backtradercn/backtradercn-py3-runtime repository overview

免费提供基于backtrader的中国期货ctp行情以及交易接口。

https://github.com/backtradercn/backtrader_cn_api_example⁠

https://blog.csdn.net/BackTraderCN/article/details/117473909⁠

本安装包默认包含window和Linux版的ctp行情以及交易功能。

⁠backtrader-cn 接口，已经接入了高频系统(参考课程 https://edu.csdn.net/course/detail/24668⁠) 的md/td模块，可以直接使用ctp，飞马，xtp，及一些非法币交易所。默认安装包仅提供ctp接入，其他安装包请联系课程主管。

⁠行情以及交易接口已经改造为power-save模式，通过增加延迟减少cpu耗费。如需原始高频模式，请联系课程主管。

⁠内置接口已经可以直接读取收集中国期货ctp的tick数据和分钟线（参考期货tick自动下载和分钟线处理环境 https://blog.csdn.net/BackTraderCN/article/details/116597823）⁠

免责声明：详见《RISK_DISCLOSURE_AGREEMENT.txt》

#安装 #win

python -m easy_install backtradercn-1.0-py3.7-win-amd64.egg cd c:\anaconda3\lib\site-packages\backtradercn-1.0-py3.7-win-amd64.egg c: copy pystrategy.pyd backtradercn\

#linux

mkdir /home/bt_docker_share_folder sudo docker pull backtradercn/backtradercn-py3-runtime:1.0 sudo docker run --name backtradercn-py3 -e TZ="Asia/Shanghai" -v /etc/localtime:/etc/localtime -v /home/bt_docker_share_folder:/home/bt_docker_share_folder --privileged --ulimit memlock=-1 --net=host -td backtradercn/backtradercn-py3-runtime:1.0 /bin/bash

copy "backtradercn-1.0-py3.7-linux-x86_64.egg" to the share folder: /home/bt_docker_share_folder sudo docker exec -it backtradercn-py3 bash cd /home/bt_docker_share_folder python -m easy_install backtradercn-1.0-py3.7-linux-x86_64.egg cd /usr/local/python3/lib/python3.7/site-packages/backtradercn-1.0-py3.7-linux-x86_64.egg cp *.so /usr/lib64/ cp pystrategy.so backtradercn/

⁠配置定时启动关闭md,td

copy files start_ctp.md.sh start_ctp.td.sh start_register_center.sh

################

⁠cat /home/bt_docker_share_folder/start_daemon.sh

#!/bin/bash

./stop_daemon.sh

cd /home/bt_docker_share_folder/

echo date "+%Y-%m-%d %H:%M:%S" start_register_center... ./start_register_center.sh echo start_register_center: date "+%Y-%m-%d %H:%M:%S" >> ./start.log

sleep 2s echo date "+%Y-%m-%d %H:%M:%S" start_ctp.md.sh.. ./start_ctp.md.sh echo start_ctp.md.sh: date "+%Y-%m-%d %H:%M:%S" >> ./start.log

sleep 8s echo date "+%Y-%m-%d %H:%M:%S" start_ctp.td.sh.. ./start_ctp.td.sh echo start_ctp.td.sh: date "+%Y-%m-%d %H:%M:%S" >> ./start.log

⁠cat /home/bt_docker_share_folder/stop_daemon.sh

#!/bin/bash #yum install psmisc killall RegistryCenterServer echo stop register_center: date "+%Y-%m-%d %H:%M:%S" >> ./start.log killall ctp_md_daemon echo stop ctp_md_daemon: date "+%Y-%m-%d %H:%M:%S" >> ./start.log killall ctp_td_daemon echo stop ctp_td_daemon: date "+%Y-%m-%d %H:%M:%S" >> ./start.log

#定时 crontab #crontab -e

55 8 * * 1-5 cd /home/bt_docker_share_folder/;/home/bt_docker_share_folder/start_daemon.sh 37 11 * * 1-5 cd /home/bt_docker_share_folder/;/home/bt_docker_share_folder/stop_daemon.sh #week 1-5, 12:55 PM to 15:15PM 55 12 * * 1-5 cd /home/bt_docker_share_folder/;/home/bt_docker_share_folder/start_daemon.sh 20 15 * * 1-5 cd /home/bt_docker_share_folder/;/home/bt_docker_share_folder/stop_daemon.sh #week 1-6, 20:50 PM to 03:10AM 55 20 * * 1-5 cd /home/bt_docker_share_folder/;/home/bt_docker_share_folder/start_daemon.sh 20 03 * * 1-6 cd /home/bt_docker_share_folder/;/home/bt_docker_share_folder/stop_daemon.sh

54 16 * * 1-5 cd /home/bt_docker_share_folder/;/home/bt_docker_share_folder/stop_daemon.sh

1 04 * * 1-6 /home/bt_docker_share_folder/zip_and_mv.sh &