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UFT gateway for vn.py quant trading framework.

Project description

VeighNa框架的恒生UFT接口

说明

基于恒生极速API的3.7.4.1004版本开发。

安装

安装环境推荐基于4.0.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_uft

或者下载源代码后,解压后在cmd中运行:

pip install .

使用源代码安装时需要进行C++编译,因此在执行上述命令之前请确保已经安装了【Visual Studio(Windows)】或者【GCC(Linux)】编译器。

如果需要以开发模式安装到当前Python环境,可以使用下述命令:

pip install -e . --no-build-isolation --config-settings=build-dir=.\vnpy_uft\api

使用

以脚本方式启动(script/run.py):

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_uft import UftGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(UftGateway)
    
    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

连接

实盘交易时,请将期货公司提供的license.dat文件,放置于程序运行时目录(启动VeighNa Trader后,顶部标题栏所显示的目录)。

期货:

{ "用户名": "xxxxxx", "密码": "xxxxxx", "行情服务器": "101.71.12.144:9006", "交易服务器": "101.71.12.144:9006", "产品名称": "Hs_JT_1.0", "授权编码": "20191127JTV1" }

ETF期权:

{ "用户名": "xxxxxx", "密码": "xxxxxx", "行情服务器": "101.71.12.149:8102", "交易服务器": "101.71.12.149:8102", "产品名称": "", "授权编码": "" }

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