[Mod] update index.md
This commit is contained in:
parent
2ba6edea05
commit
4b87b63e80
126
docs/index.md
126
docs/index.md
@ -1,103 +1,47 @@
|
|||||||
# vn.py文档
|
# vn.py文档
|
||||||
|
|
||||||
* 快速入门
|
|
||||||
* [项目简介](https://www.vnpy.com/docs/cn/introduction.html#introduction)
|
|
||||||
* [安装指南](https://www.vnpy.com/docs/cn/install.html#an-zhuang-zhi-nan)
|
|
||||||
* [Windows安装](https://www.vnpy.com/docs/cn/install.html#windows)
|
|
||||||
* [使用VNConda](https://www.vnpy.com/docs/cn/install.html#shi-yong-vnconda)
|
|
||||||
* [下载VNConda](https://www.vnpy.com/docs/cn/install.html#xia-zai-vnconda-python-3-7-64-wei)
|
|
||||||
* [安装VNConda](https://www.vnpy.com/docs/cn/install.html#an-zhuang-vnconda)
|
|
||||||
* [登陆VNStation](https://www.vnpy.com/docs/cn/install.html#deng-lu-vnstation)
|
|
||||||
* [使用VNStation](https://www.vnpy.com/docs/cn/install.html#shi-yong-vnstation)
|
|
||||||
* [更新VNStation](https://www.vnpy.com/docs/cn/install.html#geng-xin-vnstation)
|
|
||||||
* [手动安装](https://www.vnpy.com/docs/cn/install.html#shou-dong-an-zhuang)
|
|
||||||
* [下载并安装最新版Anaconda3.7 64位](https://www.vnpy.com/docs/cn/install.html#xia-zai-bing-an-zhuang-zui-xin-ban-anaconda3-7-64-wei)
|
|
||||||
* [下载并解压vnpy](https://www.vnpy.com/docs/cn/install.html#xia-zai-bing-jie-ya-vnpy)
|
|
||||||
* [安装vnpy](https://www.vnpy.com/docs/cn/install.html#an-zhuang-vnpy)
|
|
||||||
* [启动VN Trader](https://www.vnpy.com/docs/cn/install.html#qi-dong-vn-trader)
|
|
||||||
* [Ubuntu安装](https://www.vnpy.com/docs/cn/install.html#ubuntu)
|
|
||||||
* [下载并安装最新版本的Anaconda或者Miniconda](https://www.vnpy.com/docs/cn/install.html#xia-zai-bing-an-zhuang-zui-xin-ban-ben-de-anaconda-huo-zhe-miniconda-python-3-7-64-wei)
|
|
||||||
* [下载并解压vnpy](https://www.vnpy.com/docs/cn/install.html#xia-zai-bing-jie-ya-vnpy1)
|
|
||||||
* [安装vnpy](https://www.vnpy.com/docs/cn/install.html#an-zhuang-vnpy1)
|
|
||||||
* [启动VN Trader](https://www.vnpy.com/docs/cn/install.html#qi-dong-vn-trader1)
|
|
||||||
* [基本使用](https://www.vnpy.com/docs/cn/quickstart.html#ji-ben-shi-yong)
|
|
||||||
* [启动VN Trader](https://www.vnpy.com/docs/cn/quickstart.html#qi-dong-vntrader)
|
|
||||||
* [VN Station模式](https://www.vnpy.com/docs/cn/quickstart.html#vn-station-mo-shi)
|
|
||||||
* [脚本模式](https://www.vnpy.com/docs/cn/quickstart.html#jiao-ben-mo-shi)
|
|
||||||
|
|
||||||
* [连接接口](https://www.vnpy.com/docs/cn/quickstart.html#lian-jie-jie-kou)
|
* [项目简介](introduction.md)
|
||||||
* [订阅行情](https://www.vnpy.com/docs/cn/quickstart.html#ding-yue-xing-qing)
|
|
||||||
* [委托交易](https://www.vnpy.com/docs/cn/quickstart.html#wei-tuo-jiao-yi)
|
|
||||||
* [数据监控](https://www.vnpy.com/docs/cn/quickstart.html#shu-ju-jian-kong)
|
|
||||||
* [行情组件](https://www.vnpy.com/docs/cn/quickstart.html#xing-qing-zu-jian)
|
|
||||||
* [活动组件](https://www.vnpy.com/docs/cn/quickstart.html#id8)
|
|
||||||
* [成交组件](https://www.vnpy.com/docs/cn/quickstart.html#cheng-jiao-zu-jian)
|
|
||||||
* [委托组件](https://www.vnpy.com/docs/cn/quickstart.html#wei-tuo-zu-jian)
|
|
||||||
* [持仓组件](https://www.vnpy.com/docs/cn/quickstart.html#chi-cang-zu-jian)
|
|
||||||
* [资金组件](https://www.vnpy.com/docs/cn/quickstart.html#zi-jin-zu-jian)
|
|
||||||
* [日志组件](https://www.vnpy.com/docs/cn/quickstart.html#ri-zhi-zu-jian)
|
|
||||||
|
|
||||||
* [应用模块](https://www.vnpy.com/docs/cn/quickstart.html#ying-yong-mo-kuai)
|
* [安装指南](install.md)
|
||||||
* [CTA策略](https://www.vnpy.com/docs/cn/quickstart.html#cta-ce-lue)
|
* [Windows](install.md#Windows)
|
||||||
* [CSV载入](https://www.vnpy.com/docs/cn/quickstart.html#csv-zai-ru)
|
* [使用VNConda](install.md#使用VNConda)
|
||||||
* [CTA回测]()
|
* [手动安装](install.md#手动安装)
|
||||||
* [行情记录]()
|
* [Ubuntu](install.md#Ubuntu)
|
||||||
* [算法交易]()
|
|
||||||
|
|
||||||
* 应用模块
|
* [基本使用](quickstart.md)
|
||||||
* [CSV载入](https://www.vnpy.com/docs/cn/csv_loader.html#csv-zai-ru-mo-kuai)
|
* [启动程序](quickstart.md#启动程序)
|
||||||
* [初始化配置](https://www.vnpy.com/docs/cn/csv_loader.html#chu-shi-hua-pei-zhi)
|
* [图形模式](quickstart.md#图形模式)
|
||||||
* [数据载入](https://www.vnpy.com/docs/cn/csv_loader.html#shu-ju-zai-ru)
|
* [脚本模式](quickstart.md#脚本模式)
|
||||||
|
* [连接接口](quickstart.md#连接接口)
|
||||||
* [CTA策略](https://www.vnpy.com/docs/cn/cta_strategy.html#cta-ce-lue-mo-kuai)
|
* [订阅行情](quickstart.md#订阅行情)
|
||||||
* [模块构成](https://www.vnpy.com/docs/cn/cta_strategy.html#mo-kuai-gou-cheng)
|
* [委托交易](quickstart.md#委托交易)
|
||||||
* [历史数据](https://www.vnpy.com/docs/cn/cta_strategy.html#li-shi-shu-ju)
|
* [数据监控](quickstart.md#数据监控)
|
||||||
* [回测历史数据](https://www.vnpy.com/docs/cn/cta_strategy.html#hui-ce-li-shi-shu-ju)
|
* [应用模块](quickstart.md#应用模块)
|
||||||
* [实盘历史数据](https://www.vnpy.com/docs/cn/cta_strategy.html#shi-pan-li-shi-shu-ju)
|
|
||||||
|
|
||||||
* [策略开发](https://www.vnpy.com/docs/cn/cta_strategy.html#ce-lue-kai-fa)
|
|
||||||
* [参数设置](https://www.vnpy.com/docs/cn/cta_strategy.html#can-shu-she-zhi)
|
|
||||||
* [类的初始化](https://www.vnpy.com/docs/cn/cta_strategy.html#lei-de-chu-shi-hua)
|
|
||||||
* [策略的初始化、启动、停止](https://www.vnpy.com/docs/cn/cta_strategy.html#ce-lue-de-chu-shi-hua-qi-dong-ting-zhi)
|
|
||||||
* [Tick数据回报](https://www.vnpy.com/docs/cn/cta_strategy.html#tick-shu-ju-hui-bao)
|
|
||||||
* [K线数据回报](https://www.vnpy.com/docs/cn/cta_strategy.html#k-xian-shu-ju-hui-bao)
|
|
||||||
* [15分钟K线数据回报](https://www.vnpy.com/docs/cn/cta_strategy.html#fen-zhong-k-xian-shu-ju-hui-bao)
|
|
||||||
* [委托回报、成交回报、停止单回报](https://www.vnpy.com/docs/cn/cta_strategy.html#wei-tuo-hui-bao-cheng-jiao-hui-bao-ting-zhi-dan-hui-bao)
|
|
||||||
|
|
||||||
|
|
||||||
* [回测研究](https://www.vnpy.com/docs/cn/cta_strategy.html#hui-ce-yan-jiu)
|
* [CSV载入](csv_loader.md)
|
||||||
* [加载策略](https://www.vnpy.com/docs/cn/cta_strategy.html#jia-zai-ce-lue)
|
* [初始化配置](csv_loader.md#初始化配置)
|
||||||
* [载入历史数据](https://www.vnpy.com/docs/cn/cta_strategy.html#zai-ru-li-shi-shu-ju)
|
* [数据载入](csv_loader.md#数据载入)
|
||||||
* [撮合成交](https://www.vnpy.com/docs/cn/cta_strategy.html#cuo-he-cheng-jiao)
|
|
||||||
* [计算策略盈亏情况](https://www.vnpy.com/docs/cn/cta_strategy.html#ji-suan-ce-lue-ying-yu-qing-kuang)
|
* [CTA策略](cta_strategy.md)
|
||||||
* [计算策略统计指标](https://www.vnpy.com/docs/cn/cta_strategy.html#ji-suan-ce-lue-tong-ji-zhi-biao)
|
* [模块构成](cta_strategy.md#模块构成)
|
||||||
* [统计指标绘图](https://www.vnpy.com/docs/cn/cta_strategy.html#tong-ji-zhi-biao-hui-tu)
|
* [历史数据](cta_strategy.md#历史数据)
|
||||||
* [回测引擎使用示例](https://www.vnpy.com/docs/cn/cta_strategy.html#hui-ce-yin-qing-shi-yong-shi-li)
|
* [策略开发](cta_strategy.md#策略开发)
|
||||||
|
* [回测研究](cta_strategy.md#回测研究)
|
||||||
|
* [参数优化](cta_strategy.md#参数优化)
|
||||||
|
* [实盘运行](cta_strategy.md#实盘运行)
|
||||||
|
|
||||||
|
|
||||||
* [参数优化](https://www.vnpy.com/docs/cn/cta_strategy.html#can-shu-you-hua)
|
* [CTA回测](cta_backtester.md)
|
||||||
* [参数设置](https://www.vnpy.com/docs/cn/cta_strategy.html#can-shu-she-zhi1)
|
* [加载启动](cta_backtester.md#加载启动)
|
||||||
* [参数对组合回测](https://www.vnpy.com/docs/cn/cta_strategy.html#can-shu-dui-zu-he-hui-ce)
|
* [下载数据](cta_backtester.md#下载数据)
|
||||||
* [多进程优化](https://www.vnpy.com/docs/cn/cta_strategy.html#duo-jin-cheng-you-hua)
|
* [策略回测](cta_backtester.md#策略回测)
|
||||||
|
* [统计数据](cta_backtester.md#统计数据)
|
||||||
* [实盘运行](https://www.vnpy.com/docs/cn/cta_strategy.html#shi-pan-yun-xing)
|
* [图表分析](cta_backtester.md#图表分析)
|
||||||
* [创建策略实例](https://www.vnpy.com/docs/cn/cta_strategy.html#chuang-jian-ce-lue-shi-li)
|
* [参数优化](cta_backtester.md#参数优化)
|
||||||
* [初始化策略](https://www.vnpy.com/docs/cn/cta_strategy.html#chu-shi-hua-ce-lue)
|
* [穷举算法](cta_backtester.md#穷举算法)
|
||||||
* [启动策略](https://www.vnpy.com/docs/cn/cta_strategy.html#qi-dong-ce-lue)
|
* [遗传算法](cta_backtester.md#遗传算法)
|
||||||
* [停止策略](https://www.vnpy.com/docs/cn/cta_strategy.html#ting-zhi-ce-lue)
|
|
||||||
* [编辑策略](https://www.vnpy.com/docs/cn/cta_strategy.html#bian-ji-ce-lue)
|
|
||||||
* [移除策略](https://www.vnpy.com/docs/cn/cta_strategy.html#yi-chu-ce-lue)
|
|
||||||
|
|
||||||
|
|
||||||
* [CTA回测](https://www.vnpy.com/docs/cn/cta_backtester.html#cta-hui-ce-mo-kuai)
|
|
||||||
* [加载启动](https://www.vnpy.com/docs/cn/cta_backtester.html#jia-zai-qi-dong)
|
|
||||||
* [下载数据](https://www.vnpy.com/docs/cn/cta_backtester.html#xia-zai-shu-ju)
|
|
||||||
* [策略回测](https://www.vnpy.com/docs/cn/cta_backtester.html#ce-lue-hui-ce)
|
|
||||||
* [统计数据](https://www.vnpy.com/docs/cn/cta_backtester.html#tong-ji-shu-ju)
|
|
||||||
* [图表分析](https://www.vnpy.com/docs/cn/cta_backtester.html#tu-biao-fen-xi)
|
|
||||||
* [参数优化](https://www.vnpy.com/docs/cn/cta_backtester.html#can-shu-you-hua)
|
|
||||||
* [穷举算法](https://www.vnpy.com/docs/cn/cta_backtester.html#qiong-ju-suan-fa)
|
|
||||||
* [遗传算法](https://www.vnpy.com/docs/cn/cta_backtester.html#yi-chuan-suan-fa)
|
|
||||||
|
|
||||||
|
|
||||||
* [交易接口](gateway.md)
|
* [交易接口](gateway.md)
|
||||||
|
@ -1,8 +1,9 @@
|
|||||||
# 基本使用
|
# 基本使用
|
||||||
|
|
||||||
|
|
||||||
## 启动VNTrader
|
## 启动程序
|
||||||
### VN Station模式
|
|
||||||
|
### 图形模式
|
||||||
登陆VN Station后,点击VN Trade Lite快速进入VN Trader(只有CTP接口);或者点击VN Trader Pro先选择如下图的底层接口和上层应用,再进入VN Trader。
|
登陆VN Station后,点击VN Trade Lite快速进入VN Trader(只有CTP接口);或者点击VN Trader Pro先选择如下图的底层接口和上层应用,再进入VN Trader。
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/VnTrader_Pro.png "enter image title here")
|
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/VnTrader_Pro.png "enter image title here")
|
||||||
@ -132,44 +133,8 @@ python run.py
|
|||||||
|
|
||||||
|
|
||||||
## 应用模块
|
## 应用模块
|
||||||
vnpy官方目前提供2个应用模块组件,分别是用于自动交易的“CTA策略”组件;把第三方数据文件导入到数据库的“CSV载入”组件。在菜单栏中点击“功能”,即显示应用模块,如下图:
|
|
||||||
|
vn.py官方提供了开箱即用的量化交易应用模块,在菜单栏中点击“功能”,即显示应用模块,如下图:
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/application.png "enter image title here")
|
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/application.png "enter image title here")
|
||||||
|
|
||||||
### CTA策略
|
|
||||||
CTA策略组件默认使用RQData的数据进行自动交易,故需要配置好RQData相关数据。
|
|
||||||
|
|
||||||
1) 在用户目录下.vntrader文件夹找到vt_setting.json,输入RQData的账号和密码,保存退出后启动CTA策略组件,会显示“RQData数据接口初始化成功”,如图:
|
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/RQData.png "enter image title here")
|
|
||||||
|
|
||||||
|
|
||||||
2)在左上方的菜单栏选择策略,如“AtrRsiStrategy”,然后点击右边的“添加策略”按钮,用于策略实例创建,选择策略适用品种和修改该测试示例的参数,如图:
|
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/trader_2.PNG "enter image title here")
|
|
||||||
|
|
||||||
|
|
||||||
3)每一个策略示例都有其“初始化”、“启动”、“停止”、“编辑”、“移除”按钮。注意在启动策略前必须先初始化,移除策略前需要先停止策略。右上方菜单栏有批量处理功能,方便用户快速启动、停止策略,如图:
|
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/turtle_strategy.png "enter image title here")
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
### CSV载入
|
|
||||||
CSV文件是用户最主要的历史数据来源之一,用户只需根据CSV文件中的表头字段,以及时间格式灵活配置,即可实现一键载入历史数据。
|
|
||||||
|
|
||||||
CSV载入操作分为3步:
|
|
||||||
|
|
||||||
1)打开CSV文件,查看表头字段以及时间格式,如图:
|
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/csv_format.png "enter image title here")
|
|
||||||
|
|
||||||
2)点击菜单栏的“功能”->“CSV载入”,进入界面后选择要载入的CSV文件,并且修改相关表头字段和时间格式(若有需要的话)。如下图:
|
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/csv_loader.png "enter image title here")
|
|
||||||
|
|
||||||
3)点击“载入数据”后,成功界面如下图所示。
|
|
||||||
|
|
||||||
![](https://vnpy-community.oss-cn-shanghai.aliyuncs.com/forum_experience/yazhang/quick_start/exito_csv_load.png "enter image title here")
|
|
||||||
|
Loading…
Reference in New Issue
Block a user