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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