ctp-swig

Swig 转换 CTPAPI 为 Python 最全攻略!!!

快速使用

不需要自己编译的小伙伴，可以参考以下两种方式直接使用编译完成的库

方式一 pip install

pip install openctp-ctp==6.7.2.* -i https://pypi.tuna.tsinghua.edu.cn/simple --trusted-host=pypi.tuna.tsinghua.edu.cn

方式二官网下载

从 openctp 官方网站下载编译完成的库，手动配置，CTPAPI-Python接口下载

环境准备

提供了在 Windows / Linux 两种平台下的编译方案, 各软件版本号为作者实际编译时使用的版本

Windows

Windows 10
CMake 3.30.4
VisualStudio 2022
Swig 4.1.1
Python 3.7 ~ 3.13

作者需要编译多个Python版本，使用 pyenv-win 安装，简单方便. 参考文章

Linux

Debian 12
CMake 3.25.1
g++ 12.2.0
Swig 4.2.1
Python 3.7 ~ 3.13

Swig 转换

准备好环境后，进行编译实践

1. 克隆仓库

git clone https://github.com/openctp/ctp-swig.git

或

git clone [email protected]:openctp/ctp-swig.git

2. 修改文件

Windows

compile-win.bat
```
set pys=37_3.7.9;38_3.8.10;39_3.9.13;310_3.10.11;311_3.11.8;312_3.12.1;313_3.13.0
```
将 pys 设置成需要编译的Python版本(已经安装), 如安装了 3.7.17、3.12.7，则设置成
```
set pys=37_3.7.17;312_3.12.7
```

CMakeLists.txt

if (${CMAKE_SYSTEM_NAME} MATCHES "Windows")
    SET(PY_VER "python_value" CACHE STRING "Python Version")
    SET(PY_LIB "python_lib_value" CACHE STRING "Python Lib Version")

    include_directories(${PROJECT_SOURCE_DIR}
        ${PROJECT_SOURCE_DIR}/win64
        D:/pyenv-win/pyenv-win/versions/${PY_VER}/include
        )
    link_directories(${PROJECT_SOURCE_DIR}
        ${PROJECT_SOURCE_DIR}/win64
        D:/pyenv-win/pyenv-win/versions/${PY_VER}/libs
        )
    add_compile_options(/bigobj /MT)

上面有两个路径需要修改

Python头文件路径 D:/pyenv-win/pyenv-win/versions//${PY_VER}/include
Python库路径 D:/pyenv-win/pyenv-win/versions/${PY_VER}/libs

将前缀部分D:/pyenv-win/pyenv-win/versions/替换为本地安装的Python目录

Linux

CMakeLists.txt

elseif (${CMAKE_SYSTEM_NAME} MATCHES "Linux")
  include_directories(${PROJECT_SOURCE_DIR}
      ${PROJECT_SOURCE_DIR}/lin64
      /root/.pyenv/versions/3.12.0/include/python3.12/
      )

将上面的路径 /root/.pyenv/versions/3.12.0/include/python3.12/ 修改为安装的Python对应的目录

3. 构建编译

可以选择一次性编译一个或多个 CTPAPI 版本

Windows
```
./compile-win.bat 6.3.19 6.6.7
```
Linux
```
./compile-linux.sh 6.3.19 6.6.7
```

编译成功后，可在对应版本的 CTPAPI 文件夹下发现多出了一个 py 文件夹，里面是编译成功的Python接口文件, 由于 Windows 下各Python版本编译的Python库不可共用，所以每个Python版都有一个对应的接口文件夹

附带编译展示

Windows 编译示例

PS E:\projects\ctp-swig> .\compile-win.bat 6.3.15
############################### Enter CTPAPI: 6.3.15 ##############################


############################ Clear files ###############################

The system cannot find the file specified.
Could Not Find E:\projects\ctp-swig\6.3.15\*_wrap.*
Could Not Find E:\projects\ctp-swig\6.3.15\CMakeLists.txt

########################## Swig generate cpp/py files ##################

A subdirectory or file py already exists.
win64\ThostFtdcTraderApi.h(30) : Warning 514: Director base class CThostFtdcTraderSpi has no virtual destructor.
win64\ThostFtdcMdApi.h(30) : Warning 514: Director base class CThostFtdcMdSpi has no virtual destructor.

############################### Compile CTPAPI: 6.3.15 Python: 313 ###############

        1 file(s) copied.
A subdirectory or file py\py313 already exists.
-- Building for: Visual Studio 17 2022
CMake Deprecation Warning at CMakeLists.txt:1 (cmake_minimum_required):
  Compatibility with CMake < 3.5 will be removed from a future version of
  CMake.

  Update the VERSION argument <min> value or use a ...<max> suffix to tell
  CMake that the project does not need compatibility with older versions.


-- Selecting Windows SDK version 10.0.22621.0 to target Windows 10.0.19045.
-- The C compiler identification is MSVC 19.37.32822.0
-- The CXX compiler identification is MSVC 19.37.32822.0
-- Detecting C compiler ABI info
-- Detecting C compiler ABI info - done
-- Check for working C compiler: D:/Microsoft Visual Studio/2022/Community/VC/Tools/MSVC/14.37.32822/bin/Hostx64/x64/cl.exe - skipped
-- Detecting C compile features
-- Detecting C compile features - done
-- Detecting CXX compiler ABI info
-- Detecting CXX compiler ABI info - done
-- Check for working CXX compiler: D:/Microsoft Visual Studio/2022/Community/VC/Tools/MSVC/14.37.32822/bin/Hostx64/x64/cl.exe - skipped
-- Detecting CXX compile features
-- Detecting CXX compile features - done
-- Configuring done (3.1s)
-- Generating done (0.0s)
-- Build files have been written to: E:/projects/ctp-swig/6.3.15/build
MSBuild version 17.7.2+d6990bcfa for .NET Framework

MSBuild version 17.7.2+d6990bcfa for .NET Framework

  1>Checking Build System
  Building Custom Rule E:/projects/ctp-swig/6.3.15/CMakeLists.txt
  thostmduserapi_wrap.cxx
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(1,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将该文件保存为 Unicode 格式以防止数据丢失
[E:\projects\ctp-swig\6.3.15\build\_thostmduserapi.vcxproj]
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(1153,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将 该文件保存为 Unicode 格式以防止数据
丢失 [E:\projects\ctp-swig\6.3.15\build\_thostmduserapi.vcxproj]
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(6943,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将 该文件保存为 Unicode 格式以防止数据
丢失 [E:\projects\ctp-swig\6.3.15\build\_thostmduserapi.vcxproj]
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(8014,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将 该文件保存为 Unicode 格式以防止数据
丢失 [E:\projects\ctp-swig\6.3.15\build\_thostmduserapi.vcxproj]
E:\projects\ctp-swig\6.3.15\thostmduserapi_wrap.cxx(316364,16): warning C4244: “初始化”: 从“Py_ssize_t”转换到“int”，可能丢失数据 [E:\projects\ctp-
swig\6.3.15\build\_thostmduserapi.vcxproj]
E:\projects\ctp-swig\6.3.15\thostmduserapi_wrap.cxx(316421,16): warning C4244: “初始化”: 从“Py_ssize_t”转换到“int”，可能丢失数据 [E:\projects\ctp-
swig\6.3.15\build\_thostmduserapi.vcxproj]
E:\projects\ctp-swig\6.3.15\thostmduserapi_wrap.cxx(316478,16): warning C4244: “初始化”: 从“Py_ssize_t”转换到“int”，可能丢失数据 [E:\projects\ctp-
swig\6.3.15\build\_thostmduserapi.vcxproj]
E:\projects\ctp-swig\6.3.15\thostmduserapi_wrap.cxx(316535,16): warning C4244: “初始化”: 从“Py_ssize_t”转换到“int”，可能丢失数据 [E:\projects\ctp-
swig\6.3.15\build\_thostmduserapi.vcxproj]
    正在创建库 E:/projects/ctp-swig/6.3.15/build/Release/_thostmduserapi.lib 和对象 E:/projects/ctp-swig/6.3.15/build/Release/_thostmduserap
  i.exp
  _thostmduserapi.vcxproj -> E:\projects\ctp-swig\6.3.15\build\Release\_thostmduserapi.dll
  Building Custom Rule E:/projects/ctp-swig/6.3.15/CMakeLists.txt
  thosttraderapi_wrap.cxx
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(1,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将该文件保存为 Unicode 格式以防止数据丢失
[E:\projects\ctp-swig\6.3.15\build\_thosttraderapi.vcxproj]
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(1153,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将 该文件保存为 Unicode 格式以防止数据
丢失 [E:\projects\ctp-swig\6.3.15\build\_thosttraderapi.vcxproj]
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(6943,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将 该文件保存为 Unicode 格式以防止数据
丢失 [E:\projects\ctp-swig\6.3.15\build\_thosttraderapi.vcxproj]
E:\projects\ctp-swig\6.3.15\win64\ThostFtdcUserApiStruct.h(8014,1): warning C4819: 该文件包含不能在当前代码页(936)中表示的字符。请将 该文件保存为 Unicode 格式以防止数据
丢失 [E:\projects\ctp-swig\6.3.15\build\_thosttraderapi.vcxproj]
    正在创建库 E:/projects/ctp-swig/6.3.15/build/Release/_thosttraderapi.lib 和对象 E:/projects/ctp-swig/6.3.15/build/Release/_thosttraderap
  i.exp
  _thosttraderapi.vcxproj -> E:\projects\ctp-swig\6.3.15\build\Release\_thosttraderapi.dll
  Building Custom Rule E:/projects/ctp-swig/6.3.15/CMakeLists.txt
        1 file(s) copied.
        1 file(s) copied.

############################ Clear files ###############################

Windows编译结果

# tree 6.3.15/py
6.3.15/py
├── py310
│   ├── _thostmduserapi.pyd
│   └── _thosttraderapi.pyd
├── py311
│   ├── _thostmduserapi.pyd
│   └── _thosttraderapi.pyd
├── py312
│   ├── _thostmduserapi.pyd
│   └── _thosttraderapi.pyd
├── py313
│   ├── _thostmduserapi.pyd
│   └── _thosttraderapi.pyd
├── py37
│   ├── _thostmduserapi.pyd
│   └── _thosttraderapi.pyd
├── py38
│   ├── _thostmduserapi.pyd
│   └── _thosttraderapi.pyd
├── py39
│   ├── _thostmduserapi.pyd
│   └── _thosttraderapi.pyd
├── thostmduserapi.py
└── thosttraderapi.py

Linux编译示例

root@Jedore-win:~/ctp-swig# ./compile-linux.sh 6.6.7
######################################################## Enter 6.6.7 #######################


######################################################## Clear files #######################

rm: cannot remove '*_wrap.*': No such file or directory

################################################ Swig generate cpp/py files ################

lin64/ThostFtdcTraderApi.h:30: Warning 514: Director base class CThostFtdcTraderSpi has no virtual destructor.
lin64/ThostFtdcMdApi.h:30: Warning 514: Director base class CThostFtdcMdSpi has no virtual destructor.

######################################################### Compile ##########################

mkdir: cannot create directory ‘py’: File exists
CMake Deprecation Warning at CMakeLists.txt:1 (cmake_minimum_required):
  Compatibility with CMake < 2.8.12 will be removed from a future version of
  CMake.

  Update the VERSION argument <min> value or use a ...<max> suffix to tell
  CMake that the project does not need compatibility with older versions.


-- The C compiler identification is GNU 12.2.0
-- The CXX compiler identification is GNU 12.2.0
-- Detecting C compiler ABI info
-- Detecting C compiler ABI info - done
-- Check for working C compiler: /usr/bin/cc - skipped
-- Detecting C compile features
-- Detecting C compile features - done
-- Detecting CXX compiler ABI info
-- Detecting CXX compiler ABI info - done
-- Check for working CXX compiler: /usr/bin/c++ - skipped
-- Detecting CXX compile features
-- Detecting CXX compile features - done
-- Configuring done
-- Generating done
-- Build files have been written to: /root/ctp-swig/6.6.7/build
[ 25%] Building CXX object CMakeFiles/_thosttraderapi.dir/thosttraderapi_wrap.cxx.o
[ 50%] Linking CXX shared library _thosttraderapi.so
[ 50%] Built target _thosttraderapi
[ 75%] Building CXX object CMakeFiles/_thostmduserapi.dir/thostmduserapi_wrap.cxx.o
[100%] Linking CXX shared library _thostmduserapi.so
[100%] Built target _thostmduserapi

####################################################### Clear files #######################

Linux编译结果

# tree 6.7.7/py
6.7.7/py
├── thostmduserapi.py
├── _thostmduserapi.so
├── thosttraderapi.py
└── _thosttraderapi.so

如何使用

#TODO

字符集问题

在Linux下使用，由于CTPAPI是GBK编码，需要安装中文字符集，否则导入时报错：

>>> import openctp_ctp
terminate called after throwing an instance of 'std::runtime_error'
what():  locale::facet::_S_create_c_locale name not valid
Aborted

或

>>> import openctp_ctp
Aborted

需要安装 GB18030 字符集，这里提供 ubuntu/debian/centos 的方案：

# Ubuntu (20.04)
sudo apt-get install -y locales
sudo locale-gen zh_CN.GB18030

# Debian (11/12)
sudo apt install locales-all
sudo localedef -c -f GB18030 -i zh_CN zh_CN.GB18030

# CentOS (7)
sudo yum install -y kde-l10n-Chinese
sudo yum reinstall -y glibc-common

# CentOS (8/9)
sudo yum install langpacks-zh_CN.noarch
sudo yum reinstall glibc-common

注意

本仓库涉及的CTPAPI均为生产版本，不可用于穿透测试。

声明

用于实盘前请充分测试相应的功能，openctp不对此承担任何责任

Name		Name	Last commit message	Last commit date
Latest commit History 24 Commits
6.3.15		6.3.15
6.3.19		6.3.19
6.5.1		6.5.1
6.6.1		6.6.1
6.6.7		6.6.7
6.6.9		6.6.9
6.7.0		6.7.0
6.7.1		6.7.1
6.7.2		6.7.2
6.7.7		6.7.7
tests		tests
CMakeLists.txt		CMakeLists.txt
LICENSE		LICENSE
README.md		README.md
compile-linux.sh		compile-linux.sh
compile-win.bat		compile-win.bat
thostmduserapi.i		thostmduserapi.i
thosttraderapi.i		thosttraderapi.i

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ctp-swig

快速使用

方式一 pip install

方式二官网下载

环境准备

Windows

Linux

Swig 转换

1. 克隆仓库

2. 修改文件

Windows

Linux

3. 构建编译

附带编译展示

如何使用

字符集问题

注意

声明

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ctp-swig

快速使用

方式一 pip install

方式二 官网下载

环境准备

Windows

Linux

Swig 转换

1. 克隆仓库

2. 修改文件

Windows

Linux

3. 构建编译

附带编译展示

如何使用

字符集问题

注意

声明

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