CTP gateway for vn.py quant trading framework.
Project description
VeighNa框架的CTP底层接口
改动过,针对rpc做扩展
- 支持远程rpc到server,查询米筐数据
- 除了get_contract_option方法自定义了,其他方法和米筐使用方式一样
- 需要手动装下talib
from client_server.rpc import RpcCli
cli = RpcCli()
df = cli.rpc.get_contract_property(order_book_ids=['10002752'], start_date='20200101',end_date='20210118')
cli.rpc.get_price('000001.XSHE', start_date='2015-04-01', end_date='2015-04-03', adjust_type='none',expect_df=True)
cli.init_backtester()
filter = {"ma_param":60}
cli.load_local_data(table_name='symbol_ma', filter=filter)
说明
基于CTP期货版的6.6.7接口封装开发,接口中自带的是【穿透式实盘环境】的dll文件。
安装
安装环境推荐基于3.3.0版本以上的【VeighNa Studio】。
直接使用pip命令:
pip install vnpy_ctp
或者下载源代码后,解压后在cmd中运行:
pip install .
使用源代码安装时需要进行C++编译,因此在执行上述命令之前请确保已经安装了【Visual Studio(Windows)】或者【GCC(Linux)】编译器。
使用
以脚本方式启动(script/run.py):
from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp
from vnpy_ctp import CtpGateway
def main():
"""主入口函数"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
if __name__ == "__main__":
main()
Project details
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
leo_vnpy_ctp-1.0.4.tar.gz
(8.2 MB
view hashes)
Built Distribution
Close
Hashes for leo_vnpy_ctp-1.0.4-cp310-cp310-win_amd64.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | e84348b75693fc977362780b1269e78bcdaa94aec60ebdae62263522da13fe54 |
|
MD5 | f634397c1693cb039d9f40c2a3e54154 |
|
BLAKE2b-256 | 2acc106aec539eb50cc998bb223f3c8f0bd5897114f2f499512313fb358e3218 |