Comments (4)
Cuizi7
commented on July 21, 2024
develop 分支代码已修复。
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Cuizi7
commented on July 21, 2024
现在已经重写了 vnpy 相当多的函数，我们是否可以考虑一下直接从更底层引用vnpy？直接调用 vnpy 封装好的底层 python 版 CTP 接口。
这样做的好处
- 可以减少数据转换的层级，便于我们对数据的控制，减少bug。
- 另外也可以减少对 vnpy 上层代码的依赖，避免由于 vnpy 升级导致出现的不兼容情况。
- 更容易上 python 3
弊端： - 跟大的工作量
- 再接入其他交易接口的时候也要做很多类似的重写工作，做不到我们当初设想的 “一键接入”（不过现在重写了很多函数以后也已经做不到一键接入了。）
@handsomu @wh1100717 @cedricporter
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wh1100717
commented on July 21, 2024
原本使用vnpyGateway的目的是希望的直接集成其他的交易接口，不需要每一个交易接口都实现一遍，如果本身vnpyGateway要实现对接就需要重写很多函数的话，那实际上相当于我们做了一个rqalphaGateway。
我觉得可以基于现有的代码，重构、整合，然后脱离vnpyGateway，或者对其进行扩展，然后不再依赖vnpyGateway
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Cuizi7
commented on July 21, 2024
master 分支已更新。
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Related Issues (20)
- 脱离 vtGateway HOT 2
- 数据和交易解耦
- 加入 RPC 模式
- 运行vnpy mod报错，详细信息如下： HOT 2
- 在vnpy mod里如何做vnpy的交易呢 ？ HOT 27
- 在vnpy mod里，如何获得vnpy的交易数据呢 ？ HOT 3
- 如何通过代码运行 rqalpha-mod-vnpy？ HOT 3
- 发送平仓单时针对上期所平今的处理 HOT 1
- CTP中午休市账户断线重连之后系统报错 HOT 6
- 测试发单时候系统报错退出 HOT 2
- 获取当前持仓的市场行情出错 HOT 2
- 9:26启动策略报 signed integer greater than maximum错误 HOT 2
- 初始化时获取重复获取open orders，仓位回复时候昨仓有误 HOT 1
- 最新版本rqalpha 出错 ImportError: No module named account HOT 4
- 这用的ctp接口是64位还是32位的？
- ImportError: No module named account HOT 1
- 启动恢复仓位时出现空仓key error HOT 1
- 适配 vnpy 新版本 HOT 2
- 程序初始化时获取不到某些合约的last_price导致portfolio有关计算出错 HOT 2
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