Merge branch 'ctp_se' of https://github.com/vnpy/vnpy into ctp_se

vnpy/api/xtp/generate_xtp.sh

@@ -1,3 +1,11 @@
 #!/usr/bin/env bash
 
-python -m autocxxpy vnxtp xtp_trader_api.h xtp_quote_api.h -I vnxtp/include  -o vnxtp/generated_files -p . --no-callback-name .*Api
+# autocxxpy version: 0.2.4
+python -m autocxxpy \
+    vnxtp \
+    xtp_trader_api.h xtp_quote_api.h \
+    -I vnxtp/include \
+    --output-dir vnxtp/generated_files \
+    --pyi-output-dir .\
+    --no-clear-pyi-output \
+    --no-callback-pattern ".*Api"

vnpy/api/xtp/vnxtp.pyi

@@ -7,7 +7,7 @@ if typing.TYPE_CHECKING:
     from .vnxtp import *
 
 
-def set_async_callback_exception_handler(handler: Callable[[AsyncDispatchException], None]):
+def set_async_callback_exception_handler(handler: Callable[[Exception, object, str], bool]):
     """
     set a customize exception handler for async callback in this module(pyd)
     \a handler should return True if it handles that exception,
@@ -105,10 +105,10 @@ class XTPMarketDataStruct():
     qty: int
     turnover: float
     avg_price: float
-    bid: Sequence[float]
+    bid: List[float]
-    ask: Sequence[float]
+    ask: List[float]
-    bid_qty: Sequence[int]
+    bid_qty: List[int]
-    ask_qty: Sequence[int]
+    ask_qty: List[int]
     trades_count: int
     ticker_status: str
     stk: XTPMarketDataStockExData
@@ -141,10 +141,10 @@ class OrderBookStruct():
     qty: int
     turnover: float
     trades_count: int
-    bid: Sequence[float]
+    bid: List[float]
-    ask: Sequence[float]
+    ask: List[float]
-    bid_qty: Sequence[int]
+    bid_qty: List[int]
-    ask_qty: Sequence[int]
+    ask_qty: List[int]
     data_time: int
     
     
@@ -320,7 +320,7 @@ class XTPQueryAssetRsp():
     captial_asset: float
     force_freeze_amount: float
     preferred_amount: float
-    unknown: Sequence[int]
+    unknown: List[int]
     
     
 class XTPQueryStkPositionRsp():
@@ -342,7 +342,7 @@ class XTPQueryStkPositionRsp():
     executable_underlying: int
     locked_position: int
     usable_locked_position: int
-    unknown: Sequence[int]
+    unknown: List[int]
     
     
 class XTPFundTransferNotice():
@@ -491,7 +491,7 @@ class XTPQueryOptionAuctionInfoRsp():
     sell_margin: float
     margin_ratio_param1: float
     margin_ratio_param2: float
-    unknown: Sequence[int]
+    unknown: List[int]
     
     
 class XTPFundTransferReq():

vnpy/api/xtp/vnxtp/generated_files/generated_functions_0.cpp

@@ -149,7 +149,7 @@ void generate_sub_namespace_XTP_API(pybind11::module & parent)
 void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
 {
     pybind11::class_<XTP::API::TraderSpi, PyTraderSpi> c(parent, "TraderSpi");
-    if constexpr (std::is_default_constructible_v<XTP::API::TraderSpi>)
+    if constexpr (std::is_default_constructible_v<PyTraderSpi>)
         c.def(pybind11::init<>());
     c.def("OnDisconnected",
         autocxxpy::apply_function_transform<
@@ -159,6 +159,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnError",
@@ -169,6 +170,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnOrderEvent",
@@ -179,6 +181,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnTradeEvent",
@@ -189,6 +192,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnCancelOrderError",
@@ -199,6 +203,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryOrder",
@@ -209,6 +214,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryTrade",
@@ -219,6 +225,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryPosition",
@@ -229,6 +236,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryAsset",
@@ -239,6 +247,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryStructuredFund",
@@ -249,6 +258,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryFundTransfer",
@@ -259,6 +269,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnFundTransfer",
@@ -269,6 +280,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryETF",
@@ -279,6 +291,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryETFBasket",
@@ -289,6 +302,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryIPOInfoList",
@@ -299,6 +313,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryIPOQuotaInfo",
@@ -309,6 +324,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryOptionAuctionInfo",
@@ -319,6 +335,7 @@ void generate_class_XTP_API_TraderSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTP::API::TraderSpi, c);
@@ -331,6 +348,8 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
         std::unique_ptr<XTP::API::TraderApi, pybind11::nodelete>,
         PyTraderApi
     > c(parent, "TraderApi");
+    if constexpr (std::is_default_constructible_v<PyTraderApi>)
+        c.def(pybind11::init<>());
     c.def_static("CreateTraderApi",
         autocxxpy::apply_function_transform<
             autocxxpy::function_constant<
@@ -339,6 +358,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("Release",
@@ -349,6 +369,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetTradingDay",
@@ -359,6 +380,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("RegisterSpi",
@@ -369,6 +391,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetApiLastError",
@@ -379,8 +402,8 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
-        pybind11::call_guard<pybind11::gil_scoped_release>(),
+        pybind11::return_value_policy::reference,
-        pybind11::return_value_policy::reference
+        pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetApiVersion",
         autocxxpy::apply_function_transform<
@@ -390,6 +413,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetClientIDByXTPID",
@@ -400,6 +424,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetAccountByXTPID",
@@ -410,6 +435,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribePublicTopic",
@@ -420,6 +446,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SetSoftwareVersion",
@@ -430,6 +457,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SetSoftwareKey",
@@ -440,6 +468,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SetHeartBeatInterval",
@@ -450,6 +479,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("Login",
@@ -460,6 +490,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("Logout",
@@ -470,6 +501,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("InsertOrder",
@@ -480,6 +512,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("CancelOrder",
@@ -490,6 +523,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryOrderByXTPID",
@@ -500,6 +534,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryOrders",
@@ -510,6 +545,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryTradesByXTPID",
@@ -520,6 +556,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryTrades",
@@ -530,6 +567,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryPosition",
@@ -540,6 +578,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryAsset",
@@ -550,6 +589,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryStructuredFund",
@@ -560,6 +600,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("FundTransfer",
@@ -570,6 +611,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryFundTransfer",
@@ -580,6 +622,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryETF",
@@ -590,6 +633,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryETFTickerBasket",
@@ -600,6 +644,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryIPOInfoList",
@@ -610,6 +655,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryIPOQuotaInfo",
@@ -620,6 +666,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryOptionAuctionInfo",
@@ -630,6 +677,7 @@ void generate_class_XTP_API_TraderApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTP::API::TraderApi, c);

vnpy/api/xtp/vnxtp/generated_files/generated_functions_1.cpp

@@ -14,7 +14,7 @@
 void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
 {
     pybind11::class_<XTP::API::QuoteSpi, PyQuoteSpi> c(parent, "QuoteSpi");
-    if constexpr (std::is_default_constructible_v<XTP::API::QuoteSpi>)
+    if constexpr (std::is_default_constructible_v<PyQuoteSpi>)
         c.def(pybind11::init<>());
     c.def("OnDisconnected",
         autocxxpy::apply_function_transform<
@@ -24,6 +24,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnError",
@@ -34,6 +35,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubMarketData",
@@ -44,6 +46,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubMarketData",
@@ -54,6 +57,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnDepthMarketData",
@@ -64,6 +68,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubOrderBook",
@@ -74,6 +79,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubOrderBook",
@@ -84,6 +90,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnOrderBook",
@@ -94,6 +101,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubTickByTick",
@@ -104,6 +112,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubTickByTick",
@@ -114,6 +123,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnTickByTick",
@@ -124,6 +134,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubscribeAllMarketData",
@@ -134,6 +145,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubscribeAllMarketData",
@@ -144,6 +156,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubscribeAllOrderBook",
@@ -154,6 +167,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubscribeAllOrderBook",
@@ -164,6 +178,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubscribeAllTickByTick",
@@ -174,6 +189,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubscribeAllTickByTick",
@@ -184,6 +200,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryAllTickers",
@@ -194,6 +211,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnQueryTickersPriceInfo",
@@ -204,6 +222,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubscribeAllOptionMarketData",
@@ -214,6 +233,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubscribeAllOptionMarketData",
@@ -224,6 +244,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubscribeAllOptionOrderBook",
@@ -234,6 +255,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubscribeAllOptionOrderBook",
@@ -244,6 +266,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnSubscribeAllOptionTickByTick",
@@ -254,6 +277,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("OnUnSubscribeAllOptionTickByTick",
@@ -264,6 +288,7 @@ void generate_class_XTP_API_QuoteSpi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTP::API::QuoteSpi, c);
@@ -276,6 +301,8 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
         std::unique_ptr<XTP::API::QuoteApi, pybind11::nodelete>,
         PyQuoteApi
     > c(parent, "QuoteApi");
+    if constexpr (std::is_default_constructible_v<PyQuoteApi>)
+        c.def(pybind11::init<>());
     c.def_static("CreateQuoteApi",
         autocxxpy::apply_function_transform<
             autocxxpy::function_constant<
@@ -284,6 +311,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("Release",
@@ -294,6 +322,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetTradingDay",
@@ -304,6 +333,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetApiVersion",
@@ -314,6 +344,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("GetApiLastError",
@@ -324,8 +355,8 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
-        pybind11::call_guard<pybind11::gil_scoped_release>(),
+        pybind11::return_value_policy::reference,
-        pybind11::return_value_policy::reference
+        pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SetUDPBufferSize",
         autocxxpy::apply_function_transform<
@@ -335,6 +366,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("RegisterSpi",
@@ -345,6 +377,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SetHeartBeatInterval",
@@ -355,6 +388,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeMarketData",
@@ -363,9 +397,10 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
                 &XTP::API::QuoteApi::SubscribeMarketData
             >, 
             brigand::list<
-                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 1>
+                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 0 + 1/*self*/>
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeMarketData",
@@ -374,9 +409,10 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
                 &XTP::API::QuoteApi::UnSubscribeMarketData
             >, 
             brigand::list<
-                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 1>
+                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 0 + 1/*self*/>
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeOrderBook",
@@ -385,9 +421,10 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
                 &XTP::API::QuoteApi::SubscribeOrderBook
             >, 
             brigand::list<
-                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 1>
+                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 0 + 1/*self*/>
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeOrderBook",
@@ -396,9 +433,10 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
                 &XTP::API::QuoteApi::UnSubscribeOrderBook
             >, 
             brigand::list<
-                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 1>
+                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 0 + 1/*self*/>
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeTickByTick",
@@ -407,9 +445,10 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
                 &XTP::API::QuoteApi::SubscribeTickByTick
             >, 
             brigand::list<
-                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 1>
+                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 0 + 1/*self*/>
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeTickByTick",
@@ -418,9 +457,10 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
                 &XTP::API::QuoteApi::UnSubscribeTickByTick
             >, 
             brigand::list<
-                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 1>
+                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 0 + 1/*self*/>
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeAllMarketData",
@@ -431,6 +471,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeAllMarketData",
@@ -441,6 +482,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeAllOrderBook",
@@ -451,6 +493,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeAllOrderBook",
@@ -461,6 +504,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeAllTickByTick",
@@ -471,6 +515,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeAllTickByTick",
@@ -481,6 +526,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("Login",
@@ -491,6 +537,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("Logout",
@@ -501,6 +548,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryAllTickers",
@@ -511,6 +559,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryTickersPriceInfo",
@@ -519,9 +568,10 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
                 &XTP::API::QuoteApi::QueryTickersPriceInfo
             >, 
             brigand::list<
-                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 1>
+                autocxxpy::indexed_transform_holder<autocxxpy::string_array_transform, 0 + 1/*self*/>
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("QueryAllTickersPriceInfo",
@@ -532,6 +582,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeAllOptionMarketData",
@@ -542,6 +593,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeAllOptionMarketData",
@@ -552,6 +604,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeAllOptionOrderBook",
@@ -562,6 +615,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeAllOptionOrderBook",
@@ -572,6 +626,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("SubscribeAllOptionTickByTick",
@@ -582,6 +637,7 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     c.def("UnSubscribeAllOptionTickByTick",
@@ -592,32 +648,9 @@ void generate_class_XTP_API_QuoteApi(pybind11::object & parent)
             brigand::list<
             >
         >::value,
+        pybind11::return_value_policy::reference,
         pybind11::call_guard<pybind11::gil_scoped_release>()
     );
     AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTP::API::QuoteApi, c);
     module_vnxtp::objects.emplace("XTP::API::QuoteApi", c);
 }
-void generate_caster_XTP_API(pybind11::object & parent)
-{
-    struct caster: autocxxpy::caster{};
-    auto c = autocxxpy::caster::bind<caster>(parent, "caster"); 
-    autocxxpy::caster::try_generate<XTP::API::TraderSpi>(c, "toTraderSpi)");
-    autocxxpy::caster::try_generate<XTP::API::TraderApi>(c, "toTraderApi)");
-    autocxxpy::caster::try_generate<XTP::API::QuoteSpi>(c, "toQuoteSpi)");
-    autocxxpy::caster::try_generate<XTP::API::QuoteApi>(c, "toQuoteApi)");
-}
-void generate_caster_XTP(pybind11::object & parent)
-{
-    struct caster: autocxxpy::caster{};
-    auto c = autocxxpy::caster::bind<caster>(parent, "caster"); 
-}
-void generate_class_XTPRspInfoStruct(pybind11::object & parent)
-{
-    pybind11::class_<XTPRspInfoStruct> c(parent, "XTPRspInfoStruct");
-    if constexpr (std::is_default_constructible_v<XTPRspInfoStruct>)
-        c.def(pybind11::init<>());
-    c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPRspInfoStruct, "error_id", error_id);
-    c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPRspInfoStruct, "error_msg", error_msg);
-    AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPRspInfoStruct, c);
-    module_vnxtp::objects.emplace("XTPRspInfoStruct", c);
-}

vnpy/api/xtp/vnxtp/generated_files/generated_functions_2.cpp

@@ -11,6 +11,30 @@
 #include "xtp_quote_api.h"
 
 
+void generate_caster_XTP_API(pybind11::object & parent)
+{
+    struct caster: autocxxpy::caster{};
+    auto c = autocxxpy::caster::bind<caster>(parent, "caster"); 
+    autocxxpy::caster::try_generate<XTP::API::TraderSpi>(c, "toTraderSpi)");
+    autocxxpy::caster::try_generate<XTP::API::TraderApi>(c, "toTraderApi)");
+    autocxxpy::caster::try_generate<XTP::API::QuoteSpi>(c, "toQuoteSpi)");
+    autocxxpy::caster::try_generate<XTP::API::QuoteApi>(c, "toQuoteApi)");
+}
+void generate_caster_XTP(pybind11::object & parent)
+{
+    struct caster: autocxxpy::caster{};
+    auto c = autocxxpy::caster::bind<caster>(parent, "caster"); 
+}
+void generate_class_XTPRspInfoStruct(pybind11::object & parent)
+{
+    pybind11::class_<XTPRspInfoStruct> c(parent, "XTPRspInfoStruct");
+    if constexpr (std::is_default_constructible_v<XTPRspInfoStruct>)
+        c.def(pybind11::init<>());
+    c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPRspInfoStruct, "error_id", error_id);
+    c.AUTOCXXPY_DEF_PROPERTY(tag_vnxtp, XTPRspInfoStruct, "error_msg", error_msg);
+    AUTOCXXPY_POST_REGISTER_CLASS(tag_vnxtp, XTPRspInfoStruct, c);
+    module_vnxtp::objects.emplace("XTPRspInfoStruct", c);
+}
 void generate_class_XTPSpecificTickerStruct(pybind11::object & parent)
 {
     pybind11::class_<XTPSpecificTickerStruct> c(parent, "XTPSpecificTickerStruct");
@@ -658,3 +682,15 @@ void generate_enum_XTP_ORDER_STATUS_TYPE(pybind11::object & parent)
     e.export_values();
     module_vnxtp::objects.emplace("XTP_ORDER_STATUS_TYPE", e);
 }
+void generate_enum_XTP_ORDER_SUBMIT_STATUS_TYPE(pybind11::object & parent)
+{
+    pybind11::enum_<XTP_ORDER_SUBMIT_STATUS_TYPE> e(parent, "XTP_ORDER_SUBMIT_STATUS_TYPE", pybind11::arithmetic());
+    e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED);
+    e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED);
+    e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED);
+    e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED);
+    e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED);
+    e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED);
+    e.export_values();
+    module_vnxtp::objects.emplace("XTP_ORDER_SUBMIT_STATUS_TYPE", e);
+}

vnpy/api/xtp/vnxtp/generated_files/generated_functions_3.cpp

@@ -11,18 +11,6 @@
 #include "xtp_quote_api.h"
 
 
-void generate_enum_XTP_ORDER_SUBMIT_STATUS_TYPE(pybind11::object & parent)
-{
-    pybind11::enum_<XTP_ORDER_SUBMIT_STATUS_TYPE> e(parent, "XTP_ORDER_SUBMIT_STATUS_TYPE", pybind11::arithmetic());
-    e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_SUBMITTED);
-    e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_ACCEPTED);
-    e.value("XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_INSERT_REJECTED);
-    e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_SUBMITTED);
-    e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_REJECTED);
-    e.value("XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED", XTP_ORDER_SUBMIT_STATUS_TYPE::XTP_ORDER_SUBMIT_STATUS_CANCEL_ACCEPTED);
-    e.export_values();
-    module_vnxtp::objects.emplace("XTP_ORDER_SUBMIT_STATUS_TYPE", e);
-}
 void generate_enum_XTP_TE_RESUME_TYPE(pybind11::object & parent)
 {
     pybind11::enum_<XTP_TE_RESUME_TYPE> e(parent, "XTP_TE_RESUME_TYPE", pybind11::arithmetic());

vnpy/api/xtp/vnxtp/generated_files/module.cpp

@@ -22,6 +22,7 @@ void additional_init(pybind11::module &m)
 void init_dispatcher(pybind11::module &m)
 {
     m.def("set_async_callback_exception_handler", &autocxxpy::async_callback_exception_handler::set_handler);
+
     pybind11::class_<autocxxpy::async_dispatch_exception> c(m, "AsyncDispatchException");
     c.def_property("what", &autocxxpy::async_dispatch_exception::what, nullptr);
     c.def_readonly("instance", &autocxxpy::async_dispatch_exception::instance);

vnpy/api/xtp/vnxtp/generated_files/module.hpp

@@ -9,6 +9,8 @@ struct module_vnxtp{
     static inline void process_post_assign()
     {
         cross.process_assign(objects);
+        cross.clear();
+        objects.clear();
     }
 };
 using module_tag=tag_vnxtp;

vnpy/api/xtp/vnxtp/include/autocxxpy/callback_wrapper.hpp

@@ -91,7 +91,7 @@ namespace autocxxpy
 
     struct async_callback_exception_handler
     {
-        using handler_type = std::function<void(const async_dispatch_exception&)>;
+        using handler_type = std::function<bool(const async_dispatch_exception&)>;
         static handler_type custom_handler;
 
         inline static void handle_excepiton(const async_dispatch_exception&e)
@@ -153,19 +153,19 @@ namespace autocxxpy
         }
 
         template <class T>
-        inline std::optional<T>& save(const T * val)
+        inline std::optional<T> save(const T * val)
         { // match const pointer
             if (nullptr == val) AUTOCXXPY_UNLIKELY
             {
                 return std::nullopt;
             }
-            return const_cast<T&>(*val);
+            return *val;
         }
 
         template <class T>
-        inline T& save(const T & val)
+        inline T save(const T & val)
         { // match everything else : just use original type
-            return const_cast<T&>(val);
+            return val;
         }
 
 

vnpy/api/xtp/vnxtp/include/autocxxpy/cross_assign.hpp

@@ -40,6 +40,11 @@ namespace autocxxpy
                 }
             }
         }
+
+        void clear()
+        {
+            _delay_assings.clear();
+        }
     private:
         std::vector<std::tuple<pybind11::object, std::string, std::string, std::string>> _delay_assings;
     };

vnpy/api/xtp/vnxtp/include/autocxxpy/wrappers/inout_argument.hpp

@@ -2,6 +2,7 @@
 
 #include "../base/type.h"
 #include "../base/check.h"
+#include "../utils/type_traits.hpp"
 
 #include <boost/callable_traits.hpp>
 #include "../brigand.hpp"
@@ -14,6 +15,7 @@
 #include <type_traits>
 
 #include "./utils.hpp"
+#include <functional>
 
 namespace autocxxpy
 {
@@ -24,19 +26,22 @@ namespace autocxxpy
         return [](Ls ... ls, base_t &arg, Rs ... rs)
         {
             constexpr auto method = method_constant::value;
+            //using func_t = ct::function_type_t<decltype(method)>;
+            //using args_t = wrap<ct::args_t<func_t>, list>;
+            //using ret_t = ct::return_type_t<func_t>;
+            auto stdmethod = std::function<ct::function_type_t<decltype(method)>>(method);
             if constexpr (std::is_void_v<ret_t>)
             {
-                method(ls..., &arg, rs...);
+                stdmethod(std::forward<Ls>(ls)..., &arg, std::forward<Rs>(rs)...);
                 return std::move(arg);
             }
             else
             {
-                return append_as_tuple(method(
+                return append_as_tuple(stdmethod(
-                    ls...,
+                    std::forward<Ls>(ls)...,
                     &arg,
-                    rs...
+                    std::forward<Rs>(rs)...
                 ), std::move(arg));
-
             }
         };
     }
@@ -44,20 +49,21 @@ namespace autocxxpy
     inline constexpr auto wrap_reference_argument_as_inout_impl(brigand::list<Ls...>, brigand::list <Rs...>)
     {
         namespace ct = boost::callable_traits;
-        return [](Ls ... ls, base_t &arg, Rs ... rs)
+        return [](Ls ... ls, base_t arg, Rs ... rs)
         {
             constexpr auto method = method_constant::value;
+            auto stdmethod = std::function<ct::function_type_t<decltype(method)>>(method);
             if constexpr (std::is_void_v<ret_t>)
             {
-                method(ls..., arg, rs...);
+                stdmethod(std::forward<Ls>(ls)..., arg, std::forward<Rs>(rs)...);
                 return arg;
             }
             else
             {
-                return append_as_tuple(method(
+                return append_as_tuple(stdmethod(
-                    ls...,
+                    std::forward<Ls>(ls)...,
                     arg,
-                    rs...
+                    std::forward<Rs>(rs)...
                 ), arg);
 
             }

vnpy/api/xtp/vnxtp/include/autocxxpy/wrappers/output_argument.hpp

@@ -25,17 +25,18 @@ namespace autocxxpy
         {
             base_t arg;
             constexpr auto method = method_constant::value;
+            auto stdmethod = std::function<ct::function_type_t<decltype(method)>>(method);
             if constexpr (std::is_void_v<ret_t>)
             {
-                method(ls..., &arg, rs...);
+                stdmethod(std::forward<Ls>(ls)..., &arg, std::forward<Rs>(rs)...);
                 return std::move(arg);
             }
             else
             {
-                return append_as_tuple(method(
+                return append_as_tuple(stdmethod(
-                    ls...,
+                    std::forward<Ls>(ls)...,
                     &arg,
-                    rs...
+                    std::forward<Rs>(rs)...
                 ), std::move(arg));
 
             }
@@ -49,17 +50,18 @@ namespace autocxxpy
         {
             base_t arg;
             constexpr auto method = method_constant::value;
+            auto stdmethod = std::function<ct::function_type_t<decltype(method)>>(method);
             if constexpr (std::is_void_v<ret_t>)
             {
-                method(ls..., arg, rs...);
+                stdmethod(std::forward<Ls>(ls)..., arg, std::forward<Rs>(rs)...);
                 return arg;
             }
             else
             {
-                return append_as_tuple(method(
+                return append_as_tuple(stdmethod(
-                    ls...,
+                    std::forward<Ls>(ls)...,
                     arg,
-                    rs...
+                    std::forward<Rs>(rs)...
                 ), arg);
 
             }

vnpy/api/xtp/vnxtp/include/autocxxpy/wrappers/utils.hpp

@@ -1,10 +1,13 @@
 #pragma once
+
+#include "../utils/type_traits.hpp"
+
 namespace autocxxpy
 {
     template <class T, class T2>
     auto append_as_tuple(T&& v1, T2&& v2)
     {
-        return std::make_tuple<T, T2>(std::move(v1), std::move(v2));
+        return std::make_tuple<T, remove_cvref_t<T2>>(std::move(v1), std::move(v2));
     }
 
     template <class ... Ts, class T2, size_t ... idx>

vnpy/api/xtp/vnxtp_XTP_API.pyi

@@ -140,7 +140,7 @@ class QuoteSpi():
         ...
     def OnUnSubMarketData(self, ticker: XTPSpecificTickerStruct, error_info: XTPRspInfoStruct, is_last: bool)->Any:
         ...
-    def OnDepthMarketData(self, market_data: XTPMarketDataStruct, bid1_qty: Sequence[int], bid1_count: int, max_bid1_count: int, ask1_qty: Sequence[int], ask1_count: int, max_ask1_count: int)->Any:
+    def OnDepthMarketData(self, market_data: XTPMarketDataStruct, bid1_qty: List[int], bid1_count: int, max_bid1_count: int, ask1_qty: List[int], ask1_count: int, max_ask1_count: int)->Any:
         ...
     def OnSubOrderBook(self, ticker: XTPSpecificTickerStruct, error_info: XTPRspInfoStruct, is_last: bool)->Any:
         ...
@@ -204,17 +204,17 @@ class QuoteApi():
         ...
     def SetHeartBeatInterval(self, interval: int)->Any:
         ...
-    def SubscribeMarketData(self, ticker: Sequence[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
+    def SubscribeMarketData(self, ticker: List[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
-    def UnSubscribeMarketData(self, ticker: Sequence[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
+    def UnSubscribeMarketData(self, ticker: List[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
-    def SubscribeOrderBook(self, ticker: Sequence[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
+    def SubscribeOrderBook(self, ticker: List[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
-    def UnSubscribeOrderBook(self, ticker: Sequence[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
+    def UnSubscribeOrderBook(self, ticker: List[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
-    def SubscribeTickByTick(self, ticker: Sequence[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
+    def SubscribeTickByTick(self, ticker: List[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
-    def UnSubscribeTickByTick(self, ticker: Sequence[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
+    def UnSubscribeTickByTick(self, ticker: List[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
     def SubscribeAllMarketData(self, exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
@@ -234,7 +234,7 @@ class QuoteApi():
         ...
     def QueryAllTickers(self, exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
-    def QueryTickersPriceInfo(self, ticker: Sequence[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
+    def QueryTickersPriceInfo(self, ticker: List[str], exchange_id: XTP_EXCHANGE_TYPE)->int:
         ...
     def QueryAllTickersPriceInfo(self, )->int:
         ...