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rule.py
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rule.py
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import sys, os
from copy_header import *
from waflib.Tools.compiler_c import c_compiler
from waflib.Tools.compiler_cxx import cxx_compiler
sys.path += [ 'backend/tools/waf-plugins' ]
def options(opt):
opt.load('defaults')
opt.load('compiler_c')
opt.load('compiler_cxx')
def configure(conf):
Copy()
conf.load('defaults')
conf.load('compiler_c')
conf.load('compiler_cxx')
conf.env.INCLUDES += [ 'backend/src', 'src' ]
conf.env.INCLUDES += [ 'external/common/include', 'include' ]
conf.env.CXXFLAGS += [ '-g', '-ldl', '-std=c++11']
#conf.env.CXXFLAGS += [ '-g', '-lpthread', '-ldl']
conf.check(lib='pthread', uselib_store='pthread')
conf.check(lib='config++', uselib_store='config++')
conf.check(lib='python2.7', uselib_store='python2.7')
conf.check(lib='zmq', uselib_store='zmq')
conf.check(lib='z', uselib_store='z')
from waflib.Build import BuildContext
class all_class(BuildContext):
cmd = "all"
class strat_class(BuildContext):
cmd = "strat"
class strat_ma_class(BuildContext):
cmd = "strat_ma"
class simdata_class(BuildContext):
cmd = "simdata"
class simorder_class(BuildContext):
cmd = "simorder"
class pricer_class(BuildContext):
cmd = "pricer"
class proxy_class(BuildContext):
cmd = "proxy"
class mid_data_class(BuildContext):
cmd = "mid_data"
class ctpdata_class(BuildContext):
cmd = "ctpdata"
class ctporder_class(BuildContext):
cmd = "ctporder"
class getins_class(BuildContext):
cmd = "get_ins"
class simplemaker_class(BuildContext):
cmd = "simplemaker"
class simplearb_class(BuildContext):
cmd = "simplearb"
class newsimplearb_class(BuildContext):
cmd = "newsimplearb"
class backtest_class(BuildContext):
cmd = "backtest"
class dt_class(BuildContext):
cmd = "dt"
class convert_to_binary_data_class(BuildContext):
cmd = "convert_to_binary_data"
class datatools_class(BuildContext):
cmd = "datatools"
class order_matcher_class(BuildContext):
cmd = "order_matcher"
class demostrat_class(BuildContext):
cmd = "demostrat"
class update_active_contract_class(BuildContext):
cmd = "update_active_contract"
from lint import add_lint_ignore
def build(bld):
add_lint_ignore('external')
add_lint_ignore('backend')
if bld.cmd == "all":
run_all(bld)
return
if bld.cmd == "strat":
run_strat(bld)
return
if bld.cmd == "strat_ma":
run_strat_ma(bld)
return
if bld.cmd == "pricer":
run_pricer(bld)
return
if bld.cmd == "mid_data":
run_mid_data(bld)
return
if bld.cmd == "simdata":
run_simdata(bld)
return
if bld.cmd == "simorder":
run_simdata(bld)
return
if bld.cmd == "proxy":
run_proxy(bld)
return
if bld.cmd == "ctpdata":
run_ctpdata(bld)
return
if bld.cmd == "ctporder":
run_ctporder(bld)
return
if bld.cmd == "getins":
run_getins(bld)
return
if bld.cmd == "simplemaker":
run_simplemaker(bld)
return
if bld.cmd == "simplearb":
run_simplearb(bld)
return
if bld.cmd == "newsimplearb":
run_newsimplearb(bld)
return
if bld.cmd == "backtest":
run_backtest(bld)
return
if bld.cmd == "dt":
run_dt(bld)
return
if bld.cmd == "convert_to_binary_data":
run_convert_to_binary_data(bld)
return
if bld.cmd == "datatools":
run_datatools(bld)
return
if bld.cmd == "order_matcher":
run_order_matcher(bld)
return
if bld.cmd == "demostrat":
run_demostrat(bld)
return
if bld.cmd == "update_active_contract":
run_update_active_contract(bld)
return
else:
print "error! " + str(bld.cmd)
return
def run_strat(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/strat',
source = ['src/strat/main.cpp',
'src/strat/strategy.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_simdata(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/simdata',
source = ['src/simdata/main.cpp',
'src/simdata/datagener.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_simorder(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/simorder',
source = ['src/simorder/main.cpp',
'src/simorder/orderlistener.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools config++'
)
def run_ctpdata(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.read_shlib('thostmduserapi', paths=['external/ctp/lib'])
bld.program(
target = 'bin/ctpdata',
source = ['src/ctpdata/main.cpp'],
includes = ['external/ctp/include', 'external/zeromq/include'],
use = 'zmq thostmduserapi commontools pthread config++'
)
def run_pricer(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/data_pricer',
source = ['src/pricer/main.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_ctporder(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.read_shlib('thosttraderapi', paths=['external/ctp/lib'])
bld.program(
target = 'bin/ctporder',
source = ['src/ctporder/main.cpp',
'src/ctporder/listener.cpp',
'src/ctporder/token_manager.cpp',
'src/ctporder/message_sender.cpp'],
includes = ['external/ctp/include', 'external/zeromq/include'],
use = 'zmq thosttraderapi commontools pthread config++'
)
def run_proxy(bld):
bld.program(
target = 'bin/data_proxy',
source = ['src/data_proxy/main.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq pthread config++'
)
bld.program(
target = 'bin/order_proxy',
source = ['src/order_proxy/main.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq pthread config++'
)
def run_mid_data(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/mid_data',
source = ['src/mid_data/main.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_strat_ma(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/strat_MA',
source = ['src/strat_MA/main.cpp',
'src/strat_MA/strategy.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_getins(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.read_shlib('thosttraderapi', paths=['external/ctp/lib'])
bld.program(
target = 'bin/getins',
includes = ['external/ctp/include', 'external/zeromq/include'],
source = ['src/GetInstrument/main.cpp'],
use = 'zmq commontools thosttraderapi pthread config++'
)
def run_simplemaker(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/simplemaker',
source = ['src/simplemaker/main.cpp',
'src/simplemaker/strategy.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_simplearb(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
#bld.read_shlib('simplearb', paths=['external/strategy/simplearb/lib'])
bld.program(
target = 'bin/simplearb',
source = ['src/simplearb/main.cpp',
'src/simplearb/strategy.cpp'
],
includes = [
#'external/strategy/simplearb/include',
'external/zeromq/include'
],
use = 'zmq commontools pthread config++' # simplearb'
)
def run_newsimplearb(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/newsimplearb',
source = ['src/newsimplearb/main.cpp',
'src/newsimplearb/strategy.cpp'
],
includes = [
'external/zeromq/include'
],
use = 'zmq commontools pthread config++' # newsimplearb'
)
def run_backtest(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
#bld.read_shlib('backtest', paths=['external/strategy/backtest/lib'])
bld.program(
target = 'bin/backtest',
source = ['src/backtest/main.cpp',
'src/backtest/strategy.cpp',
'src/backtest/order_handler.cpp'
],
includes = [
#'external/strategy/backtest/include',
'external/zeromq/include'
],
use = 'zmq commontools pthread config++ python2.7 z' # backtest'
)
def run_dt(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/dt',
source = ['src/dt/main.cpp'
],
use = 'zmq commontools pthread config++ python2.7'
)
def run_convert_to_binary_data(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/convert_to_binary_data',
source = ['src/convert_to_binary_data/main.cpp'
],
includes = [
'external/zeromq/include'],
use = 'zmp commontools pthread config++'
)
def run_datatools(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/datatool',
source = ['src/datatools/main.cpp'
],
use = 'commontools pthread config++'
)
def run_order_matcher(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/order_matcher',
source = ['src/order_matcher/main.cpp',
'src/order_matcher/order_handler.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_demostrat(bld):
bld.read_shlib('commontools', paths=['external/common/lib'])
bld.program(
target = 'bin/demostrat',
source = ['src/demostrat/main.cpp',
'src/demostrat/strategy.cpp'],
includes = ['external/zeromq/include'],
use = 'zmq commontools pthread config++'
)
def run_update_active_contract(bld):
bld.program(
target = 'bin/update_active_contract',
source = ['src/update_active_contract/main.cpp'
],
use = 'config++ python2.7 pthread config++'
)
def run_all(bld):
run_strat(bld)
run_strat_ma(bld)
run_pricer(bld)
run_mid_data(bld)
run_simdata(bld)
run_simdata(bld)
run_proxy(bld)
run_ctpdata(bld)
run_ctporder(bld)
run_getins(bld)
run_simplearb(bld)
run_newsimplearb(bld)
run_backtest(bld)
run_dt(bld)
#run_new_backtest(bld)
run_order_matcher(bld)
run_demostrat(bld)
run_simplemaker(bld)
run_update_active_contract(bld)
run_convert_to_binary_data(bld)
run_datatools(bld)