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how trader

How to be a (quant) trader.
如何成为一个量化交易者

the project is forked from VNPY. you can refer to the vnpy project. For easy to learn and easy to install the vnpy project. I just simply remove the other part not related to cryptocurrency.

这个项目是fork vnpy的代码。为了方便区分,我把名字改成了howtrader, 并对其中的部分代码进行了修改,主要为了方便大家学习和使用。vnpy的安装非常复杂,而且容易出错。主要是因为里面依赖的东西过多。 而且很多部分我们是用不到的。

安装 installation

直接把代码下载下来,然后切换到你的虚拟环境,或者使用当前的环境也是可以的, 在终端输入:

pip install -r requirements.txt

python setup.py install

如果没有报错,就表示已经安装好了, 你也可以直接在终端输入:

pip install git+https://github.com/ramoslin02/howtrader.git

you can directly download the source code. then open your termal, then script the following command

pip install -r requirements.txt

python setup.py install

or you can use pip to install the howtrader.

pip install git+https://github.com/ramoslin02/howtrader.git

使用 Usage

你需要在项目下面创建一个文件夹加,howtrader, 这个主要是存放一些日记和配置文件的信息。 如果不不知道配置文件如何配置,你可以启动examples文件目录下面的main_window.py文件,就可以看到其下面的一些日志和配置文件信息了。

  1. firstly you need to create a folder(howtrader) at your project, at this folder, there are log file or configuration file. If you're not sure how to config, you can simply run the main_window.py at examples folder, you can play with UI.

数据爬取

howtrader可以通过data_manager的app直接下载数据,但是这个过程比较慢,适合少量数据的更新。 如果你想批量获取数据,可以参考examples下面的download_data_demo2.py文件.

you can download the data through data_manage app, but it's pretty slow, it just designs for small piece of data updating and strategy data warming. If you want to download the data as soon as possible, you can try the download_data_demo2.py or download_data_demo1.py at examples folder by using the multi-threads for speeding.

learning materials 学习资料

学习资料请参考网易云课堂《VNPY数字货币量化交易从零到实盘》 你也可以在youtube或者b站找到相应的视频,搜索51bitquant即可找到视频。

updates

  1. V2.1.7.3 : update the binance gateway for klines, subscribe the 1min kline for kline update, V2.1.7.3版本更新了币安的K线数据的更新。
  2. V2.1.7.4 : Order Status management for bad network or disconnection, V2.1.7.4版本对订单状态查询和更新, 特别是在在网络失去连接的时候能够进行查询和更新。

3.V2.1.7.5 : update the on_trade event and binance future api position 更新对on_trade交易事件的推送,websocket断开的时候订单的成交能够重新推送,并且能够计算策略的仓位。

联系方式

微信: bitquant51

币安邀请链接

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