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HTS gateway for vn.py quant trading framework.

Project description

vn.py框架的顶点HTS期权接口

说明

基于顶点HTS的飞创兼容版API接口封装开发,具体版本为:

  • 交易:5.1.45.9
  • 行情:5.1.2.0

安装

安装需要基于2.9.0版本以上的VN Studio

直接使用pip命令:

pip install vnpy_hts

或者下载解压后在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_hts import HtsGateway


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

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(HtsGateway)

    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

连接

连接时请注意,请勿选择用户目录作为VN Trader的运行目录,否则会导致程序异常退出(已知为HTS行情API的问题)。

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