├── CTPtest.sln
├── CTPtest
    ├── CF705_market_data.csv
    ├── CTPtest.vcxproj
    ├── CTPtest.vcxproj.filters
    ├── K_line_data.csv
    ├── TF1706_market_data.csv
    ├── al1712_market_data.csv
    ├── cs1801_market_data.csv
    ├── market_data.csv
    └── zn1705_market_data.csv
├── Debug
    ├── thostmduserapi.dll
    └── thosttraderapi.dll
├── LICENSE
├── README.md
└── src
    ├── CTP_API
        ├── ThostFtdcMdApi.h
        ├── ThostFtdcTraderApi.h
        ├── ThostFtdcUserApiDataType.h
        ├── ThostFtdcUserApiStruct.h
        ├── error.dtd
        ├── error.xml
        ├── thostmduserapi.dll
        ├── thostmduserapi.lib
        ├── thosttraderapi.dll
        └── thosttraderapi.lib
    ├── CustomMdSpi.cpp
    ├── CustomMdSpi.h
    ├── CustomTradeSpi.cpp
    ├── CustomTradeSpi.h
    ├── StrategyTrade.cpp
    ├── StrategyTrade.h
    ├── TickToKlineHelper.cpp
    ├── TickToKlineHelper.h
    └── main.cpp


/CTPtest.sln:
--------------------------------------------------------------------------------
 1 | 
 2 | Microsoft Visual Studio Solution File, Format Version 12.00
 3 | # Visual Studio 2013
 4 | VisualStudioVersion = 12.0.21005.1
 5 | MinimumVisualStudioVersion = 10.0.40219.1
 6 | Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CTPtest", "CTPtest\CTPtest.vcxproj", "{B6E4CF70-7540-45BB-9DBF-C49EAA6E32E8}"
 7 | EndProject
 8 | Global
 9 | 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
10 | 		Debug|Win32 = Debug|Win32
11 | 		Release|Win32 = Release|Win32
12 | 	EndGlobalSection
13 | 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
14 | 		{B6E4CF70-7540-45BB-9DBF-C49EAA6E32E8}.Debug|Win32.ActiveCfg = Debug|Win32
15 | 		{B6E4CF70-7540-45BB-9DBF-C49EAA6E32E8}.Debug|Win32.Build.0 = Debug|Win32
16 | 		{B6E4CF70-7540-45BB-9DBF-C49EAA6E32E8}.Release|Win32.ActiveCfg = Release|Win32
17 | 		{B6E4CF70-7540-45BB-9DBF-C49EAA6E32E8}.Release|Win32.Build.0 = Release|Win32
18 | 	EndGlobalSection
19 | 	GlobalSection(SolutionProperties) = preSolution
20 | 		HideSolutionNode = FALSE
21 | 	EndGlobalSection
22 | EndGlobal
23 | 


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/CTPtest/CTPtest.vcxproj:
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 1 | <?xml version="1.0" encoding="utf-8"?>
 2 | <Project DefaultTargets="Build" ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
 3 |   <ItemGroup Label="ProjectConfigurations">
 4 |     <ProjectConfiguration Include="Debug|Win32">
 5 |       <Configuration>Debug</Configuration>
 6 |       <Platform>Win32</Platform>
 7 |     </ProjectConfiguration>
 8 |     <ProjectConfiguration Include="Release|Win32">
 9 |       <Configuration>Release</Configuration>
10 |       <Platform>Win32</Platform>
11 |     </ProjectConfiguration>
12 |   </ItemGroup>
13 |   <ItemGroup>
14 |     <ClCompile Include="..\src\CustomMdSpi.cpp" />
15 |     <ClCompile Include="..\src\CustomTradeSpi.cpp" />
16 |     <ClCompile Include="..\src\main.cpp" />
17 |     <ClCompile Include="..\src\StrategyTrade.cpp" />
18 |     <ClCompile Include="..\src\TickToKlineHelper.cpp" />
19 |   </ItemGroup>
20 |   <ItemGroup>
21 |     <ClInclude Include="..\src\CustomMdSpi.h" />
22 |     <ClInclude Include="..\src\CustomTradeSpi.h" />
23 |     <ClInclude Include="..\src\StrategyTrade.h" />
24 |     <ClInclude Include="..\src\TickToKlineHelper.h" />
25 |   </ItemGroup>
26 |   <PropertyGroup Label="Globals">
27 |     <ProjectGuid>{B6E4CF70-7540-45BB-9DBF-C49EAA6E32E8}</ProjectGuid>
28 |     <RootNamespace>CTPtest</RootNamespace>
29 |   </PropertyGroup>
30 |   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
31 |   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
32 |     <ConfigurationType>Application</ConfigurationType>
33 |     <UseDebugLibraries>true</UseDebugLibraries>
34 |     <PlatformToolset>v120</PlatformToolset>
35 |     <CharacterSet>MultiByte</CharacterSet>
36 |   </PropertyGroup>
37 |   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
38 |     <ConfigurationType>Application</ConfigurationType>
39 |     <UseDebugLibraries>false</UseDebugLibraries>
40 |     <PlatformToolset>v140</PlatformToolset>
41 |     <WholeProgramOptimization>true</WholeProgramOptimization>
42 |     <CharacterSet>MultiByte</CharacterSet>
43 |   </PropertyGroup>
44 |   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
45 |   <ImportGroup Label="ExtensionSettings">
46 |   </ImportGroup>
47 |   <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
48 |     <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
49 |   </ImportGroup>
50 |   <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
51 |     <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
52 |   </ImportGroup>
53 |   <PropertyGroup Label="UserMacros" />
54 |   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
55 |     <IncludePath>..\src\CTP_API;$(IncludePath)</IncludePath>
56 |     <LibraryPath>..\src\CTP_API;$(LibraryPath)</LibraryPath>
57 |   </PropertyGroup>
58 |   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
59 |     <ClCompile>
60 |       <WarningLevel>Level3</WarningLevel>
61 |       <Optimization>Disabled</Optimization>
62 |       <SDLCheck>true</SDLCheck>
63 |       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
64 |     </ClCompile>
65 |     <Link>
66 |       <GenerateDebugInformation>true</GenerateDebugInformation>
67 |     </Link>
68 |   </ItemDefinitionGroup>
69 |   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
70 |     <ClCompile>
71 |       <WarningLevel>Level3</WarningLevel>
72 |       <Optimization>MaxSpeed</Optimization>
73 |       <FunctionLevelLinking>true</FunctionLevelLinking>
74 |       <IntrinsicFunctions>true</IntrinsicFunctions>
75 |       <SDLCheck>true</SDLCheck>
76 |     </ClCompile>
77 |     <Link>
78 |       <GenerateDebugInformation>true</GenerateDebugInformation>
79 |       <EnableCOMDATFolding>true</EnableCOMDATFolding>
80 |       <OptimizeReferences>true</OptimizeReferences>
81 |     </Link>
82 |   </ItemDefinitionGroup>
83 |   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
84 |   <ImportGroup Label="ExtensionTargets">
85 |   </ImportGroup>
86 | </Project>


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 1 | <?xml version="1.0" encoding="utf-8"?>
 2 | <Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
 3 |   <ItemGroup>
 4 |     <Filter Include="源文件">
 5 |       <UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
 6 |       <Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
 7 |     </Filter>
 8 |     <Filter Include="头文件">
 9 |       <UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
10 |       <Extensions>h;hh;hpp;hxx;hm;inl;inc;xsd</Extensions>
11 |     </Filter>
12 |     <Filter Include="资源文件">
13 |       <UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
14 |       <Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms</Extensions>
15 |     </Filter>
16 |   </ItemGroup>
17 |   <ItemGroup>
18 |     <ClCompile Include="..\src\main.cpp">
19 |       <Filter>源文件</Filter>
20 |     </ClCompile>
21 |     <ClCompile Include="..\src\CustomMdSpi.cpp">
22 |       <Filter>源文件</Filter>
23 |     </ClCompile>
24 |     <ClCompile Include="..\src\CustomTradeSpi.cpp">
25 |       <Filter>源文件</Filter>
26 |     </ClCompile>
27 |     <ClCompile Include="..\src\TickToKlineHelper.cpp">
28 |       <Filter>源文件</Filter>
29 |     </ClCompile>
30 |     <ClCompile Include="..\src\StrategyTrade.cpp">
31 |       <Filter>源文件</Filter>
32 |     </ClCompile>
33 |   </ItemGroup>
34 |   <ItemGroup>
35 |     <ClInclude Include="..\src\CustomMdSpi.h">
36 |       <Filter>头文件</Filter>
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39 |       <Filter>头文件</Filter>
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/LICENSE:
--------------------------------------------------------------------------------
 1 | MIT License
 2 | 
 3 | Copyright (c) 2017 Ethan He
 4 | 
 5 | Permission is hereby granted, free of charge, to any person obtaining a copy
 6 | of this software and associated documentation files (the "Software"), to deal
 7 | in the Software without restriction, including without limitation the rights
 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 9 | copies of the Software, and to permit persons to whom the Software is
10 | furnished to do so, subject to the following conditions:
11 | 
12 | The above copyright notice and this permission notice shall be included in all
13 | copies or substantial portions of the Software.
14 | 
15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
21 | SOFTWARE.
22 | 


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/README.md:
--------------------------------------------------------------------------------
 1 | # CTPtest
 2 | 用ctp官方接口写的一个简单demo，具备行情、交易、k线数据以及策略功能，可以连接simnow模拟交易~<br>
 3 | 编译环境是windows+vs2015，如果要用在linux上，需要用linux版的ctp api
 4 | # 博客地址
 5 | http://blog.csdn.net/u012234115/article/details/70195889
 6 | # 截图
 7 | ![](http://img.blog.csdn.net/20170417215811398?watermark/2/text/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==/font/5a6L5L2T/fontsize/400/fill/I0JBQkFCMA==/dissolve/70/gravity/Center)<br/>
 8 | ![](http://img.blog.csdn.net/20170418214637074?watermark/2/text/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==/font/5a6L5L2T/fontsize/400/fill/I0JBQkFCMA==/dissolve/70/gravity/Center)<br/>
 9 | ![](http://img.blog.csdn.net/20170417215830533?watermark/2/text/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==/font/5a6L5L2T/fontsize/400/fill/I0JBQkFCMA==/dissolve/70/gravity/Center)<br/>
10 | ![](http://img.blog.csdn.net/20170418214714089?watermark/2/text/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==/font/5a6L5L2T/fontsize/400/fill/I0JBQkFCMA==/dissolve/70/gravity/Center)<br/>
11 | ![](http://img.blog.csdn.net/20170417215848789?watermark/2/text/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==/font/5a6L5L2T/fontsize/400/fill/I0JBQkFCMA==/dissolve/70/gravity/Center)
12 | 


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 2 | <!ELEMENT errors (error*)>
 3 | <!ELEMENT error EMPTY>
 4 | <!ATTLIST error
 5 | 	id	CDATA #REQUIRED
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10 | 


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