HTS gateway for vn.py quant trading framework.
Project description
vn.py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
安装需要基于2.9.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_hts
或者下载解压后在cmd中运行:
python setup.py install
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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vnpy_hts-1.0.0.tar.gz
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