vnpy/README.md
2018-03-20 19:38:57 +08:00

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### “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CtaLineBarCtaPositionCtaPolicy,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。
#启动模式:
可视化python vtMain.py
命令行python noUiMain.py
# 重要更新日志
1、2018年1月升级至py3版本
2、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
大佳
QQ/Wechat28888502
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###FAQ
#1、CentOS的环境管理员身份
# 安装 cmake
yum install cmake
# 安装解压包支持
yum install bzip2.x86_64
# 安装nodejs支持request
yum -y install nodejs
# 支持ssl
yum -y install openssl-devel
# 安装python开发库
yum install python-devel.x86_64
# 安装boost
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 ;
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
# 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
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。
#2、Ubuntu环境开发环境
apt-get install gcc
apt-get install make
apt-get install libssl-dev
apt-get install freetds-dev
apt-get install python-dev
apt-get install mpi-default-dev
apt-get install libicu-dev
apt-get install libbz2-dev
apt-get install libboost-thread-dev
apt-get install libboost-python-dev
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
#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
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# vn.py - 基于python的开源交易平台开发框架
https://github.com/vnpy/vnpy
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### License
MIT