XTP gateway for vn.py quant trading framework.
Project description
vn.py框架的XTP底层接口
说明
基于中泰证券XTP柜台的2.2.27.4接口封装开发。
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_xtp
或者下载解压后在cmd中运行:
python setup.py install
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_xtp import XtpGateway
def main():
"""主入口函数"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(XtpGateway)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
if __name__ == "__main__":
main()
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