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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3.0.0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


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