Spread trading application for VeighNa quant trading framework.
Project description
VeighNa框架的价差交易模块
说明
针对多条合约腿价差交易设计的应用模块,覆盖价差盘口计算、价差算法执行、价差策略开发的全流程业务功能。
注意
不支持使用交易所套利单组成的价差交易合约。
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_spreadtrading
或者下载源代码后,解压后在cmd中运行:
pip install .
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
vnpy_spreadtrading-1.2.5.tar.gz
(37.1 kB
view hashes)
Built Distribution
Close
Hashes for vnpy_spreadtrading-1.2.5-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 8b1297d9f8fca0ba2736e1b1487290a32f47344b8b85addf97fa76d9e5bc79d5 |
|
MD5 | e5df395bbc25f7d8110c30b3c30df13f |
|
BLAKE2b-256 | f036d88e694d1c480d341a86547e3dc903888b8b0721a5ca183f95b023bef63f |