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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