Pre-trade risk management application for vn.py quant trading framework.
Project description
vn.py框架的事前风控模块
说明
提供包括交易流控、下单数量、活动委托、撤单总数等规则的统计和限制,有效实现事前风控功能。
安装
安装需要基于2.4.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_riskmanager
下载解压后在cmd中运行
python setup.py install
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