代码拉取完成,页面将自动刷新
同步操作将从 vn.py官方/vn.py 强制同步,此操作会覆盖自 Fork 仓库以来所做的任何修改,且无法恢复!!!
确定后同步将在后台操作,完成时将刷新页面,请耐心等待。
"""
vn.py - By Traders, For Traders.
The vn.py project is an open-source quantitative trading framework
that is developed by traders, for traders.
The project is mainly written in Python and uses C++ for low-layer
and performance sensitive infrastructure.
Using the vn.py project, institutional investors and professional
traders, such as hedge funds, prop trading firms and investment banks,
can easily develop complex trading strategies with the Event Engine
Strategy Module, and automatically route their orders to the most
desired destinations, including equity, commodity, forex and many
other financial markets.
"""
import ast
import os
import platform
import re
import sys
from setuptools import Extension, find_packages, setup
def gather_autocxxpy_generated_files(root: str):
fs = [os.path.join(root, "module.cpp")]
for root, dirs, filenames in os.walk(root):
for filename in filenames:
filebase, ext = os.path.splitext(filename)
if ext == ".cpp" and filebase.startswith("generated_functions_"):
path = os.path.join(root, filename)
fs.append(path)
return fs
def check_extension_build_flag(ext_modules, key: str, module: Extension):
value = os.environ.get(key, None)
if value is not None:
if value == '1':
ext_modules = list(set(ext_modules) | {module})
elif value == '0':
ext_modules = list(set(ext_modules) - {module})
else:
raise ValueError(
f"Flag {key} should be '0' or '1', but {repr(value)} got.")
return ext_modules
def is_psycopg2_exists():
try:
import psycopg2 # noqa
return True
except ImportError:
return False
def get_install_requires():
install_requires = [
"PyQt5",
"qdarkstyle",
"requests",
"websocket-client",
"peewee",
"numpy",
"pandas",
"matplotlib",
"seaborn",
"rqdatac",
"ta-lib",
"deap",
"pyzmq",
"QScintilla"
]
if not is_psycopg2_exists():
install_requires.append("psycopg2-binary")
if sys.version_info.minor < 7:
install_requires.append("dataclasses")
return install_requires
def get_version_string():
global version
with open("vnpy/__init__.py", "rb") as f:
version_line = re.search(
r"__version__\s+=\s+(.*)", f.read().decode("utf-8")
).group(1)
return str(ast.literal_eval(version_line))
def get_ext_modules():
if platform.uname().system == "Windows":
compiler_flags = [
"/MP", "/std:c++17", # standard
"/O2", "/Ob2", "/Oi", "/Ot", "/Oy", "/GL", # Optimization
"/bigobj", # Better compatibility
"/wd4819", # 936 code page
"/D_CRT_SECURE_NO_WARNINGS",
# suppress warning of unsafe functions like fopen, strcpy, etc
]
extra_link_args = []
runtime_library_dirs = None
else:
compiler_flags = [
"-std=c++17", # standard
"-O3", # Optimization
"-Wno-delete-incomplete", "-Wno-sign-compare",
]
extra_link_args = ["-lstdc++"]
runtime_library_dirs = ["$ORIGIN"]
vnctpmd = Extension(
"vnpy.api.ctp.vnctpmd",
[
"vnpy/api/ctp/vnctp/vnctpmd/vnctpmd.cpp",
],
include_dirs=["vnpy/api/ctp/include",
"vnpy/api/ctp/vnctp"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/ctp/libs", "vnpy/api/ctp"],
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.api.ctp.vnctptd",
[
"vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp",
],
include_dirs=["vnpy/api/ctp/include",
"vnpy/api/ctp/vnctp"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/ctp/libs", "vnpy/api/ctp"],
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",
)
vnxtpmd = Extension(
"vnpy.api.xtp.vnxtpmd",
[
"vnpy/api/xtp/vnxtp/vnxtpmd/vnxtpmd.cpp",
],
include_dirs=["vnpy/api/xtp/include",
"vnpy/api/xtp/vnxtp"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/xtp/libs", "vnpy/api/xtp"],
libraries=["xtptraderapi", "xtpquoteapi"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
depends=[],
language="cpp",
)
vnxtptd = Extension(
"vnpy.api.xtp.vnxtptd",
[
"vnpy/api/xtp/vnxtp/vnxtptd/vnxtptd.cpp",
],
include_dirs=["vnpy/api/xtp/include",
"vnpy/api/xtp/vnxtp"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/xtp/libs", "vnpy/api/xtp"],
libraries=["xtptraderapi", "xtpquoteapi"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
depends=[],
language="cpp",
)
vnksgoldmd = Extension(
"vnpy.api.ksgold.vnksgoldmd",
[
"vnpy/api/ksgold/vnksgold/vnksgoldmd/vnksgoldmd.cpp",
],
include_dirs=["vnpy/api/ksgold/include",
"vnpy/api/ksgold/vnksgold"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/ksgold/libs", "vnpy/api/ksgold"],
libraries=["ksgoldquotmarketdataapi", "ksgoldtraderapi"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
depends=[],
language="cpp",
)
vnksgoldtd = Extension(
"vnpy.api.ksgold.vnksgoldtd",
[
"vnpy/api/ksgold/vnksgold/vnksgoldtd/vnksgoldtd.cpp",
],
include_dirs=["vnpy/api/ksgold/include",
"vnpy/api/ksgold/vnksgold"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/ksgold/libs", "vnpy/api/ksgold"],
libraries=["ksgoldquotmarketdataapi", "ksgoldtraderapi"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
depends=[],
language="cpp",
)
vnsgitmd = Extension(
"vnpy.api.sgit.vnsgitmd",
[
"vnpy/api/sgit/vnsgit/vnsgitmd/vnsgitmd.cpp",
],
include_dirs=["vnpy/api/sgit/include",
"vnpy/api/sgit/vnsgit"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/sgit/libs", "vnpy/api/sgit"],
libraries=["crypto", "sgitquotapi", "sgittradeapi", "ssl"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
depends=[],
language="cpp",
)
vnsgittd = Extension(
"vnpy.api.sgit.vnsgittd",
[
"vnpy/api/sgit/vnsgit/vnsgittd/vnsgittd.cpp",
],
include_dirs=["vnpy/api/sgit/include",
"vnpy/api/sgit/vnsgit"],
define_macros=[],
undef_macros=[],
library_dirs=["vnpy/api/sgit/libs", "vnpy/api/sgit"],
libraries=["crypto", "sgitquotapi", "sgittradeapi", "ssl"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
depends=[],
language="cpp",
)
vnnhmd = Extension(
"vnpy.api.nh.vnnhmd",
[
"vnpy/api/nh/vnnh/vnnhmd/vnnhmd.cpp",
],
include_dirs=["vnpy/api/nh/include", "vnpy/api/nh/vnnh"],
library_dirs=["vnpy/api/nh/libs", "vnpy/api/nh"],
libraries=["nhmdapi"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
language="cpp",
)
vnnhfutures = Extension(
"vnpy.api.nh.vnnhfutures",
[
"vnpy/api/nh/vnnh/vnnhfutures/vnnhfutures.cpp",
],
include_dirs=["vnpy/api/nh/include", "vnpy/api/nh/vnnh"],
library_dirs=["vnpy/api/nh/libs", "vnpy/api/nh"],
libraries=["nhtd2traderapi"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
language="cpp",
)
vnnhstock = Extension(
"vnpy.api.nh.vnnhstock",
[
"vnpy/api/nh/vnnh/vnnhstock/vnnhstock.cpp",
],
include_dirs=["vnpy/api/nh/include", "vnpy/api/nh/vnnh"],
library_dirs=["vnpy/api/nh/libs", "vnpy/api/nh"],
libraries=["nhtdstockapi"],
extra_compile_args=compiler_flags,
extra_link_args=extra_link_args,
runtime_library_dirs=runtime_library_dirs,
language="cpp",
)
if platform.system() == "Windows":
# use pre-built pyd for windows ( support python 3.7 only )
ext_modules = []
elif platform.system() == "Darwin":
ext_modules = []
else:
ext_modules = [
vnctptd, vnctpmd,
vnxtptd, vnxtpmd,
vnsgittd, vnsgitmd,
vnksgoldmd, vnksgoldtd,
vnnhmd, vnnhfutures, vnnhstock
]
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_CTP", vnctptd)
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_CTP", vnctpmd)
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_XTP", vnxtptd)
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_XTP", vnxtpmd)
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_sgit", vnsgittd)
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_sgit", vnsgitmd)
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_ksgold", vnksgoldmd)
ext_modules = check_extension_build_flag(
ext_modules, "VNPY_BUILD_ksgold", vnksgoldtd)
return ext_modules
parallel = os.environ.get('VNPY_BUILD_PARALLEL', None)
if parallel:
if parallel == 'auto':
parallel = os.cpu_count()
if parallel != 'no':
from ci.parallel_build_distutils import patch_distutils
patch_distutils(int(parallel))
setup(
name="vnpy",
version=get_version_string(),
author="vn.py team",
author_email="vn.py@foxmail.com",
license="MIT",
url="https://www.vnpy.com",
description="A framework for developing quant trading systems.",
long_description=__doc__,
keywords='quant quantitative investment trading algotrading',
include_package_data=True,
packages=find_packages(exclude=["tests", "ci", "tests.*"]),
package_data={"": [
"*.ico",
"*.ini",
"*.dll",
"*.so",
"*.pyd",
]},
install_requires=get_install_requires(),
classifiers=[
"Development Status :: 5 - Production/Stable",
"Operating System :: Microsoft :: Windows :: Windows 7",
"Operating System :: Microsoft :: Windows :: Windows 8",
"Operating System :: Microsoft :: Windows :: Windows 10",
"Operating System :: Microsoft :: Windows :: Windows Server 2008",
"Operating System :: Microsoft :: Windows :: Windows Server 2012",
"Operating System :: Microsoft :: Windows :: Windows Server 2019",
"Operating System :: POSIX :: Linux"
"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)"
],
ext_modules=get_ext_modules(),
)
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