VeighNa框架的迅投数据服务接口

version platform python license

说明

基于迅投XtQuant封装开发的实时行情和数据服务接口，支持以下中国金融市场的K线和Tick数据：

  • 股票、基金、债券、ETF期权：
    • SSE：上海证券交易所
    • SZSE：深圳证券交易所
  • 期货、期货期权：
    • CFFEX：中国金融期货交易所
    • SHFE：上海期货交易所
    • DCE：大连商品交易所
    • CZCE：郑州商品交易所
    • INE：上海国际能源交易中心
    • GFEX：广州期货交易所

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_xtdata

或者下载解压后在cmd中运行：

pip install .

使用

Token连接

  1. 连接前请先确保xtquant模块可以正常加载（在投研知识库下载xtquant的安装包，解压后放置xtquant包到自己使用的Python环境的site_packages文件夹下）。
  2. 登录迅投研服务平台，在【用户中心】-【个人设置】-【接口TOKEN】处获取Token。
  3. 在VeighNa Trader的【全局配置】处进行数据服务配置：
    • datafeed.name：xt
    • datafeed.username：token
    • datafeed.password：填复制的Token

客户端连接

  1. 连接请先登录迅投极速交易终端，同时确保xtquant模块可以正常加载（点击【下载Python库】-【Python库下载】，下载完成后拷贝“Python库路径”下Lib\site-packages文件夹中的xtquant包到自己使用的Python环境的site_packages文件夹下）。
  2. 在Veighna Trader的【全局配置】处进行数据服务配置：
    • datafeed.name：xt
    • datafeed.username：client
    • datafeed.password：留空
  3. 请注意以客户端方式连接时，需要保持迅投客户端的运行。

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Newer release available (2.0.6)

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for qianyun6 from gravatar.com qianyun6

Credits

Author: YQ Tsui

License expression

MIT
View SPDX License List

Requires

Python >=3.11

Provides Extra

dev

Tags

quant quantitative investment trading algotrading data

Classifiers

Report project as malware

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