Polygon.io datafeed for VeighNa quant trading framework.
Project description
VeighNa框架的Polygon.io数据服务接口
说明
基于Polygon.io的Python API开发，支持美股市场的K线数据
注意：
- 需要购买相应的数据服务权限。
- 期权合约历史数据查询的时候symbol需要去掉“O：”前缀。
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_polygon
或者下载源代码后，解压后在cmd中运行：
pip install .
使用
在VeighNa中使用Polygon.io时，需要在全局配置中填写以下字段信息：
| 名称 | 含义 | 必填 | 举例 |
|---|---|---|---|
| datafeed.name | 名称 | 是 | polygon |
| datafeed.password | 密码 | 是 | (API Key) |
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