Merge pull request #47 from nooperpudd/bugfix/test

bug fix and md_main test demo
nooperpudd · Sep 2, 2020 · fd285e7 · fd285e7
2 parents 4ea1e4f + 0ef9083
commit fd285e7
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diff --git a/.gitignore b/.gitignore
@@ -2,6 +2,9 @@
 __pycache__/
 *.py[cod]
 *$py.class
+*.cpp
+*.con
+ctpwrapper/*.so
 
 
 # Distribution / packaging

diff --git a/.travis.yml b/.travis.yml
@@ -3,7 +3,7 @@ language: python
 matrix:
   include:
     # others still work and don't install python3.7
-    - python: pypy3
+    - python: pypy3.6-7.3.1
       sudo: required
     - python: 3.5
       sudo: required

diff --git a/Dockerfile b/Dockerfile
@@ -0,0 +1,3 @@
+FROM python:3.8
+RUN pip3 install cython pip setuptools --upgrade
+WORKDIR /code
diff --git a/README.md b/README.md
@@ -9,9 +9,9 @@
 [![implementation](https://img.shields.io/pypi/implementation/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)
 [![Downloads](https://pepy.tech/badge/ctpwrapper)](https://pepy.tech/project/ctpwrapper)
 
-[CTP Website](http://www.sfit.com.cn/5_2_DocumentDown.htm)
+[CTP Website](http://www.sfit.com.cn/5_2_DocumentDown_1.htm)
 
-Version: v6.3.19 P1
+Version: v6.3.19 P1(v6.3.19_P1_20200106)
 
 Platform: Linux 64bit, Windows 64bit
 
@@ -34,196 +34,16 @@ already install cython package.
 
   <img src="images/alipay.png" width="250" height="250"><img src="images/wechat.jpg" width="250" height="250">
 
+## ⚠️⚠️ notice ⚠️⚠️
+ sometimes quote the market futures data, but there is no trading data from the API stream,
+ better just add `time.sleep(2)` func call after `Init()` method invoked, this could help to solve no data response issue.
+
+## Demo
+sample code  [samples](samples/)
 
-# Usage
-
- MdApi Class Wrapper
-
-```python
-import sys
-
-from ctpwrapper import ApiStructure
-from ctpwrapper import MdApiPy
-
-
-class Md(MdApiPy):
-    """
-    """
-
-    def __init__(self, broker_id, investor_id, password, request_id=1):
-
-        self.broker_id = broker_id
-        self.investor_id = investor_id
-        self.password = password
-        self.request_id = request_id
-
-    def OnRspError(self, pRspInfo, nRequestID, bIsLast):
-
-        self.ErrorRspInfo(pRspInfo, nRequestID)
-
-    def ErrorRspInfo(self, info, request_id):
-        """
-        :param info:
-        :return:
-        """
-        if info.ErrorID != 0:
-            print('request_id=%s ErrorID=%d, ErrorMsg=%s',
-                  request_id, info.ErrorID, info.ErrorMsg.decode('gbk'))
-        return info.ErrorID != 0
-
-    def OnFrontConnected(self):
-        """
-        :return:
-        """
-
-        user_login = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
-                                                    UserID=self.investor_id,
-                                                    Password=self.password)
-        self.ReqUserLogin(user_login, self.request_id)
-
-    def OnFrontDisconnected(self, nReason):
-
-        print("Md OnFrontDisconnected %s", nReason)
-        sys.exit()
-
-    def OnHeartBeatWarning(self, nTimeLapse):
-        """心跳超时警告。当长时间未收到报文时，该方法被调用。
-        @param nTimeLapse 距离上次接收报文的时间
-        """
-        print('Md OnHeartBeatWarning, time = %s', nTimeLapse)
-
-    def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
-        """
-        用户登录应答
-        :param pRspUserLogin:
-        :param pRspInfo:
-        :param nRequestID:
-        :param bIsLast:
-        :return:
-        """
-        if pRspInfo.ErrorID != 0:
-            print("Md OnRspUserLogin failed error_id=%s msg:%s",
-                  pRspInfo.ErrorID, pRspInfo.ErrorMsg.decode('gbk'))
-        else:
-            print("Md user login successfully")
-            print(pRspUserLogin)
-            print(pRspInfo)
-
-
-BORDKER_ID = ""
-INVESTOR_ID = ""
-PASSWORD = ""
-SERVER = ""
-
-md = Md(BORDKER_ID, INVESTOR_ID, PASSWORD)
-md.Create()
-md.RegisterFront(SERVER)
-md.Init()
-day = md.GetTradingDay()
-
-print(day)
-print("api worker!")
-```
-
-Trader Class Wrapper
-
-```python
-
-from ctpwrapper import ApiStructure
-from ctpwrapper import TraderApiPy
-
-class Trader(TraderApiPy):
-
-    def __init__(self, broker_id, investor_id, password, request_id=1):
-        self.request_id = request_id
-        self.broker_id = broker_id.encode()
-        self.investor_id = investor_id.encode()
-        self.password = password.encode()
-
-    def OnRspError(self, pRspInfo, nRequestID, bIsLast):
-
-        self.ErrorRspInfo(pRspInfo, nRequestID)
-
-    def ErrorRspInfo(self, info, request_id):
-        """
-        :param info:
-        :return:
-        """
-        if info.ErrorID != 0:
-            print('request_id=%s ErrorID=%d, ErrorMsg=%s',
-                  request_id, info.ErrorID, info.ErrorMsg.decode('gbk'))
-        return info.ErrorID != 0
-
-    def OnHeartBeatWarning(self, nTimeLapse):
-        """心跳超时警告。当长时间未收到报文时，该方法被调用。
-        @param nTimeLapse 距离上次接收报文的时间
-        """
-        print("on OnHeartBeatWarning time: ", nTimeLapse)
-
-    def OnFrontDisconnected(self, nReason):
-        print("on FrontDisConnected disconnected", nReason)
-
-    def OnFrontConnected(self):
-
-        req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
-                                             UserID=self.investor_id,
-                                             Password=self.password)
-        self.ReqUserLogin(req, self.request_id)
-        print("trader on front connection")
-
-    def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
-
-        if pRspInfo.ErrorID != 0:
-            print("Md OnRspUserLogin failed error_id=%s msg:%s",
-                  pRspInfo.ErrorID, pRspInfo.ErrorMsg.decode('gbk'))
-        else:
-            print("Md user login successfully")
-
-            inv = ApiStructure.QryInvestorField(BrokerID=self.broker_id, InvestorID=self.investor_id)
-
-            self.ReqQryInvestor(inv, self.inc_request_id())
-            req = ApiStructure.SettlementInfoConfirmField.from_dict({"BrokerID": self.broker_id,
-                                                                     "InvestorID": self.investor_id})
-
-            self.ReqSettlementInfoConfirm(req, self.inc_request_id())
-
-    def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm, pRspInfo, nRequestID, bIsLast):
-        print(pSettlementInfoConfirm, pRspInfo)
-        print(pRspInfo.ErrorMsg.decode("GBK"))
-
-    def inc_request_id(self):
-        self.request_id += 1
-        return self.request_id
-
-    def OnRspQryInvestor(self, pInvestor, pRspInfo, nRequestID, bIsLast):
-        print(pInvestor, pRspInfo)
-
-if __name__ == "__main__":
-    investor_id = ""
-    broker_id = ""
-    password = ""
-    server = ""
-
-    user_trader = Trader(broker_id=broker_id, investor_id=investor_id, password=password)
-
-    user_trader.Create()
-    user_trader.RegisterFront(server)
-    user_trader.SubscribePrivateTopic(2) # 只传送登录后的流内容
-    user_trader.SubscribePrivateTopic(2) # 只传送登录后的流内容
-
-    user_trader.Init()
-
-    print("trader started")
-    print(user_trader.GetTradingDay())
-
-    user_trader.Join()
-
-```
 
 # Documentation
-  CTP's documentation can be found in the [docs](doc/ctp/)
-
-
+  CTP documentation can be found in the [docs](doc/ctp/)
 
 # Contact