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SOPT gateway for vn.py quant trading framework.

Project description

VeighNa框架的CTP期权(ETF)交易接口

说明

基于CTP期权版的3.7.0接口封装开发,接口中自带的是【穿透式实盘环境】的dll文件。

安装

安装环境推荐基于3.9.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_sopt

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。

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_sopt import SoptGateway


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

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(SoptGateway)
    
    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

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