210 lines
7.0 KiB
Markdown
210 lines
7.0 KiB
Markdown
# “当你想放弃时，想想你为什么开始。”
|
||
|
||
###Fork版本主要改进如下
|
||
- 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
|
||
- 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
|
||
- 5、提供非GUI界面启动的主程序。examples/service
|
||
- 6、支持数据货币
|
||
- 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
|
||
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
|
||
https://github.com/vnpy/vnpy
|
||
--------------------------------------------------------------------------------------------
|
||
### License
|
||
MIT
|
||
|