Important notice

This code (comments, strings, docstings) and readme were automatically translated from famous algotrading Chinese repo using this tool (made by me). Translation for sure is not perfect but it's better than nothing.

I will not update this repo on regular basis but you can translate it by yourself (link is above)

No support, no warranties :)

By Traders, For Traders.

vn.pyIt is based on a set ofPythonQuantitative trading system open source development framework，to2015year1Officially released，In the open source community5Years of continuous contribution to the growth of quantitative trading platform next step is a full-featured，Currently financial institutions, domestic and foreign users has exceeded300Family，include：Private Equity、Securities dealers and information management、Futures and information management subsidiary、University research institutions、Proprietary trading company、Exchange、Token FundWait。

New《vn.pyAdvanced full combat》Online Courses，It has been the official micro-channel public number[vnpy-community]online，50Section covers the design and development from the policy、Backtesting parameter optimization，To complete the final automated trading firmCTAQuantify the business process。After purchase, please scan the next Fanger Wei code concerns，Click on the menu bar【Advanced courses】Button：

In usevn.pySecondary development（Tactics、Modules, etc.）Have any questions about the process，please checkvn.pyProject Documentation，If you can not solve the goOfficial Community Forumof【Question for help】Plate for help，Also welcomed【Experience Sharing】Share your experience using plate！

2.0Based on versionPython 3.7Development of new reconstruction，ToPython 2Click on the version：Long Term Supportv1.9.2 LTS。

Features

Full-featured quantitative trading platform（vnpy.trader），It integrates multiple transaction interface，And provides a simple and easy to use for a particular strategy algorithm and feature developmentAPI，Rapid construction required for traders quantitative trading application。
All transactions covering domestic and foreign varieties of the transaction interface（vnpy.gateway）：
- Domestic market
  - CTP（ctp）：Domestic futures、Options
  - CTP Mini（mini）：Domestic futures、Options
  - CTPSecurities（sopt）：ETFOptions
  - Pegasus（femas）：Domestic futures
  - Core Width（oes）：Domestic securities（Ashare）
  - NakaYasushiXTP（xtp）：Domestic securities（Ashare）
  - 华鑫奇 point（tora）：Domestic securities（Ashare）
  - Xin housekeeper（xgj）：Futures and information management
  - Rong Hang（rohon）：Futures and information management
- overseas market
  - Fu passers securities（futu）：Hong Kong stocks、US stocks
  - Tiger Securities（tiger）：Global Securities、futures、Options、Foreign exchange
  - Interactive Brokers（ib）：Global Securities、futures、Options、Foreign exchange
  - Yi Sheng9.0External disk（tap）：Global Futures
  - Direct Futures（da）：Global Futures
- Digital Currency
  - BitMEX（bitmex）：Digital currency futures、Options、Sustainable contracts
  - OKEXSustainable（okexs）：Sustainable digital currency contracts
  - OKEXcontract（okexf）：Digital currency futures
  - Fire currency contracts（hbdm）：Digital currency futures
  - An coins（binance）：Digital currency spot
  - OKEX（okex）：Digital currency spot
  - Fire currency（huobi）：Digital currency spot
  - Bitfinex（bitfinex）：Digital currency spot
  - Coinbase（coinbase）：Digital currency spot
  - 1Token（onetoken）：Digital currency broker（Stock、futures）
- Special Applications
  - RPCservice（rpc）：Cross-process communication interface，For distributed architecture
All kinds of quantitative strategies trading applications out of the box（vnpy.app）：
- cta_strategy：CTAPolicy engine module，While maintaining the ease of use，To allow for usersCTAProcess class policy to run in the report commissioned by the withdrawal behavior of fine-grained control（Reduce transaction Slippage、High frequency strategies）
- cta_backtester：CTAStrategy Backtesting module，Without the use ofJupyter Notebook，Direct use graphical interface directly strategy backtesting analysis、Parameter optimization and other related work
- spread_trading：Spread trading module，Support for custom spreads，Real-time quotes and to calculate the spread positions，Support for semi-automatic and fully automatic algorithmic trading spreads spread trading strategies two modes
- algo_trading：Algorithmic trading module，It offers a variety of commonly used smart trading algorithms：TWAP、Sniper、Iceberg、BestLimitand many more，Support for common algorithm configuration is saved
- script_trader：Scripts policy module，For multi-target combination class trading strategy design，At the same time can also be implemented directly on the command lineREPLInstruction in the form of transaction，Backtesting feature is not supported
- rpc_service：RPCService Module，Allows aVN TraderProcess starts for the server，As a unified market and transaction routing channel，It allows multiple simultaneous client connections，Multi-process distributed systems
- csv_loader：CSVHistorical Data Loader，For loadingCSVHistorical data format file into the database platform，Backtesting for strategy and research firm initialization function，Support for custom data format header
- data_recorder：Quotes recording module，Be configured based graphical interface，According to the needs of real-time recordingTickorKQuotes line into the database，Backtesting for strategy or firm initialization
- risk_manager：Risk Management Module，Including transaction provides flow control、Under a single number、Principal activities、Statistics and limit the total number of regular withdrawals，Effective to achieve the control function of the front end of the wind
PythontransactionAPIInterface Package（vnpy.api），The deal provides an interface to achieve the underlying docking。
Simple and easy to use event-driven engine（vnpy.event），As the core of event-driven trading programs。
Inter-process communication standard components（vnpy.rpc），System implementation for complex transactions distributed deployment。
Pythonhigh performanceKLine chart（vnpy.chart），Support large amount of data in the chart display and real-time data updates。
Community ForumwithKnow almost Column，content includevn.pyTutorials and project developmentPythonThe contents of applied research in the field of quantitative trading。
The official exchange group262656087（QQ），Strict management（Periodically clear long-term member of diving），The fee will be donated to the groupvn.pyCommunity Fund。

Preparing the Environment

Recommended Usevn.pyQuantitative trading team built specificallyPythonReleaseVNStudio-2.0.7，Built with the latest version of thevn.pyFramework andVN StationQuantitative Management Platform，No need to manually install
Support system version：Windows 7the above/Windows Server 2008the above/Ubuntu 18.04 LTS
SupportedPythonversion：Python 3.7 64Place（Note must bePython 3.7 64Bit versions）

installation steps

inHereDownload the latest version，After extracting run the following command to install：

Windows

install.bat

Ubuntu

bash install.sh

user's guidance

inSimNowregisteredCTPSimulation account，AndThis pageGet the code and brokers trading market server address。
invn.pyCommunity ForumRegister forVN Stationaccount password（Forum account password that is）
start upVN Station（installationVNCondaAfter automatically create a shortcut on the desktop），Enter your login account and password on step
Click the bottomVN Trader LitePush button，Start your transaction！！！

note：

inVN TraderDo not turn off the process of runningVN Station（It will automatically exit）
If you need the flexibility to configure quantitative trading application components，please useVN Trader Pro

Script

In addition to onVN StationGraphical way outside to start，You can also create any directoryrun.py，The following sample code is written：

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp
from vnpy.gateway.ctp import CtpGateway
from vnpy.app.cta_strategy import CtaStrategyApp
from vnpy.app.cta_backtester import CtaBacktesterApp

def main（）:
    """Start VN Trader"""
    qapp = create_qapp（）

    event_engine = EventEngine（）
    main_engine = MainEngine（event_engine）
    
    main_engine.add_gateway（CtpGateway）
    main_engine.add_app（CtaStrategyApp）
    main_engine.add_app（CtaBacktesterApp）

    main_window = MainWindow（main_engine, event_engine）
    main_window.showMaximized（）

    qapp.exec（）

if __name__ == "__main__":
    main（）

Open in the directoryCMD（Press and holdShift->right click->Open a command window here/PowerShell）After you run the following command to startVN Trader：

python run.py

Contributing code

vn.pyuseGithubManaged its source code，If you want to contribute code to usegithubofPR（Pull Request）Process:

create Issue - For larger changes（As new features，Large-scale reconstruction, etc.）A good idea to openissueDiscuss，smallerimprovement（Such as documentation improvements，bugfixWait）Sent directlyPRTo
Fork vn.py - Click on the top rightForkPush button
CloneYour ownfork: git clone https://github.com/$userid/vnpy.git
- if yourforkOutdated，Need to manuallysync：Synchronization method
FromdevCreate your ownfeature branch: git checkout -b $my_feature_branch dev
in$my_feature_branchOn modify and amendpushTo yourforkon
Creating Yourforkof$my_feature_branchBranch to the main projectdevBranch[Pull Request] - hereClick oncompare across forks，Select the desiredforkwithbranchcreatePR
waitreview, We need to continue to improve，Or isMerge!

When submitting code，Please observe the following rules，To improve code quality：

useautopep8Format your code。runautopep8 --in-place --recursive . To。
useflake8Check your code，Ensure that noerrorwithwarning。Run in the project root directoryflake8To。

Project Donation

past5Years received many donations user community，In this deeply grateful！All donated funds are put into thevn.pyCommunity Fund，For supportvn.pyOperation of the project。

To emphasize：vn.pyIt is an open source project，It can be permanently free of charge，And there is no mandatory requirement to donate！！！

Donations：Alipay3216630132@qq.com（*Xiao Excellent）

Long-term maintenance of a list of donations，Please indicate in the message is a project donor and the donor's name。

Copyright statement

MIT

nick-nh/vnpy_eng