CTP_Simulation/CMakeLists.txt at main · hanksong/CTP_Simulation · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
cmake_minimum_required(VERSION 3.10)
project(CTP_API VERSION 1.0 LANGUAGES CXX)

# Set C++ standard
set(CMAKE_CXX_STANDARD 14)
set(CMAKE_CXX_STANDARD_REQUIRED ON)

# Output directories
set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/bin)
set(CMAKE_LIBRARY_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/lib)

# 使用环境变量中的CTP_API_PATH
if(DEFINED ENV{CTP_API_PATH})
    set(CTP_API_PATH $ENV{CTP_API_PATH})
    message(STATUS "Using CTP API path from environment: ${CTP_API_PATH}")
else()
    # 如果没有定义环境变量，尝试几个可能的路径
    if(EXISTS "${CMAKE_SOURCE_DIR}/CTP_API_Clean/API")
        set(CTP_API_PATH "${CMAKE_SOURCE_DIR}/CTP_API_Clean/API")
    else()
        message(FATAL_ERROR "Could not find CTP API path. Please create CTP_API_Clean/API directory and copy API files there.")
    endif()
    message(STATUS "Using CTP API path: ${CTP_API_PATH}")
endif()

# 设置API库的具体路径
set(TRADER_API_FRAMEWORK "${CTP_API_PATH}/thosttraderapi_se.framework")
set(MD_API_FRAMEWORK "${CTP_API_PATH}/thostmduserapi_se.framework")
set(TRADER_API_LIB "${TRADER_API_FRAMEWORK}/Versions/A/thosttraderapi_se")
set(MD_API_LIB "${MD_API_FRAMEWORK}/Versions/A/thostmduserapi_se")

# 添加MD API头文件目录
set(MD_API_HEADERS "${MD_API_FRAMEWORK}/Versions/A/Headers")
if(NOT EXISTS "${MD_API_HEADERS}")
    message(WARNING "MD API Headers directory not found at ${MD_API_HEADERS}")
endif()

# 添加Trader API头文件目录
set(TRADER_API_HEADERS "${TRADER_API_FRAMEWORK}/Versions/A/Headers")
if(NOT EXISTS "${TRADER_API_HEADERS}")
    message(WARNING "Trader API Headers directory not found at ${TRADER_API_HEADERS}")
endif()

# Include directories
include_directories(
    ${CMAKE_SOURCE_DIR}/src
    ${CTP_API_PATH}
    ${MD_API_HEADERS}
    ${TRADER_API_HEADERS}
)

# Find ZeroMQ package
find_package(ZeroMQ QUIET)
if(NOT ZeroMQ_FOUND)
    # 如果标准方式没找到，尝试直接使用路径
    if(DEFINED ENV{ZEROMQ_PATH})
        set(ZEROMQ_PATH $ENV{ZEROMQ_PATH})
        message(STATUS "Using ZeroMQ path from environment: ${ZEROMQ_PATH}")
        set(ZeroMQ_INCLUDE_DIRS "${ZEROMQ_PATH}/include")
        set(ZeroMQ_LIBRARIES "${ZEROMQ_PATH}/lib/libzmq.dylib")
    else()
        # 尝试使用brew查询路径
        execute_process(
            COMMAND brew --prefix zeromq
            OUTPUT_VARIABLE BREW_ZEROMQ_PATH
            OUTPUT_STRIP_TRAILING_WHITESPACE
        )
        if(BREW_ZEROMQ_PATH)
            message(STATUS "Using ZeroMQ path from brew: ${BREW_ZEROMQ_PATH}")
            set(ZeroMQ_INCLUDE_DIRS "${BREW_ZEROMQ_PATH}/include")
            set(ZeroMQ_LIBRARIES "${BREW_ZEROMQ_PATH}/lib/libzmq.dylib")
        else()
            message(FATAL_ERROR "ZeroMQ not found. Please install ZeroMQ or set ZEROMQ_PATH environment variable.")
        endif()
    endif()
endif()

include_directories(${ZeroMQ_INCLUDE_DIRS})
message(STATUS "ZeroMQ include dirs: ${ZeroMQ_INCLUDE_DIRS}")
message(STATUS "ZeroMQ libraries: ${ZeroMQ_LIBRARIES}")

# Source files for main application
set(SRC_FILES
    src/main.cpp
    src/mdapi/MdSpi.cpp
    src/traderapi/TraderSpi.cpp
    src/strategy/StrategyEngine.cpp
)

# Create main executable
add_executable(ctp_trading ${SRC_FILES})

# Source files for market data test
set(MDAPI_TEST_FILES
    src/test_mdapi.cpp
    src/mdapi/MdSpi.cpp
)

# Create market data test executable
add_executable(test_mdapi ${MDAPI_TEST_FILES})

# ZeroMQ receiver test
add_executable(test_zmq_receiver src/test_zmq_receiver.cpp)

# Check if library files exist
if(NOT EXISTS "${TRADER_API_LIB}")
    message(WARNING "Trader API library not found at ${TRADER_API_LIB}")
endif()

if(NOT EXISTS "${MD_API_LIB}")
    message(WARNING "MD API library not found at ${MD_API_LIB}")
endif()

# Print found paths
message(STATUS "Using MD API library: ${MD_API_LIB}")
message(STATUS "Using Trader API library: ${TRADER_API_LIB}")

# CTP libraries linking - directly link with copied libraries
if(APPLE)
    # Link directly with the library files
    target_include_directories(ctp_trading PRIVATE
        ${CTP_API_PATH}
    )

    target_link_libraries(ctp_trading
        ${TRADER_API_LIB}
        ${MD_API_LIB}
        ${ZeroMQ_LIBRARIES}
    )

    target_include_directories(test_mdapi PRIVATE
        ${CTP_API_PATH}
    )

    target_link_libraries(test_mdapi
        ${MD_API_LIB}
        ${ZeroMQ_LIBRARIES}
    )
else()
    # Non-Apple platform linking
    target_link_libraries(ctp_trading
        ${TRADER_API_LIB}
        ${MD_API_LIB}
        ${ZeroMQ_LIBRARIES}
    )

    target_link_libraries(test_mdapi
        ${MD_API_LIB}
        ${ZeroMQ_LIBRARIES}
    )
endif()

# Link libraries for ZeroMQ receiver test
target_link_libraries(test_zmq_receiver
    ${ZeroMQ_LIBRARIES}
)

# For MacOS, set rpath for the libs directory
if(APPLE)
    set(CMAKE_INSTALL_RPATH "${CMAKE_SOURCE_DIR}/libs")
    set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
    set(CMAKE_INSTALL_RPATH_USE_LINK_PATH TRUE)
endif()

# Installation
install(TARGETS ctp_trading test_mdapi test_zmq_receiver DESTINATION bin)