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Cuizi7 avatar Cuizi7 commented on July 21, 2024

vnpy mod 现已支持将 vnpy 的账户、持仓、订单、交易 等数据同步至 rqalpha ,可否具体描述一下您需要拿到何种数据?

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FallacyWalker avatar FallacyWalker commented on July 21, 2024

目前需要获取行情,持仓,交易,委托,成交信息。

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Cuizi7 avatar Cuizi7 commented on July 21, 2024

行情数据暂时只能通过获取到快照数据,vnpy mod 尚未加入录入历史数据的功能。
持仓、交易、委托、成交均可通过在策略内执行 rqalpha 对应 API 获得。

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