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 .
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-1.1.8.tar.gz
(35.9 kB
view hashes)
Built Distribution
Close
Hashes for vnpy_spreadtrading-1.1.8-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | b68faaa8fab38a3460c1f50b25e27fe4918e45e3c361bc5d18f0cb11f21bd98f |
|
MD5 | 1c48254924aefe258b8d384031eb95da |
|
BLAKE2b-256 | 3126ad19015b2b168855484694c26eba5d04d8c82e109f0384d548ebed8122cb |