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CtpSystem

本项目为上海期货交易所量化交易系统

项目简介

上海期货交易所,是**四大期货交易所之一,同时也是最大的一家。 为了更好的帮助大家理解交易到底是什么,程序化交易到底怎么做,我们可以通过上期交易所技术中心提供的模拟仿真交易环境来进行前期的学习和测试 CTP是交易所提供的接入交易环境的API,即一些头文件和几个so文件,利用这些API即可接入交易所

项目最终目标

  • 开发CTP API, 实现数据实时接收
  • 开发CTP API,实现程序化下单交易
  • 继续深入研究CTP API,实现盘后交易状况结算(统计自己赚了多少钱,一天一共发了多少个订单,究竟为什么亏钱为什么赚钱)
  • 开发简单策略,实现根据数据进行下单

项目要求

  • c++
  • CMake
  • 遵守完整的项目流程,按照需求分析,概要设计,开发,保证每一步都有文档
  • 注重团队合作,一定要有成员间协作开发的过程

参考资料

ctpsystem's People

Contributors

zezhongwang avatar

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