Open source quantitative trading platform development framework – vnpy

vn.py is a Python based open source quantitative trading system development framework, it through a set of standardized trading platform system, docking many different types of domestic financial markets: Securities, futures, options, foreign exchange, digital currency, etc., and the use of fully tested quantitative strategy engine, to complete the entire business process from data maintenance, strategy development, backtest research to real automatic trading
.

characteristic：

• Python based development, take full advantage of the Python community’s strong data research and machine learning ecosystem
• The trading interface of all trading varieties at home and abroad
• Meet personalized trading needs and support various customized extensions to the platform
• Save the cost of capital for the quantitative trading platform

usage scenario：

• Professional Individual investors: Use VN Trader’s direct access to the Futures company’s CTP futures counter for a complete CTA business process from strategy development to full-order automated trading
• Entrepreneurial private equity: Build a unified offer channel on the server side based on RpcService, allowing traders to develop various trading strategy applications on their own local computers
• Securities asset management department: Integrated with the O32 asset management system deployed by securities companies, customized and developed multi-strategy complex systems based on event-driven engines
• 币圈Token Fund：使用VN Trader同时连接多个币圈交易所，通过AlgoTrading算法交易模块实现自动化委托执行，降低冲击成本

general purpose module：

• vnpy.api，Python the transaction API interface encapsulation provides the underlying docking implementation of the above transaction interface。
• vnpy.event，A simple and easy-to-use event-driven engine that serves as the core of event-driven trading programs.
• vnpy.rpc，Standard components for cross-process communication to implement complex trading systems in distributed deployments.
• vnpy.chart，Python High-performance K-line chart, support large data chart display and real-time data update function.

install and use：

• Environmental preparation

recommend to use vn.py The Python distribution VNStudio-2.5.0 created by the team for quantitative trading has the latest version of the Vn.py framework and the VN Station quantitative management platform built in, without manual installation of supported system versions: Windows 7 or later /Windows Server 2008 or later /Ubuntu 18.04 LTS supported Python version: Python 3.7 64-bit (Note that it must be Python 3.7 64-bit version)

• install

in https://github.com/vnpy/vnpy/releases Download the installation package and unzip itWindows：install.batUbuntu：bash install.shMacOS：bash install_osx.sh

• use

1、Register a CTP emulation account with SimNow and get the broker code and the address of the trading server.

2、Sign up on the vn.py community forum to get the VN Station account password and start VN Station

3、Click the VN Trader Lite button at the bottom to get started

• Script running

In addition to the graphical startup based on the VN Station, run.py can also be created in any directory

from vnpy.event import EventEnginefrom vnpy.trader.engine import MainEnginefrom vnpy.trader.ui import MainWindow, create_qappfrom vnpy.gateway.ctp import CtpGatewayfrom vnpy.app.cta_strategy import CtaStrategyAppfrom vnpy.app.cta_backtester import CtaBacktesterAppdef 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()

operation

python run.py

Quantitative strategy application：

Read more on your own.