https://github.com/openctp/openctp-ctp-python
CTPAPI的Python接口，使用Swig技术制作，支持pip install。
https://github.com/openctp/openctp-ctp-python
ctp ctpapi investment openctp python quant trader trading
Last synced: 5 months ago
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CTPAPI的Python接口，使用Swig技术制作，支持pip install。
- Host: GitHub
- URL: https://github.com/openctp/openctp-ctp-python
- Owner: openctp
- License: bsd-3-clause
- Created: 2023-04-03T07:27:11.000Z (over 2 years ago)
- Default Branch: main
- Last Pushed: 2025-04-13T06:42:52.000Z (6 months ago)
- Last Synced: 2025-05-15T13:43:55.306Z (5 months ago)
- Topics: ctp, ctpapi, investment, openctp, python, quant, trader, trading
- Language: C
- Homepage: http://www.openctp.cn
- Size: 3.17 MB
- Stars: 183
- Watchers: 3
- Forks: 42
- Open Issues: 7
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE
Awesome Lists containing this project
README
# Python版CTPAPI
## 直接使用
openctp提供了pip install和文件下载两种方法安装CTPAPI-Python库，可以直接使用，均支持6.3.15~6.7.2各个版本。
### pip install方式
```bash
pip install openctp-ctp==6.3.15.* -i https://pypi.tuna.tsinghua.edu.cn/simple --trusted-host=pypi.tuna.tsinghua.edu.cn
```
### 文件下载方式
[CTPAPI-Python接口下载](http://openctp.cn/download.html)
## 自己编译
CTPAPI-Python使用Swig技术开发，可以自己按以下步骤编译，需要安装swig等组件，详细攻略见：[CTPAPI-Python开发攻略](https://zhuanlan.zhihu.com/p/688672132)。
本仓库选用的是CTPAPI-6.3.15，如需编译其它版本，请下载相应的CTPAPI文件覆盖对应目录下的CTPAPI文件。
### 准备
- 安装VirtualStudio、Swig、Python3、boost、cmake，boost库用到的是locale库，用来转换字符集。
- 设置BOOST_INCLUDE、BOOST_LIB环境变量分别指向相应库的头文件及库目录，如E:\boost_1_73_0、E:\boost_1_73_0\stage\lib。
- 设置PYTHON_INCLUDE、PYTHON_LIB环境变量分别指向相应库的头文件及库目录，如C:\Program Files\Python312\include、C:\Program Files\Python312\libs。
### Windows编译
编译成功后，将生成的文件连同CTPAPI的dll（thosttraderapi.dll、thostmduserapi.dll）拷贝到你的程序运行目录下即可：
- thosttraderapi.py
- thostmduserapi.py
- _thostmduserapi.pyd
- _thosttraderapi.pyd
#### Win32
```
cd CTPAPI
mkdir build
cd build
cmake ..
cmake --build . --config Release
```
#### Win64
```
cd CTPAPI
mkdir build
cd build
cmake -A x64 ..
cmake --build . --config Release
```
### Linux编译
编译成功后，将生成的文件连同CTPAPI的so文件（thosttraderapi.so、thostmduserapi.so）拷贝到你的程序运行目录下即可：
- thosttraderapi.py
- thostmduserapi.py
- _thostmduserapi.so
- _thosttraderapi.so
```
cd CTPAPI
mkdir build
cd build
cmake ..
make
```
### 效果
```
[krenx]$ cmake ..
-- The C compiler identification is GNU 9.3.1
-- The CXX compiler identification is GNU 9.3.1
-- Check for working C compiler: /opt/rh/devtoolset-9/root/usr/bin/cc
-- Check for working C compiler: /opt/rh/devtoolset-9/root/usr/bin/cc -- works
-- Detecting C compiler ABI info
-- Detecting C compiler ABI info - done
-- Check for working CXX compiler: /opt/rh/devtoolset-9/root/usr/bin/c++
-- Check for working CXX compiler: /opt/rh/devtoolset-9/root/usr/bin/c++ -- works
-- Detecting CXX compiler ABI info
-- Detecting CXX compiler ABI info - done
generate swig wrap files ...
/home/krenx/programming/github-ssh/openctp-ctp-python/CTPAPI/lin64/ThostFtdcTraderApi.h:30: Warning 514: Director base class CThostFtdcTraderSpi has no virtual destructor.
/home/krenx/programming/github-ssh/openctp-ctp-python/CTPAPI/lin64/ThostFtdcMdApi.h:30: Warning 514: Director base class CThostFtdcMdSpi has no virtual destructor.
-- Configuring done
-- Generating done
-- Build files have been written to: /home/krenx/programming/github-ssh/openctp-ctp-python/CTPAPI/build
[krenx]$ make
Scanning dependencies of target _thostmduserapi
[ 50%] Building CXX object CMakeFiles/_thostmduserapi.dir/thostmduserapi_wrap.cxx.o
Linking CXX shared library _thostmduserapi.so
[ 50%] Built target _thostmduserapi
Scanning dependencies of target _thosttraderapi
[100%] Building CXX object CMakeFiles/_thosttraderapi.dir/thosttraderapi_wrap.cxx.o
Linking CXX shared library _thosttraderapi.so
[100%] Built target _thosttraderapi
[krenx]$
```