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.

now it supports both ctp interface and backtest interface for using.

Environment Setup

# just for linux/ Generate Chinese environment
sudo ctpbee -auto generate

Origin

• Thanks to vnpy and flask

Quick Install

# code install 
git clone https://github.com/ctpbee/ctpbee && cd ctpbee && python3 setup.py install  

# or by  pip install
pip3 install ctpbee

Here is the document address

Quick Start

from ctpbee import CtpBee
app = CtpBee("ctpbee", __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
app.start() 

Command Running

BackTest

support multiple instrument and multiple frequency

Development

Now I want to build stock support for ctpbee, if you have any interest, you can send email to me and join us!

Code Contributed

I just only accept PR code to dev branch, please remember that !

Hope to build a reliable and easy product ^_^

Important

Now I write a new model which you can use it to produce kline that equal to wenhua. It depends on trade_time.json, you should load it and pass it as params In HighKlineSupporter A simple usage

import json

from ctpbee import CtpbeeApi, HighKlineSupporter

class M(CtpbeeApi):
    def __init__(self, name):
        super().__init__(name)
        with open("trade_time.json", "r") as f:
            data = json.load(f) 
        """
        code: rb
        interval: 1min, 5min    
        """
        self.kline = HighKlineSupporter("rb", self.process, [1,5], data)

    def process(self, bar):
        print(bar)    

    def on_tick(self, tick):
        self.kline.update_tick(tick)

License

• MIT