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vnpy_xtp's Introduction

VeighNa框架的XTP底层接口

说明

基于中泰证券XTP柜台的2.2.32.2接口封装开发。

安装

安装环境推荐基于3.9.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_xtp

或者下载源代码后,解压后在cmd中运行:

pip install .

使用源代码安装时需要进行C++编译,因此在执行上述命令之前请确保已经安装了【Visual Studio(Windows)】或者【GCC(Linux)】编译器。

使用

以脚本方式启动(script/run.py):

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_xtp import XtpGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(XtpGateway)
    
    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

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vnpy_xtp's Issues

No module named 'vnpy_xtp.api.vnxtpmd'

env: vnpy-3.9.1. vnpy-xtp-2.2.32.2.2 python-3.10

command: python run.py

content: run.py:

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_xtp import XtpGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(XtpGateway)
    
    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

output:

Traceback (most recent call last):
  File "/Users/zhangsan/workspace/vnpy-3.9.1/run.py", line 5, in <module>
    from vnpy_xtp import XtpGateway
  File "/Users/zhangsan/.pyenv/versions/miniconda3-latest/envs/vnpy/lib/python3.10/site-packages/vnpy_xtp/__init__.py", line 25, in <module>
    from .gateway import XtpGateway
  File "/Users/zhangsan/.pyenv/versions/miniconda3-latest/envs/vnpy/lib/python3.10/site-packages/vnpy_xtp/gateway/__init__.py", line 1, in <module>
    from .xtp_gateway import XtpGateway
  File "/Users/zhangsan/.pyenv/versions/miniconda3-latest/envs/vnpy/lib/python3.10/site-packages/vnpy_xtp/gateway/xtp_gateway.py", line 29, in <module>
    from ..api import MdApi, TdApi
  File "/Users/zhangsan/.pyenv/versions/miniconda3-latest/envs/vnpy/lib/python3.10/site-packages/vnpy_xtp/api/__init__.py", line 1, in <module>
    from .vnxtpmd import MdApi
ModuleNotFoundError: No module named 'vnpy_xtp.api.vnxtpmd'

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