Spread trading application for vn.py quant trading framework.

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License: MIT License (MIT)

Author: Xiaoyou Chen

Tags quant, quantitative, investment, trading, algotrading

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Project description

vn.py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。

安装

安装需要基于2.4.0版本以上的VN Studio。

直接使用pip命令：

pip install vnpy_spreadtrading

下载解压后在cmd中运行

python setup.py install

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GitHub Statistics

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Meta

License: MIT License (MIT)

Author: Xiaoyou Chen

Tags quant, quantitative, investment, trading, algotrading

Classifiers

Release history Release notifications | RSS feed

1.2.2

1.2.1

1.2.0

1.1.9

1.1.8

1.1.7

1.1.6

1.1.5

1.1.4

1.1.3

1.1.2

1.1.1

1.1.0

This version

1.0.1

1.0.0

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vnpy_spreadtrading-1.0.1.tar.gz (33.2 kB view hashes)

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