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TTS gateway for vn.py quant trading framework.

Project description

VeighNa框架的TTS仿真系统交易接口

说明

基于TTS的6.7.2接口封装开发,对接类CTP的仿真交易环境。

目前TTS支持的仿真交易包括:

  • 期货
    • 中金所
    • 上期所
    • 大商所
    • 郑商所
    • 广期所
    • 能交所
  • 股票
    • 上交所
    • 深交所

安装

安装环境推荐基于3.9.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_tts

或者下载源代码后,解压后在cmd中运行:

pip install .

使用源代码安装时需要进行C++编译,因此在执行上述命令之前请确保已经安装了【Visual Studio(Windows)】或者【GCC(Linux)】编译器。

如果需要以开发模式安装到当前Python环境,可以使用下述命令:

pip install -e . --no-build-isolation --config-settings=build-dir=.\vnpy_tts\api

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_tts import TtsGateway


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

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(TtsGateway)
    
    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

连接

模拟账号可通过https://github.com/krenx1983/openctp 获取。

连接信息如下:

{
    "用户名": "xxxxxx",
    "密码": "xxxxxx",
    "经纪商代码": "",
    "交易服务器": "121.36.146.182:20002",
    "行情服务器": "121.36.146.182:20004",
    "产品名称": "",
    "授权编码": ""
}

7x24小时环境: 交易服务器 - 122.37.80.177:20002 行情服务器 - 122.37.80.177:20004

经纪商代码、产品名称、授权编码三项可以不填。

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