[Add] 添加项目代码

.flake8

@@ -0,0 +1,5 @@
+[flake8]
+exclude = venv,build,__pycache__,__init__.py,ib,talib,uic
+ignore =
+    E501 line too long, fixed by black
+    W503 line break before binary operator

.gitignore

@@ -1,129 +1,38 @@
-# Byte-compiled / optimized / DLL files
-__pycache__/
-*.py[cod]
-*$py.class
-
-# C extensions
-*.so
-
-# Distribution / packaging
-.Python
-build/
-develop-eggs/
+# Prerequisites
+*.d
+
+# Compiled Object files
+*.slo
+*.lo
+*.o
+*.obj
+
+# Precompiled Headers
+*.gch
+*.pch
+
+# Fortran module files
+*.mod
+*.smod
+
+# Compiled Static libraries
+*.lai
+*.la
+*.a
+
+# Executables
+*.exe
+*.out
+*.app
+
+# Python
+*.pyc
 dist/
-downloads/
-eggs/
-.eggs/
-lib/
-lib64/
-parts/
-sdist/
-var/
-wheels/
-pip-wheel-metadata/
-share/python-wheels/
-*.egg-info/
-.installed.cfg
-*.egg
-MANIFEST
-
-# PyInstaller
-#  Usually these files are written by a python script from a template
-#  before PyInstaller builds the exe, so as to inject date/other infos into it.
-*.manifest
-*.spec
-
-# Installer logs
-pip-log.txt
-pip-delete-this-directory.txt
-
-# Unit test / coverage reports
-htmlcov/
-.tox/
-.nox/
-.coverage
-.coverage.*
-.cache
-nosetests.xml
-coverage.xml
-*.cover
-*.py,cover
-.hypothesis/
-.pytest_cache/
-
-# Translations
-*.mo
-*.pot
-
-# Django stuff:
-*.log
-local_settings.py
-db.sqlite3
-db.sqlite3-journal
-
-# Flask stuff:
-instance/
-.webassets-cache
-
-# Scrapy stuff:
-.scrapy
-
-# Sphinx documentation
-docs/_build/
-
-# PyBuilder
-target/
-
-# Jupyter Notebook
-.ipynb_checkpoints
-
-# IPython
-profile_default/
-ipython_config.py
-
-# pyenv
-.python-version
-
-# pipenv
-#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
-#   However, in case of collaboration, if having platform-specific dependencies or dependencies
-#   having no cross-platform support, pipenv may install dependencies that don't work, or not
-#   install all needed dependencies.
-#Pipfile.lock
-
-# PEP 582; used by e.g. github.com/David-OConnor/pyflow
-__pypackages__/
-
-# Celery stuff
-celerybeat-schedule
-celerybeat.pid
-
-# SageMath parsed files
-*.sage.py
-
-# Environments
-.env
-.venv
-env/
-venv/
-ENV/
-env.bak/
-venv.bak/
-
-# Spyder project settings
-.spyderproject
-.spyproject
-
-# Rope project settings
-.ropeproject
-
-# mkdocs documentation
-/site
+build/
+vnpy_ctp.egg-info/
+__pycache__/
 
-# mypy
-.mypy_cache/
-.dmypy.json
-dmypy.json
+# Visual Studio
+.vs/
+x64/
 
-# Pyre type checker
-.pyre/

LICENSE

@@ -1,6 +1,6 @@
-MIT License
+The MIT License (MIT)
 
-Copyright (c) 2021 vn.py
+Copyright (c) 2015-present, Xiaoyou Chen
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

MANIFEST.in

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+recursive-include vnpy_ctp *.dll *.so *.pyd *.h *.cpp

README.md

@@ -1,2 +1,66 @@
-# vnpy_sec
-vn.py框架的飞创ETF期权交易接口
+# vn.py框架的顶点飞创交易接口
+
+<p align="center">
+  <img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
+</p>
+
+<p align="center">
+    <img src ="https://img.shields.io/badge/version-1.0.0-blueviolet.svg"/>
+    <img src ="https://img.shields.io/badge/platform-windows-yellow.svg"/>
+    <img src ="https://img.shields.io/badge/python-3.7-blue.svg" />
+    <img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
+</p>
+
+## 说明
+
+基于顶点飞创证券版的API接口封装开发，具体API版本为:
+
+* 行情：1.6.44
+* 交易：1.6.85
+
+## 安装
+
+安装需要基于2.9.0版本以上的[VN Studio](https://www.vnpy.com)。
+
+直接使用pip命令：
+
+```
+pip install vnpy_sec
+```
+
+
+或者下载解压后在cmd中运行：
+
+```
+python setup.py install
+```
+
+## 使用
+
+以脚本方式启动（script/run.py）：
+
+```
+from vnpy.event import EventEngine
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.ui import MainWindow, create_qapp
+
+from vnpy_sec import SecGateway
+
+
+def main():
+    """主入口函数"""
+    qapp = create_qapp()
+
+    event_engine = EventEngine()
+    main_engine = MainEngine(event_engine)
+    main_engine.add_gateway(SecGateway)
+    
+    main_window = MainWindow(main_engine, event_engine)
+    main_window.showMaximized()
+
+    qapp.exec()
+
+
+if __name__ == "__main__":
+    main()
+```

script/run.py

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+from vnpy.event import EventEngine
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.ui import MainWindow, create_qapp
+
+from vnpy_sec import SecGateway
+
+
+def main():
+    """主入口函数"""
+    qapp = create_qapp()
+
+    event_engine = EventEngine()
+    main_engine = MainEngine(event_engine)
+    main_engine.add_gateway(SecGateway)
+
+    main_window = MainWindow(main_engine, event_engine)
+    main_window.showMaximized()
+
+    qapp.exec()
+
+
+if __name__ == "__main__":
+    main()

setup.cfg

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+[metadata]
+name = vnpy_sec
+version = 1.0.0
+url = https://www.vnpy.com
+license = MIT
+author = Xiaoyou Chen
+author_email = xiaoyou.chen@mail.vnpy.com
+description = CTP gateway for vn.py quant trading framework.
+long_description = file: README.md
+long_description_content_type = text/markdown
+keywords =
+    quant
+    quantitative
+    investment
+    trading
+    algotrading
+    ctp
+classifiers =
+    Development Status :: 5 - Production/Stable
+    Operating System :: Microsoft :: Windows
+    Programming Language :: Python :: 3
+    Programming Language :: Python :: 3.7
+    Topic :: Office/Business :: Financial :: Investment
+    Programming Language :: Python :: Implementation :: CPython
+    License :: OSI Approved :: MIT License
+    Natural Language :: Chinese (Simplified)
+
+[options]
+packages = find:
+include_package_data = True
+zip_safe = False
+install_requires =
+    importlib_metadata
+
+[options.package_data]
+* = *.dll, *.so, *.pyd

setup.py

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+import platform
+
+from setuptools import Extension, setup
+
+
+def get_ext_modules() -> list:
+    """
+    获取三方模块
+
+    Linux需要编译封装接口
+    Windows直接使用预编译的pyd即可
+    Mac由于缺乏二进制库支持无法使用
+    """
+    if platform.system() != "Linux":
+        return []
+
+    compiler_flags = [
+        "-std=c++17",
+        "-O3",
+        "-Wno-delete-incomplete", "-Wno-sign-compare",
+    ]
+    extra_link_args = ["-lstdc++"]
+    runtime_library_dirs = ["$ORIGIN"]
+
+    vnctpmd = Extension(
+        "vnpy_ctp.api.vnctpmd",
+        [
+            "vnpy_ctp/api/vnctp/vnctpmd/vnctpmd.cpp",
+        ],
+        include_dirs=["vnpy_ctp/api/include",
+                      "vnpy_ctp/api/vnctp"],
+        define_macros=[],
+        undef_macros=[],
+        library_dirs=["vnpy_ctp/api/libs", "vnpy_ctp/api"],
+        libraries=["thostmduserapi_se", "thosttraderapi_se"],
+        extra_compile_args=compiler_flags,
+        extra_link_args=extra_link_args,
+        runtime_library_dirs=runtime_library_dirs,
+        depends=[],
+        language="cpp",
+    )
+
+    vnctptd = Extension(
+        "vnpy_ctp.api.vnctptd",
+        [
+            "vnpy_ctp/api/vnctp/vnctptd/vnctptd.cpp",
+        ],
+        include_dirs=["vnpy_ctp/api/include",
+                      "vnpy_ctp/api/vnctp"],
+        define_macros=[],
+        undef_macros=[],
+        library_dirs=["vnpy_ctp/api/libs", "vnpy_ctp/api"],
+        libraries=["thostmduserapi_se", "thosttraderapi_se"],
+        extra_compile_args=compiler_flags,
+        extra_link_args=extra_link_args,
+        runtime_library_dirs=runtime_library_dirs,
+        depends=[],
+        language="cpp",
+    )
+
+    return [vnctptd, vnctpmd]
+
+
+setup(
+    ext_modules=get_ext_modules(),
+)