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
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-1.1.4.tar.gz
(35.0 kB
view hashes)
Built Distribution
Close
Hashes for vnpy_spreadtrading-1.1.4-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | e56807362986ee2301dc7630d4e406466eb0d2cb418af4564a166c5d0fb71e7a |
|
MD5 | c366cbb2d0d2f322d552833633a302d1 |
|
BLAKE2b-256 | caa7022c9e2acc8c78e1a729468dc3c6faa534299bb46de2faac5901530c965b |