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Data recorder application for VeighNa quant trading framework.

Project description

VeighNa框架的行情录制模块

说明

DataRecorder是用于实时行情记录的模块,用户可以利用该模块记录实时Tick数据和K线数据,并自动写入保存到数据库中。

记录的数据可以通过DataManager模块查看,也可以用于CtaBacktester的历史回测,以及CtaStrategy、PortfolioStrategy等策略的实盘初始化。

安装

安装环境推荐基于3.0.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_datarecorder

或者下载源代码后,解压后在cmd中运行:

pip install .

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