增加回测应用的Jupyter Notebook,修改部分setup.py的内容
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examples/CtaBacktesting/backtesting.ipynb
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examples/CtaBacktesting/backtesting.ipynb
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setup.py
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setup.py
@ -1,14 +1,29 @@
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# encoding: UTF-8
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# encoding: UTF-8
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'''
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vn.py - By Traders, For Traders.
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The vn.py project is an open-source quantitative trading framework
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that is developed by traders, for traders.
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The project is mainly written in Python and uses C++ for low-layer
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and performance sensitive infrastructure.
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Using the vn.py project, institutional investors and professional
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traders, such as hedge funds, prop trading firms and investment banks,
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can easily develop complex trading strategies with the Event Engine
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Strategy Module, and automatically route their orders to the most
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desired destinations, including equity, commodity, forex and many
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other financial markets.
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'''
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import os
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import os
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from setuptools import setup
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from setuptools import setup
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import vnpy
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import vnpy
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long_desc = """
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"""
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def getSubpackages(name):
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def getSubpackages(name):
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"""获取该模块下所有的子模块名称"""
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"""获取该模块下所有的子模块名称"""
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splist = []
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splist = []
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@ -23,18 +38,24 @@ def getSubpackages(name):
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setup(
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setup(
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name='vnpy',
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name='vnpy',
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version=vnpy.__version__,
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version=vnpy.__version__,
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description='A framework for developing quantitative trading strategy',
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long_description = long_desc,
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author=vnpy.__author__,
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author=vnpy.__author__,
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author_email='vn.py@foxmail.com',
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author_email='vn.py@foxmail.com',
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license='MIT',
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license='MIT',
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url='http://www.vnpy.org',
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url='http://www.vnpy.org',
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keywords='Python quantitative trading framework',
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description='A framework for developing quantitative trading programmes',
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long_description = __doc__,
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keywords='quant quantitative investment trading algotrading',
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classifiers=['Development Status :: 4 - Beta',
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classifiers=['Development Status :: 4 - Beta',
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'Environment :: Quantiative Trading',
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'Operating System :: Windows 7',
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'Operating System :: Windows 8',
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'Operating System :: Windows 10',
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'Operating System :: Windows Server 2008',
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'Programming Language :: Python :: 2.7',
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'Programming Language :: Python :: 2.7',
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'License :: OSI Approved :: MIT License'],
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'License :: OSI Approved :: MIT License'],
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packages=getSubpackages('vnpy'),
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packages=getSubpackages('vnpy'),
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package_data={'': ['*.json', '*.md', '*.ico',
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package_data={'': ['*.json', '*.md', '*.ico',
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'*.h', '*.cpp', '*.bash', '*.txt'
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'*.dll', '*.lib', '*.so', '*.pyd',
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'*.dll', '*.lib', '*.so', '*.pyd',
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'*.dat', '*.ini', '*.pfx', '*.scc', '*.crt', '*.key']},
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'*.dat', '*.ini', '*.pfx', '*.scc', '*.crt', '*.key']},
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)
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)
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# encoding: UTF-8
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# encoding: UTF-8
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__version__ = '1.6.2b'
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__version__ = '1.6.2b'
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__author__ = u'用Python的交易员'
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__author__ = 'Xiaoyou Chen'
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