[Add] use flake8

[Mod] use black instead of yapf

.flake8

@@ -0,0 +1,8 @@
+[flake8]
+exclude = .git,__pycache__,clang,build,dist,generated_files,templates,__init__.py,
+ignore =
+    E501 line too long, fixed by black
+    W503 line break before binary operator
+
+    W293 blank line contains whitespace
+    W291 trailing whitespace

.pylintrc

@@ -3,7 +3,7 @@
 # A comma-separated list of package or module names from where C extensions may
 # be loaded. Extensions are loading into the active Python interpreter and may
 # run arbitrary code.
-extension-pkg-whitelist=PyQt5
+extension-pkg-whitelist=PyQt5, vnctp
 
 # Add files or directories to the blacklist. They should be base names, not
 # paths.
@@ -66,7 +66,6 @@ disable=
     missing-docstring,
     unused-argument,
     no-self-use,
-    bare-except,
 
 
 # Enable the message, report, category or checker with the given id(s). You can

.travis.yml

@@ -7,6 +7,6 @@ install:
   - pip install -r requirements-dev.txt
 # command to run tests
 script:
-  - python tools/ci/format_check.py
+  - python tools/ci/check_format.py
   - pylint --rcfile=.pylintrc vnpy
   - python tests/test_all.py

binding/generator/adaptor/ctpadaptor.py

@@ -14,18 +14,21 @@ def clear_dir(path: str):
 
 
 class CtpAdaptor:
-
     def __init__(self, td_header, md_header):
         self.td_header = td_header
         self.md_header = md_header
 
     def parse(self) -> GeneratorOptions:
-        r0: CXXParseResult = CXXParser([self.md_header, self.td_header]).parse()
+        r0: CXXParseResult = CXXParser(
+            [self.md_header, self.td_header]
+        ).parse()
         r1: PreProcessorResult = PreProcessor(r0).process()
 
         constants = r0.variables
         constants.update(r1.const_macros)
-        constants = {k: v for k, v in constants.items() if not k.startswith('_')}
+        constants = {
+            k: v for k, v in constants.items() if not k.startswith("_")
+        }
 
         functions = r0.functions
         classes = r1.classes
@@ -39,7 +42,7 @@ def parse(self) -> GeneratorOptions:
                         if m.is_virtual:
                             m.is_pure_virtual = False
                             m.is_final = True
-            elif type == 'Spi':
+            elif type == "Spi":
                 for ms in c.functions.values():
                     for m in ms:
                         m.is_virtual = True
@@ -54,5 +57,5 @@ def parse(self) -> GeneratorOptions:
             dict_classes=r1.dict_classes,
             enums=r0.enums,
         )
-        options.includes = ['custom_wrappers/spi.hpp']
+        options.includes = ["custom_wrappers/spi.hpp"]
         return options