Python版CTP期货接口
这套接口使用swig为官方C++版CTP接口提供Python版API,同时支持Linux/Mac/Windows。
注意事项
- 本项目出于个人兴趣及分享目的,与上期所CTP官方无任何关系。本人不对使用这套库的任何后果负责。
- 本人生产环境使用Linux,其他平台仅编译测试通过
- 已通过 GitHub Actions 编译并发布至 PyPI
- Linux已测试环境:Debian stable amd64
- Mac已测试环境:macOS 15.x(M1 Mac Mini,API版本6.6.9以上;Intel 版本通过 CI 编译,未做运行测试)
- Windows已测试环境:Windows 11 64位(API版本6.6.9以上)+ MiniConda3
- api目录中结尾带
.c的版本号为测评版 - CTP返回的GBK编码字符串已经全部自动转换为UTF-8
- 市场数据中的极大值代表无数据,为可读性起见打印整个结构体时会显示为None
快速安装
- 如果在Windows下推荐使用miniconda3环境
winget install miniconda3
- Windows下使用ctp前还需要安装libiconv
conda install -c conda-forge libiconv
- 直接使用pip安装
pip install ctp-python
- 只支持6.6.9以上的CTP版本,如需使用评测版本请自行编译
- 已编译的二进制版本支持 Python 3.9 - 3.14
- 已编译的二进制版本支持平台:Windows amd64,Linux amd64,MacOS arm64 和 amd64
- 其他版本请自行尝试编译(前提是有对应的CTP C++链接库),具体方法见下
测试
打开python shell,检查是否能正常import ctp
$ python
Python 3.11.3
Type "help", "copyright", "credits" or "license" for more information.
>>> import ctp
>>>
跑一下测试(以simnow服务器为例,需要在simnow网站注册用户)
pytest -s tests/test_trader.py --front=tcp://180.168.146.187:10130 --broker=9999 --user=<investor_id> --password=<password> --app=simnow_client_test --auth=0000000000000000
自行编译 (可选)
编译环境准备
Windows 11
-
安装编译环境
winget install Microsoft.VisualStudio.2022.BuildTools然后菜单栏搜索并打开Visual Studio Installer,修改Build Tools的配置,将使用C++的桌面开发勾选上并安装
-
安装Python(以miniconda为例)
winget install miniconda3 conda init -
安装swig命令,以及iconv库
conda install -c conda-forge swig libiconv可能需要关闭并重新打开命令行
Mac OS
-
安装Xcode和命令行工具
xcode-select --install在弹出的窗口确认
-
安装Python(推荐使用pyenv)
-
安装swig命令(以homebrew为例)
brew install swig
Linux
- 使用系统自带包管理器安装swig和gcc/g++编译器
- 推荐使用pyenv安装管理python版本
编译方法
-
克隆代码到本地
git clone git@github.com:keli/ctp-python.git cd ctp-python -
编译安装
python -m pip install .如需只构建 wheel:
python -m pip install build python -m build --wheel构建工具会根据
pyproject.toml自动创建隔离环境并安装setuptools。系统仍需提前安装 SWIG,以及 Windows 所需的 libiconv。 -
版本选择(可选)
目前默认使用的是6.7.13 版本。如果需要链接和使用其他版本,只需要在编译安装前,设置API_VER环境变量为相应版本即可。
以6.6.9.c版为例:
Linux/Mac(bash/zsh):
export API_VER=6.6.9.cWindows:
set API_VER=6.6.9.c
Linux下穿透式监管信息采集常见问题
-
到底需要不需要LinuxDataCollect.so?
自写CTP程序直连是不需要的,如果你不确定,那就是不需要
-
报错Decrypt handshake data failed
CTP版本与服务器端不一致,首次跟期货公司采集的时候可能需要使用"评测版本"如6.6.9.c,后续生产环境请用"生产版本"如6.6.9
-
报错 dmidecode not found
通常默认都有装,加一下dmidecode命令的相关路径到PATH,一般是/usr/sbin
-
报一堆 permission denied
给dmidecode加下权限
sudo chmod a+s /usr/sbin/dmidecode -
拿不到硬盘序列号
Debian系可以
sudo adduser username disk把自己加到disk组(加完需要重新登录,输入groups确认自己已经在disk组里),或者直接给磁盘设备文件加读权限sudo chmod a+r /dev/sda -
不知道什么情况,xx数据拿不到
用以下python脚本自己慢慢试吧,当打印出来是第一行结果是0则成功了,否则是-1。第二行是取到的信息,格式为
(操作系统类型)@(信息采集时间)@(内网IP1)@(内网IP2)@(网卡MAC1)@(网卡MAC2)@(设备名)@(操作系统版本)@(Disk_ID)@(CPU_ID)@(BIOS_ID)import ctypes dll = ctypes.cdll.LoadLibrary('./thosttraderapi_se.so') info = (ctypes.c_char * 344)() length = ctypes.c_int() print(dll._Z21CTP_GetRealSystemInfoPcRi(info, ctypes.byref(length))) print(info.value)
升级说明
-
回调结构体现在可以直接缓存
之前回调函数传入的结构体由 CTP 库管理内存,回调返回后即失效,需要在用户代码中手动拷贝。现在 SWIG 层会自动将结构体复制到独立的堆内存并交由 Python 管理,回调结束后依然有效,可以直接持有引用或存入队列。
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