#%% 修改到项目目录
import os
os.chdir('/home/duhan/github/CTPConverter')
import cppheader
from pandas import DataFrame
import pandas as pd
from pandas.io.excel import ExcelWriter
#%% 获取ctp所有的方法名称
# 获取CThostFtdcTraderSpi的所有方法（以OnRsp,OnRtn,OnErrRtn开头)
# 获取CThostFtdcTraderApi的所有方法（以Req开头）
TraderApi_h = cppheader.getCppHeader('include/ThostFtdcTraderApi.h',
['TRADER_API_EXPORT'])
MdApi_h = cppheader.getCppHeader('include/ThostFtdcMdApi.h', ['MD_API_EXPORT'])
ApiStruct_h = cppheader.getCppHeader('include/ThostFtdcUserApiStruct.h')
typedefDict = cppheader.getTypedefDict('include/ThostFtdcUserApiDataType.h')
enumDict = cppheader.getEnumDict('include/ThostFtdcUserApiDataType.h')
SpiClass = cppheader.getClass(TraderApi_h, 'CThostFtdcTraderSpi')
ApiClass = cppheader.getClass(TraderApi_h, 'CThostFtdcTraderApi')
MdSpiClass = cppheader.getClass(MdApi_h, 'CThostFtdcMdSpi')
MdApiClass = cppheader.getClass(MdApi_h, 'CThostFtdcMdApi')
#%% 读取api和spi类中的所有函数
apiMethodInfoDict = cppheader.getClassMethods(ApiClass, 'public')
spiMethodInfoDict = cppheader.getClassMethods(SpiClass, 'public')
mdApiMethodInfoDict = cppheader.getClassMethods(MdApiClass, 'public')
mdSpiMethodInfoDict = cppheader.getClassMethods(MdSpiClass, 'public')
#合并api和spi函数，形成完整函数集
#这里之所以可能讲所有函数合并，在于api和spi方法没有重复，请看下面语句：
#set(spiMethodInfoDict.keys()).intersection(apiMethodInfoDict.keys())
methodInfoDict = {}
methodInfoDict.update(apiMethodInfoDict)
methodInfoDict.update(spiMethodInfoDict)
def loadCtpHeaderData():
'''
读取提供模板生态代码的ctp api函数信息
'''
# 如果存在模板数据文件直接从数据文件中读取
if os.path.exists(templateData):
data = pickle.load(open(templateData, 'rU'))
return data
# c++头文件的定义信息
TraderApi_h = cppheader.getCppHeader('include/ThostFtdcTraderApi.h',
['TRADER_API_EXPORT'])
MdApi_h = cppheader.getCppHeader('include/ThostFtdcMdApi.h',
['MD_API_EXPORT'])
ApiStruct_h = cppheader.getCppHeader('include/ThostFtdcUserApiStruct.h')
typedefDict = cppheader.getTypedefDict(
'include/ThostFtdcUserApiDataType.h')
enumDict = cppheader.getEnumDict('include/ThostFtdcUserApiDataType.h')
# 从头文件信息中获取API和SPI的类定义信息
ApiClass = cppheader.getClass(TraderApi_h, 'CThostFtdcTraderApi')
SpiClass = cppheader.getClass(TraderApi_h, 'CThostFtdcTraderSpi')
MdSpiClass = cppheader.getClass(MdApi_h, 'CThostFtdcMdSpi')
MdApiClass = cppheader.getClass(MdApi_h, 'CThostFtdcMdApi')
# 读取api和spi类中的所有函数
apiMethodInfoDict = cppheader.getClassMethods(ApiClass, 'public')
spiMethodInfoDict = cppheader.getClassMethods(SpiClass, 'public')
mdApiMethodInfoDict = cppheader.getClassMethods(MdApiClass, 'public')
mdSpiMethodInfoDict = cppheader.getClassMethods(MdSpiClass, 'public')
# 合并生成一个API和SPI的函数全集,这样可以方便我们用名称类获取函数信息
# API类和SPI类中没有重名的函数,所以可以这么做.
# 确认API和SPI没有重复：set(SpiMethods.keys()).intersection(ApiMethods.keys())
methodInfoDict = {}
methodInfoDict.update(apiMethodInfoDict)
methodInfoDict.update(spiMethodInfoDict)
mdMethodInfoDict = {}
mdMethodInfoDict.update(mdApiMethodInfoDict)
mdMethodInfoDict.update(mdSpiMethodInfoDict)
# 简化函数信息保留我们需要信息，并对未解决类型进行处理
methodDict = {}
for mi in methodInfoDict.itervalues():
method = {}
method['name'] = mi['name']
method['returns'] = mi['returns']
method['remark'] = mi['doxygen'].decode('utf8')
parameters = []
for pi in mi['parameters']:
parameter = {}
parameter['name'] = pi['name']
parameter['type'] = pi['type']
parameter['raw_type'] = pi['raw_type']
parameter['pointer'] = pi['pointer']
parameter['unresolved'] = pi['unresolved']
parameters.append(parameter)
method['parameters'] = parameters
methodDict[method['name']] = method
mdMethodDict = {}
for mi in mdMethodInfoDict.itervalues():
method = {}
method['name'] = mi['name']
method['returns'] = mi['returns']
method['remark'] = mi['doxygen'].decode('utf8')
parameters = []
for pi in mi['parameters']:
parameter = {}
parameter['name'] = pi['name']
parameter['type'] = pi['type']
parameter['raw_type'] = pi['raw_type']
parameter['pointer'] = pi['pointer']
parameter['unresolved'] = pi['unresolved']
parameters.append(parameter)
method['parameters'] = parameters
mdMethodDict[method['name']] = method
# 将函数分成：Req,OnRsp,OnRtn,OnErrRtn,OnRspError五个大类
# 每一类函数的参数结构都是相同的
reqMethodDict = {
k: v
for k, v in methodDict.iteritems() if k.startswith('Req')
}
onRspMethodDict = {
k: v
for k, v in methodDict.iteritems()
if k.startswith('OnRsp') and k != 'OnRspError'
}
onRtnMethodDict = {
k: v
for k, v in methodDict.iteritems() if k.startswith('OnRtn')
}
onErrRtnMethodDict = {
k: v
for k, v in methodDict.iteritems() if k.startswith('OnErrRtn')
}
onRspErrorMethodDict = {
k: v
for k, v in methodDict.iteritems() if k == 'OnRspError'
}
mdReqMethodDict = {
k: v
for k, v in mdMethodDict.iteritems() if k.startswith('Req')
}
mdOnRspMethodDict = {
k: v
for k, v in mdMethodDict.iteritems()
if k.startswith('OnRsp') and k != 'OnRspError'
}
# 生成所有结构体定义的关键信息的字典结构
structDict = {}
structInfoDict = cppheader.getClasses(ApiStruct_h)
for si in structInfoDict.viewvalues():
struct = {}
struct['name'] = si['name']
struct['remark'] = si['doxygen'].decode('utf8')
fields = []
for pi in si['properties']['public']:
field = {}
field['name'] = pi['name']
field['type'] = pi['type']
field['raw_type'] = pi['raw_type']
field['pointer'] = pi['pointer']
field['unresolved'] = pi['unresolved']
field['remark'] = pi['doxygen'].decode('utf8')
fields.append(field)
struct['fields'] = fields
structDict[si['name']] = struct
# 数据打包到字典中
data = {
'reqMethodDict': reqMethodDict,
'onRspMethodDict': onRspMethodDict,
'onRtnMethodDict': onRtnMethodDict,
'onErrRtnMethodDict': onErrRtnMethodDict,
'onRspErrorMethodDict': onRspErrorMethodDict,
'mdReqMethodDict': mdReqMethodDict,
'mdOnRspMethodDict': mdOnRspMethodDict,
'structDict': structDict,
'typedefDict': typedefDict,
'mdMethodDict': mdMethodDict,
}
# 保存模板数据以便下次访问提高速度
pickle.dump(data, open(templateData, "wb"))
return data
def loadCtpHeaderData():
"""
读取提供模板生态代码的ctp api函数信息
"""
# 如果存在模板数据文件直接从数据文件中读取
if os.path.exists(templateData) :
data = pickle.load(open(templateData, 'rU' ))
return data
# c++头文件的定义信息
TraderApi_h = cppheader.getCppHeader('include/ThostFtdcTraderApi.h',['TRADER_API_EXPORT'])
MdApi_h = cppheader.getCppHeader('include/ThostFtdcMdApi.h',['MD_API_EXPORT'])
ApiStruct_h = cppheader.getCppHeader('include/ThostFtdcUserApiStruct.h')
typedefDict = cppheader.getTypedefDict('include/ThostFtdcUserApiDataType.h')
enumDict = cppheader.getEnumDict('include/ThostFtdcUserApiDataType.h')
# 从头文件信息中获取API和SPI的类定义信息
ApiClass = cppheader.getClass(TraderApi_h,'CThostFtdcTraderApi')
SpiClass = cppheader.getClass(TraderApi_h,'CThostFtdcTraderSpi')
MdSpiClass = cppheader.getClass(MdApi_h,'CThostFtdcMdSpi')
MdApiClass = cppheader.getClass(MdApi_h,'CThostFtdcMdApi')
# 读取api和spi类中的所有函数
apiMethodInfoDict = cppheader.getClassMethods(ApiClass,'public')
spiMethodInfoDict = cppheader.getClassMethods(SpiClass,'public')
mdApiMethodInfoDict = cppheader.getClassMethods(MdApiClass,'public')
mdSpiMethodInfoDict = cppheader.getClassMethods(MdSpiClass,'public')
# 合并生成一个API和SPI的函数全集,这样可以方便我们用名称类获取函数信息
# API类和SPI类中没有重名的函数,所以可以这么做.
# 确认API和SPI没有重复：set(SpiMethods.keys()).intersection(ApiMethods.keys())
methodInfoDict = {}
methodInfoDict.update(apiMethodInfoDict)
methodInfoDict.update(spiMethodInfoDict)
mdMethodInfoDict = {}
mdMethodInfoDict.update(mdApiMethodInfoDict)
mdMethodInfoDict.update(mdSpiMethodInfoDict)
# 简化函数信息保留我们需要信息，并对未解决类型进行处理
methodDict = {}
for mi in methodInfoDict.itervalues() :
method = {}
method['name'] = mi['name']
method['returns'] = mi['returns']
method['remark'] = mi['doxygen'].decode('utf8')
parameters=[]
for pi in mi['parameters'] :
parameter = {}
parameter['name'] = pi['name']
parameter['type'] = pi['type']
parameter['raw_type'] = pi['raw_type']
parameter['pointer'] = pi['pointer']
parameter['unresolved'] = pi['unresolved']
parameters.append(parameter)
method['parameters'] = parameters
methodDict[method['name']] = method
mdMethodDict = {}
for mi in mdMethodInfoDict.itervalues() :
method = {}
method['name'] = mi['name']
method['returns'] = mi['returns']
method['remark'] = mi['doxygen'].decode('utf8')
parameters=[]
for pi in mi['parameters'] :
parameter = {}
parameter['name'] = pi['name']
parameter['type'] = pi['type']
parameter['raw_type'] = pi['raw_type']
parameter['pointer'] = pi['pointer']
parameter['unresolved'] = pi['unresolved']
parameters.append(parameter)
method['parameters'] = parameters
mdMethodDict[method['name']] = method
# 将函数分成：Req,OnRsp,OnRtn,OnErrRtn,OnRspError五个大类
# 每一类函数的参数结构都是相同的
reqMethodDict = {k:v for k,v in methodDict.iteritems() if k.startswith('Req')}
onRspMethodDict = {k:v for k,v in methodDict.iteritems() if k.startswith('OnRsp') and k != 'OnRspError'}
onRtnMethodDict = {k:v for k,v in methodDict.iteritems() if k.startswith('OnRtn')}
onErrRtnMethodDict = {k:v for k,v in methodDict.iteritems() if k.startswith('OnErrRtn')}
onRspErrorMethodDict = {k:v for k,v in methodDict.iteritems() if k == 'OnRspError'}
mdReqMethodDict = {k:v for k,v in mdMethodDict.iteritems() if k.startswith('Req')}
mdOnRspMethodDict = {k:v for k,v in mdMethodDict.iteritems() if k.startswith('OnRsp') and k != 'OnRspError'}
# 生成所有结构体定义的关键信息的字典结构
structDict = {}
structInfoDict = cppheader.getClasses(ApiStruct_h)
for si in structInfoDict.viewvalues():
struct = {}
struct['name'] = si['name']
struct['remark'] = si['doxygen'].decode('utf8')
fields = []
for pi in si['properties']['public']:
field = {}
field['name'] = pi['name']
field['type'] = pi['type']
field['raw_type'] = pi['raw_type']
field['pointer'] = pi['pointer']
field['unresolved'] = pi['unresolved']
field['remark'] = pi['doxygen'].decode('utf8')
fields.append(field)
struct['fields'] = fields
structDict[si['name']] = struct
# 数据打包到字典中
data = {
'reqMethodDict':reqMethodDict,
'onRspMethodDict':onRspMethodDict,
'onRtnMethodDict':onRtnMethodDict,
'onErrRtnMethodDict':onErrRtnMethodDict,
'onRspErrorMethodDict':onRspErrorMethodDict,
'mdReqMethodDict':mdReqMethodDict,
'mdOnRspMethodDict':mdOnRspMethodDict,
'structDict':structDict,
'typedefDict':typedefDict,
'mdMethodDict':mdMethodDict,
}
# 保存模板数据以便下次访问提高速度
pickle.dump( data, open(templateData,"wb") )
return data
#%% 修改到项目目录
import os
os.chdir('/home/duhan/github/CTPConverter')
import cppheader
from pandas import DataFrame
import pandas as pd
from pandas.io.excel import ExcelWriter
#%% 获取ctp所有的方法名称
# 获取CThostFtdcTraderSpi的所有方法（以OnRsp,OnRtn,OnErrRtn开头)
# 获取CThostFtdcTraderApi的所有方法（以Req开头）
TraderApi_h = cppheader.getCppHeader('include/ThostFtdcTraderApi.h',['TRADER_API_EXPORT'])
MdApi_h = cppheader.getCppHeader('include/ThostFtdcMdApi.h',['MD_API_EXPORT'])
ApiStruct_h = cppheader.getCppHeader('include/ThostFtdcUserApiStruct.h')
typedefDict = cppheader.getTypedefDict('include/ThostFtdcUserApiDataType.h')
enumDict = cppheader.getEnumDict('include/ThostFtdcUserApiDataType.h')
SpiClass = cppheader.getClass(TraderApi_h,'CThostFtdcTraderSpi')
ApiClass = cppheader.getClass(TraderApi_h,'CThostFtdcTraderApi')
MdSpiClass = cppheader.getClass(MdApi_h,'CThostFtdcMdSpi')
MdApiClass = cppheader.getClass(MdApi_h,'CThostFtdcMdApi')
#%% 读取api和spi类中的所有函数
apiMethodInfoDict = cppheader.getClassMethods(ApiClass,'public')
spiMethodInfoDict = cppheader.getClassMethods(SpiClass,'public')
mdApiMethodInfoDict = cppheader.getClassMethods(MdApiClass,'public')
mdSpiMethodInfoDict = cppheader.getClassMethods(MdSpiClass,'public')
#合并api和spi函数，形成完整函数集
#这里之所以可能讲所有函数合并，在于api和spi方法没有重复，请看下面语句：
#set(spiMethodInfoDict.keys()).intersection(apiMethodInfoDict.keys())
methodInfoDict = {}
methodInfoDict.update(apiMethodInfoDict)
methodInfoDict.update(spiMethodInfoDict)