UFT gateway for vn.py quant trading framework.
Project description
vn.py框架的恒生UFT接口
说明
基于恒生极速API的3.7.2.4版本开发。
安装
安装需要基于2.2.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_uft
下载解压后在cmd中运行
python setup.py install
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
连接前请先下载一个包含认证文件lisence.dat,放置在VN Trader运行目录(.vntrader同级文件夹)下。
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", "服务器类型": "期货", "产品名称": "Hs_JT_1.0", "授权编码": "20191127JTV1", "委托类型": "7" }
ETF期权:
{ "用户名": "xxxxxx", "密码": "xxxxxx", "行情服务器": "121.41.138.11:9869", "交易服务器": "121.41.138.11:9869", "服务器类型": "ETF期权", "产品名称": "", "授权编码": "", "委托类型": "7" }
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vnpy_uft-3.7.2.4.1.tar.gz
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