diff --git a/requirements.txt b/requirements.txt
index 60d525eb..bcfdc694 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -8,6 +8,6 @@ pandas
 matplotlib
 seaborn
 jupyter
-#ta-lib
-#https://download.lfd.uci.edu/pythonlibs/r5uhg2lo/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+ta-lib; platform_system=="Unix"
+https://download.lfd.uci.edu/pythonlibs/r5uhg2lo/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl; platform_system=="Windows"
 
diff --git a/setup.py b/setup.py
new file mode 100644
index 00000000..a49ce40a
--- /dev/null
+++ b/setup.py
@@ -0,0 +1,53 @@
+import platform
+
+from setuptools import Extension, find_packages, setup
+
+if platform.uname().system == "Windows":
+    compiler_flags = []
+else:
+    compiler_flags = ['-std=c++11', '-Wno-delete-incomplete']
+
+vnctpmd = Extension('vnpy.api.ctp.vnctpmd',
+                    [
+                        "vnpy/api/ctp/vnctp/vnctpmd/vnctpmd.cpp",
+                    ],
+                    include_dirs=["vnpy/api/ctp/include", "vnpy/api/ctp/vnctp", ],
+                    define_macros=[],
+                    undef_macros=[],
+                    library_dirs=["vnpy/api/ctp/libs"],
+                    libraries=["thostmduserapi", "thosttraderapi", ],
+                    # runtime_library_dirs=["vnpy/api/ctp/libs", ],
+                    extra_compile_args=compiler_flags,
+                    extra_link_args=[],
+                    depends=[],
+                    language="cpp",
+                    )
+vnctptd = Extension('vnpy.api.ctp.vnctptd',
+                    [
+                        "vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp",
+                    ],
+                    include_dirs=["vnpy/api/ctp/include", "vnpy/api/ctp/vnctp", ],
+                    define_macros=[],
+                    undef_macros=[],
+                    library_dirs=["vnpy/api/ctp/libs"],
+                    libraries=["thostmduserapi", "thosttraderapi", ],
+                    # runtime_library_dirs=["vnpy/api/ctp/libs", ],
+                    extra_compile_args=compiler_flags,
+                    extra_link_args=[],
+                    depends=[],
+                    language="cpp",
+                    )
+
+pkgs = find_packages()
+
+s = setup(
+    name="vnpy",
+    version="2.0.dev0",
+    include_package_data=True,
+    packages=pkgs,
+    package_data={'': [
+        '*.json', '*.md', '*.ico',
+        '*.dll', '*.so',
+    ]},
+    ext_modules=[vnctptd, vnctpmd],
+)
diff --git a/vnpy/api/ctp/vnctp/vnctp.h b/vnpy/api/ctp/vnctp/vnctp.h
index d70bfd78..5e0eb69d 100644
--- a/vnpy/api/ctp/vnctp/vnctp.h
+++ b/vnpy/api/ctp/vnctp/vnctp.h
@@ -4,6 +4,8 @@
 #include <mutex>
 #include <iostream>
 #include <codecvt>
+#include <condition_variable>
+#include <locale>
 
 #include "pybind11/pybind11.h"