一、引言

本篇來講述如何搭建 wondertrader 和 wtpy

二、wondertrader

2.1 源碼下載

# /home/leo/sda_1.6TBgit clone https://gitee.com/wondertrader/wondertrader.gitgit clone https://gitee.com/wondertrader/wtpy.git

2.2 源碼編譯

cd /home/leo/sda_1.6TB/wondertrader/src./build_debug.sh# 最終編譯后的產物在  build_debug 中

gcc/g++ 版本

gcc version 8.4.0gcc version 8.4.0

2.3 安裝編譯后的庫

/home/leo/sda_1.6TB/wondertrader# 這里需要注意 wtpy 和 wondertrader 是同級目錄
/home/leo/sda_1.6TB/wtpy

~/sda_1.6TB/wondertrader$ ./copy_bins_debug_linux.sh

• ./copy_bins_debug_linux.sh 內容如下

despath=$1
if test "$despath" = ""; then despath="../wtpy"
fiecho "wtpy path is $despath"root="./src/build_debug/build_x64/Debug/bin"
folders=("Loader" "WtBtPorter" "WtDtPorter" "WtPorter")
for folder in ${folders[@]}
docp -rvf $root/$folder/*.so $despath/wtpy/wrapper/linuxfor file in `ls $root/$folder`doif [ -d $root"/"$folder"/"$file ]thencp -rvf $root/$folder/$file/*.so $despath/wtpy/wrapper/linux/$filefidone
done

三、wtpy 環境搭建

3.1 conda 環境創建

conda create -n wtpy_env python=3.10conda activate wtpy_env

3.2 源碼安裝

直接 在我們的 wtpy_env 環境中安裝 wtpy

pip install ./wtpy/

3.3 測試

/home/leo/sda_1.6TB/wtpy/demos/datakit_stkpython3 ./runDT.py

# 運行報錯， nump 版本不對導致
ValueError: numpy.dtype size changed, may indicate binary incompatibility. Expected 96 from C header, got 88 from PyObject# 卸載 NumPy（可能需要 sudo）
pip uninstall -y numpy# 清理殘留的編譯緩存（重要！避免使用舊緩存）
pip cache purge# 重新安裝兼容版本的 NumPy（例如 1.21.6，具體版本需匹配依賴庫）
pip install numpy==1.21.6  # 或其他兼容版本（如 1.23.x、1.24.x）

• 解決完上述問題后，就可以 運行成功了。

(wtpy_env) leo@leo:~/sda_1.6TB/wtpy/demos/datakit_stk$ python3.10 ./runDT.py 
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtPorter.cpp][get_version][72]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtPorter.cpp][initialize][57]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtPorter.cpp][getRunner][50]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtRunner.cpp][WtDtRunner][35]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtRunner.cpp][initialize][93]
[08.13 01:23:37 - info ] Trading sessions loaded
[08.13 01:23:37 - info ] Commodities configuration file ../common/stk_comms.json loaded
[08.13 01:23:38 - info ] Contracts configuration file ../common/stocks.json loaded, 2 exchanges
[08.13 01:23:38 - info ] Holidays loaded
[08.13 01:23:38 - info ] ShmCaste initialized @ ./exchange.membin
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtRunner.cpp][initDataMgr][258]
[08.13 01:23:38 - info ] Data storage module /home/leo/sda_1.6TB/anaconda3/envs/wtpy_env/lib/python3.10/site-packages/wtpy/wrapper/linux/libWtDataStorage.so loaded
[08.13 01:23:38 - info ] WtDataWriter initialized, root dir: ../storage/, save_csv_tick: false, async_mode: true, log_group_size: 20, disable_history: false, disable_tick: false, disable_min1: false, disable_min5: false, disable_day: false, disable_trans: false, disable_ordque: false, disable_orders: false, min_price_mode: 0
[08.13 01:23:38 - info ] Reading parser config from mdparsers.yaml...
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtRunner.cpp][initParsers][264]
[08.13 01:23:38 - info ] [parser] Parser module /home/leo/sda_1.6TB/anaconda3/envs/wtpy_env/lib/python3.10/site-packages/wtpy/wrapper/linux/parsers/libParserXTP.so loaded
[08.13 01:23:38 - info ] 1 market data parsers loaded in total
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtPorter.cpp][register_parser_callbacks][115]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtPorter.cpp][getRunner][50]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtRunner.cpp][registerParserPorter][293]
[08.13 01:23:38 - info ] Callbacks of Extented Parser registration done
[08.13 01:23:38 - info ] WonderTrader datakit initialzied��version: UNIX v0.9.9 Build@Aug 13 2025 01:12:31
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtPorter.cpp][start][66]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtPorter.cpp][getRunner][50]
debug [/home/leo/sda_1.6TB/wondertrader/src/WtDtPorter/WtDtRunner.cpp][start][46]
[08.13 01:23:38 - info ] [ParserXTP] Connecting server successed: 0, begin to subscibe data ...
[08.13 01:23:38 - info ] [ParserXTP] Market data of 4 instruments of SSE subscribed
[08.13 01:23:38 - info ] [ParserXTP] Tick_by_tick data of 4 instruments of SSE subscribed
[08.13 01:23:38 - info ] [ParserXTP] Market data of 1 instruments of SZSE subscribed
[08.13 01:23:38 - info ] [ParserXTP] Tick_by_tick data of 1 instruments of SZSE subscribed
[08.13 01:23:38 - info ] 1 parsers started