vn.py
GitHub
commit
222475fdf9
142
.gitlab-ci.yml
142
.gitlab-ci.yml
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# This file is a template, and might need editing before it works on your project.
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# Official language image. Look for the different tagged releases at:
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# https://hub.docker.com/r/library/python/tags/
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image: registry.cn-shanghai.aliyuncs.com/vnpy-ci/gcc-7-python-3.7:latest
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.services:
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services: &services
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- postgres:latest
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- mysql:latest
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- mongo:latest
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# Change pip's cache directory to be inside the project directory since we can
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# only cache local items.
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variables: &variables
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GIT_DEPTH: "1"
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PIP_CACHE_DIR: "$CI_PROJECT_DIR/.cache/pip"
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POSTGRES_DB: &db_name "vnpy"
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POSTGRES_USER: "postgres"
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POSTGRES_PASSWORD: &db_password "1234"
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VNPY_TEST_POSTGRESQL_PASSWORD: *db_password
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MYSQL_DATABASE: *db_name
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MYSQL_ROOT_PASSWORD: *db_password
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VNPY_TEST_MYSQL_PASSWORD: *db_password
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VNPY_BUILD_PARALLEL: "auto"
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# Pip's cache doesn't store the python packages
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# https://pip.pypa.io/en/stable/reference/pip_install/#caching
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#
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# If you want to also cache the installed packages, you have to install
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# them in a virtualenv and cache it as well.
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.default_cache:
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cache:
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<<: &cache
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key: "pip_and_venv"
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untracked: false
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policy: pull
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paths:
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- .cache/pip
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- venv/
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before_script:
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- echo $PWD
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- python -V
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- gcc --version
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- free
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- date
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# venv
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- pip install virtualenv
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- virtualenv venv
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- source venv/bin/activate
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# some envs
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- source ci/env.sh
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.scripts:
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script:
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- &install_scripts |
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date
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python -m pip --version
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python -m pip install --upgrade pip wheel setuptools
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python -m pip install https://pip.vnpy.com/colletion/ibapi-9.75.1-001-py3-none-any.whl
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bash ci/gitlab_pre_install.sh
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date
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bash ./install.sh
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date
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- &test_scripts |
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date
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cd tests
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python test_all.py
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date
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##################################
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# stages
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stages: # I use anchors for IDE hints only
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- &single_module single_module
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- &build_all build_all
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###########################################
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## jobs:
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flake8:
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stage: *single_module
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image: python:3.7
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cache:
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key: 'flake8'
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paths:
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- .cache/pip
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- venv/
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script:
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- pip install flake8
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- flake8
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ctp:
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<<: &test_single_module
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stage: *single_module
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image: registry.cn-shanghai.aliyuncs.com/vnpy-ci/gcc-8-python-3.7:latest
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services: *services
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cache:
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<<: *cache
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script:
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- *install_scripts
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- *test_scripts
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variables:
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<<: *variables
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VNPY_BUILD_CTP: 1
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oes:
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<<: *test_single_module
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variables:
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<<: *variables
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VNPY_BUILD_OES: 1
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no_building:
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<<: *test_single_module
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cache:
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<<: *cache
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policy: pull-push
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variables:
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<<: *variables
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VNPY_BUILD_OES: 0
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VNPY_BUILD_CTP: 0
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build-all-gcc8:
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stage: *build_all
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variables:
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<<: *variables
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image: registry.cn-shanghai.aliyuncs.com/vnpy-ci/gcc-8-python-3.7:latest
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services: *services
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cache:
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key: "build-all"
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paths: []
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script:
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- unset VNPY_BUILD_CTP
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- unset VNPY_BUILD_OES
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- *install_scripts
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- *test_scripts
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101
.travis.yml
101
.travis.yml
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language: python
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dist: xenial # required for Python >= 3.7 (travis-ci/travis-ci#9069)
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cache: pip
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git:
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depth: 1
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env:
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- >
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VNPY_BUILD_PARALLEL=1
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VNPY_BUILD_CTP=1
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VNPY_BUILD_OES=1
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python:
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- "3.7"
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services:
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- mongodb
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- mysql
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- postgresql
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before_script:
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- psql -d postgresql://postgres:${VNPY_TEST_POSTGRESQL_PASSWORD}@localhost -c "create database vnpy;"
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- mysql -u root --password=${VNPY_TEST_MYSQL_PASSWORD} -e 'CREATE DATABASE vnpy;'
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- source ci/env.sh;
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script:
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- cd tests;
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- python test_all.py
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matrix:
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include:
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- name: "code quality analysis: flake8"
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before_install:
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- python -m pip install flake8
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install:
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- "" # prevent running "pip install -r requirements.txt"
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script:
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- flake8
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- name: "pip install under Ubuntu: gcc-8"
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addons:
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apt:
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sources:
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- ubuntu-toolchain-r-test
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packages:
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- g++-8
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before_install:
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- sudo update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-8 90
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- sudo update-alternatives --install /usr/bin/c++ c++ /usr/bin/g++-8 90
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- sudo update-alternatives --install /usr/bin/gcc cc /usr/bin/gcc-8 90
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install:
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# update pip & setuptools
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- python -m pip install --upgrade pip wheel setuptools
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# Linux install script
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- python -m pip install https://pip.vnpy.com/colletion/ibapi-9.75.1-001-py3-none-any.whl
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- bash ./install.sh
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- name: "sdist install under Ubuntu: gcc-7"
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addons:
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apt:
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sources:
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- ubuntu-toolchain-r-test
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packages:
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- g++-7
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before_install:
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- sudo update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-7 90
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- sudo update-alternatives --install /usr/bin/c++ c++ /usr/bin/g++-7 90
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- sudo update-alternatives --install /usr/bin/gcc cc /usr/bin/gcc-7 90
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install:
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# Linux install script
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- python -m pip install --upgrade pip wheel setuptools
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- pushd /tmp
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- wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
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- tar -xf ta-lib-0.4.0-src.tar.gz
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- cd ta-lib
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- ./configure --prefix=/usr
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- make # -j under gcc-7 failed!!?
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- sudo make install
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- popd
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- python -m pip install numpy
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- python -m pip install --pre --extra-index-url https://rquser:ricequant99@py.ricequant.com/simple/ rqdatac
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- python -m pip install https://pip.vnpy.com/colletion/ibapi-9.75.1-001-py3-none-any.whl
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- python setup.py sdist
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- python -m pip install dist/`ls dist`
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- name: "pip install under osx"
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os: osx
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language: shell # osx supports only shell
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services: []
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before_install: []
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install:
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- python3 -m pip install https://pip.vnpy.com/colletion/ibapi-9.75.1-001-py3-none-any.whl
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- bash ./install_osx.sh
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before_script: []
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script:
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- source ci/env.sh;
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- cd tests;
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- VNPY_TEST_ONLY_SQLITE=1 python3 test_all.py
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@ -122,7 +122,7 @@ vn.py是一套基于Python的开源量化交易系统开发框架，于2015年1
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## 环境准备
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* 推荐使用vn.py团队为量化交易专门打造的Python发行版[VNStudio-2.0.6](https://download.vnpy.com/vnstudio-2.0.6.exe)，内置了最新版的vn.py框架以及VN Station量化管理平台，无需手动安装
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* 推荐使用vn.py团队为量化交易专门打造的Python发行版[VNStudio-2.0.7](https://download.vnpy.com/vnstudio-2.0.7.exe)，内置了最新版的vn.py框架以及VN Station量化管理平台，无需手动安装
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* 支持的系统版本：Windows 7以上/Windows Server 2008以上/Ubuntu 18.04 LTS
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* 支持的Python版本：Python 3.7 64位（**注意必须是Python 3.7 64位版本**）
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@ -19,3 +19,4 @@ ta-lib
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ibapi
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deap
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pyzmq
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wmi
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@ -221,11 +221,12 @@ class SpreadDataEngine:
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# Subscribe market data
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contract = self.main_engine.get_contract(vt_symbol)
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req = SubscribeRequest(
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contract.symbol,
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contract.exchange
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)
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self.main_engine.subscribe(req, contract.gateway_name)
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if contract:
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req = SubscribeRequest(
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contract.symbol,
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contract.exchange
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)
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self.main_engine.subscribe(req, contract.gateway_name)
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return leg
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from zmq.backend.cython.constants import NOBLOCK
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import signal
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import threading
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import traceback
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import zmq
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_ = lambda x: x
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def _(x): return x
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# Achieve Ctrl-c interrupt recv
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from zmq.backend.cython.constants import NOBLOCK
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signal.signal(signal.SIGINT, signal.SIG_DFL)
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def join(self):
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# Wait for RpcServer thread to exit
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if self.__thread.isAlive():
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if self.__thread and self.__thread.is_alive():
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self.__thread.join()
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self.__thread = None
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def join(self):
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# Wait for RpcClient thread to exit
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if self.__thread.isAlive():
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if self.__thread and self.__thread.is_alive():
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self.__thread.join()
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self.__thread = None
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