[增强功能] SOPT股票期权支持linux，CTP天勤使用快期免费行情

vnpy/api/sopt/setup.py

@@ -0,0 +1,107 @@
+import platform
+
+from setuptools import Extension, setup
+
+# 编译前
+#  pip install -U setuptools,pybind11
+# 在ctp目录下,
+#  activate py37
+#  python setup.py build
+dir_path = "sopt"
+runtime_library_dirs = []
+if platform.uname().system == "Windows":
+    compiler_flags = [
+        "/MP", "/std:c++17",  # standard
+        "/O2", "/Ob2", "/Oi", "/Ot", "/Oy", "/GL",  # Optimization
+        "/wd4819"  # 936 code page
+    ]
+    extra_link_args = []
+
+else:
+    compiler_flags = [
+        "-std=c++17",  # standard
+        "-O3",  # Optimization
+        "-Wno-delete-incomplete", "-Wno-sign-compare", "-pthread"
+    ]
+    extra_link_args = ["-lstdc++"]
+    runtime_library_dirs = ["$ORIGIN"]
+
+vnsoptmd = Extension(
+    # 编译对象
+    "vnsoptmd",
+    # 指定 vnsoptmd 的位置
+    [
+        f"vnsopt/vnsoptmd/vnsoptmd.cpp",
+    ],
+    # 编译需要的头文件
+    include_dirs=[
+        f"include",
+        f"include/sopt",
+        f"include/pybind11",
+        f"vnsopt",
+    ],
+    # 指定为c plus plus
+    language="cpp",
+    define_macros=[],
+    undef_macros=[],
+    # 依赖目录
+    library_dirs=[f"libs", f"."],
+    # 依赖项
+    libraries=["thostmduserapi_se", "thosttraderapi_se", ],
+    extra_compile_args=compiler_flags,
+    extra_link_args=extra_link_args,
+    depends=[],
+    runtime_library_dirs=runtime_library_dirs,
+)
+vnsopttd = Extension(
+    "vnsopttd",
+    [
+        f"vnsopt/vnsopttd/vnsopttd.cpp",
+    ],
+    include_dirs=[
+        f"include",
+        f"include/sopt",
+        f"include/pybind11",
+        f"vnsopt",
+    ],
+    define_macros=[],
+    undef_macros=[],
+    library_dirs=[f"libs", f"."],
+    libraries=["thostmduserapi_se", "thosttraderapi_se"],
+    extra_compile_args=compiler_flags,
+    extra_link_args=extra_link_args,
+    runtime_library_dirs=runtime_library_dirs,
+    depends=[],
+    language="cpp",
+)
+
+if platform.system() == "Windows":
+    # use pre-built pyd for windows ( support python 3.7 only )
+    ext_modules = [vnsopttd, vnsoptmd]
+elif platform.system() == "Darwin":
+    ext_modules = []
+else:
+    ext_modules = [vnsopttd, vnsoptmd]
+
+pkgs = ['']
+install_requires = []
+setup(
+    name='sopt',
+    version='1.0',
+    description="good luck",
+    author='incenselee',
+    author_email='incenselee@hotmail.com',
+    license="MIT",
+    packages=pkgs,
+    install_requires=install_requires,
+    platforms=["Windows", "Linux", "Mac OS-X"],
+    package_dir={'sopt': 'sopt'},
+    package_data={'sopt': ['*', ]},
+    ext_modules=ext_modules,
+    classifiers=[
+        'Development Status :: 4 - Beta',
+        'Intended Audience :: Developers',
+        'License :: OSI Approved :: MIT License',
+        'Programming Language :: Python :: 3.7',
+    ]
+)

vnpy/api/sopt/vnsopt/vnsoptmd/vnsoptmd.cpp

@@ -1,5 +1,4 @@
-#include "stdafx.h"
-#include "vnsoptmd.h"
+#include "vnsoptmd.h"
 
 ///////////////////////////////////////////////////////////////////////////
 /////////////原生回调接口生成task
@@ -824,4 +823,4 @@ PYBIND11_MODULE(vnsoptmd, m)
 		.def("onRtnDepthMarketData", &MdApi::onRtnDepthMarketData)
 		.def("onRtnForQuoteRsp", &MdApi::onRtnForQuoteRsp)
 		;
-}
+}

vnpy/api/sopt/vnsopt/vnsopttd/vnsopttd.cpp

@@ -1,5 +1,4 @@
-#include "stdafx.h"
-#include "vnsopttd.h"
+#include "vnsopttd.h"
 
 ///////////////////////////////////////////////////////////////////////////
 /////////////原生回调接口生成task

vnpy/gateway/ctp/ctp_gateway.py

@@ -1851,7 +1851,7 @@ class TqMdApi():
         """"""
         try:
             from tqsdk import TqApi
-            self.api = TqApi()
+            self.api = TqApi(url="wss://u.shinnytech.com/t/md/front/mobile")
         except Exception as e:
             self.gateway.write_log(f'天勤行情API接入异常'.format(str(e)))
         if self.api: