siaosing / md_recorder

record market data for futures listed in mainland China through CTP

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md_recorder

record market data for futures listed in mainland China through CTP

dependency:

Python 3.10; Windows Redis

使用须知:

在Windows 10/11 及以上版本,安装Python3.10(pyd文件是在python3.10版本下编译的,若后续想升级Python版本至3.11及以后版本,需自行编译对应的pyd文件), 安装Windows Redis并加入系统服务。将md_recorder_redis.bat加入windows 任务计划,每日开盘前启动即可,收盘后程序自动将当日tick数据存储为csv文件并压缩保存。 setting.json文件存放穿透式认证信息和账户信息,以便通过交易接口获取当日交易合约列表。

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record market data for futures listed in mainland China through CTP

License:Creative Commons Zero v1.0 Universal


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