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Portfolio strategy application for VeighNa quant trading framework.

Project description

VeighNa框架的投资组合策略模块

说明

针对多合约组合策略实盘的功能模块,用于实现策略历史回测、参数优化和实盘交易等任务。

安装

安装环境推荐基于4.4.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_portfoliostrategy

或者下载源代码后,解压后在cmd中运行:

pip install .

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