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修复CTP封装中的bug

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This commit is contained in:
chenxy123 2016-03-05 16:29:51 +08:00
parent bc1ce0372a
commit f540a66d15
7 changed files with 50 additions and 38 deletions
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1
README.md
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@ -90,6 +90,7 @@
4. 基于VirtualBox的vn.py开发环境镜像，解决部分用户反映项目初期不知该如何搭建开发环境的问题，这个镜像会由官方长期维护下去
文章方面：
1.作者自己作为交易员的成长经历（这一年来收到好多人关于如何成为Quant、建议看什么书、怎么选学校等类似的问题，与其零散的回答不如介绍下自己的一些经历给大家参考可能更有帮助）
2. vn.trader的使用教程（目前基本除了代码里的注释什么都没有...）

36
vn.ctp/pyscript/ctp_td_function.cpp
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@ -70,7 +70,7 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
getChar(req, "ContingentCondition", &myreq.ContingentCondition);
getStr(req, "CombOffsetFlag", myreq.CombOffsetFlag);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getInt(req, "UserForceClose", &myreq.UserForceClose);
getChar(req, "Direction", &myreq.Direction);
getInt(req, "IsSwapOrder", &myreq.IsSwapOrder);
@ -78,7 +78,7 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
getChar(req, "OrderPriceType", &myreq.OrderPriceType);
getChar(req, "TimeCondition", &myreq.TimeCondition);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getDouble(req, "StopPrice", &myreq.StopPrice);
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getInt(req, "MinVolume", &myreq.MinVolume);
@ -102,7 +102,7 @@ int TdApi::reqParkedOrderInsert(dict req, int nRequestID)
getChar(req, "ContingentCondition", &myreq.ContingentCondition);
getStr(req, "CombOffsetFlag", myreq.CombOffsetFlag);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getInt(req, "UserForceClose", &myreq.UserForceClose);
getChar(req, "Status", &myreq.Status);
getChar(req, "Direction", &myreq.Direction);
@ -112,7 +112,7 @@ int TdApi::reqParkedOrderInsert(dict req, int nRequestID)
getChar(req, "OrderPriceType", &myreq.OrderPriceType);
getChar(req, "TimeCondition", &myreq.TimeCondition);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getDouble(req, "StopPrice", &myreq.StopPrice);
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getInt(req, "MinVolume", &myreq.MinVolume);
@ -144,7 +144,7 @@ int TdApi::reqParkedOrderAction(dict req, int nRequestID)
getChar(req, "UserType", &myreq.UserType);
getStr(req, "ErrorMsg", myreq.ErrorMsg);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getStr(req, "OrderRef", myreq.OrderRef);
getStr(req, "InvestorID", myreq.InvestorID);
getInt(req, "SessionID", &myreq.SessionID);
@ -168,7 +168,7 @@ int TdApi::reqOrderAction(dict req, int nRequestID)
getChar(req, "ActionFlag", &myreq.ActionFlag);
getInt(req, "OrderActionRef", &myreq.OrderActionRef);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getStr(req, "OrderRef", myreq.OrderRef);
getStr(req, "InvestorID", myreq.InvestorID);
getInt(req, "SessionID", &myreq.SessionID);
@ -296,7 +296,7 @@ int TdApi::reqQuoteInsert(dict req, int nRequestID)
getStr(req, "ExchangeID", myreq.ExchangeID);
getChar(req, "AskHedgeFlag", &myreq.AskHedgeFlag);
getStr(req, "BusinessUnit", myreq.BusinessUnit);
getStr(req, "BusinessUnit", myreq.BusinessUnit);
getDouble(req, "AskPrice", &myreq.AskPrice);
getStr(req, "UserID", myreq.UserID);
getChar(req, "AskOffsetFlag", &myreq.AskOffsetFlag);
getInt(req, "BidVolume", &myreq.BidVolume);
@ -307,7 +307,7 @@ int TdApi::reqQuoteInsert(dict req, int nRequestID)
getStr(req, "BrokerID", myreq.BrokerID);
getInt(req, "RequestID", &myreq.RequestID);
getStr(req, "ForQuoteSysID", myreq.ForQuoteSysID);
getStr(req, "ForQuoteSysID", myreq.ForQuoteSysID);
getDouble(req, "BidPrice", &myreq.BidPrice);
getChar(req, "BidHedgeFlag", &myreq.BidHedgeFlag);
getStr(req, "QuoteRef", myreq.QuoteRef);
getStr(req, "BidOrderRef", myreq.BidOrderRef);
@ -680,9 +680,9 @@ int TdApi::reqQryOptionInstrTradeCost(dict req, int nRequestID)
CThostFtdcQryOptionInstrTradeCostField myreq = CThostFtdcQryOptionInstrTradeCostField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getDouble(req, "InputPrice", &myreq.InputPrice);
getStr(req, "ExchangeID", myreq.ExchangeID);
getDouble(req, "UnderlyingPrice", &myreq.UnderlyingPrice);
getChar(req, "HedgeFlag", &myreq.HedgeFlag);
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "BrokerID", myreq.BrokerID);
@ -953,10 +953,10 @@ int TdApi::reqFromBankToFutureByFuture(dict req, int nRequestID)
getChar(req, "TransferStatus", &myreq.TransferStatus);
getChar(req, "IdCardType", &myreq.IdCardType);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount);
getStr(req, "TradeDate", myreq.TradeDate);
getStr(req, "CurrencyID", myreq.CurrencyID);
getStr(req, "CurrencyID", myreq.CurrencyID);
getDouble(req, "BrokerFee", &myreq.BrokerFee);
getChar(req, "BankAccType", &myreq.BankAccType);
getChar(req, "LastFragment", &myreq.LastFragment);
getInt(req, "FutureSerial", &myreq.FutureSerial);
@ -964,8 +964,8 @@ int TdApi::reqFromBankToFutureByFuture(dict req, int nRequestID)
getStr(req, "BrokerIDByBank", myreq.BrokerIDByBank);
getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getDouble(req, "CustFee", &myreq.CustFee);
getDouble(req, "TradeAmount", &myreq.TradeAmount);
getStr(req, "Digest", myreq.Digest);
int i = this->api->ReqFromBankToFutureByFuture(&myreq, nRequestID);
return i;
@ -1004,10 +1004,10 @@ int TdApi::reqFromFutureToBankByFuture(dict req, int nRequestID)
getChar(req, "TransferStatus", &myreq.TransferStatus);
getChar(req, "IdCardType", &myreq.IdCardType);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount);
getStr(req, "TradeDate", myreq.TradeDate);
getStr(req, "CurrencyID", myreq.CurrencyID);
getStr(req, "CurrencyID", myreq.CurrencyID);
getDouble(req, "BrokerFee", &myreq.BrokerFee);
getChar(req, "BankAccType", &myreq.BankAccType);
getChar(req, "LastFragment", &myreq.LastFragment);
getInt(req, "FutureSerial", &myreq.FutureSerial);
@ -1015,8 +1015,8 @@ int TdApi::reqFromFutureToBankByFuture(dict req, int nRequestID)
getStr(req, "BrokerIDByBank", myreq.BrokerIDByBank);
getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getDouble(req, "CustFee", &myreq.CustFee);
getDouble(req, "TradeAmount", &myreq.TradeAmount);
getStr(req, "Digest", myreq.Digest);
int i = this->api->ReqFromFutureToBankByFuture(&myreq, nRequestID);
return i;

10
vn.ctp/pyscript/generate_td_functions.py
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@ -245,10 +245,14 @@ def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
line = '\tgetChar(req, "' + key + '", &myreq.' + key + ');\n'
elif value == 'int':
line = '\tgetInt(req, "' + key + '", &myreq.' + key + ');\n'
elif value == 'double':
elif value == 'float':
line = '\tgetDouble(req, "' + key + '", &myreq.' + key + ');\n'
ffunction.write(line)
if type_ == 'CThostFtdcInputOrderField':
print key, value
print line
ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')
ffunction.write('\treturn i;\n')
@ -289,4 +293,6 @@ fdefine.close()
fheaderprocess.close()
fheaderon.close()
fheaderfunction.close()
fwrap.close()
fwrap.close()
input()

5
vn.ctp/vnctptd/Visual Studio 2013/settings/Windows Azure Subscriptions.xml Normal file
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@ -0,0 +1,5 @@
<?xml version="1.0"?>
<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
<Items />
<TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhE4p+D02F0WYPy8qCmMXxAAAAAACAAAAAAAQZgAAAAEAACAAAABqqZf7eO/8AqQFqurp2lQDI7ZnZtjWpYLxdEZZGWoeTgAAAAAOgAAAAAIAACAAAACO1demA+YL03Dkjrvv0fYv1k0mGB4XD5t7YYCfD7RdCBAAAACmf9hwg57+FQ2Y5W5BmkdtQAAAAO2Nz3wpQbXLHeGtVRYjAqDcPS8ZJZJVEQ17yhmhHxf12PU4Ru3qr5bEI9j6zaanFd0dF00D4aUwUNKJ5o5raII=</TokenCache>
</SubscriptionDataContainer>

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vn.ctp/vnctptd/test/vnctptd.pyd
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36
vn.ctp/vnctptd/vnctptd/vnctptd.cpp
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@ -7936,7 +7936,7 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
getChar(req, "ContingentCondition", &myreq.ContingentCondition);
getStr(req, "CombOffsetFlag", myreq.CombOffsetFlag);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getInt(req, "UserForceClose", &myreq.UserForceClose);
getChar(req, "Direction", &myreq.Direction);
getInt(req, "IsSwapOrder", &myreq.IsSwapOrder);
@ -7944,7 +7944,7 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
getChar(req, "OrderPriceType", &myreq.OrderPriceType);
getChar(req, "TimeCondition", &myreq.TimeCondition);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getDouble(req, "StopPrice", &myreq.StopPrice);
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getInt(req, "MinVolume", &myreq.MinVolume);
@ -7968,7 +7968,7 @@ int TdApi::reqParkedOrderInsert(dict req, int nRequestID)
getChar(req, "ContingentCondition", &myreq.ContingentCondition);
getStr(req, "CombOffsetFlag", myreq.CombOffsetFlag);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getInt(req, "UserForceClose", &myreq.UserForceClose);
getChar(req, "Status", &myreq.Status);
getChar(req, "Direction", &myreq.Direction);
@ -7978,7 +7978,7 @@ int TdApi::reqParkedOrderInsert(dict req, int nRequestID)
getChar(req, "OrderPriceType", &myreq.OrderPriceType);
getChar(req, "TimeCondition", &myreq.TimeCondition);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getInt(req, "IsAutoSuspend", &myreq.IsAutoSuspend);
getDouble(req, "StopPrice", &myreq.StopPrice);
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getInt(req, "MinVolume", &myreq.MinVolume);
@ -8010,7 +8010,7 @@ int TdApi::reqParkedOrderAction(dict req, int nRequestID)
getChar(req, "UserType", &myreq.UserType);
getStr(req, "ErrorMsg", myreq.ErrorMsg);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getStr(req, "OrderRef", myreq.OrderRef);
getStr(req, "InvestorID", myreq.InvestorID);
getInt(req, "SessionID", &myreq.SessionID);
@ -8034,7 +8034,7 @@ int TdApi::reqOrderAction(dict req, int nRequestID)
getChar(req, "ActionFlag", &myreq.ActionFlag);
getInt(req, "OrderActionRef", &myreq.OrderActionRef);
getStr(req, "UserID", myreq.UserID);
getStr(req, "UserID", myreq.UserID);
getDouble(req, "LimitPrice", &myreq.LimitPrice);
getStr(req, "OrderRef", myreq.OrderRef);
getStr(req, "InvestorID", myreq.InvestorID);
getInt(req, "SessionID", &myreq.SessionID);
@ -8162,7 +8162,7 @@ int TdApi::reqQuoteInsert(dict req, int nRequestID)
getStr(req, "ExchangeID", myreq.ExchangeID);
getChar(req, "AskHedgeFlag", &myreq.AskHedgeFlag);
getStr(req, "BusinessUnit", myreq.BusinessUnit);
getStr(req, "BusinessUnit", myreq.BusinessUnit);
getDouble(req, "AskPrice", &myreq.AskPrice);
getStr(req, "UserID", myreq.UserID);
getChar(req, "AskOffsetFlag", &myreq.AskOffsetFlag);
getInt(req, "BidVolume", &myreq.BidVolume);
@ -8173,7 +8173,7 @@ int TdApi::reqQuoteInsert(dict req, int nRequestID)
getStr(req, "BrokerID", myreq.BrokerID);
getInt(req, "RequestID", &myreq.RequestID);
getStr(req, "ForQuoteSysID", myreq.ForQuoteSysID);
getStr(req, "ForQuoteSysID", myreq.ForQuoteSysID);
getDouble(req, "BidPrice", &myreq.BidPrice);
getChar(req, "BidHedgeFlag", &myreq.BidHedgeFlag);
getStr(req, "QuoteRef", myreq.QuoteRef);
getStr(req, "BidOrderRef", myreq.BidOrderRef);
@ -8546,9 +8546,9 @@ int TdApi::reqQryOptionInstrTradeCost(dict req, int nRequestID)
CThostFtdcQryOptionInstrTradeCostField myreq = CThostFtdcQryOptionInstrTradeCostField();
memset(&myreq, 0, sizeof(myreq));
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "InstrumentID", myreq.InstrumentID);
getStr(req, "ExchangeID", myreq.ExchangeID);
getDouble(req, "InputPrice", &myreq.InputPrice);
getStr(req, "ExchangeID", myreq.ExchangeID);
getDouble(req, "UnderlyingPrice", &myreq.UnderlyingPrice);
getChar(req, "HedgeFlag", &myreq.HedgeFlag);
getStr(req, "InvestorID", myreq.InvestorID);
getStr(req, "BrokerID", myreq.BrokerID);
@ -8819,10 +8819,10 @@ int TdApi::reqFromBankToFutureByFuture(dict req, int nRequestID)
getChar(req, "TransferStatus", &myreq.TransferStatus);
getChar(req, "IdCardType", &myreq.IdCardType);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount);
getStr(req, "TradeDate", myreq.TradeDate);
getStr(req, "CurrencyID", myreq.CurrencyID);
getStr(req, "CurrencyID", myreq.CurrencyID);
getDouble(req, "BrokerFee", &myreq.BrokerFee);
getChar(req, "BankAccType", &myreq.BankAccType);
getChar(req, "LastFragment", &myreq.LastFragment);
getInt(req, "FutureSerial", &myreq.FutureSerial);
@ -8830,8 +8830,8 @@ int TdApi::reqFromBankToFutureByFuture(dict req, int nRequestID)
getStr(req, "BrokerIDByBank", myreq.BrokerIDByBank);
getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getDouble(req, "CustFee", &myreq.CustFee);
getDouble(req, "TradeAmount", &myreq.TradeAmount);
getStr(req, "Digest", myreq.Digest);
int i = this->api->ReqFromBankToFutureByFuture(&myreq, nRequestID);
return i;
@ -8870,10 +8870,10 @@ int TdApi::reqFromFutureToBankByFuture(dict req, int nRequestID)
getChar(req, "TransferStatus", &myreq.TransferStatus);
getChar(req, "IdCardType", &myreq.IdCardType);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getInt(req, "PlateSerial", &myreq.PlateSerial);
getDouble(req, "FutureFetchAmount", &myreq.FutureFetchAmount);
getStr(req, "TradeDate", myreq.TradeDate);
getStr(req, "CurrencyID", myreq.CurrencyID);
getStr(req, "CurrencyID", myreq.CurrencyID);
getDouble(req, "BrokerFee", &myreq.BrokerFee);
getChar(req, "BankAccType", &myreq.BankAccType);
getChar(req, "LastFragment", &myreq.LastFragment);
getInt(req, "FutureSerial", &myreq.FutureSerial);
@ -8881,8 +8881,8 @@ int TdApi::reqFromFutureToBankByFuture(dict req, int nRequestID)
getStr(req, "BrokerIDByBank", myreq.BrokerIDByBank);
getChar(req, "SecuPwdFlag", &myreq.SecuPwdFlag);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getStr(req, "Message", myreq.Message);
getDouble(req, "CustFee", &myreq.CustFee);
getDouble(req, "TradeAmount", &myreq.TradeAmount);
getStr(req, "Digest", myreq.Digest);
int i = this->api->ReqFromFutureToBankByFuture(&myreq, nRequestID);
return i;

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vn.trader/ctpGateway/vnctptd.pyd
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