177 lines
6.1 KiB
Markdown
177 lines
6.1 KiB
Markdown
### “当你想放弃时,想想你为什么开始。”
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#Fork版本主要改进如下:
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1、增加CtaLineBar,CtaPosition,CtaPolicy,UtlSinaClient等基础组件
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2、增加自动断线重连功能,在开盘前启动,收盘后重连CTP
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3、修改回测引擎,提供实时计算净值
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4、修改CtaTemplate,增加了未执行订单的跟踪
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5、提供非GUI界面启动的主程序。
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#启动模式:
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可视化:python vtMain.py
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命令行:python noUiMain.py
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# 重要更新日志
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1、2018年1月,升级至py3版本
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2、linux下安装步骤
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1)root身份安装cmake/bzip/openssl/nodejs/python-dev等
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2)用户身份安装anaconda3.6 64bit,创建虚拟环境py35
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3)root安装编译boost
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4)激活py35环境下,安装requirement.txt里面的包
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5)编译ctp api(for boost & py3.5)
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6)vnpy/trader目录下,python vtmain.py 试试看
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3、Windows下安装步骤
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1)minconda 安装 清华https://mirrors.tuna.tsinghua.edu.cn/anaconda/miniconda/ 下载windows下x86_64最新版本
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安装时,记得勾选,添加minconda到系统环境路径
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2)重启后,命令行窗口:
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conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
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conda config --set show_channel_urls yes
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conda create --name py35 python=3.5
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3)激活py35
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activate py35
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4)安装 pyqt
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conda install pyqt
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5) 安装其他包
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cd c:\vnpy
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pip install -r requirements.txt
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6)安装Talib,见下8
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大佳
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QQ/Wechat:28888502
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--------------------------------------------------------------------------------------------
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###FAQ:
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#1、CentOS的环境(管理员身份)
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# 1.1 安装系列开发环境:
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# cmake
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yum install cmake
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# 安装解压包支持
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yum install bzip2.x86_64
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# 安装nodejs,支持request
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yum -y install nodejs
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(如果安装不了,更新yum后再安装)
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# 支持ssl
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yum -y install openssl-devel
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# 安装python开发库
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yum install python-devel.x86_64
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# 1.2 创建anaconda下的py35环境 (切换至运行用户身份,例如trade)
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su - trade
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wget -c https://mirrors.tuna.tsinghua.edu.cn/anaconda/archive/Anaconda3-4.3.1-Linux-x86_64.sh
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chmod a+x Anaconda3-4.3.1-Linux-x86_64.sh
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./Anaconda3-4.3.1-Linux-x86_64.sh
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# 配置为国内的镜像
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conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
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conda config --set show_channel_urls yes
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选择其中一个来创建
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conda create --name py35 python=3.5
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激活py35
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source activate py35
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# 1.3 编译ctp的api
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cd /home/trade/vnpy-master
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cd vnpy/api/ctp
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激活python环境
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source activate py35
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sh build.sh
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cd vnctptd/test
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修改tdtest.py,填写账号和ip等信息
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python tdtest.py 验证 ctp api是否正常。
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# 安装boost (root身份)
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wget http://sourceforge.net/projects/boost/files/boost/1.66.0/boost_1_66_0.tar.gz/download
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mv download boost_1_66_0.tar.gz
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tar -xvzf boost_1_66_0.tar.gz
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cd boost_1_66_0/
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记得先创建好py35的虚拟环境
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export CPLUS_INCLUDE_PATH=/home/trade/anaconda3/envs/py35/include/python3.5m
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修改 boost_1_66_0/tools/build/example/user-config.jam :
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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 ;
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把user-config.jam复制到用户目录
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cp user-config.jam /root/
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回到 boost_1_66_0/
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运行bootstrap.sh
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./bootstrap.sh --with-python=/home/trade/anaconda3/envs/py35/bin/python3 --with-python-version=3.5 --with-python-root=/home/trade/anaconda3/envs/py35
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编译,安装
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./b2 --buildtype=complete install
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检查 /usr/local下,include/boost, lib/libboos_python3.so等是否存在
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# 1.4 安装vnpy其他需要的包
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(py35)/home/trade/vnpy-master: conda install pyqt
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(py35)/home/trade/vnpy-master: pip install -r requirements.txt
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# 1.5 运行vnpy无界面
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(py35)/home/trade/vnpy-master/Examples/
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#2、Ubuntu的环境
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sudo apt-get install gcc
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sudo apt-get install make
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sudo apt-get install libssl-dev
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sudo apt-get install freetds-dev
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sudo apt-get install python-dev
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sudo apt-get install mpi-default-dev
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sudo apt-get install libicu-dev
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sudo apt-get install libbz2-dev
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sudo apt-get install libboost-thread-dev
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sudo apt-get install libboost-python-dev
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sudo apt-get install cython
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sudo apt-get install nodejs
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sudo apt-get update && sudo apt-get install build-essential
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# 安装anaconda并创建py35虚拟环境(trade 用户)
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# 编译CTP API(见上)
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# 安装vnpy其他需要的包(见上)
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#3、碰到的问题:找不到vnpy.xx.xx(原2.7环境)
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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
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#4、碰到的问题:importError: libGL.so.1: cannot open shared object file: No such file or directory
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ubuntu下:sudo apt install libgl1-mesa-glx
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centOS下:sudo yum install mesa-libGL.x86_64
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#5、碰到的问题:version `GLIBCXX_3.4.21' not found
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conda install libgcc
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#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
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locate ta_defs.h
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找到地址:/home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib
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# 复制一份到/usr/include目录下
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sudo cp /home/user/anaconda3/pkgs/ta-lib-0.4.9-np111py27_0/include/ta-lib /usr/include -R
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#7、碰到的问题:安装某些组件,提示 cl.exe Not found
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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
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#8、Install Ta-Lib
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conda config --add channels https://mirrors.tuna.tsinghua.edu.cn/anaconda/pkgs/free/
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conda config --set show_channel_urls yes
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conda install -c quantopian ta-lib=0.4.9
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--------------------------------------------------------------------------------------------
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# vn.py - 基于python的开源交易平台开发框架
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https://github.com/vnpy/vnpy
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--------------------------------------------------------------------------------------------
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### License
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MIT
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