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简单易用的期货实盘ctp交易框架支持ctp和ctp_mini

License: MIT License

Python 97.25% HTML 2.75%

ctpbee's Introduction

ctpbee

bee bee .... for developer's trading ~

tiny but strong

ctpbee provide a micro core of trading, you can make trade and backtest in it.

环境设置

#  linux用户快速生成中文支持/ windows用户无须设置 
sudo ctpbee -auto generate

灵感起源

使用来自于vnpy的交易接口, 重新提供上层封装API, 简化安装流程, 提供快速实现交易功能.

快速安装

# python version: 3.6+

# 源码安装 
git clone https://github.com/ctpbee/ctpbee && cd ctpbee && python3 setup.py install  

# pip源安装
pip3 install ctpbee

支持系统

Linux
Windows
MacOS

文档与交流

文档地址

论坛地址

快速开始

from ctpbee import CtpBee
from ctpbee import CtpbeeApi
from ctpbee.constant import *


class CTA(CtpbeeApi):
    def __init__(self, name):
        super().__init__(name)

    def on_init(self, init: bool) -> None:  # 初始化完成回调 
        self.info("init successful")

    def on_tick(self, tick: TickData) -> None:
        print(tick.datetime, tick.last_price)  # 打印tick时间戳以及最新价格 

        # 买开
        self.action.buy_open(tick.last_price, 1, tick)
        # 买平
        self.action.buy_close(tick.last_price, 1, tick)
        # 卖开
        self.action.sell_open(tick.last_price, 1, tick)
        # 卖平 
        self.action.sell_close(tick.last_price, 1, tick)

        # 获取合约的仓位
        position = self.center.get_position(tick.local_symbol)
        print(position)

    def on_contract(self, contract: ContractData) -> None:
        if contract.local_symbol == "rb2205.SHFE":
            self.action.subscribe(contract.local_symbol)  # 订阅行情 
            print("合约乘数: ", contract.size)


if __name__ == '__main__':
    app = CtpBee('ctp', __name__)
    info = {
        "CONNECT_INFO": {
            "userid": "",
            "password": "",
            "brokerid": "",
            "md_address": "",
            "td_address": "",
            "appid": "",
            "auth_code": "",
            "product_info": ""
        },
        "INTERFACE": "ctp",
        "TD_FUNC": True,  # Open trading feature
    }
    app.config.from_mapping(info)  # loading config from dict object
    cta = CTA("cta")
    app.add_extension(cta)
    app.start()