haotin / ftsVob

期货交易系统开发基于vnpy+easyquant项目

Daemon program of ftsVob (Future Trade System Vob) Author: Occ Guide:

• Server trade type system type, has no graphic user interface
• Platform is build on ubuntu14.0+ and python2.7+
• python ftsMain.py is will starting whole trade system, and will configure ctp.json under current directory
• Need combile vnctpmd.so,vnctptd.so on your own platform and install in ftsVob/quantGateway/ctpGateway directory

Program whole picture

• [strategies]
  • [demo.py]
  • [init.py]
• [daemonvt.sh]
• [ctp.json]
• [ftsVob]
  • [quantEngine]
    • [event_engine.py]
    • [push_engine]
      • [account_info_engine.py]
      • [base_engine.py]
      • [clock_engine.py]
      • [init.py]
      • [quotation_engine.py]
    • [main_engine.py]
    • [init.py]
  • [quantGateway]
    • [ctpGateway]
      • [ctpGateway.py]
      • [vnctpmd.so]
      • [vnctptd.so]
      • [ctpDataType.py]
      • [init.py]
    • [quant_gateway.py]
    • [api.py]
    • [init.py]
    • [quant_constant.py]
  • [logHandler]
    • [default_handler.py]
    • [init.py]
  • [quantStrategy]
    • [init.py]
    • [strategyTemplate.py]
  • [databaseSys]
  • [init.py]
• [ftsMain.py]

Develop plan

• Improve log handler system need fix some bugs of log system
• Adding database api, such as mysql, mongodb, redis
• Adding trading interface which is needed by concrete strategy