""" vn.py - By Traders, For Traders. The vn.py project is an open-source quantitative trading framework that is developed by traders, for traders. The project is mainly written in Python and uses C++ for low-layer and performance sensitive infrastructure. Using the vn.py project, institutional investors and professional traders, such as hedge funds, prop trading firms and investment banks, can easily develop complex trading strategies with the Event Engine Strategy Module, and automatically route their orders to the most desired destinations, including equity, commodity, forex and many other financial markets. """ import ast import os import platform import re import sys from setuptools import Extension, find_packages, setup def gather_autocxxpy_generated_files(root: str): fs = [os.path.join(root, "module.cpp")] for root, dirs, filenames in os.walk(root): for filename in filenames: filebase, ext = os.path.splitext(filename) if ext == ".cpp" and filebase.startswith("generated_functions_"): path = os.path.join(root, filename) fs.append(path) return fs def check_extension_build_flag(ext_modules, key: str, module: Extension): value = os.environ.get(key, None) if value is not None: if value == '1': ext_modules = list(set(ext_modules) | {module}) elif value == '0': ext_modules = list(set(ext_modules) - {module}) else: raise ValueError(f"Flag {key} should be '0' or '1', but {repr(value)} got.") return ext_modules def is_psycopg2_exists(): try: import psycopg2 # noqa return True except ImportError: return False def get_install_requires(): install_requires = [ "PyQt5", "qdarkstyle", "requests", "websocket-client", "peewee", "pymysql", "mongoengine", "numpy", "pandas", "matplotlib", "seaborn", "futu-api", "tigeropen", "rqdatac", "ta-lib", "ibapi", "deap" ] if not is_psycopg2_exists(): install_requires.append("psycopg2-binary") if sys.version_info.minor < 7: install_requires.append("dataclasses") return install_requires def get_version_string(): global version with open("vnpy/__init__.py", "rb") as f: version_line = re.search( r"__version__\s+=\s+(.*)", f.read().decode("utf-8") ).group(1) return str(ast.literal_eval(version_line)) def get_ext_modules(): if platform.uname().system == "Windows": compiler_flags = [ "/MP", "/std:c++17", # standard "/O2", "/Ob2", "/Oi", "/Ot", "/Oy", "/GL", # Optimization "/bigobj", # Better compatibility "/wd4819", # 936 code page "/D_CRT_SECURE_NO_WARNINGS", # suppress warning of unsafe functions like fopen, strcpy, etc ] extra_link_args = [] runtime_library_dirs = None else: compiler_flags = [ "-std=c++17", # standard "-O3", # Optimization "-Wno-delete-incomplete", "-Wno-sign-compare", ] extra_link_args = ["-lstdc++"] runtime_library_dirs = ["$ORIGIN"] 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", "vnpy/api/ctp"], 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", ) 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", "vnpy/api/ctp"], 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", ) vnoes = Extension( name="vnpy.api.oes.vnoes", sources=gather_autocxxpy_generated_files( "vnpy/api/oes/vnoes/generated_files/", ), include_dirs=["vnpy/api/oes/vnoes/include", "vnpy/api/oes/vnoes/include/oes", ], define_macros=[("BRIGAND_NO_BOOST_SUPPORT", "1")], undef_macros=[], library_dirs=["vnpy/api/oes/vnoes/libs"], libraries=["oes_api"], 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 = [] elif platform.system() == "Darwin": ext_modules = [] else: ext_modules = [vnctptd, vnctpmd, vnoes] ext_modules = check_extension_build_flag(ext_modules, "VNPY_BUILD_OES", vnoes) ext_modules = check_extension_build_flag(ext_modules, "VNPY_BUILD_CTP", vnctptd) ext_modules = check_extension_build_flag(ext_modules, "VNPY_BUILD_CTP", vnctpmd) return ext_modules parallel = os.environ.get('VNPY_BUILD_PARALLEL', None) if parallel: if parallel == 'auto': parallel = os.cpu_count() if parallel != 'no': from ci.parallel_build_distutils import patch_distutils patch_distutils(int(parallel)) setup( name="vnpy", version=get_version_string(), author="vn.py team", author_email="vn.py@foxmail.com", license="MIT", url="https://www.vnpy.com", description="A framework for developing quant trading systems.", long_description=__doc__, keywords='quant quantitative investment trading algotrading', include_package_data=True, packages=find_packages(exclude=["tests", "ci", "tests.*"]), package_data={"": [ "*.ico", "*.ini", "*.dll", "*.so", "*.pyd", ]}, install_requires=get_install_requires(), classifiers=[ "Development Status :: 5 - Production/Stable", "Operating System :: Microsoft :: Windows :: Windows 7", "Operating System :: Microsoft :: Windows :: Windows 8", "Operating System :: Microsoft :: Windows :: Windows 10", "Operating System :: Microsoft :: Windows :: Windows Server 2008", "Operating System :: Microsoft :: Windows :: Windows Server 2012", "Operating System :: Microsoft :: Windows :: Windows Server 2012", "Operating System :: POSIX :: Linux" "Programming Language :: Python :: 3", "Programming Language :: Python :: 3.7", "Topic :: Office/Business :: Financial :: Investment", "Programming Language :: Python :: Implementation :: CPython", "License :: OSI Approved :: MIT License", "Natural Language :: Chinese (Simplified)", "Natural Language :: Chinese (Simplified)" ], ext_modules=get_ext_modules(), )