diff --git a/README-en.md b/README-en.md index c0325751..d1b8c184 100644 --- a/README-en.md +++ b/README-en.md @@ -6,90 +6,101 @@ The vn.py project is an open-source quantitative trading framework that is developed by traders, for traders. The project is mainly written in Python and uses C++ for low-layer and performance sensitive infrastructure. -Using the vn.py project, institutional investors and professional traders, such as hedge funds, prop trading firms and investment banks, can easily develop complex trading strategies with the Event Engine Strategy Module, and automatically route their orders to the most desired destinations, including equity, commodity, forex and many other financial markets. - - -### Project Structure - -1. A large number of Broker and Market Data APIs, all in Python (vn.api): - - **International Financial Markets** - - - Interactive Brokers（vn.ib） - - - Shanghai Zhida Futures（vn.shzd） - - **Chinese Futures Market** - - - CTP（vn.ctp） - - - Femas（vn.femas） - - - Kingstar Option（vn.ksotp） - - - XSpeed（vn.xspeed） - - - **Chinese Equity Market** - - - LTS（vn.lts） - - - QDP（vn.qdp） - - - CSHSHLP（vn.cshshlp） - - **Chinese Precious Metal Market** - - - SGIT（vn.sgit） - - - Kingstar Gold（vn.ksgold） - - - **Cryptocurrency Market** - - - OKCOIN（vn.okcoin） - - - Huobi（vn.huobi） - - - Lhang（vn.lhang） - - **Market Data** - - - Datayes（vn.datayes） - -2. Simple but powerful event engine module (vn.event), which can be used for developing complex quantitative trading strategies - -3. RPC framework (vn.rpc) which also supports pushing data from server to client, aimed at implementing distributed trading systems. - -4. Ready to use trading platform (vn.trader), which has integrated all the trading APIs in vn.api, and provides easy to use strategy engines for developing different types of quantitative strategies and trading algorithms. - -5. Tutorials about how to use vn.py to solve real world trading issues. - -6. [Official Website](http://vnpy.org) and [Github Repository](http://www.github.com/vnpy/vnpy) - +Using the vn.py project, institutional investors and professional traders, such as hedge funds, prop trading firms and investment banks, can easily develop complex trading strategies with the Event Engine Strategy Module, and automatically route their orders to the most desired destinations, including equity, commodity, forex, cryptocurrency and many other financial markets. --- ### Quick Start -1. Prepare a computer with Windows 7 (64-bit) installed. +1. Prepare a computer with Windows 7/8/10/Server 2008 (64-bit) installed. -2. Install [Anaconda](http://www.continuum.io/downloads), please make sure you download **Anaconda 4.0.0 Python 2.7 (32-bit)**. +2. Install [Anaconda 5.2.0](http://www.continuum.io/downloads), please make sure you download **Python 2.7 (32-bit)**. -3. Install [MongoDB](https://www.mongodb.org/downloads#production) +3. Install [MongoDB](https://www.mongodb.org/downloads#production), please register MongoDB as Windows Service. -4. Install pymongo, just run "pip install pymongo" in cmd. +4. Install [Visual C++ Redistributable Packages for VS2013 (32-bit)](https://www.microsoft.com/en-gb/download/details.aspx?id=40784). -5. Register MongoDB as Windows Service and start it. +5. Run **install.bat** to install vn.py and all dependencies. -6. Install [Visual C++ Redistributable Packages for VS2013 (32-bit)](https://www.microsoft.com/en-gb/download/details.aspx?id=40784). +6. Go to folder **examples/CryptoTrader/** and edit those **ABC_connect.json** files with your exchange config. Taking BitMEX_connect.json as an example: + * apiKey: the API Key of your account provided by BitMEX + * secretKey: the Secret Key of your account provide by BitMEX + * sessionCount: number of sessions and threads you would like to use for RESTFul request + * symbols: symbols of contract you would like to receive data update from Websocket API -7. Click the "Download ZIP" button on this page to download the project source code, assume you unzip to C:\vnpy. +7. Change the "language" setting in **VT_setting.json** to "english" (otherwise you will see the GUI in Chinese). -8. Install the IB TWS software and configure it to allow trading API connection. +8. Start CryptoTrader by running "python run.py", connect to BitMEX and then you are ready to trade! -9. Use sublime text or any other text editors you like, to change related details in C:\vnpy\vn.trader\gateway\ibGateway\IB_connect.json to your data. +### Project Structure -10. Start IB TWS software and run C:\vnpy\vn.trader\vtMain.py, enjoy trading! +1. A large number of Broker and Market Data APIs, all in Python (vnpy.api): + + **Cryptocurrency Market** + + - BitMEX (bitmex) + + - OKEX（okex) + + - Huobi Pro（huobi) + + - Binance（binance) + + - Bitfinex (bitfinex) + + - Coinbase Pro (coinbase) + + - FCoin (fcoin) + + - BigOne (bigone) + + - LBank（lbank） + + - CCXT (ccxt) + + **International Financial Markets** + + - Interactive Brokers（ib） + + - Shanghai Zhida Futures（shzd） + + - Futu Securities (futu) + + **Chinese Futures Market** + + - CTP（ctp） + + - Femas（femas） + + - Kingstar Option（ksotp） + + - XSpeed（xspeed） + + **Chinese Equity Market** + + - LTS（lts） + + - QDP（qdp） + + - CSHSHLP（cshshlp） + + - XSpeed Securities (sec) + + **Chinese Precious Metal Market** + + - SGIT（sgit） + + - Kingstar Gold（ksgold） + + +2. Simple but powerful event engine module (vnpy.event), which can be used for developing complex quantitative trading strategies + +3. RPC framework (vnpy.rpc) which also supports pushing data from server to client, aimed at implementing distributed trading systems. + +4. Ready to use trading platform (vnpy.trader), which has integrated all the trading APIs in vnpy.api, and provides easy to use strategy engines for developing different types of quantitative strategies and trading algorithms. + +5. Examples about how to use vn.py framework for solving real world trading issues (vnpy.examples). + +6. [Official Forum](http://www.vnpie.org) and [Github Repository](http://www.github.com/vnpy/vnpy) --- ### Contact diff --git a/README.md b/README.md index a671e6fa..e57e2566 100644 --- a/README.md +++ b/README.md @@ -9,6 +9,8 @@ vn.py是基于Python的开源量化交易程序开发框架，起源于国内私募的自主量化交易系统。2015年初项目启动时只是单纯的交易API接口的Python封装。随着业内关注度的上升和社区不断的贡献，目前已经成长为一套全功能的交易程序开发框架，用户群体也日渐多样化，包括私募基金、券商自营和资管、期货资管和子公司、高校研究机构和专业个人投资者等。 +2018年中启动代号为vn.crypto的数字货币量化交易系统开发计划，目前已完成第一阶段的开发，提供针对数字货币交易所原生的REST/WebSocket API的高性能的Python接口封装设计、以及适合7x24小时长时间交易需求的算法交易AlgoTrading模块、面向币圈交易的前端应用示例CryptoTrader等，后续会进一步完善打造功能全面的数字货币量化交易平台。 + --- ### 项目结构 @@ -105,7 +107,7 @@ vn.py是基于Python的开源量化交易程序开发框架，起源于国内私 8. vn.py项目的Docker镜像（docker），目前尚未完成 -9. [官网](http://vnpy.org)和[知乎专栏](http://zhuanlan.zhihu.com/vn-py)，内容包括vn.py项目的开发教程和Python在量化交易领域的应用研究等内容 +9. [官方论坛](http://www.vnpie.com)和[知乎专栏](http://zhuanlan.zhihu.com/vn-py)，内容包括vn.py项目的开发教程和Python在量化交易领域的应用研究等内容 10. 官方交流QQ群262656087，管理较严格（定期清除长期潜水的成员）