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3.5.5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
安装环境推荐基于3.0.0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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