更新
This commit is contained in:
parent
1db5ff56e1
commit
856569ad24
150
Q_n_A.md
Normal file
150
Q_n_A.md
Normal file
@ -0,0 +1,150 @@
|
|||||||
|
|
||||||
|
--------------------------------------------------------------------------------------------
|
||||||
|
###FAQ:
|
||||||
|
#1、CentOS的环境(管理员身份)
|
||||||
|
# 1.1 安装系列开发环境:
|
||||||
|
# cmake
|
||||||
|
yum install cmake
|
||||||
|
# 安装解压包支持
|
||||||
|
yum install bzip2.x86_64
|
||||||
|
# 安装nodejs,支持request
|
||||||
|
wget -qO- https://rpm.nodesource.com/setup_8.x | bash -
|
||||||
|
yum -y install nodejs
|
||||||
|
(如果安装不了,更新yum后再安装)
|
||||||
|
# 支持ssl
|
||||||
|
yum -y install openssl-devel
|
||||||
|
# 安装python开发库
|
||||||
|
yum install python-devel.x86_64
|
||||||
|
|
||||||
|
# 1.2 创建anaconda下的py35环境 (切换至运行用户身份,例如trade)
|
||||||
|
su - trade
|
||||||
|
wget -c https://mirrors.tuna.tsinghua.edu.cn/anaconda/archive/Anaconda3-4.3.1-Linux-x86_64.sh
|
||||||
|
chmod a+x Anaconda3-4.3.1-Linux-x86_64.sh
|
||||||
|
./Anaconda3-4.3.1-Linux-x86_64.sh
|
||||||
|
.
|
||||||
|
|
||||||
|
# 配置为国内的镜像
|
||||||
|
conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
|
||||||
|
conda config --set show_channel_urls yes
|
||||||
|
|
||||||
|
选择其中一个来创建
|
||||||
|
conda create --name py35 python=3.5
|
||||||
|
|
||||||
|
激活py35
|
||||||
|
source activate py35
|
||||||
|
|
||||||
|
# 1.3 编译ctp的api
|
||||||
|
cd /home/trade/vnpy-master
|
||||||
|
cd vnpy/api/ctp
|
||||||
|
激活python环境
|
||||||
|
source activate py35
|
||||||
|
sh build.sh
|
||||||
|
cd vnctptd/test
|
||||||
|
修改tdtest.py,填写账号和ip等信息
|
||||||
|
python tdtest.py 验证 ctp api是否正常。
|
||||||
|
|
||||||
|
# 安装boost (root身份)
|
||||||
|
wget http://sourceforge.net/projects/boost/files/boost/1.66.0/boost_1_66_0.tar.gz/download
|
||||||
|
mv download boost_1_66_0.tar.gz
|
||||||
|
tar -xvzf boost_1_66_0.tar.gz
|
||||||
|
cd boost_1_66_0/
|
||||||
|
记得先创建好py35的虚拟环境
|
||||||
|
export CPLUS_INCLUDE_PATH=/home/trade/anaconda3/envs/py35/include/python3.5m
|
||||||
|
修改 boost_1_66_0/tools/build/example/user-config.jam :
|
||||||
|
using python : 3.5 : /home/trade/anaconda3/envs/py35/bin/python3 : /home/trade/anaconda3/envs/py35/include/python3.5m : /home/trade/anaconda3/envs/py35/lib ;
|
||||||
|
把user-config.jam复制到用户目录
|
||||||
|
cp user-config.jam /root/
|
||||||
|
回到 boost_1_66_0/
|
||||||
|
运行bootstrap.sh
|
||||||
|
./bootstrap.sh --with-python=/home/trade/anaconda3/envs/py35/bin/python3 --with-python-version=3.5 --with-python-root=/home/trade/anaconda3/envs/py35
|
||||||
|
编译,安装
|
||||||
|
./b2 --buildtype=complete install
|
||||||
|
检查 /usr/local下,include/boost, lib/libboos_python3.so等是否存在
|
||||||
|
|
||||||
|
# 1.4 安装vnpy其他需要的包
|
||||||
|
(py35)/home/trade/vnpy-master: conda install pyqt
|
||||||
|
(py35)/home/trade/vnpy-master: pip install -r requirements.txt
|
||||||
|
|
||||||
|
# 1.5 运行vnpy无界面
|
||||||
|
(py35)/home/trade/vnpy-master/Examples/
|
||||||
|
|
||||||
|
# 编译ctp的api(运行用户,例如trade)
|
||||||
|
cd /home/trade/vnpy-master
|
||||||
|
cd vnpy/api/ctp
|
||||||
|
激活python环境
|
||||||
|
source activate py35
|
||||||
|
./build.sh
|
||||||
|
cd vnctptd/test
|
||||||
|
修改tdtest.py,填写账号和ip等信息
|
||||||
|
python tdtest.py 验证 ctp api是否正常。
|
||||||
|
|
||||||
|
#2、Ubuntu的环境
|
||||||
|
|
||||||
|
sudo apt-get install gcc
|
||||||
|
sudo apt-get install make
|
||||||
|
sudo apt-get install libssl-dev
|
||||||
|
sudo apt-get install freetds-dev
|
||||||
|
sudo apt-get install python-dev
|
||||||
|
sudo apt-get install mpi-default-dev
|
||||||
|
sudo apt-get install libicu-dev
|
||||||
|
sudo apt-get install libbz2-dev
|
||||||
|
sudo apt-get install libboost-thread-dev
|
||||||
|
sudo apt-get install libboost-python-dev
|
||||||
|
sudo apt-get install cython
|
||||||
|
sudo apt-get install nodejs
|
||||||
|
sudo apt-get update && sudo apt-get install build-essential
|
||||||
|
|
||||||
|
#3、创建多版本环境:
|
||||||
|
|
||||||
|
wget -c https://mirrors.tuna.tsinghua.edu.cn/anaconda/archive/Anaconda3-4.3.1-Linux-x86_64.sh
|
||||||
|
chmod a+x Anaconda3-4.3.1-Linux-x86_64.sh
|
||||||
|
./Anaconda3-4.3.1-Linux-x86_64.sh
|
||||||
|
|
||||||
|
# 配置为国内的镜像
|
||||||
|
conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
|
||||||
|
conda config --set show_channel_urls yes
|
||||||
|
|
||||||
|
选择其中一个来创建
|
||||||
|
conda create --name py35 python=3.5
|
||||||
|
|
||||||
|
激活的例子
|
||||||
|
source activate py35
|
||||||
|
|
||||||
|
升级虚拟环境得pip
|
||||||
|
pip install --upgrade pip
|
||||||
|
|
||||||
|
#3、碰到的问题:找不到vnpy.xx.xx(原2.7环境)
|
||||||
|
可能你使用了vnpy的原版,安装到conda环境中了。需要先卸载 pip uninstall vnpy
|
||||||
|
|
||||||
|
|
||||||
|
#4、碰到的问题:importError: libGL.so.1: cannot open shared object file: No such file or directory
|
||||||
|
ubuntu下:sudo apt install libgl1-mesa-glx
|
||||||
|
centOS下:sudo yum install mesa-libGL.x86_64
|
||||||
|
|
||||||
|
#5、碰到的问题:version `GLIBCXX_3.4.21' not found
|
||||||
|
conda install libgcc
|
||||||
|
|
||||||
|
#6、碰到的问题:在3.5 env下安装RqPlus时,报错:talib/common.c:242:28: fatal error: ta-lib/ta_defs.h: No such file or directory
|
||||||
|
locate ta_defs.h
|
||||||
|
找到地址:/home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib
|
||||||
|
# 复制一份到/usr/include目录下
|
||||||
|
sudo cp /home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib /usr/include -R
|
||||||
|
|
||||||
|
#7、碰到的问题:安装某些组件,提示 cl.exe Not found
|
||||||
|
如果你安装了VC基础组件,需要增加一个用户环境变量,把"C:\Program Files (x86)\Microsoft Visual Studio\Shared\14.0\VC\bin" 添加到path变量中
|
||||||
|
|
||||||
|
#8、Install Ta-Lib
|
||||||
|
如果你用py35虚拟环境
|
||||||
|
source activate py35
|
||||||
|
|
||||||
|
conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
|
||||||
|
conda config --set show_channel_urls yes
|
||||||
|
conda install -c quantopian ta-lib=0.4.9
|
||||||
|
|
||||||
|
# 9、数字货币的增量安装
|
||||||
|
conda install scipy
|
||||||
|
|
||||||
|
pip install autobahn
|
||||||
|
pip install twisted
|
||||||
|
若出现找不到rc.exe, 请先使用vs x86&x64界面,激活py35后,再运行
|
||||||
|
pip install pyOpenSSL
|
203
README.md
203
README.md
@ -1,205 +1,20 @@
|
|||||||
# “当你想放弃时,想想你为什么开始。埃隆·马斯克”
|
# “当你想放弃时,想想你为什么开始。埃隆·马斯克”
|
||||||
|
|
||||||
|
![image][huafu_on_premise.jpg]
|
||||||
|
|
||||||
###Fork版本主要改进如下
|
###Fork版本主要改进如下
|
||||||
- 1、增加CtaLineBar,CtaPosition,CtaPolicy,UtlSinaClient等基础组件
|
- 1、增加CtaLineBar,CtaPosition,CtaPolicy,UtlSinaClient等基础组件
|
||||||
- 2、增加自动断线重连功能,在开盘前启动,收盘后重连CTP
|
- 2、增加自动断线重连功能,在开盘前启动,收盘后重连CTP
|
||||||
- 3、修改回测引擎,提供实时计算净值
|
- 3、修改回测引擎,提供实时计算净值
|
||||||
- 4、修改CtaTemplate,增加了未执行订单的跟踪
|
- 4、修改CtaTemplate,增加了未执行订单的跟踪
|
||||||
- 5、提供非GUI界面启动的主程序。examples/service
|
- 5、提供非GUI界面启动的主程序。examples/service
|
||||||
- 6、支持数据货币
|
- 6、支持数据货币
|
||||||
- 7、升级至py3版本
|
- 7、升级至py3版本
|
||||||
|
|
||||||
###启动模式:
|
|
||||||
- 可视化:python vtMain.py
|
|
||||||
- 命令行:python noUiMain.py
|
|
||||||
|
|
||||||
|
|
||||||
# linux下安装步骤
|
|
||||||
- 1)root身份安装cmake/bzip/openssl/nodejs/python-dev等
|
|
||||||
|
|
||||||
- 2)用户身份安装anaconda3.6 64bit,创建虚拟环境py35
|
|
||||||
|
|
||||||
- 3)root安装编译boost
|
|
||||||
|
|
||||||
- 4)激活py35环境下,安装requirement.txt里面的包
|
|
||||||
|
|
||||||
- 5)编译ctp api(for boost & py3.5)
|
|
||||||
|
|
||||||
- 6)vnpy/trader目录下,python vtmain.py 试试看
|
|
||||||
|
|
||||||
# Windows下安装步骤
|
|
||||||
|
|
||||||
- 1)minconda 安装 清华https://mirrors.tuna.tsinghua.edu.cn/anaconda/miniconda/ 下载windows下x86_64最新版本
|
|
||||||
- 安装时,记得勾选,添加minconda到系统环境路径
|
|
||||||
|
|
||||||
- 2)重启后,命令行窗口:
|
|
||||||
- conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
|
|
||||||
- conda config --set show_channel_urls yes
|
|
||||||
- conda create --name py35 python=3.5
|
|
||||||
|
|
||||||
- 3)激活py35
|
|
||||||
- activate py35
|
|
||||||
|
|
||||||
- 4)安装 pyqt
|
|
||||||
- conda install pyqt
|
|
||||||
|
|
||||||
- 5) 安装其他包
|
|
||||||
- cd c:\vnpy
|
|
||||||
- pip install -r requirements.txt
|
|
||||||
|
|
||||||
- 6)安装Talib,见下8
|
|
||||||
|
|
||||||
大佳
|
大佳
|
||||||
QQ/Wechat:28888502
|
QQ/Wechat:28888502
|
||||||
|
|
||||||
--------------------------------------------------------------------------------------------
|
|
||||||
###FAQ:
|
|
||||||
#1、CentOS的环境(管理员身份)
|
|
||||||
# 1.1 安装系列开发环境:
|
|
||||||
# cmake
|
|
||||||
yum install cmake
|
|
||||||
# 安装解压包支持
|
|
||||||
yum install bzip2.x86_64
|
|
||||||
# 安装nodejs,支持request
|
|
||||||
wget -qO- https://rpm.nodesource.com/setup_8.x | bash -
|
|
||||||
yum -y install nodejs
|
|
||||||
(如果安装不了,更新yum后再安装)
|
|
||||||
# 支持ssl
|
|
||||||
yum -y install openssl-devel
|
|
||||||
# 安装python开发库
|
|
||||||
yum install python-devel.x86_64
|
|
||||||
|
|
||||||
# 1.2 创建anaconda下的py35环境 (切换至运行用户身份,例如trade)
|
|
||||||
su - trade
|
|
||||||
wget -c https://mirrors.tuna.tsinghua.edu.cn/anaconda/archive/Anaconda3-4.3.1-Linux-x86_64.sh
|
|
||||||
chmod a+x Anaconda3-4.3.1-Linux-x86_64.sh
|
|
||||||
./Anaconda3-4.3.1-Linux-x86_64.sh
|
|
||||||
.
|
|
||||||
|
|
||||||
# 配置为国内的镜像
|
|
||||||
conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
|
|
||||||
conda config --set show_channel_urls yes
|
|
||||||
|
|
||||||
选择其中一个来创建
|
|
||||||
conda create --name py35 python=3.5
|
|
||||||
|
|
||||||
激活py35
|
|
||||||
source activate py35
|
|
||||||
|
|
||||||
# 1.3 编译ctp的api
|
|
||||||
cd /home/trade/vnpy-master
|
|
||||||
cd vnpy/api/ctp
|
|
||||||
激活python环境
|
|
||||||
source activate py35
|
|
||||||
sh build.sh
|
|
||||||
cd vnctptd/test
|
|
||||||
修改tdtest.py,填写账号和ip等信息
|
|
||||||
python tdtest.py 验证 ctp api是否正常。
|
|
||||||
|
|
||||||
# 安装boost (root身份)
|
|
||||||
wget http://sourceforge.net/projects/boost/files/boost/1.66.0/boost_1_66_0.tar.gz/download
|
|
||||||
mv download boost_1_66_0.tar.gz
|
|
||||||
tar -xvzf boost_1_66_0.tar.gz
|
|
||||||
cd boost_1_66_0/
|
|
||||||
记得先创建好py35的虚拟环境
|
|
||||||
export CPLUS_INCLUDE_PATH=/home/trade/anaconda3/envs/py35/include/python3.5m
|
|
||||||
修改 boost_1_66_0/tools/build/example/user-config.jam :
|
|
||||||
using python : 3.5 : /home/trade/anaconda3/envs/py35/bin/python3 : /home/trade/anaconda3/envs/py35/include/python3.5m : /home/trade/anaconda3/envs/py35/lib ;
|
|
||||||
把user-config.jam复制到用户目录
|
|
||||||
cp user-config.jam /root/
|
|
||||||
回到 boost_1_66_0/
|
|
||||||
运行bootstrap.sh
|
|
||||||
./bootstrap.sh --with-python=/home/trade/anaconda3/envs/py35/bin/python3 --with-python-version=3.5 --with-python-root=/home/trade/anaconda3/envs/py35
|
|
||||||
编译,安装
|
|
||||||
./b2 --buildtype=complete install
|
|
||||||
检查 /usr/local下,include/boost, lib/libboos_python3.so等是否存在
|
|
||||||
|
|
||||||
# 1.4 安装vnpy其他需要的包
|
|
||||||
(py35)/home/trade/vnpy-master: conda install pyqt
|
|
||||||
(py35)/home/trade/vnpy-master: pip install -r requirements.txt
|
|
||||||
|
|
||||||
# 1.5 运行vnpy无界面
|
|
||||||
(py35)/home/trade/vnpy-master/Examples/
|
|
||||||
|
|
||||||
# 编译ctp的api(运行用户,例如trade)
|
|
||||||
cd /home/trade/vnpy-master
|
|
||||||
cd vnpy/api/ctp
|
|
||||||
激活python环境
|
|
||||||
source activate py35
|
|
||||||
./build.sh
|
|
||||||
cd vnctptd/test
|
|
||||||
修改tdtest.py,填写账号和ip等信息
|
|
||||||
python tdtest.py 验证 ctp api是否正常。
|
|
||||||
|
|
||||||
#2、Ubuntu的环境
|
|
||||||
|
|
||||||
sudo apt-get install gcc
|
|
||||||
sudo apt-get install make
|
|
||||||
sudo apt-get install libssl-dev
|
|
||||||
sudo apt-get install freetds-dev
|
|
||||||
sudo apt-get install python-dev
|
|
||||||
sudo apt-get install mpi-default-dev
|
|
||||||
sudo apt-get install libicu-dev
|
|
||||||
sudo apt-get install libbz2-dev
|
|
||||||
sudo apt-get install libboost-thread-dev
|
|
||||||
sudo apt-get install libboost-python-dev
|
|
||||||
sudo apt-get install cython
|
|
||||||
sudo apt-get install nodejs
|
|
||||||
sudo apt-get update && sudo apt-get install build-essential
|
|
||||||
|
|
||||||
#3、创建多版本环境:
|
|
||||||
|
|
||||||
wget -c https://mirrors.tuna.tsinghua.edu.cn/anaconda/archive/Anaconda3-4.3.1-Linux-x86_64.sh
|
|
||||||
chmod a+x Anaconda3-4.3.1-Linux-x86_64.sh
|
|
||||||
./Anaconda3-4.3.1-Linux-x86_64.sh
|
|
||||||
|
|
||||||
# 配置为国内的镜像
|
|
||||||
conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
|
|
||||||
conda config --set show_channel_urls yes
|
|
||||||
|
|
||||||
选择其中一个来创建
|
|
||||||
conda create --name py35 python=3.5
|
|
||||||
|
|
||||||
激活的例子
|
|
||||||
source activate py35
|
|
||||||
|
|
||||||
升级虚拟环境得pip
|
|
||||||
pip install --upgrade pip
|
|
||||||
|
|
||||||
#3、碰到的问题:找不到vnpy.xx.xx(原2.7环境)
|
|
||||||
可能你使用了vnpy的原版,安装到conda环境中了。需要先卸载 pip uninstall vnpy
|
|
||||||
|
|
||||||
|
|
||||||
#4、碰到的问题:importError: libGL.so.1: cannot open shared object file: No such file or directory
|
|
||||||
ubuntu下:sudo apt install libgl1-mesa-glx
|
|
||||||
centOS下:sudo yum install mesa-libGL.x86_64
|
|
||||||
|
|
||||||
#5、碰到的问题:version `GLIBCXX_3.4.21' not found
|
|
||||||
conda install libgcc
|
|
||||||
|
|
||||||
#6、碰到的问题:在3.5 env下安装RqPlus时,报错:talib/common.c:242:28: fatal error: ta-lib/ta_defs.h: No such file or directory
|
|
||||||
locate ta_defs.h
|
|
||||||
找到地址:/home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib
|
|
||||||
# 复制一份到/usr/include目录下
|
|
||||||
sudo cp /home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib /usr/include -R
|
|
||||||
|
|
||||||
#7、碰到的问题:安装某些组件,提示 cl.exe Not found
|
|
||||||
如果你安装了VC基础组件,需要增加一个用户环境变量,把"C:\Program Files (x86)\Microsoft Visual Studio\Shared\14.0\VC\bin" 添加到path变量中
|
|
||||||
|
|
||||||
#8、Install Ta-Lib
|
|
||||||
如果你用py35虚拟环境
|
|
||||||
source activate py35
|
|
||||||
|
|
||||||
conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
|
|
||||||
conda config --set show_channel_urls yes
|
|
||||||
conda install -c quantopian ta-lib=0.4.9
|
|
||||||
|
|
||||||
# 9、数字货币的增量安装
|
|
||||||
conda install scipy
|
|
||||||
|
|
||||||
pip install autobahn
|
|
||||||
pip install twisted
|
|
||||||
pip install pyOpenSSL
|
|
||||||
|
|
||||||
--------------------------------------------------------------------------------------------
|
--------------------------------------------------------------------------------------------
|
||||||
# vn.py - 基于python的开源交易平台开发框架
|
# vn.py - 基于python的开源交易平台开发框架
|
||||||
|
BIN
huafu_on_premise.jpg
Normal file
BIN
huafu_on_premise.jpg
Normal file
Binary file not shown.
After Width: | Height: | Size: 239 KiB |
@ -61,6 +61,8 @@
|
|||||||
apt-get -y install build-essential
|
apt-get -y install build-essential
|
||||||
|
|
||||||
apt-get -y install unzip
|
apt-get -y install unzip
|
||||||
|
|
||||||
|
apt-get -y install libgl1-mesa-glx
|
||||||
|
|
||||||
5、boost得安装( 仅用于支持CTP的接口)[ root用户 ]
|
5、boost得安装( 仅用于支持CTP的接口)[ root用户 ]
|
||||||
|
|
||||||
|
Loading…
Reference in New Issue
Block a user