CTP Python API 利用Swig 封装Windows版（traderapi）

%module(directors="1") thosttraderapi 
%{ 
#include "ThostFtdcTraderApi.h"
#include <codecvt>
#include <locale>
#include <vector>
#include <string>
using namespace std;
#ifdef _MSC_VER
const static locale g_loc("zh-CN");
#else    
const static locale g_loc("zh_CN.GB18030");
#endif
%}
 
%typemap(out) char[ANY], char[] {
    const std::string &gb2312($1);
    std::vector<wchar_t> wstr(gb2312.size());
    wchar_t* wstrEnd = nullptr;
    const char* gbEnd = nullptr;
    mbstate_t state = {};
    int res = use_facet<codecvt<wchar_t, char, mbstate_t> >
        (g_loc).in(state,
            gb2312.data(), gb2312.data() + gb2312.size(), gbEnd,
            wstr.data(), wstr.data() + wstr.size(), wstrEnd);
 
    if (codecvt_base::ok == res)
    {
        wstring_convert<codecvt_utf8<wchar_t>> cutf8;
        std::string result = cutf8.to_bytes(wstring(wstr.data(), wstrEnd));       
        resultobj = SWIG_FromCharPtrAndSize(result.c_str(), result.size()); 
    }
    else
    {
        std::string result;
        resultobj = SWIG_FromCharPtrAndSize(result.c_str(), result.size()); 
    }
}
%feature("director") CThostFtdcTraderSpi; 
%ignore THOST_FTDC_VTC_BankBankToFuture;
%ignore THOST_FTDC_VTC_BankFutureToBank;
%ignore THOST_FTDC_VTC_FutureBankToFuture;
%ignore THOST_FTDC_VTC_FutureFutureToBank;
%ignore THOST_FTDC_FTC_BankLaunchBankToBroker;
%ignore THOST_FTDC_FTC_BrokerLaunchBankToBroker;
%ignore THOST_FTDC_FTC_BankLaunchBrokerToBank;
%ignore THOST_FTDC_FTC_BrokerLaunchBrokerToBank;  
%feature("director") CThostFtdcTraderSpi; 
%include "ThostFtdcUserApiDataType.h"
%include "ThostFtdcUserApiStruct.h" 
%include "ThostFtdcTraderApi.h"

swig -threads -c++ -python thosttraderapi.i

#!/usr/bin/env python
# -*- coding: utf-8 -*-

import thosttraderapi as api

# Addr
# FrontAddr = "tcp://182.254.243.31:30001"
FrontAddr="tcp://182.254.243.31:40001" # 7x24
# LoginInfo
BROKERID = "9999"
USERID = "123456"
PASSWORD = "123456"
# OrderInfo
INSTRUMENTID = "MA605"
PRICE = 2263
VOLUME = 1
DIRECTION = api.THOST_FTDC_D_Sell
# DIRECTION=api.THOST_FTDC_D_Buy
# open
OFFSET = "0"


# close
# OFFSET="1"

def ReqorderfieldInsert(tradeapi):
    print("ReqOrderInsert Start")
    orderfield = api.CThostFtdcInputOrderField()
    orderfield.BrokerID = BROKERID
    orderfield.InstrumentID = INSTRUMENTID
    orderfield.UserID = USERID
    orderfield.InvestorID = USERID
    orderfield.Direction = DIRECTION
    orderfield.LimitPrice = PRICE
    orderfield.VolumeTotalOriginal = VOLUME
    orderfield.OrderPriceType = api.THOST_FTDC_OPT_LimitPrice
    orderfield.ContingentCondition = api.THOST_FTDC_CC_Immediately
    orderfield.TimeCondition = api.THOST_FTDC_TC_GFD
    orderfield.VolumeCondition = api.THOST_FTDC_VC_AV
    orderfield.CombHedgeFlag = "1"
    orderfield.CombOffsetFlag = OFFSET
    orderfield.GTDDate = ""
    orderfield.OrderRef = "1"
    orderfield.MinVolume = 0
    orderfield.ForceCloseReason = api.THOST_FTDC_FCC_NotForceClose
    orderfield.IsAutoSuspend = 0
    tradeapi.ReqOrderInsert(orderfield, 0)
    print("ReqOrderInsert End")


class CTradeSpi(api.CThostFtdcTraderSpi):
    tapi = ''

    def __init__(self, tapi):
        api.CThostFtdcTraderSpi.__init__(self)
        self.tapi = tapi

    def OnFrontConnected(self) -> None:
        print("OnFrontConnected")
        loginfield = api.CThostFtdcReqUserLoginField()
        loginfield.BrokerID = BROKERID
        loginfield.UserID = USERID
        loginfield.Password = PASSWORD
        loginfield.UserProductInfo = ""
        self.tapi.ReqUserLogin(loginfield, 0)
        print("Send login ok")

    def OnRspUserLogin(self, pRspUserLogin: 'CThostFtdcRspUserLoginField', pRspInfo: 'CThostFtdcRspInfoField',
                       nRequestID: 'int', bIsLast: 'bool') -> None:
        print("OnRspUserLogin")
        print("TradingDay=", pRspUserLogin.TradingDay)
        print("SessionID=", pRspUserLogin.SessionID)
        print("ErrorID=", pRspInfo.ErrorID)
        print("ErrorMsg=", pRspInfo.ErrorMsg)

        qryinfofield = api.CThostFtdcQrySettlementInfoField()
        qryinfofield.BrokerID = BROKERID
        qryinfofield.InvestorID = USERID
        qryinfofield.TradingDay = pRspUserLogin.TradingDay
        self.tapi.ReqQrySettlementInfo(qryinfofield, 0)
        print("Send ReqQrySettlementInfo ok")

    def OnRspQrySettlementInfo(self, pSettlementInfo: 'CThostFtdcSettlementInfoField',
                               pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> None:
        print("OnRspQrySettlementInfo")
        if pSettlementInfo is not None:
            print("content:", pSettlementInfo.Content)
        else:
            print("content null")
        if bIsLast:
            pSettlementInfoConfirm = api.CThostFtdcSettlementInfoConfirmField()
            pSettlementInfoConfirm.BrokerID = BROKERID
            pSettlementInfoConfirm.InvestorID = USERID
            self.tapi.ReqSettlementInfoConfirm(pSettlementInfoConfirm, 0)
            print("send ReqSettlementInfoConfirm ok")

    def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm: 'CThostFtdcSettlementInfoConfirmField',
                                   pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> None:
        print("OnRspSettlementInfoConfirm")
        print("ErrorID=", pRspInfo.ErrorID)
        print("ErrorMsg=", pRspInfo.ErrorMsg)
        ReqorderfieldInsert(self.tapi)
        print("send ReqorderfieldInsert ok")

    def OnRtnOrder(self, pOrder: 'CThostFtdcOrderField') -> None:
        print("OnRtnOrder")
        print("OrderStatus=", pOrder.OrderStatus)
        print("StatusMsg=", pOrder.StatusMsg)
        print("LimitPrice=", pOrder.LimitPrice)

    def OnRspOrderInsert(self, pInputOrder: 'CThostFtdcInputOrderField', pRspInfo: 'CThostFtdcRspInfoField',
                         nRequestID: 'int', bIsLast: 'bool') -> None:
        print("OnRspOrderInsert")
        print("ErrorID=", pRspInfo.ErrorID)
        print("ErrorMsg=", pRspInfo.ErrorMsg)


def main():
    tradeapi = api.CThostFtdcTraderApi.CreateFtdcTraderApi()
    version = api.CThostFtdcTraderApi.GetApiVersion()
    print("version=", version)
    tradespi = CTradeSpi(tradeapi)
    tradeapi.RegisterSpi(tradespi)
    tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK)
    tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK)
    tradeapi.RegisterFront(FrontAddr)
    tradeapi.Init()
    tradeapi.Join()


if __name__ == '__main__':
    main()