeSourceType = "char"
TThostFtdcFlexStatModeType = "char"
TThostFtdcByInvestorRangeType = "char"
TThostFtdcSRiskRateType = "string"
TThostFtdcSequenceNo12Type = "int"
TThostFtdcPropertyInvestorRangeType = "char"
TThostFtdcFileStatusType = "char"
TThostFtdcFileGenStyleType = "char"
TThostFtdcSysOperModeType = "char"
TThostFtdcSysOperTypeType = "char"
TThostFtdcCSRCDataQueyTypeType = "char"
TThostFtdcFreezeStatusType = "char"
TThostFtdcStandardStatusType = "char"
TThostFtdcCSRCFreezeStatusType = "string"
TThostFtdcRightParamTypeType = "char"
TThostFtdcRightTemplateIDType = "string"
TThostFtdcRightTemplateNameType = "string"
TThostFtdcDataStatusType = "char"
TThostFtdcAMLCheckStatusType = "char"
TThostFtdcAmlDateTypeType = "char"
TThostFtdcAmlCheckLevelType = "char"
TThostFtdcAmlCheckFlowType = "string"
TThostFtdcDataTypeType = "string"
TThostFtdcExportFileTypeType = "char"
TThostFtdcSettleManagerTypeType = "char"
TThostFtdcSettleManagerIDType = "string"
TThostFtdcSettleManagerNameType = "string"
TThostFtdcSettleManagerLevelType = "char"
TThostFtdcSettleManagerGroupType = "char"
TThostFtdcCheckResultMemoType = "string"
TThostFtdcFunctionUrlType = "string"
TThostFtdcAuthInfoType = "string"
TThostFtdcAuthCodeType = "string"
TThostFtdcLimitUseTypeType = "char"
TThostFtdcDataResourceType = "char"
TThostFtdcMarginTypeType = "char"
TThostFtdcActiveTypeType = "char"
TThostFtdcMarginRateTypeType = "char"
TThostFtdcBackUpStatusType = "char"
TThostFtdcInitSettlementType = "char"
TThostFtdcReportStatusType = "char"
TThostFtdcSaveStatusType = "char"
TThostFtdcSettArchiveStatusType = "char"
TThostFtdcCTPTypeType = "char"
TThostFtdcToolIDType = "string"
TThostFtdcToolNameType = "string"
TThostFtdcCloseDealTypeType = "char"
TThostFtdcMortgageFundUseRangeType = "char"
TThostFtdcCurrencyUnitType = "double"
TThostFtdcExchangeRateType = "double"
TThostFtdcSpecProductTypeType = "char"
TThostFtdcFundMortgageTypeType = "char"
TThostFtdcAccountSettlementParamIDType = "char"
TThostFtdcCurrencyNameType = "string"
TThostFtdcCurrencySignType = "string"
TThostFtdcFundMortDirectionType = "char"
TThostFtdcBusinessClassType = "char"
TThostFtdcSwapSourceTypeType = "char"
TThostFtdcCurrExDirectionType = "char"
TThostFtdcCurrencySwapStatusType = "char"
TThostFtdcCurrExchCertNoType = "string"
TThostFtdcBatchSerialNoType = "string"
TThostFtdcReqFlagType = "char"
TThostFtdcResFlagType = "char"
TThostFtdcPageControlType = "string"
TThostFtdcRecordCountType = "int"
TThostFtdcCurrencySwapMemoType = "string"
TThostFtdcExStatusType = "char"
TThostFtdcClientRegionType = "char"
TThostFtdcWorkPlaceType = "string"
TThostFtdcBusinessPeriodType = "string"
TThostFtdcWebSiteType = "string"
TThostFtdcUOAIdCardTypeType = "string"
TThostFtdcClientModeType = "string"
TThostFtdcInvestorFullNameType = "string"
TThostFtdcUOABrokerIDType = "string"
TThostFtdcUOAZipCodeType = "string"
TThostFtdcUOAEMailType = "string"
TThostFtdcOldCityType = "string"
TThostFtdcCorporateIdentifiedCardNoType = "string"
TThostFtdcHasBoardType = "char"
TThostFtdcStartModeType = "char"
TThostFtdcTemplateTypeType = "char"
TThostFtdcLoginModeType = "char"
TThostFtdcPromptTypeType = "char"
TThostFtdcLedgerManageIDType = "string"
TThostFtdcInvestVarietyType = "string"
TThostFtdcBankAccountTypeType = "string"
TThostFtdcLedgerManageBankType = "string"
TThostFtdcCffexDepartmentNameType = "string"
TThostFtdcCffexDepartmentCodeType = "string"
TThostFtdcHasTrusteeType = "char"
TThostFtdcCSRCMemo1Type = "string"
TThostFtdcAssetmgrCFullNameType = "string"
TThostFtdcAssetmgrApprovalNOType = "string"
TThostFtdcAssetmgrMgrNameType = "string"
TThostFtdcAmTypeType = "char"
TThostFtdcCSRCAmTypeType = "string"
TThostFtdcCSRCFundIOTypeType = "char"
TThostFtdcCusAccountTypeType = "char"
TThostFtdcCSRCNationalType = "string"
TThostFtdcCSRCSecAgentIDType = "string"
TThostFtdcLanguageTypeType = "char"
TThostFtdcAmAccountType = "string"
TThostFtdcAssetmgrClientTypeType = "char"
TThostFtdcAssetmgrTypeType = "char"
TThostFtdcUOMType = "string"
TThostFtdcSHFEInstLifePhaseType = "string"
TThostFtdcSHFEProductClassType = "string"
TThostFtdcPriceDecimalType = "string"
TThostFtdcInTheMoneyFlagType = "string"
TThostFtdcCheckInstrTypeType = "char"
TThostFtdcDeliveryTypeType = "char"
TThostFtdcBigMoneyType = "double"
TThostFtdcMaxMarginSideAlgorithmType = "char"
TThostFtdcDAClientTypeType = "char"
TThostFtdcCombinInstrIDType = "string"
TThostFtdcCombinSettlePriceType = "string"
TThostFtdcDCEPriorityType = "int"
TThostFtdcTradeGroupIDType = "int"
TThostFtdcIsCheckPrepaType = "int"
TThostFtdcUOAAssetmgrTypeType = "char"
TThostFtdcDirectionEnType = "char"
TThostFtdcOffsetFlagEnType = "char"
TThostFtdcHedgeFlagEnType = "char"
TThostFtdcFundIOTypeEnType = "char"
TThostFtdcFundTypeEnType = "char"
TThostFtdcFundDirectionEnType = "char"
TThostFtdcFundMortDirectionEnType = "char"
TThostFtdcSwapBusinessTypeType = "string"
TThostFtdcOptionsTypeType = "char"
TThostFtdcStrikeModeType = "char"
TThostFtdcStrikeTypeType = "char"
TThostFtdcApplyTypeType = "char"
TThostFtdcGiveUpDataSourceType = "char"
TThostFtdcExecOrderSysIDType = "string"
TThostFtdcExecResultType = "char"
TThostFtdcStrikeSequenceType = "int"
TThostFtdcStrikeTimeType = "string"
TThostFtdcCombinationTypeType = "char"
TThostFtdcOptionRoyaltyPriceTypeType = "char"
TThostFtdcBalanceAlgorithmType = "char"
TThostFtdcActionTypeType = "char"
TThostFtdcForQuoteStatusType = "char"
TThostFtdcValueMethodType = "char"
TThostFtdcExecOrderPositionFlagType = "char"
TThostFtdcExecOrderCloseFlagType = "char"
TThostFtdcProductTypeType = "char"
TThostFtdcCZCEUploadFileNameType = "char"
TThostFtdcDCEUploadFileNameType = "char"
TThostFtdcSHFEUploadFileNameType = "char"
TThostFtdcCFFEXUploadFileNameType = "char"
TThostFtdcCombDirectionType = "char"
TThostFtdcLockTypeType = "char"
TThostFtdcBizTypeType = "char"
TThostFtdcDesignateTypeType = "char"
TThostFtdcFreezeReasonTypeType = "char"
TThostFtdcFreezeTypeType = "char"
TThostFtdcTradeSystemTypeType = "char"
TThostFtdcStockDisposalTypeType = "char"
TThostFtdcStockDisposalSysIDType = "string"
TThostFtdcStockDisposalStatusType = "char"
TThostFtdcInstructionRightTypeType = "char"
TThostFtdcLevelTypeType = "char"
TThostFtdcStrikeOffsetTypeType = "char"
TThostFtdcLoginRemarkType = "string"
TThostFtdcInvestUnitIDType = "string"
TThostFtdcBulletinIDType = "int"
TThostFtdcNewsTypeType = "string"
TThostFtdcNewsUrgencyType = "char"
TThostFtdcAbstractType = "string"
TThostFtdcComeFromType = "string"
TThostFtdcURLLinkType = "string"
TThostFtdcSmsCodeType = "string"
TThostFtdcSmsCodeStatusType = "char"
TThostFtdcEncryptPasswordType = "string"
TThostFtdcRandomStringType = "string"
TThostFtdcPasswordEncryptTypeType = "int"
TThostFtdcDateTimeType = "string"
TThostFtdcWeakPasswordSourceType = "char"
TThostFtdcRandomStringType = "string"
TThostFtdcOptSelfCloseFlagType = "char"
TThostFtdcAppTypeType = "char"
TThostFtdcAppIDType = "string"
TThostFtdcSystemInfoLenType = "int"
TThostFtdcAdditionalInfoLenType = "int"
TThostFtdcClientSystemInfoType = "string"
TThostFtdcAdditionalInfoType = "string"
TThostFtdcBase64ClientSystemInfoType = "string"
TThostFtdcBase64AdditionalInfoType = "string"
TThostFtdcCurrentAuthMethodType = "int"
TThostFtdcCaptchaInfoLenType = "int"
TThostFtdcCaptchaInfoType = "string"
TThostFtdcUserTextSeqType = "int"
TThostFtdcHandshakeDataType = "string"
TThostFtdcHandshakeDataLenType = "int"
TThostFtdcCryptoKeyVersionType = "string"
TThostFtdcRsaKeyVersionType = "int"
TThostFtdcSoftwareProviderIDType = "string"
TThostFtdcCollectTimeType = "string"
TThostFtdcReserveOpenAccStasType = "char"
TThostFtdcSFInterestTypeType = "char"
TThostFtdcInterestSuccessType = "char"
TThostFtdcSFBankIDType = "string"
TThostFtdcSFBrokerIDType = "string"
TThostFtdcSFSecOrgIDType = "string"
TThostFtdcSFTradeTimeType = "string"
TThostFtdcSFBankSerialType = "string"
TThostFtdcSFSECSerialType = "string"
TThostFtdcSFBankAccountType = "string"
TThostFtdcSFInvestorNameType = "string"
TThostFtdcSFSponsorTypeType = "char"
TThostFtdcSFFBTransferDirectionType = "char"
TThostFtdcSFCashRemitFlagType = "char"
TThostFtdcSFMoneyType = "string"
TThostFtdcSFStatusType = "char"
TThostFtdcSFTradeTypeType = "string"
TThostFtdcSFBuySellFlagType = "char"
TThostFtdcSFTradeSettleAccountIDType = "string"
TThostFtdcSFAgreeNumberType = "string"
TThostFtdcSFIdCardTypeType = "char"
TThostFtdcSFIdentifiedCardNoType = "string"
TThostFtdcSFMarketIDType = "char"
TThostFtdcSFBankNameType = "string"

6
vnpy/api/sec/generator/generate_api_functions.py
View File

@ -336,8 +336,10 @@ class ApiGenerator:
if __name__ == "__main__": if __name__ == "__main__":
md_generator = ApiGenerator("../include/Sec/ThostFtdcMdApi.h", "Sec", "md", "MdApi") md_generator = ApiGenerator(
"../include/sec/ThostFtdcMdApi.h", "sec", "md", "MdApi")
md_generator.run() md_generator.run()
td_generator = ApiGenerator("../include/Sec/ThostFtdcTraderApi.h", "Sec", "td", "TdApi") td_generator = ApiGenerator(
"../include/sec/ThostFtdcTraderApi.h", "sec", "td", "TdApi")
td_generator.run() td_generator.run()

3
vnpy/api/sec/generator/generate_data_type.py
View File

@ -72,5 +72,6 @@ class DataTypeGenerator:
if __name__ == "__main__": if __name__ == "__main__":
generator = DataTypeGenerator("../include/Sec/ThostFtdcUserApiDataType.h", "Sec") generator = DataTypeGenerator(
"../include/sec/ThostFtdcUserApiDataType.h", "sec")
generator.run() generator.run()

2
vnpy/api/sec/generator/generate_struct.py
View File

@ -81,5 +81,5 @@ class StructGenerator:
if __name__ == "__main__": if __name__ == "__main__":
generator = StructGenerator( generator = StructGenerator(
"../include/Sec/ThostFtdcUserApiStruct.h", "Sec") "../include/sec/ThostFtdcUserApiStruct.h", "sec")
generator.run() generator.run()

6
vnpy/app/cta_backtester/engine.py
View File

@ -94,7 +94,11 @@ class BacktesterEngine(BaseEngine):
if filename.endswith(".py"): if filename.endswith(".py"):
strategy_module_name = ".".join( strategy_module_name = ".".join(
[module_name, filename.replace(".py", "")]) [module_name, filename.replace(".py", "")])
self.load_strategy_class_from_module(strategy_module_name) elif filename.endswith(".pyd"):
strategy_module_name = ".".join(
[module_name, filename.split(".")[0]])
self.load_strategy_class_from_module(strategy_module_name)
def load_strategy_class_from_module(self, module_name: str): def load_strategy_class_from_module(self, module_name: str):
""" """

6
vnpy/app/cta_strategy/engine.py
View File

@ -755,7 +755,11 @@ class CtaEngine(BaseEngine):
if filename.endswith(".py"): if filename.endswith(".py"):
strategy_module_name = ".".join( strategy_module_name = ".".join(
[module_name, filename.replace(".py", "")]) [module_name, filename.replace(".py", "")])
self.load_strategy_class_from_module(strategy_module_name) elif filename.endswith(".pyd"):
strategy_module_name = ".".join(
[module_name, filename.split(".")[0]])
self.load_strategy_class_from_module(strategy_module_name)
def load_strategy_class_from_module(self, module_name: str): def load_strategy_class_from_module(self, module_name: str):
""" """

32
vnpy/gateway/sec/sec_gateway.py
View File

@ -23,8 +23,8 @@ from vnpy.api.sec import (
THOST_FTDC_OFEN_Close, THOST_FTDC_OFEN_Close,
THOST_FTDC_OFEN_CloseYesterday, THOST_FTDC_OFEN_CloseYesterday,
THOST_FTDC_OFEN_CloseToday, THOST_FTDC_OFEN_CloseToday,
THOST_FTDC_PC_Futures, THOST_FTDC_PC_ETFOption,
THOST_FTDC_PC_Options, THOST_FTDC_PC_Stock,
THOST_FTDC_PC_Combination, THOST_FTDC_PC_Combination,
THOST_FTDC_CP_CallOptions, THOST_FTDC_CP_CallOptions,
THOST_FTDC_CP_PutOptions, THOST_FTDC_CP_PutOptions,
@ -35,8 +35,7 @@ from vnpy.api.sec import (
THOST_FTDC_VC_AV, THOST_FTDC_VC_AV,
THOST_FTDC_TC_IOC, THOST_FTDC_TC_IOC,
THOST_FTDC_VC_CV, THOST_FTDC_VC_CV,
THOST_FTDC_AF_Delete, THOST_FTDC_AF_Delete
THOST_FTDC_PC_ETFOption
) )
from vnpy.trader.constant import ( from vnpy.trader.constant import (
Direction, Direction,
@ -96,20 +95,14 @@ OFFSET_VT2SEC = {
OFFSET_SEC2VT = {v: k for k, v in OFFSET_VT2SEC.items()} OFFSET_SEC2VT = {v: k for k, v in OFFSET_VT2SEC.items()}
EXCHANGE_SEC2VT = { EXCHANGE_SEC2VT = {
"CFFEX": Exchange.CFFEX, "SZSE": Exchange.SZSE,
"SHFE": Exchange.SHFE, "SSE": Exchange.SSE
"CZCE": Exchange.CZCE,
"DCE": Exchange.DCE,
"INE": Exchange.INE,
"SZSE":Exchange.SZSE,
"SSE":Exchange.SSE
} }
PRODUCT_SEC2VT = { PRODUCT_SEC2VT = {
THOST_FTDC_PC_Futures: Product.FUTURES, THOST_FTDC_PC_Stock: Product.EQUITY,
THOST_FTDC_PC_Options: Product.OPTION, THOST_FTDC_PC_ETFOption: Product.OPTION,
THOST_FTDC_PC_Combination: Product.SPREAD, THOST_FTDC_PC_Combination: Product.SPREAD
THOST_FTDC_PC_ETFOption:Product.OPTION
} }
OPTIONTYPE_SEC2VT = { OPTIONTYPE_SEC2VT = {
@ -163,7 +156,7 @@ class SecGateway(BaseGateway):
td_address = "tcp://" + td_address td_address = "tcp://" + td_address
if not md_address.startswith("tcp://"): if not md_address.startswith("tcp://"):
md_address = "tcp://" + md_address md_address = "tcp://" + md_address
print("begin to connect")
self.td_api.connect(td_address, userid, password, brokerid, auth_code, appid, product_info) self.td_api.connect(td_address, userid, password, brokerid, auth_code, appid, product_info)
self.md_api.connect(md_address, userid, password, brokerid) self.md_api.connect(md_address, userid, password, brokerid)
@ -250,7 +243,6 @@ class SecMdApi(MdApi):
""" """
Callback when front server is disconnected. Callback when front server is disconnected.
""" """
print(5)
self.login_status = False self.login_status = False
self.gateway.write_log(f"行情服务器连接断开，原因{reason}") self.gateway.write_log(f"行情服务器连接断开，原因{reason}")
@ -288,7 +280,7 @@ class SecMdApi(MdApi):
exchange = symbol_exchange_map.get(symbol, "") exchange = symbol_exchange_map.get(symbol, "")
if not exchange: if not exchange:
return return
timestamp = f"{data['ActionDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}" timestamp = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
tick = TickData( tick = TickData(
symbol=symbol, symbol=symbol,
@ -590,11 +582,9 @@ class SecTdApi(TdApi):
symbol = data["InstrumentID"] symbol = data["InstrumentID"]
exchange = symbol_exchange_map.get(symbol, "") exchange = symbol_exchange_map.get(symbol, "")
if not exchange: if not exchange:
print("if not exchange")
print(data)
self.order_data.append(data) self.order_data.append(data)
return return
print(data)
frontid = data["FrontID"] frontid = data["FrontID"]
sessionid = data["SessionID"] sessionid = data["SessionID"]
order_ref = data["OrderRef"] order_ref = data["OrderRef"]