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CTP gateway for vn.py quant trading framework.

Project description

vn.py框架的CTP底层接口

说明

基于CTP期货版的6.5.1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

安装需要基于2.7.0版本以上的VN Studio

直接使用pip命令:

pip install vnpy_ctp

或者下载解压后在cmd中运行:

python setup.py install

由于在安装的同时需要编译C++代码,因此在执行上述命令之前需要去微软官网下载Visual Studio Build Tools。其中工作负荷选择Visual C++生成工具,同时推荐下载2017版。

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()

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