Metadata-Version: 2.1
Name: quant-vnpy
Version: 0.1.2
Summary: 基于VNPY进行功能增强
Home-page: http://192.168.0.103/quant/quant_vnpy
Author: MG
Author-email: mmmaaaggg@163.com
License: UNKNOWN
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.7
Classifier: Operating System :: Microsoft :: Windows
Classifier: Operating System :: Unix
Classifier: Operating System :: POSIX
Classifier: License :: OSI Approved :: MIT License
Classifier: Development Status :: 5 - Production/Stable
Classifier: Environment :: No Input/Output (Daemon)
Classifier: Intended Audience :: Developers
Classifier: Natural Language :: Chinese (Simplified)
Classifier: Topic :: Software Development
Requires-Python: >=3.6
Description-Content-Type: text/markdown
Requires-Dist: IBATS-Common (>=0.20.8)
Requires-Dist: psutil (>=5.7.2)
Requires-Dist: kaleido (>=0.0.3)
Requires-Dist: openpyxl (>=3.0.5)
Requires-Dist: xlwt (>=1.3.0)

# quant vnpy

## 一、 简介
### 1. 功能简介
本工具包是基于vnpy的回测库的一些增强函数

1. quant_vnpy 目录包含各种增强函数及类库
2. strategies 为策略库

### 2. 版本历史

2020-11-15 v0.1.2
最新依赖版本 IBATS_Common>=0.20.8，最新支持道 vnpy 2.1.7 版本
调整 INSTRUMENT_TRADE_TIME_PAIR_DIC 道 constants.py

2020-11-10 v0.1.0
基于vnpy 2.1.6进行的功能增强。此前版本不支持。

## 二、 环境设置及组件安装（首次运行前需要）
### 1. 系统环境包含 [Anaconda](https://repo.anaconda.com/archive/Anaconda3-2019.10-Windows-x86_64.exe) 或 Miniconda（python 3.7 版本）
### 2. 安装 [vnpy 2.1.6或以上版本](https://download.vnpy.com/vnstudio-2.1.7.exe) \
### 3. 运行按照相关组件 
```cmd
pip isntall -r requirement.txt
conda install -c plotly plotly-orca
conda install -c plotly python-kaleido
```

如果执行遇到问题可分别执行如下：
1. 通用组件
    ```cmd
    pip install -r requirement.txt
    ```

2. orca 组件
    orca 组件为回测功能中保存回测视图结果的组件，windows系统性需要单独安装，才可保证功能正常使用 \
    安装步骤如下： 
    1. 安装组件包

        ```cmd
        conda install -c plotly plotly-orca
        ```

    2. 下载并安装 orca 应用

    组件下载地址：[orca组件](https://github-production-release-asset-2e65be.s3.amazonaws.com/99037241/8ebe1c00-6f72-11ea-8c70-1021f91c27bc?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAIWNJYAX4CSVEH53A%2F20201028%2Fus-east-1%2Fs3%2Faws4_request&X-Amz-Date=20201028T052839Z&X-Amz-Expires=300&X-Amz-Signature=2a9e44c0ac740c2335a130a8c1cb9734994f4bd01a7a55c6c12fe5330a487dbf&X-Amz-SignedHeaders=host&actor_id=0&key_id=0&repo_id=99037241&response-content-disposition=attachment%3B%20filename%3Dwindows-release.zip&response-content-type=application%2Foctet-stream)

    安装后设置话就环境变了 Path 加入相应路径，默认情况下window10操作系统 orca 组件将被安装在如下路径：
    > C:\Users\mmmaaaggg\AppData\Local\Programs\orca

    3. 批量关闭 orca 进程方法
    ```shell script
    ps -ef | grep orca | grep -v grep | awk '{print $2}' | xargs kill -9
    ```

 3. MD文件转word文档工具 \
    到[pandoc官网](https://pandoc.org/installing.html)下载对应的软件并按照后即可运行 Scripts\md_2_docx.bat 脚本

 ## 三、 常用命令

 1. 切换远程仓库地址方法
    ```cmd
    >git remote
    origin
    >git remote get-url --all origin
    git@192.168.10.117:quant/quant_vnpy.git
    >git remote set-url origin http://209386rt46.51vip.biz:23987/quant/quant_vnpy.git
    >git pull
    Username for 'http://209386rt46.51vip.biz:23987':
    Username for 'http://209386rt46.51vip.biz:23987': maguo
    Password for 'http://maguo@209386rt46.51vip.biz:23987':
    remote: Enumerating objects: 8, done.
    remote: Counting objects:  25% (2/8)
    remote: Counting objects: 100% (8/8), done.
    remote: Total 72 (delta 8), reused 8 (delta 8), pack-reused 64
    Unpacking objects:   6% (5/72)Unpacking objects:  18% (13/72)Unpacking objects:  23% (17/72)Unpacking objects:  29% (21/72)Unpacking objects:  34% (25/72)Unpacking objects:  38% (28/72)Unpacking objects:  41% (30/72)Unpacking objects:  43% (31/72)Unpacking objects:  44% (32/72)Unpacking objects:  47% (34/72)Unpacking objects:  50% (36/72)Unpacking objects:  56% (41/72)Unpacking objects:  59% (43/72)Unpacking objects:  62% (45/72)Unpacking objects:  70% (51/72)Unpacking objects:  76% (55/72), 13.34 KiB | 26.00 KiB/sUnpacking objects:  80% (58/72), 13.34 KiB | 26.00 KiB/sUnpacking objects:  84% (61/72), 13.34 KiB | 26.00 KiB/sUnpacking objects:  88% (64/72), 13.34 KiB | 26.00 KiB/sUnpacking objects:  90% (65/72), 13.34 KiB | 26.00 KiB/sUnpacking objects:  94% (68/72), 13.34 KiB | 26.00 KiB/sUnpacking objects:  97% (70/72), 13.34 KiB | 26.00 KiB/sUnpacking objects: 100% (72/72), 17.93 KiB | 23.00 KiB/s, done.
    From http://209386rt46.51vip.biz:23987/quant/From http://209386rt46.51vip.biz:23987/quant/quant_vnpy
       cb6c014..1afe166  master     -> origin/master
    Updating cb6c014..1afe166
    Fast-forward
     README.md                                          |   7 +
     ...
     8 files changed, 404 insertions(+), 106 deletions(-)
     create mode 100644 strategies/trandition/period_resonance_dynamic/macd_kdj.py
    ``` 


