vn.py 2.0.4 official release, vn.py is based on open source application development framework for Python quantitative trading, originated in domestic private independent quantitative trading system, it has now grown into a full-featured trading development framework of.
The new update as follows:
Trading Interface
- TapGateway, Yi Sheng external disk interface (Futures)
- BinanceGateway, currency security interfaces (digital currency)
The upper application
- AlgoTrading completion algorithm
- Sample CtaStrategy interface without a firm offer
- CtaBacktester historical data loading progress bar
- CtaBacktester back-tested data (turnover, commission, daily)
- RiskManager, advance wind control module
Other updates
- RPC inter-process communication module
- TickData / BarData added data structure field positions open_interest
The upgraded version of the database table fields, existing user data please use automated scripts to perform the migration, the script go to community forums get.