Merge pull request #3181 from kungfu-trader/alpha/v2/v2.4

Release v2.4.77
kungfu-origin · Mar 19, 2024 · aeec860 · GCWK · Mar 21, 2024 · aeec860
2 parents adfb5c2 + c336200
commit aeec860
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diff --git a/README.md b/README.md
@@ -1,6 +1,6 @@
 # Intro 简介
 
-[功夫量化](https://www.kungfu-trader.com) 是专为量化交易者设计的开源交易执行系统。功夫想要解决以下问题：
+[功夫核心库](https://libkungfu.cc) 是专为量化交易者设计的开源交易执行系统。功夫想要解决以下问题：
 * 低延迟交易 - 量化交易者对系统内响应速度有极高要求，功夫提供微秒级别的系统响应，支持带纳秒级时间戳的交易数据实时存储和盘后分析。
 * 开放的策略编写方式 - 功夫支持 Python 3 及 C++ 形式的策略编写，策略师可以不受限的自由使用第三方计算库，放飞创意。
 * 友好的使用方式 - 告别 Linux shell 小黑屋，功夫提供图形化操作界面，简化策略运维流程。而进阶用户仍然具备通过底层 API 以无界面形式使用系统的能力。
@@ -19,11 +19,9 @@
   * [Vue.js](https://vuejs.org) - UI开发框架
 
 功夫在系统设计上支持任意柜台的对接（涵盖中国所有股票、期货市场），功夫开源版提供 [XTP](https://xtp.zts.com.cn/) 柜台对接的参考实现。
-如果需要接入更多柜台请至 [功夫量化官网](https://www.kungfu-trader.com) 下载专业版或联系我们。
+如果需要接入更多柜台请至 [功夫量化](https://www.kungfu-trader.com) 下载标准版或联系我们。
 
-初次使用请参考 [功夫文档](https://docs.kungfu-trader.com)。
-
-更多介绍请关注知乎专栏 [硅商冲击](https://zhuanlan.zhihu.com/silicontrader)。
+初次使用请参考 [功夫核心库文档](https://docs.libkungfu.cc)。
 
 # License
 
@@ -32,24 +30,25 @@ Apache License 2.0
 # Setup 编译及运行环境
 
 功夫的编译依赖以下工具：
+
 * 支持 C++20 的编译器
 * [cmake](https://cmake.org/) (>=3.15)
 * [Node.js](https://nodejs.org/) (^14.x)
 * [yarn](https://classic.yarnpkg.com/) (^1.x)
 * [Python 3](https://www.python.org/) (~3.9)
-* [pipenv](https://pipenv.pypa.io/) (^1.x)
+* [pipenv](https://pipenv.pypa.io/) (>=2023.9.1)
 
 开始编译前，请先确保安装以上工具，且正确设置 PATH 环境变量。
 
 # Compile 编译
 
 #### 常规操作
 
-获取代码并编译：
+获取代码并编译(必须用git方式获取代码，功夫编译需要获取git仓库的版本信息）：
 ```
-$ git clone git@github.com:kungfu-trader/kungfu.git
+## git clone kungfu repo
 $ cd kungfu
-$ yarn install
+$ yarn install --frozen-lockfile
 $ yarn build
 $ yarn package
 ```
@@ -89,6 +88,6 @@ $HOME/.local/share/virtualenvs      # pipenv(unix) 存储的 Python 依赖
 
 # Help 帮助信息
 
-更多信息请访问 [功夫量化](https://www.kungfu-trader.com)。
+更多信息请访问网站 [功夫核心库](https://libkungfu.cc) 及 [功夫量化](https://www.kungfu-trader.com)。
 
-QQ 交流群 312745666，入群问题答案：kungfu.trader
+微信公众号：功夫量化
diff --git a/artifact/package.json b/artifact/package.json
@@ -5,7 +5,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "Kungfu Trader Artifact",
   "license": "Apache-2.0",
   "private": true,
@@ -22,12 +22,12 @@
     "cli": "yarn kfs craft cli"
   },
   "dependencies": {
-    "@kungfu-trader/kfx-broker-sim": "^2.4.76",
-    "@kungfu-trader/kfx-broker-xtp-demo": "^2.4.76",
-    "@kungfu-trader/kungfu-app": "^2.4.76",
-    "@kungfu-trader/kungfu-cli": "^2.4.76",
-    "@kungfu-trader/kungfu-core": "^2.4.76",
-    "@kungfu-trader/kungfu-sdk": "^2.4.76"
+    "@kungfu-trader/kfx-broker-sim": "^2.4.77-alpha.2",
+    "@kungfu-trader/kfx-broker-xtp-demo": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-app": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-cli": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-core": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-sdk": "^2.4.77-alpha.2"
   },
   "repository": {
     "url": "/~https://github.com/kungfu-trader/kungfu.git"

diff --git a/developer/sdk/package.json b/developer/sdk/package.json
@@ -4,7 +4,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "SDK for developing Kungfu Applications",
   "license": "Apache-2.0",
   "main": "src/index.js",
@@ -34,10 +34,10 @@
     "format": "prettier -l -w --config ../../framework/core/.prettierrc.js ."
   },
   "dependencies": {
-    "@kungfu-trader/kungfu-app": "^2.4.76",
-    "@kungfu-trader/kungfu-cli": "^2.4.76",
-    "@kungfu-trader/kungfu-core": "^2.4.76",
-    "@kungfu-trader/kungfu-js-api": "^2.4.76",
-    "@kungfu-trader/kungfu-toolchain": "^2.4.76"
+    "@kungfu-trader/kungfu-app": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-cli": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-core": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-js-api": "^2.4.77-alpha.2",
+    "@kungfu-trader/kungfu-toolchain": "^2.4.77-alpha.2"
   }
 }
diff --git a/developer/toolchain/package.json b/developer/toolchain/package.json
@@ -4,7 +4,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "Toolchain for Kungfu Development (babel/cmake-js/node-gyp/webpack/yarn/etc).",
   "license": "Apache-2.0",
   "main": "package.json",

diff --git a/examples/assemble-python/package.json b/examples/assemble-python/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@kungfu-trader/examples-assemble-python",
   "author": "kungfu-trader",
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "KungFu Example Assemble Python",
   "license": "Apache-2.0",
   "private": true,
@@ -13,6 +13,6 @@
     "read_bytes": "kfc -l debug assemble src/json/read_bytes_10026.json"
   },
   "devDependencies": {
-    "@kungfu-trader/kungfu-sdk": "^2.4.76"
+    "@kungfu-trader/kungfu-sdk": "^2.4.77-alpha.2"
   }
 }
diff --git a/examples/strategy-cpp-101/package.json b/examples/strategy-cpp-101/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@kungfu-trader/examples-strategy-cpp",
   "author": "kungfu-trader",
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "KungFu Strategy 101 - C++ Demo",
   "license": "Apache-2.0",
   "private": true,
@@ -15,7 +15,7 @@
     "format": "node ../../framework/core/.gyp/run-format-cpp.js src"
   },
   "devDependencies": {
-    "@kungfu-trader/kungfu-sdk": "^2.4.76"
+    "@kungfu-trader/kungfu-sdk": "^2.4.77-alpha.2"
   },
   "repository": {
     "url": "/~https://github.com/kungfu-trader/kungfu.git"

diff --git a/examples/strategy-cpp-exe/package.json b/examples/strategy-cpp-exe/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@kungfu-trader/examples-strategy-cpp-exe",
   "author": "kungfu-trader",
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "KungFu Strategy 101 - C++ Demo",
   "license": "Apache-2.0",
   "private": true,
@@ -23,7 +23,7 @@
     "cached": "kfc -l debug run -c system -g service -n cached"
   },
   "devDependencies": {
-    "@kungfu-trader/kungfu-sdk": "^2.4.76"
+    "@kungfu-trader/kungfu-sdk": "^2.4.77-alpha.2"
   },
   "repository": {
     "url": "/~https://github.com/kungfu-trader/kungfu.git"

diff --git a/examples/strategy-python-101/package.json b/examples/strategy-python-101/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@kungfu-trader/examples-strategy-python",
   "author": "kungfu-trader",
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "KungFu Strategy 101 - Python Demo",
   "license": "Apache-2.0",
   "private": true,
@@ -15,7 +15,7 @@
     "format": "node ../../framework/core/.gyp/run-format-python.js src"
   },
   "devDependencies": {
-    "@kungfu-trader/kungfu-sdk": "^2.4.76"
+    "@kungfu-trader/kungfu-sdk": "^2.4.77-alpha.2"
   },
   "repository": {
     "url": "/~https://github.com/kungfu-trader/kungfu.git"

diff --git a/extensions/sim/package.json b/extensions/sim/package.json
@@ -4,7 +4,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "Kungfu Extension - SIM",
   "license": "Apache-2.0",
   "main": "package.json",
@@ -29,10 +29,10 @@
     "package": "kfs project package"
   },
   "dependencies": {
-    "@kungfu-trader/kungfu-core": "^2.4.76"
+    "@kungfu-trader/kungfu-core": "^2.4.77-alpha.2"
   },
   "devDependencies": {
-    "@kungfu-trader/kungfu-sdk": "^2.4.76"
+    "@kungfu-trader/kungfu-sdk": "^2.4.77-alpha.2"
   },
   "kungfuBuild": {
     "python": {

diff --git a/extensions/xtp/package.json b/extensions/xtp/package.json
@@ -4,7 +4,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "Kungfu Extension - XTP Demo",
   "license": "Apache-2.0",
   "main": "package.json",
@@ -29,13 +29,13 @@
     "package": "kfs project package"
   },
   "dependencies": {
-    "@kungfu-trader/kungfu-core": "^2.4.76"
+    "@kungfu-trader/kungfu-core": "^2.4.77-alpha.2"
   },
   "devDependencies": {
-    "@kungfu-trader/kungfu-sdk": "^2.4.76"
+    "@kungfu-trader/kungfu-sdk": "^2.4.77-alpha.2"
   },
   "kungfuDependencies": {
-    "xtp": "v2.2.32.2"
+    "xtp": "v2.2.37.4"
   },
   "kungfuBuild": {
     "cpp": {

diff --git a/extensions/xtp/src/cpp/marketdata_xtp.cpp b/extensions/xtp/src/cpp/marketdata_xtp.cpp
@@ -44,6 +44,7 @@ MarketDataXTP::~MarketDataXTP() {
 }
 
 void MarketDataXTP::on_start() {
+  public_wirter_ = get_writer(0);
   level2_tick_band_uid_ = request_band("market-data-band");
 
   MDConfiguration config = nlohmann::json::parse(get_config());
@@ -158,17 +159,17 @@ void MarketDataXTP::OnQueryAllTickers(XTPQSI *ticker_info, XTPRI *error_info, bo
     return;
   }
 
-  Instrument &instrument = get_writer(0)->open_data<Instrument>(0);
+  Instrument &instrument = public_wirter_->open_data<Instrument>(0);
   from_xtp(ticker_info, instrument);
-  get_writer(0)->close_data();
+  public_wirter_->close_data();
   SPDLOG_TRACE("instrument {}", instrument.to_string());
 }
 
 void MarketDataXTP::OnDepthMarketData(XTPMD *market_data, int64_t *bid1_qty, int32_t bid1_count, int32_t max_bid1_count,
                                       int64_t *ask1_qty, int32_t ask1_count, int32_t max_ask1_count) {
-  Quote &quote = get_writer(0)->open_data<Quote>(0);
+  Quote &quote = public_wirter_->open_data<Quote>(0);
   from_xtp(*market_data, quote);
-  get_writer(0)->close_data();
+  public_wirter_->close_data();
 }
 
 void MarketDataXTP::OnTickByTick(XTPTBT *tbt_data) {
@@ -194,7 +195,7 @@ void MarketDataXTP::OnQueryAllTickersFullInfo(XTPQFI *ticker_info, XTPRI *error_
     return;
   }
 
-  Instrument &instrument = get_writer(0)->open_data<Instrument>(0);
+  Instrument &instrument = public_wirter_->open_data<Instrument>(0);
   strcpy(instrument.instrument_id, ticker_info->ticker);
   if (ticker_info->exchange_id == 1) {
     instrument.exchange_id = EXCHANGE_SSE;
@@ -204,7 +205,7 @@ void MarketDataXTP::OnQueryAllTickersFullInfo(XTPQFI *ticker_info, XTPRI *error_
 
   memcpy(instrument.product_id, ticker_info->ticker_name, strlen(ticker_info->ticker_name));
   instrument.instrument_type = get_instrument_type(instrument.exchange_id, instrument.instrument_id);
-  get_writer(0)->close_data();
+  public_wirter_->close_data();
   SPDLOG_TRACE("instrument {}", instrument.to_string());
 }
 } // namespace kungfu::wingchun::xtp
diff --git a/extensions/xtp/src/cpp/marketdata_xtp.h b/extensions/xtp/src/cpp/marketdata_xtp.h
@@ -225,6 +225,7 @@ class MarketDataXTP : public XTP::API::QuoteSpi, public broker::MarketData {
 private:
   XTP::API::QuoteApi *api_{};
   uint32_t level2_tick_band_uid_;
+  yijinjing::journal::writer_ptr public_wirter_{};
 
   bool subscribe(const std::vector<std::string> &instruments, const std::string &exchange_id);
 };

diff --git a/extensions/xtp/src/cpp/trader_xtp.cpp b/extensions/xtp/src/cpp/trader_xtp.cpp
@@ -424,7 +424,7 @@ void TraderXTP::on_recover() {
 bool TraderXTP::req_order_trade() {
   for (auto &pair : orders_) {
     SPDLOG_DEBUG("order: {}", pair.second.data.to_string());
-    if (not is_final_status(pair.second.data.status)) {
+    if (not is_final_status(pair.second.data.status) or pair.second.data.status == OrderStatus::Lost) {
       uint64_t order_id = pair.first;
       uint64_t order_xtp_id = map_kf_to_xtp_order_id_.at(order_id);
       int ret = api_->QueryOrderByXTPID(order_xtp_id, session_id_, ++request_id_);

diff --git a/framework/api/package.json b/framework/api/package.json
@@ -4,7 +4,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "Kungfu Javascript/Typescript API",
   "license": "Apache-2.0",
   "repository": {
@@ -31,7 +31,7 @@
     "format": "prettier -l -w --config ../core/.prettierrc.js ."
   },
   "dependencies": {
-    "@kungfu-trader/kungfu-core": "^2.4.76",
+    "@kungfu-trader/kungfu-core": "^2.4.77-alpha.2",
     "cfonts": "^2.10.0",
     "chalk": "^4.1.0",
     "fast-csv": "^4.3.5",

diff --git a/framework/app/package.json b/framework/app/package.json
@@ -4,7 +4,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "Kungfu App Framework",
   "license": "Apache-2.0",
   "repository": {
@@ -31,7 +31,7 @@
     "format": "prettier -l -w --config ../core/.prettierrc.js ."
   },
   "dependencies": {
-    "@kungfu-trader/kungfu-js-api": "^2.4.76",
+    "@kungfu-trader/kungfu-js-api": "^2.4.77-alpha.2",
     "ant-design-vue": "^3.2.16",
     "core-js": "^3.20.0",
     "iconv-lite": "^0.6.3",
@@ -42,7 +42,7 @@
     "vue": "^3.2.34"
   },
   "devDependencies": {
-    "@kungfu-trader/kungfu-toolchain": "^2.4.76",
+    "@kungfu-trader/kungfu-toolchain": "^2.4.77-alpha.2",
     "@types/markdown-it": "^12.2.3",
     "electron": "19.1.8",
     "webpack-bundle-analyzer": "^4.6.1"

diff --git a/framework/cli/package.json b/framework/cli/package.json
@@ -4,7 +4,7 @@
     "name": "Kungfu Trader",
     "email": "info@kungfu.link"
   },
-  "version": "2.4.76",
+  "version": "2.4.77-alpha.2",
   "description": "Kungfu App Framework",
   "license": "Apache-2.0",
   "repository": {
@@ -33,14 +33,14 @@
     "format": "prettier -l -w --config ../core/.prettierrc.js ."
   },
   "dependencies": {
-    "@kungfu-trader/kungfu-js-api": "^2.4.76",
+    "@kungfu-trader/kungfu-js-api": "^2.4.77-alpha.2",
     "blessed": "^0.1.81",
     "core-js": "^3.20.0"
   },
   "devDependencies": {
     "@babel/core": "^7.0.0",
     "@babel/polyfill": "^7.12.1",
-    "@kungfu-trader/kungfu-toolchain": "^2.4.76",
+    "@kungfu-trader/kungfu-toolchain": "^2.4.77-alpha.2",
     "@types/blessed": "^0.1.19",
     "colors": "^1.4.0",
     "commander": "^9.0.0",