Spread trading application for VeighNa quant trading framework.
Project description
VeighNa框架的价差交易模块
说明
针对多条合约腿价差交易设计的应用模块,覆盖价差盘口计算、价差算法执行、价差策略开发的全流程业务功能。
注意
不支持使用交易所套利单组成的价差交易合约。
安装
安装环境推荐基于3.7.0版本以上的【VeighNa Studio】。
直接使用pip命令:
pip install vnpy_spreadtrading
或者下载源代码后,解压后在cmd中运行:
pip install .
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
vnpy_spreadtrading-1.2.0.tar.gz
(36.9 kB
view hashes)
Built Distribution
Close
Hashes for vnpy_spreadtrading-1.2.0-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 0503a6dfd55c9267a66fe7226ebb90d3d42456576afee9b044af93b13eb2be34 |
|
MD5 | aeae9bbf1f35a02f9713b20019702ec3 |
|
BLAKE2b-256 | 29315e052cec1592bc04a2a5000445d6736f66e82bd29d30aaa0f3ca548fc022 |