针对多条合约腿价差交易设计的应用模块,覆盖价差盘口计算、价差算法执行、价差策略开发的全流程业务功能。
安装需要基于2.6.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_spreadtrading
下载解压后在cmd中运行
python setup.py install
This project forked from vnpy/vnpy_spreadtrading
vn.py框架的价差交易模块
Home Page: https://www.vnpy.com
License: MIT License
针对多条合约腿价差交易设计的应用模块,覆盖价差盘口计算、价差算法执行、价差策略开发的全流程业务功能。
安装需要基于2.6.0版本以上的VN Studio。
直接使用pip命令:
pip install vnpy_spreadtrading
下载解压后在cmd中运行
python setup.py install
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