upload

CMakeLists.txt

@@ -1,11 +1,3 @@
 cmake_minimum_required(VERSION 2.8)
-
-SET(CMAKE_C_COMPILER "/usr/bin/gcc")
-SET(CMAKE_CXX_COMPILER "/usr/bin/g++")
-
-set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -O2 -fPIC")
-set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -O2 -std=c++11 -Wall -ggdb -fPIC")
-
 project(hft)
-
-add_subdirectory(src)
+add_subdirectory(src cmake_src)

config/backtest/backtest.config

@@ -129,7 +129,7 @@ strategy = (
 // start_date = "yesterday";
 test_mode = "nexttest";
 start_date = "2019-11-01";
-period = 10;
+period = 1;
 
 order_file = "order_backtest.dat";
 exchange_file = "exchange_backtest.dat";

src/CMakeLists.txt

@@ -1,4 +1,8 @@
-aux_source_directory(ctporder CTPORDER)
+SET(CMAKE_C_COMPILER "/usr/bin/gcc")
+SET(CMAKE_CXX_COMPILER "/usr/bin/g++")
+
+set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -O2 -fPIC")
+set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -O2 -std=c++11 -Wall -ggdb -fPIC -pg")
 
 include_directories(../external/common/include)
 include_directories(../external/ctp/include)
@@ -9,9 +13,16 @@ link_directories(${CMAKE_CURRENT_SOURCE_DIR}/../external/common/lib)
 link_directories(${CMAKE_CURRENT_SOURCE_DIR}/../external/ctp/lib)
 link_directories(${CMAKE_CURRENT_SOURCE_DIR}/../external/zeromq/lib)
 
-link_directories(/home/nick/hft/external/common/lib)
-link_directories(/home/nick/hft/external/ctp/lib)
-link_directories(/home/nick/hft/external/zeromq/lib)
+macro(compile arg1)
+  aux_source_directory(${arg1} ${arg1}_src)
+  add_executable(${arg1} ${${arg1}_src})
+  target_link_libraries(${arg1} pthread nick zmq thosttraderapi thostmduserapi config++ z)
+endmacro(compile)
 
-add_executable(ctporder ${CTPORDER})
-target_link_libraries(ctporder pthread nick zmq thosttraderapi)
+compile(ctpdata)
+compile(ctporder)
+compile(data_proxy)
+compile(order_proxy)
+compile(simplearb)
+compile(simplearb2)
+compile(backtest)

src/bk_CMakeLists.txt

@@ -0,0 +1,50 @@
+SET(CMAKE_C_COMPILER "/usr/bin/gcc")
+SET(CMAKE_CXX_COMPILER "/usr/bin/g++")
+
+set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -O2 -fPIC")
+set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -O2 -std=c++11 -Wall -ggdb -fPIC")
+
+# 定义一个宏，用来简化测试工作
+macro (compile arg1)
+  aux_source_directory(${arg1} ${arg1})
+  add_executable(ctporder ${arg1})
+  target_link_libraries(ctporder pthread nick zmq thosttraderapi thostmduserapi config++)
+endmacro (compile)
+
+aux_source_directory(ctporder CTPORDER)
+aux_source_directory(ctpdata CTPDATA)
+aux_source_directory(data_proxy DATA_PROXY)
+aux_source_directory(order_proxy ORDER_PROXY)
+aux_source_directory(simplearb SIMPLEARB)
+aux_source_directory(simplearb2 SIMPLEARB2)
+aux_source_directory(backtest BACKTEST)
+
+include_directories(../external/common/include)
+include_directories(../external/ctp/include)
+include_directories(../external/zeromq/include)
+include_directories(.)
+
+link_directories(${CMAKE_CURRENT_SOURCE_DIR}/../external/common/lib)
+link_directories(${CMAKE_CURRENT_SOURCE_DIR}/../external/ctp/lib)
+link_directories(${CMAKE_CURRENT_SOURCE_DIR}/../external/zeromq/lib)
+
+add_executable(ctporder ${CTPORDER})
+target_link_libraries(ctporder pthread nick zmq thosttraderapi config++)
+
+add_executable(ctpdata ${CTPDATA})
+target_link_libraries(ctpdata pthread nick zmq thostmduserapi config++)
+
+add_executable(data_proxy ${DATA_PROXY})
+target_link_libraries(data_proxy zmq)
+
+add_executable(order_proxy ${ORDER_PROXY})
+target_link_libraries(order_proxy zmq)
+
+add_executable(simplearb ${SIMPLEARB})
+target_link_libraries(simplearb pthread nick zmq config++)
+
+add_executable(simplearb2 ${SIMPLEARB2})
+target_link_libraries(simplearb2 pthread nick zmq config++)
+
+add_executable(backtest ${BACKTEST})
+target_link_libraries(backtest pthread nick zmq config++ z)