211 lines
7.1 KiB
Markdown
211 lines
7.1 KiB
Markdown
# “当你想放弃时，想想你为什么开始。埃隆·马斯克”
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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。examples/service
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- 6、支持数据货币
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- 7、升级至py3版本
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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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# 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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# 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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wget -qO- https://rpm.nodesource.com/setup_8.x | bash -
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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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.
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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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# 编译ctp的api(运行用户，例如trade)
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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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./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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#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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#3、创建多版本环境：
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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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激活的例子
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source activate py35
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升级虚拟环境得pip
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pip install --upgrade pip
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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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如果你用py35虚拟环境
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source activate py35
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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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# 9、数字货币的增量安装
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conda install scipy
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pip install autobahn
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pip install twisted
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pip install pyOpenSSL
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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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