[Vnpy quantitative investment from scratch] 11. Firm offer access test and formal firm offer
overview
This article mainly explains how to use vnpy to conduct real trading. Since we have learned the operation of the simulated trading in the previous section, if everything goes well, we only need to pass the penetration test before we can officially deploy the real trading.
Open a futures company account
Here, the author recommends readers to contact salesmen or intermediaries of different futures companies as much as possible. The margin and handling fee standards of different companies may be somewhat different, but there is basically room for adjustment. Try to choose a formal company with the lowest margin rate and handling fee to open an account. According to the author's experience, the handling fee will basically reach about 10% of the principal in one year. If the most favorable handling fee rate cannot be obtained, and the default handling fee is charged at several times, the rate of return will be affected. Serious impact. Accounts with a large amount of funds can also apply to the futures company for rebates, that is, to return part of the handling fees, which can also increase a certain rate of return.
penetration test
Penetration testing is some tests used by the exchange to verify whether the software of the access party meets the regulatory requirements. The access party applies to the futures company to open the CTP interface trading authority, and then the futures company will arrange internal technical personnel to conduct a docking test. The specific application process can be consulted with the salesman or intermediary. During the access test, the futures company will provide information such as the corresponding account password, server address and authorization code.
The more important function inside vnpy is the ctp penetration test. Here we will use the client to trigger various commands in order to cooperate with the test. Note that here we can directly use the vnpy client installed on windows (since the penetration test only needs one time, so the author did not study in depth how to start the penetration test through the code), check the gateway and change it to CtptestGateway, note that the gateway can only be checked here Choose one, if both are checked, it will not work. The difference between these two gateways is mainly that the version of the underlying ctp interface is different, and the version of the test is lower. If some futures companies cannot connect using CtptestGateway, you can try to connect directly using CtpGateway&