/CTPTrader

back testing and trading system by python and c++

Primary LanguagePythonGNU General Public License v2.0GPL-2.0

CTPTrader

event-driven engine

create strategies with python

trading through CTP apis (transfer to python with ctypes)

all transaction store in MongoDB

automatic suspend and restart strategies in different trading periods

collect ticks of all futures in CZCE、DCE and SHFE

run both in Windows and Lunix

back testing module is coming soon

web service module is coming soon