更新：CTP6.5.1解决合约巨多的问题

haifengat · Jan 15, 2021 · 0c900b1 · 0c900b1
1 parent 1d91a9d
commit 0c900b1
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Showing 16 changed files with 18 additions and 18,020 deletions.
diff --git a/.gitignore b/.gitignore
@@ -95,4 +95,5 @@ dll*/
 .idea*/
 /generate/data_type.py
 /requirements.txt
-.vscode*/
+.vscode*/
+/.vs
diff --git a/cs_ctp/ctp.sln b/cs_ctp/ctp.sln
@@ -1,10 +1,8 @@
 
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.27703.2035
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30907.101
 MinimumVisualStudioVersion = 10.0.40219.1
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ctp_test", "ctp_test\ctp_test.csproj", "{B33BC960-4EB1-46BB-BA96-9CD21F962456}"
-EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Proxy", "proxy\Proxy.csproj", "{EC96CF69-CBA4-4620-B7C4-204001025151}"
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ProxyTest", "proxy_test\ProxyTest.csproj", "{38924468-F70E-4490-8AB9-3D357762CF7C}"
@@ -19,18 +17,6 @@ Global
 		Release|x86 = Release|x86
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Debug|x64.ActiveCfg = Debug|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Debug|x64.Build.0 = Debug|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Debug|x86.ActiveCfg = Debug|x86
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Debug|x86.Build.0 = Debug|x86
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Release|Any CPU.Build.0 = Release|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Release|x64.ActiveCfg = Release|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Release|x64.Build.0 = Release|Any CPU
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Release|x86.ActiveCfg = Release|x86
-		{B33BC960-4EB1-46BB-BA96-9CD21F962456}.Release|x86.Build.0 = Release|x86
 		{EC96CF69-CBA4-4620-B7C4-204001025151}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
 		{EC96CF69-CBA4-4620-B7C4-204001025151}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{EC96CF69-CBA4-4620-B7C4-204001025151}.Debug|x64.ActiveCfg = Debug|x64

diff --git a/cs_ctp/proxy/CTPTrade.cs b/cs_ctp/proxy/CTPTrade.cs
@@ -97,6 +97,7 @@ void SetCallBack()
             _t.SetOnRspSettlementInfoConfirm((DeleOnRspSettlementInfoConfirm)AddDele(new DeleOnRspSettlementInfoConfirm(CTPOnRspSettlementInfoConfirm)));
             _t.SetOnFrontDisconnected((DeleOnFrontDisconnected)AddDele(new DeleOnFrontDisconnected(CTPOnFrontDisconnected)));
             _t.SetOnRspQryInstrument((DeleOnRspQryInstrument)AddDele(new DeleOnRspQryInstrument(CTPOnRspQryInstrument)));
+            _t.SetOnRspQryClassifiedInstrument((DeleOnRspQryClassifiedInstrument)AddDele(new DeleOnRspQryClassifiedInstrument(CTPOnRspQryClassifiedInstrument)));
             _t.SetOnRspQryInvestorPosition((DeleOnRspQryInvestorPosition)AddDele(new DeleOnRspQryInvestorPosition(CTPOnRspQryInvestorPosition)));
             _t.SetOnRspQryTradingAccount((DeleOnRspQryTradingAccount)AddDele(new DeleOnRspQryTradingAccount(CTPOnRspQryTradingAccount)));
             _t.SetOnRspOrderInsert((DeleOnRspOrderInsert)AddDele(new DeleOnRspOrderInsert(CTPOnRspOrderInsert)));
@@ -174,7 +175,10 @@ private void CTPOnRspUserLogin(ref CThostFtdcRspUserLoginField pRspUserLogin, re
 
         private void CTPOnRspSettlementInfoConfirm(ref CThostFtdcSettlementInfoConfirmField pSettlementInfoConfirm, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
         {
-            _t.ReqQryInstrument();
+            if (this.Broker == "9999")
+                _t.ReqQryInstrument();
+            else
+                _t.ReqQryClassifiedInstrument();
         }
 
         private void CTPOnRtnInstrumentStatus(ref CThostFtdcInstrumentStatusField pInstrumentStatus)
@@ -199,6 +203,11 @@ private void CTPOnRtnInstrumentStatus(ref CThostFtdcInstrumentStatusField pInstr
             }
         }
 
+        private void CTPOnRspQryClassifiedInstrument(ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
+        {
+            CTPOnRspQryInstrument(ref pInstrument,ref pRspInfo, nRequestID, bIsLast);
+        }
+
         private void CTPOnRspQryInstrument(ref CThostFtdcInstrumentField pInstrument, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
         {
             var field = new InstrumentField

diff --git a/cs_ctp/proxy/Resources/lib64.zip b/cs_ctp/proxy/Resources/lib64.zip
diff --git a/ctp_c/quote.h b/ctp_c/quote.h
@@ -19,11 +19,11 @@
 #ifdef WIN32
 #define WINAPI      __cdecl
 #include "../v6.5.1/ThostFtdcMdApi.h"
-#pragma comment(lib, "../v6.5.1/thostmduserapi_se.lib")
+#pragma comment(lib, "../v6.5.1/win/thostmduserapi_se.lib")
 #else
 #define WINAPI      __stdcall
 #include "../v6.5.1/ThostFtdcMdApi.h"
-#pragma comment(lib, "../v6.5.1/thostmduserapi_se.lib")
+#pragma comment(lib, "../v6.5.1/win/thostmduserapi_se.lib")
 #endif
 #else
 #define WINAPI

diff --git a/ctp_c/trade.h b/ctp_c/trade.h
@@ -19,11 +19,11 @@
 #ifdef WIN32
 #define WINAPI      __cdecl
 #include "../v6.5.1/ThostFtdcTraderApi.h"
-#pragma comment(lib, "../v6.5.1/thosttraderapi_se.lib")
+#pragma comment(lib, "../v6.5.1/win/thosttraderapi_se.lib")
 #else
 #define WINAPI      __stdcall
 #include "../v6.5.1/ThostFtdcTraderApi.h"
-#pragma comment(lib, "../v6.5.1/thosttraderapi_se.lib")
+#pragma comment(lib, "../v6.5.1/win/thosttraderapi_se.lib")
 #endif
 #else
 #define WINAPI

diff --git a/py_ctp/lib64/ctp_quote.dll b/py_ctp/lib64/ctp_quote.dll
diff --git a/py_ctp/lib64/ctp_trade.dll b/py_ctp/lib64/ctp_trade.dll
diff --git a/py_ctp/lib64/thostmduserapi_se.dll b/py_ctp/lib64/thostmduserapi_se.dll
diff --git a/py_ctp/lib64/thosttraderapi_se.dll b/py_ctp/lib64/thosttraderapi_se.dll
diff --git a/v6.5.1/win/ThostFtdcMdApi.h b/v6.5.1/win/ThostFtdcMdApi.h