SOPT gateway for vn.py quant trading framework.
Project description
vn.py框架的CTP期权(ETF)交易接口
说明
基于CTP期权版的3.5.5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
安装需要基于2.2.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_sopt
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_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()
Project details
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vnpy_sopt-3.5.5.0.tar.gz
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