""" vn.py - By Traders, For Traders. 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. """ import ast import platform import re import sys from setuptools import Extension, find_packages, setup def hook_compiler(): """ if numpy is installed, use compiler from that instead of setuptools, which run faster in multi-core env """ try: from numpy.distutils.ccompiler import CCompiler_compile import distutils.ccompiler distutils.ccompiler.CCompiler.compile = CCompiler_compile except ImportError: pass hook_compiler() with open("vnpy/__init__.py", "rb") as f: version_line = re.search( r"__version__\s+=\s+(.*)", f.read().decode("utf-8") ).group(1) version = str(ast.literal_eval(version_line)) if platform.uname().system == "Windows": compiler_flags = ["/MP", "/std:c++17", # standard "/O2", "/Ob2", "/Oi", "/Ot", "/Oy", "/GL", # Optimization "/wd4819" # 936 code page ] extra_link_args = [] else: compiler_flags = ["-std=c++17", "-Wno-delete-incomplete", "-Wno-sign-compare", ] extra_link_args = ["-lstdc++"] vnctpmd = Extension("vnpy.api.ctp.vnctpmd", [ "vnpy/api/ctp/vnctp/vnctpmd/vnctpmd.cpp", ], include_dirs=["vnpy/api/ctp/include", "vnpy/api/ctp/vnctp", ], define_macros=[], undef_macros=[], library_dirs=["vnpy/api/ctp/libs", "vnpy/api/ctp"], libraries=["thostmduserapi", "thosttraderapi", ], extra_compile_args=compiler_flags, extra_link_args=extra_link_args, depends=[], runtime_library_dirs=["$ORIGIN"], language="cpp", ) vnctptd = Extension("vnpy.api.ctp.vnctptd", [ "vnpy/api/ctp/vnctp/vnctptd/vnctptd.cpp", ], include_dirs=["vnpy/api/ctp/include", "vnpy/api/ctp/vnctp", ], define_macros=[], undef_macros=[], library_dirs=["vnpy/api/ctp/libs", "vnpy/api/ctp"], libraries=["thostmduserapi", "thosttraderapi", ], extra_compile_args=compiler_flags, extra_link_args=extra_link_args, runtime_library_dirs=["$ORIGIN"], depends=[], language="cpp", ) vnoes = Extension("vnpy.api.oes.vnoes", [ "vnpy/api/oes/vnoes/generated_files/classes_1.cpp", "vnpy/api/oes/vnoes/generated_files/classes_2.cpp", "vnpy/api/oes/vnoes/generated_files/module.cpp", ], include_dirs=["vnpy/api/oes/include", "vnpy/api/oes/vnoes", ], define_macros=[("BRIGAND_NO_BOOST_SUPPORT", "1")], undef_macros=[], library_dirs=["vnpy/api/oes/libs"], libraries=["oes_api"], extra_compile_args=compiler_flags, extra_link_args=extra_link_args, depends=[], language="cpp", ) if platform.uname().system == "Windows": # use pre-built pyd for windows ( support python 3.7 only ) ext_modules = [] else: ext_modules = [vnctptd, vnctpmd, vnoes] pkgs = find_packages() install_requires = [ "PyQt5<5.12", "qdarkstyle", "requests", "websocket-client", "peewee", "numpy", "pandas", "matplotlib", "seaborn", "futu-api", "tigeropen", "ta-lib", "ibapi" ] if sys.version_info.minor < 7: install_requires.append("dataclasses") setup( name="vnpy", version=version, author="vn.py team", author_email="vn.py@foxmail.com", license="MIT", url="https://www.vnpy.com", description="A framework for developing quant trading systems.", long_description=__doc__, keywords='quant quantitative investment trading algotrading', include_package_data=True, packages=pkgs, package_data={"": [ "*.ico", "*.ini", "*.dll", "*.so", "*.pyd", ]}, install_requires=install_requires, classifiers=[ "Development Status :: 5 - Production/Stable", "Operating System :: Microsoft :: Windows :: Windows 7", "Operating System :: Microsoft :: Windows :: Windows 8", "Operating System :: Microsoft :: Windows :: Windows 10", "Operating System :: Microsoft :: Windows :: Windows Server 2008", "Operating System :: Microsoft :: Windows :: Windows Server 2012", "Operating System :: Microsoft :: Windows :: Windows Server 2012", "Operating System :: POSIX :: Linux" "Programming Language :: Python :: 3", "Programming Language :: Python :: 3.7", "Topic :: Office/Business :: Financial :: Investment", "Programming Language :: Python :: Implementation :: CPython", "License :: OSI Approved :: MIT License", "Natural Language :: Chinese (Simplified)", "Natural Language :: Chinese (Simplified)" ], ext_modules=ext_modules )