IB gateway for VeighNa quant trading framework.
Project description
VeighNa框架的InteractiveBrokers交易接口
说明
基于ibapi的9.81.1.post1版本开发的InteractiveBrokers交易接口。
IbGateway中的合约代码命名规则和举例:
合约类型 | 代码规则 | 代码(symbol) | 交易所(exchange) |
---|---|---|---|
股票 | 名称-货币-类别 | SPY-USD-STK | SMART |
外汇 | 名称-货币-类别 | EUR-USD-CASH | IDEALPRO |
贵金属 | 名称-货币-类别 | XAUUSD-USD-CMDTY | SMART |
期货 | 名称-到期年月-货币-类别 | ES-202002-USD-FUT | GLOBEX |
期货(指定乘数) | 名称-到期年月-合约乘数-类别 | SI-202006-1000-USD-FUT | NYMEX |
期货期权 | 名称-到期年月-期权类型-行权价-合约乘数-货币-类别 | ES-2020006-C-2430-50-USD-FOP | GLOBEX |
安装
安装环境推荐基于3.4.0版本以上的【VeighNa Studio】。
直接使用pip命令:
pip install vnpy_ib
或者下载源代码后,解压后在cmd中运行:
pip 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_ib import IbGateway
def main():
"""主入口函数"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(IbGateway)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
if __name__ == "__main__":
main()
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