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HTS gateway for vn.py quant trading framework.

Project description

VeighNa框架的顶点HTS期权接口

说明

基于顶点HTS的飞创兼容版API接口封装开发,具体版本为:

  • 交易:5.1.45.9
  • 行情:5.1.2.0

安装

安装环境推荐基于4.0.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_hts

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。

如果需要以开发模式安装到当前Python环境,可以使用下述命令:

pip install -e . --no-build-isolation --config-settings=build-dir=.\vnpy_hts\api

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_hts import HtsGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(HtsGateway)

    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

连接

连接时请注意,请勿选择用户目录作为VN Trader的运行目录,否则会导致程序异常退出(已知为HTS行情API的问题)。

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