Data recorder application for vn.py quant trading framework.
Project description
vn.py框架的行情录制模块
说明
DataRecorder是用于实时行情记录的模块,用户可以利用该模块记录实时Tick数据和K线数据,并自动写入保存到数据库中。
记录的数据可以通过DataManager模块查看,也可以用于CtaBacktester的历史回测,以及CtaStrategy、PortfolioStrategy等策略的实盘初始化。
安装
安装需要基于2.6.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_datarecorder
下载解压后在cmd中运行
python setup.py install
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