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19 changes: 12 additions & 7 deletions .appveyor.yml
Original file line number Diff line number Diff line change
Expand Up @@ -36,11 +36,6 @@ environment:
CMD_IN_ENV: 'cmd /E:ON /V:ON /C .\extra\appveyor\compiler.cmd'
matrix:

- PYTHON_DIR: "C:\\Python38-x64"
PYTHON: "C:\\Python38-x64\\python"
PYTHON_VERSION: "3.8"
PYTHON_ARCH: "64"

- PYTHON_DIR: "C:\\Python39-x64"
PYTHON: "C:\\Python39-x64\\python"
PYTHON_VERSION: "3.9"
Expand All @@ -56,12 +51,22 @@ environment:
PYTHON_VERSION: "3.11"
PYTHON_ARCH: "64"

- PYTHON_DIR: "C:\\Python312-x64"
PYTHON: "C:\\Python312-x64\\python"
PYTHON_VERSION: "3.12"
PYTHON_ARCH: "64"

- PYTHON_DIR: "C:\\Python313-x64"
PYTHON: "C:\\Python313-x64\\python"
PYTHON_VERSION: "3.13"
PYTHON_ARCH: "64"

- PYTHON_DIR: "C:\\pypy3"
PYTHON: "C:\\pypy3\\pypy"
PYTHON_ARCH: "64"
PYTHON_PYPY: "pypy3"
PYTHON_VERSION: "3.9"
PYTHON_PYPY_VERSION: "7.3.8"
PYTHON_VERSION: "3.10"
PYTHON_PYPY_VERSION: "7.3.19"


matrix:
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2 changes: 1 addition & 1 deletion .github/workflows/build.yaml
Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,7 @@ jobs:
runs-on: ubuntu-latest
strategy:
matrix:
python-version: [ "3.8", "3.9", "3.10", "3.11", "pypy3.9" ]
python-version: [ "3.9", "3.10", "3.11", "3.12","3.13", "pypy3.10", "pypy3.11" ]
steps:
- name: checkout repo
uses: actions/checkout@v3
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4 changes: 2 additions & 2 deletions .github/workflows/deploy.yaml
Original file line number Diff line number Diff line change
Expand Up @@ -16,10 +16,10 @@ jobs:
- name: checkout repo
uses: actions/checkout@v3

- name: Set up Python 3.11
- name: Set up Python 3.12
uses: actions/setup-python@v4
with:
python-version: 3.11
python-version: 3.12

- name: Install dependencies
run: |
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1 change: 0 additions & 1 deletion ctp/header/ThostFtdcMdApi.h
Original file line number Diff line number Diff line change
Expand Up @@ -153,7 +153,6 @@ class MD_API_EXPORT CThostFtdcMdApi {
///用户登录请求
virtual int ReqUserLogin(CThostFtdcReqUserLoginField *pReqUserLoginField, int nRequestID) = 0;


///登出请求
virtual int ReqUserLogout(CThostFtdcUserLogoutField *pUserLogout, int nRequestID) = 0;

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147 changes: 147 additions & 0 deletions ctp/header/ThostFtdcTraderApi.h
Original file line number Diff line number Diff line change
Expand Up @@ -449,6 +449,81 @@ class CThostFtdcTraderSpi {

///投资者产品SPBM明细查询响应
virtual void OnRspQryInvestorProdSPBMDetail(CThostFtdcInvestorProdSPBMDetailField *pInvestorProdSPBMDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///投资者商品组SPMM记录查询响应
virtual void OnRspQryInvestorCommoditySPMMMargin(CThostFtdcInvestorCommoditySPMMMarginField *pInvestorCommoditySPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///投资者商品群SPMM记录查询响应
virtual void OnRspQryInvestorCommodityGroupSPMMMargin(CThostFtdcInvestorCommodityGroupSPMMMarginField *pInvestorCommodityGroupSPMMMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///SPMM合约参数查询响应
virtual void OnRspQrySPMMInstParam(CThostFtdcSPMMInstParamField *pSPMMInstParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///SPMM产品参数查询响应
virtual void OnRspQrySPMMProductParam(CThostFtdcSPMMProductParamField *pSPMMProductParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///SPBM附加跨品种抵扣参数查询响应
virtual void OnRspQrySPBMAddOnInterParameter(CThostFtdcSPBMAddOnInterParameterField *pSPBMAddOnInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RCAMS产品组合信息查询响应
virtual void OnRspQryRCAMSCombProductInfo(CThostFtdcRCAMSCombProductInfoField *pRCAMSCombProductInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RCAMS同合约风险对冲参数查询响应
virtual void OnRspQryRCAMSInstrParameter(CThostFtdcRCAMSInstrParameterField *pRCAMSInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RCAMS品种内风险对冲参数查询响应
virtual void OnRspQryRCAMSIntraParameter(CThostFtdcRCAMSIntraParameterField *pRCAMSIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RCAMS跨品种风险折抵参数查询响应
virtual void OnRspQryRCAMSInterParameter(CThostFtdcRCAMSInterParameterField *pRCAMSInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RCAMS空头期权风险调整参数查询响应
virtual void OnRspQryRCAMSShortOptAdjustParam(CThostFtdcRCAMSShortOptAdjustParamField *pRCAMSShortOptAdjustParam, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RCAMS策略组合持仓查询响应
virtual void OnRspQryRCAMSInvestorCombPosition(CThostFtdcRCAMSInvestorCombPositionField *pRCAMSInvestorCombPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///投资者品种RCAMS保证金查询响应
virtual void OnRspQryInvestorProdRCAMSMargin(CThostFtdcInvestorProdRCAMSMarginField *pInvestorProdRCAMSMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RULE合约保证金参数查询响应
virtual void OnRspQryRULEInstrParameter(CThostFtdcRULEInstrParameterField *pRULEInstrParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RULE品种内对锁仓折扣参数查询响应
virtual void OnRspQryRULEIntraParameter(CThostFtdcRULEIntraParameterField *pRULEIntraParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///RULE跨品种抵扣参数查询响应
virtual void OnRspQryRULEInterParameter(CThostFtdcRULEInterParameterField *pRULEInterParameter, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///投资者产品RULE保证金查询响应
virtual void OnRspQryInvestorProdRULEMargin(CThostFtdcInvestorProdRULEMarginField *pInvestorProdRULEMargin, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///投资者新型组合保证金开关查询响应
virtual void OnRspQryInvestorPortfSetting(CThostFtdcInvestorPortfSettingField *pInvestorPortfSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///投资者申报费阶梯收取记录查询响应
virtual void OnRspQryInvestorInfoCommRec(CThostFtdcInvestorInfoCommRecField *pInvestorInfoCommRec, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///组合腿信息查询响应
virtual void OnRspQryCombLeg(CThostFtdcCombLegField *pCombLeg, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///对冲设置请求响应
virtual void OnRspOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///对冲设置撤销请求响应
virtual void OnRspCancelOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};

///对冲设置通知
virtual void OnRtnOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting) {};

///对冲设置错误回报
virtual void OnErrRtnOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {};

///对冲设置撤销错误回报
virtual void OnErrRtnCancelOffsetSetting(CThostFtdcCancelOffsetSettingField *pCancelOffsetSetting, CThostFtdcRspInfoField *pRspInfo) {};

///投资者对冲设置查询响应
virtual void OnRspQryOffsetSetting(CThostFtdcOffsetSettingField *pOffsetSetting, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) {};
};

class TRADER_API_EXPORT CThostFtdcTraderApi {
Expand Down Expand Up @@ -479,6 +554,12 @@ class TRADER_API_EXPORT CThostFtdcTraderApi {
///@remark 只有登录成功后,才能得到正确的交易日
virtual const char *GetTradingDay() = 0;

///获取已连接的前置的信息
/// @param pFrontInfo:输入输出参数,用于存储获取到的前置信息,不能为空
/// @remark 连接成功后,可获取正确的前置地址信息
/// @remark 登录成功后,可获取正确的前置流控信息
virtual void GetFrontInfo(CThostFtdcFrontInfoField *pFrontInfo) = 0;

///注册前置机网络地址
///@param pszFrontAddress:前置机网络地址。
///@remark 网络地址的格式为:“protocol://ipaddress:port”,如:”tcp://127.0.0.1:17001”。
Expand Down Expand Up @@ -810,6 +891,72 @@ class TRADER_API_EXPORT CThostFtdcTraderApi {
///投资者产品SPBM明细查询
virtual int ReqQryInvestorProdSPBMDetail(CThostFtdcQryInvestorProdSPBMDetailField *pQryInvestorProdSPBMDetail, int nRequestID) = 0;

///投资者商品组SPMM记录查询
virtual int ReqQryInvestorCommoditySPMMMargin(CThostFtdcQryInvestorCommoditySPMMMarginField *pQryInvestorCommoditySPMMMargin, int nRequestID) = 0;

///投资者商品群SPMM记录查询
virtual int ReqQryInvestorCommodityGroupSPMMMargin(CThostFtdcQryInvestorCommodityGroupSPMMMarginField *pQryInvestorCommodityGroupSPMMMargin, int nRequestID) = 0;

///SPMM合约参数查询
virtual int ReqQrySPMMInstParam(CThostFtdcQrySPMMInstParamField *pQrySPMMInstParam, int nRequestID) = 0;

///SPMM产品参数查询
virtual int ReqQrySPMMProductParam(CThostFtdcQrySPMMProductParamField *pQrySPMMProductParam, int nRequestID) = 0;

///SPBM附加跨品种抵扣参数查询
virtual int ReqQrySPBMAddOnInterParameter(CThostFtdcQrySPBMAddOnInterParameterField *pQrySPBMAddOnInterParameter, int nRequestID) = 0;

///RCAMS产品组合信息查询
virtual int ReqQryRCAMSCombProductInfo(CThostFtdcQryRCAMSCombProductInfoField *pQryRCAMSCombProductInfo, int nRequestID) = 0;

///RCAMS同合约风险对冲参数查询
virtual int ReqQryRCAMSInstrParameter(CThostFtdcQryRCAMSInstrParameterField *pQryRCAMSInstrParameter, int nRequestID) = 0;

///RCAMS品种内风险对冲参数查询
virtual int ReqQryRCAMSIntraParameter(CThostFtdcQryRCAMSIntraParameterField *pQryRCAMSIntraParameter, int nRequestID) = 0;

///RCAMS跨品种风险折抵参数查询
virtual int ReqQryRCAMSInterParameter(CThostFtdcQryRCAMSInterParameterField *pQryRCAMSInterParameter, int nRequestID) = 0;

///RCAMS空头期权风险调整参数查询
virtual int ReqQryRCAMSShortOptAdjustParam(CThostFtdcQryRCAMSShortOptAdjustParamField *pQryRCAMSShortOptAdjustParam, int nRequestID) = 0;

///RCAMS策略组合持仓查询
virtual int ReqQryRCAMSInvestorCombPosition(CThostFtdcQryRCAMSInvestorCombPositionField *pQryRCAMSInvestorCombPosition, int nRequestID) = 0;

///投资者品种RCAMS保证金查询
virtual int ReqQryInvestorProdRCAMSMargin(CThostFtdcQryInvestorProdRCAMSMarginField *pQryInvestorProdRCAMSMargin, int nRequestID) = 0;

///RULE合约保证金参数查询
virtual int ReqQryRULEInstrParameter(CThostFtdcQryRULEInstrParameterField *pQryRULEInstrParameter, int nRequestID) = 0;

///RULE品种内对锁仓折扣参数查询
virtual int ReqQryRULEIntraParameter(CThostFtdcQryRULEIntraParameterField *pQryRULEIntraParameter, int nRequestID) = 0;

///RULE跨品种抵扣参数查询
virtual int ReqQryRULEInterParameter(CThostFtdcQryRULEInterParameterField *pQryRULEInterParameter, int nRequestID) = 0;

///投资者产品RULE保证金查询
virtual int ReqQryInvestorProdRULEMargin(CThostFtdcQryInvestorProdRULEMarginField *pQryInvestorProdRULEMargin, int nRequestID) = 0;

///投资者新型组合保证金开关查询
virtual int ReqQryInvestorPortfSetting(CThostFtdcQryInvestorPortfSettingField *pQryInvestorPortfSetting, int nRequestID) = 0;

///投资者申报费阶梯收取记录查询
virtual int ReqQryInvestorInfoCommRec(CThostFtdcQryInvestorInfoCommRecField *pQryInvestorInfoCommRec, int nRequestID) = 0;

///组合腿信息查询
virtual int ReqQryCombLeg(CThostFtdcQryCombLegField *pQryCombLeg, int nRequestID) = 0;

///对冲设置请求
virtual int ReqOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, int nRequestID) = 0;

///对冲设置撤销请求
virtual int ReqCancelOffsetSetting(CThostFtdcInputOffsetSettingField *pInputOffsetSetting, int nRequestID) = 0;

///投资者对冲设置查询
virtual int ReqQryOffsetSetting(CThostFtdcQryOffsetSettingField *pQryOffsetSetting, int nRequestID) = 0;

protected:
~CThostFtdcTraderApi() {};
};
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