paperswithbacktest / vnpy_spreadtrading

Spread Trading Module for the VeighNa Framework

Home Page:https://wiki.paperswithbacktest.com/glossary/veighna

Repository from Github https://github.compaperswithbacktest/vnpy_spreadtradingRepository from Github https://github.compaperswithbacktest/vnpy_spreadtrading

Spread Trading Module for VeighNa Framework

Description

An application module designed for multi-contract leg spread trading, covering the whole process of business functions such as spread order calculation, spread algorithm execution and spread strategy development.

Note

Spread trading contracts using exchange arbitrage orders are not supported.

Installation

The installation environment is recommended to be based on [VeighNa Studio] above version 3.3.0.

Use the pip command directly:

pip install vnpy_spreadtrading

Or download the source code, unzip it and run it in cmd:

pip install .

About

Spread Trading Module for the VeighNa Framework

https://wiki.paperswithbacktest.com/glossary/veighna

License:MIT License


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Language:Python 100.0%