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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2.6.0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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