# ctpee **Repository Path**: lipcao/ctpee ## Basic Information - **Project Name**: ctpee - **Description**: 最新版ctpee,其他的都不更新了,同步github - **Primary Language**: Unknown - **License**: MIT - **Default Branch**: master - **Homepage**: None - **GVP Project**: No ## Statistics - **Stars**: 0 - **Forks**: 0 - **Created**: 2023-11-14 - **Last Updated**: 2023-11-14 ## Categories & Tags **Categories**: Uncategorized **Tags**: None ## README # 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 ```bash # 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](https://github.com/vnpy/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 ```bash # 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 - [x] Linux - [x] Windows - [x] MacOS ## 文档与交流 [文档地址](http://docs.ctpbee.com) [论坛地址](http://forum.ctpbee.com) ## 快速开始 ```python 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() ``` ## 功能支持 - [x] 简单易用的下单功能 - [x] 仓位盈亏计算 - [x] 多周期多合约回测 - [x] 实时行情 - [x] k线生成 - [x] 回测报告生成 - [x] 自动运维 - [x] 多交易接口支持 - `ctp` - `ctp_mini` - `rohon` - `open_ctp` 更多相关信息, 请参阅[文档](http://docs.ctpbee.com) ## 命令行运行效果 ![avatar](source/运行.png) ## 回测截图 支持多周期多合约回测 ![avatar](source/回测.png) ## PR支持 Only Accept [PR](https://github.com/ctpbee/ctpbee/compare) code to `dev` branch, please remember that ! > 对于本地数据自动运维方案, 请👉 [Hive](https://github.com/ctpbee/hive) ## 模拟测试 && 免责声明 本项目长期维护, 开源仅作爱好,本人不对代码产生的任何使用后果负责. 功能尽可能会保持稳定, 但是为了你的实盘账户着想,请先用[simnow](https://www.simnow.com.cn/product.action) 或者[openctp](https://github.com/openctp/openctp)账户测试完善再上实盘! > 关于如何对接`openctp`,请参阅此教程[click here](source/openctp.md) ## 进阶:行情分发与子策略实现 `ctpbee`策略内实现多策略较为复杂,且碰到计算密集型速度会大幅度下降。推荐使用`ctpbee`的多策略模式. server端: ```python from ctpbee import CtpBee, Mode app = CtpBee("openctp", __name__, refresh=True, work_mode=Mode.DISPATCHER) ``` `client`端: 通过配置interface为`local`, CONNECT_INFO里面的内容也要相应更改. `DEMO`: 推荐参阅[openctp分发实现](examples/openctp) ## 遇到问题 请提交issue或者于issue搜索关键字, 或者查阅[此处](http://docs.ctpbee.com/error.html) ## License - MIT