vnpy/vn.archive/vn.sgit_4.1/pyscript/generate_td_functions.py
chenxy123 9f6ea1fd5c 1. ctaAlgo模块改名ctaStrategy
2. 将vn.trader下的所有接口统一放到了一个单独的gateway文件夹中,并实现自动识别和加载
2017-03-18 12:19:51 +08:00

310 lines
11 KiB
Python
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# encoding: UTF-8
__author__ = 'CHENXY'
from string import join
from sgit_struct import structDict
def processCallBack(line):
orignalLine = line
line = line.replace(' virtual void ', '') # 删除行首的无效内容
line = line.replace('{};\n', '') # 删除行尾的无效内容
content = line.split('(')
cbName = content[0] # 回调函数名称
cbArgs = content[1] # 回调函数参数
if cbArgs[-1] == ' ':
cbArgs = cbArgs.replace(') ', '')
else:
cbArgs = cbArgs.replace(')', '')
cbArgsList = cbArgs.split(', ') # 将每个参数转化为列表
cbArgsTypeList = []
cbArgsValueList = []
for arg in cbArgsList: # 开始处理参数
content = arg.split(' ')
if len(content) > 1:
if 'struct' not in content:
cbArgsTypeList.append(content[0]) # 参数类型列表
cbArgsValueList.append(content[1]) # 参数数据列表
else:
print content
cbArgsTypeList.append(content[1]) # 参数类型列表
cbArgsValueList.append(content[2]+content[3]) # 参数数据列表
createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine)
createProcess(cbName, cbArgsTypeList, cbArgsValueList)
# 生成.h文件中的process部分
process_line = 'void process' + cbName[2:] + '(Task task);\n'
fheaderprocess.write(process_line)
fheaderprocess.write('\n')
# 生成.h文件中的on部分
if 'OnRspError' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict error) {};\n'
elif 'OnRspQry' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n'
elif 'OnRsp' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last) {};\n'
elif 'OnRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data) {};\n'
elif 'OnErrRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error) {};\n'
else:
on_line = ''
fheaderon.write(on_line)
fheaderon.write('\n')
# 生成封装部分
createWrap(cbName)
#----------------------------------------------------------------------
def createWrap(cbName):
"""在Python封装段代码中进行处理"""
# 生成.h文件中的on部分
if 'OnRspError' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict error)\n'
override_line = '("on' + cbName[2:] + '")(error);\n'
elif 'OnRsp' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error, int id, bool last)\n'
override_line = '("on' + cbName[2:] + '")(data, error, id, last);\n'
elif 'OnRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data)\n'
override_line = '("on' + cbName[2:] + '")(data);\n'
elif 'OnErrRtn' in cbName:
on_line = 'virtual void on' + cbName[2:] + '(dict data, dict error)\n'
override_line = '("on' + cbName[2:] + '")(data, error);\n'
else:
on_line = ''
if on_line is not '':
fwrap.write(on_line)
fwrap.write('{\n')
fwrap.write('\ttry\n')
fwrap.write('\t{\n')
fwrap.write('\t\tthis->get_override'+override_line)
fwrap.write('\t}\n')
fwrap.write('\tcatch (error_already_set const &)\n')
fwrap.write('\t{\n')
fwrap.write('\t\tPyErr_Print();\n')
fwrap.write('\t}\n')
fwrap.write('};\n')
fwrap.write('\n')
def createTask(cbName, cbArgsTypeList, cbArgsValueList, orignalLine):
# 从回调函数生成任务对象,并放入队列
funcline = orignalLine.replace(' virtual void ', 'void ' + apiName + '::')
funcline = funcline.replace('{};', '')
funcline = funcline.replace(' {}', '')
ftask.write(funcline)
ftask.write('{\n')
ftask.write("\tTask task = Task();\n")
ftask.write("\ttask.task_name = " + cbName.upper() + ";\n")
# define常量
global define_count
fdefine.write("#define " + cbName.upper() + ' ' + str(define_count) + '\n')
define_count = define_count + 1
# switch段代码
fswitch.write("case " + cbName.upper() + ':\n')
fswitch.write("{\n")
fswitch.write("\tthis->" + cbName.replace('On', 'process') + '(task);\n')
fswitch.write("\tbreak;\n")
fswitch.write("}\n")
fswitch.write("\n")
for i, type_ in enumerate(cbArgsTypeList):
if type_ == 'int':
ftask.write("\ttask.task_id = " + cbArgsValueList[i] + ";\n")
elif type_ == 'bool':
ftask.write("\ttask.task_last = " + cbArgsValueList[i] + ";\n")
elif 'CSgitFtdcRspInfoField' in type_:
ftask.write("\n")
ftask.write("\tif (pRspInfo)\n")
ftask.write("\t{\n")
ftask.write("\t\ttask.task_error = " + cbArgsValueList[i] + ";\n")
ftask.write("\t}\n")
ftask.write("\telse\n")
ftask.write("\t{\n")
ftask.write("\t\tCSgitFtdcRspInfoField empty_error = CSgitFtdcRspInfoField();\n")
ftask.write("\t\tmemset(&empty_error, 0, sizeof(empty_error));\n")
ftask.write("\t\ttask.task_error = empty_error;\n")
ftask.write("\t}\n")
else:
ftask.write("\n")
ftask.write("\tif (" + cbArgsValueList[i][1:] + ")\n")
ftask.write("\t{\n")
ftask.write("\t\ttask.task_data = " + cbArgsValueList[i] + ";\n")
ftask.write("\t}\n")
ftask.write("\telse\n")
ftask.write("\t{\n")
ftask.write("\t\t" + type_ + " empty_data = " + type_ + "();\n")
ftask.write("\t\tmemset(&empty_data, 0, sizeof(empty_data));\n")
ftask.write("\t\ttask.task_data = empty_data;\n")
ftask.write("\t}\n")
ftask.write("\tthis->task_queue.push(task);\n")
ftask.write("};\n")
ftask.write("\n")
def createProcess(cbName, cbArgsTypeList, cbArgsValueList):
# 从队列中提取任务并转化为python字典
fprocess.write("void " + apiName + '::' + cbName.replace('On', 'process') + '(Task task)' + "\n")
fprocess.write("{\n")
fprocess.write("\tPyLock lock;\n")
onArgsList = []
for i, type_ in enumerate(cbArgsTypeList):
if 'CSgitFtdcRspInfoField' in type_:
fprocess.write("\t"+ type_ + ' task_error = any_cast<' + type_ + '>(task.task_error);\n')
fprocess.write("\t"+ "dict error;\n")
struct = structDict[type_]
for key in struct.keys():
fprocess.write("\t"+ 'error["' + key + '"] = task_error.' + key + ';\n')
fprocess.write("\n")
onArgsList.append('error')
elif type_ in structDict:
fprocess.write("\t"+ type_ + ' task_data = any_cast<' + type_ + '>(task.task_data);\n')
fprocess.write("\t"+ "dict data;\n")
struct = structDict[type_]
for key in struct.keys():
fprocess.write("\t"+ 'data["' + key + '"] = task_data.' + key + ';\n')
fprocess.write("\n")
onArgsList.append('data')
elif type_ == 'bool':
onArgsList.append('task.task_last')
elif type_ == 'int':
onArgsList.append('task.task_id')
onArgs = join(onArgsList, ', ')
fprocess.write('\tthis->' + cbName.replace('On', 'on') + '(' + onArgs +');\n')
fprocess.write("};\n")
fprocess.write("\n")
def processFunction(line):
line = line.replace(' virtual int ', '') # 删除行首的无效内容
line = line.replace(') = 0;\n', '') # 删除行尾的无效内容
content = line.split('(')
fcName = content[0] # 回调函数名称
fcArgs = content[1] # 回调函数参数
fcArgs = fcArgs.replace(')', '')
fcArgsList = fcArgs.split(',') # 将每个参数转化为列表
fcArgsTypeList = []
fcArgsValueList = []
for arg in fcArgsList: # 开始处理参数
content = arg.split(' ')
if len(content) >= 2:
fcArgsTypeList.append(content[0]) # 参数类型列表
fcArgsValueList.append(content[1]) # 参数数据列表
print line
print fcArgs
print fcArgsList
print fcArgsTypeList
if len(fcArgsTypeList)>0 and fcArgsTypeList[0] in structDict:
createFunction(fcName, fcArgsTypeList, fcArgsValueList)
# 生成.h文件中的主动函数部分
if 'Req' in fcName:
req_line = 'int req' + fcName[3:] + '(dict req, int nRequestID);\n'
fheaderfunction.write(req_line)
fheaderfunction.write('\n')
def createFunction(fcName, fcArgsTypeList, fcArgsValueList):
type_ = fcArgsTypeList[0]
struct = structDict[type_]
ffunction.write('int ' + apiName + '::req' + fcName[3:] + '(dict req, int nRequestID)\n')
ffunction.write('{\n')
ffunction.write('\t' + type_ +' myreq = ' + type_ + '();\n')
ffunction.write('\tmemset(&myreq, 0, sizeof(myreq));\n')
for key, value in struct.items():
if value == 'string':
line = '\tgetString(req, "' + key + '", myreq.' + key + ');\n'
elif value == 'char':
line = '\tgetChar(req, "' + key + '", &myreq.' + key + ');\n'
elif value == 'int':
line = '\tgetInt(req, "' + key + '", &myreq.' + key + ');\n'
elif value == 'long':
line = '\tgetLong(req, "' + key + '", &myreq.' + key + ');\n'
elif value == 'short':
line = '\tgetShort(req, "' + key + '", &myreq.' + key + ');\n'
elif value == 'float':
line = '\tgetDouble(req, "' + key + '", &myreq.' + key + ');\n'
ffunction.write(line)
ffunction.write('\tint i = this->api->' + fcName + '(&myreq, nRequestID);\n')
ffunction.write('\treturn i;\n')
ffunction.write('};\n')
ffunction.write('\n')
#########################################################
apiName = 'TdApi'
fcpp = open('SgitFtdcTraderApi.h', 'r')
ftask = open('sgit_td_task.cpp', 'w')
fprocess = open('sgit_td_process.cpp', 'w')
ffunction = open('sgit_td_function.cpp', 'w')
fdefine = open('sgit_td_define.cpp', 'w')
fswitch = open('sgit_td_switch.cpp', 'w')
fheaderprocess = open('sgit_td_header_process.h', 'w')
fheaderon = open('sgit_td_header_on.h', 'w')
fheaderfunction = open('sgit_td_header_function.h', 'w')
fwrap = open('sgit_td_wrap.cpp', 'w')
define_count = 1
for line in fcpp:
if " virtual void On" in line:
print 'callback'
processCallBack(line)
elif " virtual int" in line:
print 'function'
processFunction(line)
fcpp.close()
ftask.close()
fprocess.close()
ffunction.close()
fswitch.close()
fdefine.close()
fheaderprocess.close()
fheaderon.close()
fheaderfunction.close()
fwrap.close()