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3.3.0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 .
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