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Portfolio strategy application for vn.py quant trading framework.

Project description

vn.py框架的投资组合策略模块

说明

针对多合约组合策略实盘的功能模块,用于实现策略历史回测、参数优化和实盘交易等任务。

安装

安装需要基于2.8.0版本以上的VN Studio

直接使用pip命令:

pip install vnpy_portfoliostrategy

下载解压后在cmd中运行

python setup.py install

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vnpy_portfoliostrategy-1.0.0.tar.gz (33.9 kB view hashes)

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