{"id":1164745,"date":"2025-01-15T15:11:34","date_gmt":"2025-01-15T07:11:34","guid":{"rendered":"https:\/\/docs.pingcode.com\/ask\/ask-ask\/1164745.html"},"modified":"2025-01-15T15:11:37","modified_gmt":"2025-01-15T07:11:37","slug":"python3%e5%a6%82%e4%bd%95%e4%bd%bf%e7%94%a8vnpy","status":"publish","type":"post","link":"https:\/\/docs.pingcode.com\/ask\/1164745.html","title":{"rendered":"python3\u5982\u4f55\u4f7f\u7528vnpy"},"content":{"rendered":"

\"python3\u5982\u4f55\u4f7f\u7528vnpy\"<\/p>\n

Python3\u4f7f\u7528vnpy\u7684\u65b9\u6cd5\u5305\u62ec\uff1a\u5b89\u88c5vnpy\u3001\u914d\u7f6evnpy\u73af\u5883\u3001\u4e86\u89e3vnpy\u7684\u4e3b\u8981\u6a21\u5757\u53ca\u529f\u80fd\u3001\u7f16\u5199\u7b80\u5355\u7684vnpy\u7b56\u7565\u4ee3\u7801\u3001\u8fd0\u884c\u53ca\u6d4b\u8bd5\u7b56\u7565\u3002<\/strong><\/p>\n<\/p>\n

\u5176\u4e2d\uff0c\u5b89\u88c5vnpy<\/strong>\u662f\u6240\u6709\u540e\u7eed\u5de5\u4f5c\u7684\u57fa\u7840\u3002vn.py\u662f\u4e00\u4e2a\u57fa\u4e8ePython\u7684\u5f00\u6e90\u91cf\u5316\u4ea4\u6613\u5e73\u53f0\uff0c\u9002\u7528\u4e8e\u80a1\u7968\u3001\u671f\u8d27\u3001\u671f\u6743\u7b49\u591a\u79cd\u91d1\u878d\u884d\u751f\u54c1\u7684\u7b56\u7565\u5f00\u53d1\u548c\u5b9e\u76d8\u4ea4\u6613\u3002\u5b89\u88c5vnpy\u7684\u6b65\u9aa4\u5982\u4e0b\uff1a<\/p>\n<\/p>\n

    \n
  1. \u5b89\u88c5Python\u73af\u5883<\/strong>\uff1avnpy\u652f\u6301Python 3.6\u53ca\u4ee5\u4e0a\u7248\u672c\uff0c\u5efa\u8bae\u4f7f\u7528Python 3.7\u62163.8\u7248\u672c\u3002\u53ef\u4ee5\u4ecePython\u5b98\u7f51\u4e0b\u8f7d\u5b89\u88c5\u5305\u5e76\u8fdb\u884c\u5b89\u88c5\u3002<\/li>\n
  2. \u5b89\u88c5\u4f9d\u8d56\u5e93<\/strong>\uff1a\u5728\u5b89\u88c5vnpy\u4e4b\u524d\uff0c\u9700\u8981\u5148\u5b89\u88c5\u4e00\u4e9b\u4f9d\u8d56\u5e93\u3002\u8fd9\u4e9b\u4f9d\u8d56\u5e93\u5305\u62ecnumpy\u3001pandas\u3001matplotlib\u7b49\uff0c\u53ef\u4ee5\u901a\u8fc7pip\u547d\u4ee4\u5b89\u88c5\u3002\u4f8b\u5982\uff1apip install numpy pandas matplotlib<\/code>\u3002<\/li>\n
  3. \u5b89\u88c5vnpy<\/strong>\uff1a\u53ef\u4ee5\u901a\u8fc7pip\u547d\u4ee4\u76f4\u63a5\u5b89\u88c5vnpy\u3002\u547d\u4ee4\u5982\u4e0b\uff1apip install vnpy<\/code>\u3002\u5b89\u88c5\u8fc7\u7a0b\u4e2d\u53ef\u80fd\u4f1a\u56e0\u4e3a\u7f51\u7edc\u539f\u56e0\u5bfc\u81f4\u901f\u5ea6\u8f83\u6162\uff0c\u5efa\u8bae\u4f7f\u7528\u56fd\u5185\u7684\u955c\u50cf\u6e90\u52a0\u5feb\u5b89\u88c5\u901f\u5ea6\u3002<\/li>\n<\/ol>\n

    \u4ee5\u4e0b\u5c06\u8be6\u7ec6\u63cf\u8ff0\u5982\u4f55\u5728Python3\u4e2d\u4f7f\u7528vnpy\u8fdb\u884c\u91cf\u5316\u4ea4\u6613\u7684\u5404\u4e2a\u6b65\u9aa4\u548c\u5173\u952e\u70b9\u3002<\/p>\n<\/p>\n

    \u4e00\u3001\u5b89\u88c5vnpy<\/h3>\n<\/p>\n

    1. \u5b89\u88c5Python\u73af\u5883<\/h4>\n<\/p>\n

    \u9996\u5148\u9700\u8981\u786e\u4fdd\u7cfb\u7edf\u4e2d\u5df2\u7ecf\u5b89\u88c5\u4e86Python 3.6\u53ca\u4ee5\u4e0a\u7248\u672c\u3002\u53ef\u4ee5\u4ecePython\u7684\u5b98\u65b9\u7f51\u7ad9\u4e0b\u8f7d\u5bf9\u5e94\u7684\u7248\u672c\u8fdb\u884c\u5b89\u88c5\u3002\u5b89\u88c5\u8fc7\u7a0b\u4e2d\u9700\u8981\u6ce8\u610f\u52fe\u9009\u201cAdd Python to PATH\u201d\u9009\u9879\uff0c\u786e\u4fddPython\u7684\u8def\u5f84\u88ab\u6dfb\u52a0\u5230\u7cfb\u7edf\u73af\u5883\u53d8\u91cf\u4e2d\u3002<\/p>\n<\/p>\n

    2. \u5b89\u88c5\u4f9d\u8d56\u5e93<\/h4>\n<\/p>\n

    \u5728\u5b89\u88c5vnpy\u4e4b\u524d\uff0c\u9700\u8981\u5148\u5b89\u88c5\u4e00\u4e9b\u4f9d\u8d56\u5e93\u3002\u8fd9\u4e9b\u4f9d\u8d56\u5e93\u5305\u62ec\u4f46\u4e0d\u9650\u4e8e\uff1anumpy\u3001pandas\u3001matplotlib\u7b49\u3002\u53ef\u4ee5\u901a\u8fc7pip\u547d\u4ee4\u8fdb\u884c\u5b89\u88c5\uff1a<\/p>\n<\/p>\n

    pip install numpy pandas matplotlib<\/p>\n
    <\/code><\/pre>\n<\/p>\n
    \u53e6\u5916\uff0c\u8fd8\u9700\u8981\u5b89\u88c5\u4e00\u4e9b\u4e0evnpy\u76f8\u5173\u7684\u4f9d\u8d56\u5e93\uff0c\u4f8b\u5982\uff1ata-lib\u3001lxml\u7b49\u3002\u8fd9\u4e9b\u4f9d\u8d56\u5e93\u540c\u6837\u53ef\u4ee5\u901a\u8fc7pip\u547d\u4ee4\u8fdb\u884c\u5b89\u88c5\uff1a<\/p>\n<\/p>\n
    pip install ta-lib lxml<\/p>\n
    <\/code><\/pre>\n<\/p>\n
    3. \u5b89\u88c5vnpy<\/h4>\n<\/p>\n
    \u5728\u5b89\u88c5\u5b8c\u6240\u6709\u4f9d\u8d56\u5e93\u4e4b\u540e\uff0c\u53ef\u4ee5\u901a\u8fc7pip\u547d\u4ee4\u76f4\u63a5\u5b89\u88c5vnpy\uff1a<\/p>\n<\/p>\n
    pip install vnpy<\/p>\n
    <\/code><\/pre>\n<\/p>\n
    \u5b89\u88c5\u8fc7\u7a0b\u4e2d\u5982\u679c\u9047\u5230\u7f51\u7edc\u95ee\u9898\uff0c\u53ef\u4ee5\u4f7f\u7528\u56fd\u5185\u7684\u955c\u50cf\u6e90\u52a0\u5feb\u901f\u5ea6\u3002\u4f8b\u5982\uff1a<\/p>\n<\/p>\n
    pip install vnpy -i https:\/\/pypi.tuna.tsinghua.edu.cn\/simple<\/p>\n
    <\/code><\/pre>\n<\/p>\n
    \u4e8c\u3001\u914d\u7f6evnpy\u73af\u5883<\/h3>\n<\/p>\n
    1. \u914d\u7f6evnpy\u7684\u73af\u5883\u53d8\u91cf<\/h4>\n<\/p>\n
    \u5728\u5b89\u88c5\u5b8cvnpy\u4e4b\u540e\uff0c\u9700\u8981\u5bf9vnpy\u7684\u73af\u5883\u53d8\u91cf\u8fdb\u884c\u914d\u7f6e\u3002\u53ef\u4ee5\u5728\u7cfb\u7edf\u7684\u73af\u5883\u53d8\u91cf\u4e2d\u6dfb\u52a0VN_PATH\u53d8\u91cf\uff0c\u6307\u5411vnpy\u7684\u5b89\u88c5\u76ee\u5f55\u3002\u4f8b\u5982\uff1a\u5982\u679cvnpy\u5b89\u88c5\u5728C:\\Python\\Lib\\site-packages\\vnpy<\/code>\u76ee\u5f55\u4e0b\uff0c\u5219\u9700\u8981\u5c06VN_PATH\u8bbe\u7f6e\u4e3aC:\\Python\\Lib\\site-packages\\vnpy<\/code>\u3002<\/p>\n<\/p>\n
    2. \u914d\u7f6evnpy\u7684API\u5bc6\u94a5<\/h4>\n<\/p>\n
    \u5982\u679c\u9700\u8981\u4f7f\u7528vnpy\u8fde\u63a5\u5b9e\u9645\u7684\u4ea4\u6613\u6240\u8fdb\u884c\u4ea4\u6613\uff0c\u8fd8\u9700\u8981\u914d\u7f6eAPI\u5bc6\u94a5\u3002\u4e0d\u540c\u7684\u4ea4\u6613\u6240API\u5bc6\u94a5\u914d\u7f6e\u65b9\u6cd5\u4e0d\u540c\uff0c\u53ef\u4ee5\u53c2\u8003vnpy\u7684\u5b98\u65b9\u6587\u6863\u8fdb\u884c\u914d\u7f6e\u3002\u4e00\u822c\u6765\u8bf4\uff0c\u9700\u8981\u5728vnpy\/gateway<\/code>\u76ee\u5f55\u4e0b\u627e\u5230\u5bf9\u5e94\u4ea4\u6613\u6240\u7684\u914d\u7f6e\u6587\u4ef6\uff0c\u5c06API\u5bc6\u94a5\u586b\u5199\u8fdb\u53bb\u5373\u53ef\u3002<\/p>\n<\/p>\n
    \u4e09\u3001\u4e86\u89e3vnpy\u7684\u4e3b\u8981\u6a21\u5757\u53ca\u529f\u80fd<\/h3>\n<\/p>\n
    vnpy\u4e3b\u8981\u5305\u62ec\u4ee5\u4e0b\u51e0\u4e2a\u6a21\u5757\uff1a<\/p>\n<\/p>\n
      \n
    1. event<\/strong>\u6a21\u5757\uff1a\u4e8b\u4ef6\u9a71\u52a8\u5f15\u64ce\uff0c\u7528\u4e8e\u5904\u7406\u5404\u79cd\u4e8b\u4ef6\u3002<\/li>\n
    2. gateway<\/strong>\u6a21\u5757\uff1a\u4ea4\u6613\u63a5\u53e3\uff0c\u7528\u4e8e\u8fde\u63a5\u5404\u4e2a\u4ea4\u6613\u6240\u3002<\/li>\n
    3. cta_strategy<\/strong>\u6a21\u5757\uff1a\u7528\u4e8e\u7f16\u5199\u548c\u8fd0\u884cCTA\u7b56\u7565\u3002<\/li>\n
    4. app<\/strong>\u6a21\u5757\uff1avnpy\u7684\u5e94\u7528\u6a21\u5757\uff0c\u5305\u62ec\u4ea4\u6613\u3001\u56de\u6d4b\u3001\u98ce\u63a7\u7b49\u5e94\u7528\u3002<\/li>\n<\/ol>\n
      1. event\u6a21\u5757<\/h4>\n<\/p>\n
      event\u6a21\u5757\u662fvnpy\u7684\u6838\u5fc3\u6a21\u5757\u4e4b\u4e00\uff0c\u63d0\u4f9b\u4e86\u4e8b\u4ef6\u9a71\u52a8\u5f15\u64ce\u7684\u5b9e\u73b0\u3002\u4e8b\u4ef6\u9a71\u52a8\u5f15\u64ce\u7528\u4e8e\u5904\u7406\u5404\u79cd\u4e8b\u4ef6\uff0c\u4f8b\u5982\u5e02\u573a\u6570\u636e\u66f4\u65b0\u3001\u8ba2\u5355\u72b6\u6001\u66f4\u65b0\u7b49\u3002\u901a\u8fc7\u4e8b\u4ef6\u9a71\u52a8\u5f15\u64ce\uff0c\u53ef\u4ee5\u5b9e\u73b0\u5f02\u6b65\u5904\u7406\uff0c\u63d0\u9ad8\u7cfb\u7edf\u7684\u54cd\u5e94\u901f\u5ea6\u3002<\/p>\n<\/p>\n
      2. gateway\u6a21\u5757<\/h4>\n<\/p>\n
      gateway\u6a21\u5757\u63d0\u4f9b\u4e86\u4e0e\u5404\u4e2a\u4ea4\u6613\u6240\u7684\u63a5\u53e3\u3002\u901a\u8fc7gateway\u6a21\u5757\uff0c\u53ef\u4ee5\u5b9e\u73b0\u4e0e\u4ea4\u6613\u6240\u7684\u8fde\u63a5\u3001\u4e0b\u5355\u3001\u64a4\u5355\u3001\u67e5\u8be2\u8d26\u6237\u4fe1\u606f\u7b49\u64cd\u4f5c\u3002vnpy\u652f\u6301\u591a\u79cd\u4ea4\u6613\u6240\u7684\u63a5\u53e3\uff0c\u5305\u62ecCTP\u3001IB\u3001Binance\u7b49\u3002<\/p>\n<\/p>\n
      3. cta_strategy\u6a21\u5757<\/h4>\n<\/p>\n
      cta_strategy\u6a21\u5757\u662fvnpy\u7528\u4e8e\u7f16\u5199\u548c\u8fd0\u884cCTA\u7b56\u7565\u7684\u6a21\u5757\u3002CTA\u7b56\u7565\u662f\u4e00\u79cd\u57fa\u4e8e\u6280\u672f\u5206\u6790\u7684\u4ea4\u6613\u7b56\u7565\uff0c\u901a\u8fc7\u7f16\u5199CTA\u7b56\u7565\uff0c\u53ef\u4ee5\u5b9e\u73b0\u81ea\u52a8\u5316\u4ea4\u6613\u3002cta_strategy\u6a21\u5757\u63d0\u4f9b\u4e86\u7b56\u7565\u6a21\u677f\u3001\u56de\u6d4b\u5de5\u5177\u7b49\u529f\u80fd\uff0c\u65b9\u4fbf\u7528\u6237\u8fdb\u884c\u7b56\u7565\u5f00\u53d1\u548c\u6d4b\u8bd5\u3002<\/p>\n<\/p>\n
      4. app\u6a21\u5757<\/h4>\n<\/p>\n
      app\u6a21\u5757\u662fvnpy\u7684\u5e94\u7528\u6a21\u5757\uff0c\u5305\u62ec\u4ea4\u6613\u3001\u56de\u6d4b\u3001\u98ce\u63a7\u7b49\u5e94\u7528\u3002\u901a\u8fc7app\u6a21\u5757\uff0c\u53ef\u4ee5\u5b9e\u73b0\u4ea4\u6613\u3001\u56de\u6d4b\u3001\u98ce\u63a7\u7b49\u529f\u80fd\u3002\u4f8b\u5982\uff1a\u4ea4\u6613\u6a21\u5757\u53ef\u4ee5\u5b9e\u73b0\u5b9e\u76d8\u4ea4\u6613\uff0c\u56de\u6d4b\u6a21\u5757\u53ef\u4ee5\u5bf9\u7b56\u7565\u8fdb\u884c\u5386\u53f2\u56de\u6d4b\uff0c\u98ce\u63a7\u6a21\u5757\u53ef\u4ee5\u5bf9\u4ea4\u6613\u8fdb\u884c\u98ce\u9669\u63a7\u5236\u3002<\/p>\n<\/p>\n
      \u56db\u3001\u7f16\u5199\u7b80\u5355\u7684vnpy\u7b56\u7565\u4ee3\u7801<\/h3>\n<\/p>\n
      1. \u521b\u5efa\u7b56\u7565\u6587\u4ef6<\/h4>\n<\/p>\n
      \u5728\u4f7f\u7528vnpy\u7f16\u5199\u7b56\u7565\u4e4b\u524d\uff0c\u9700\u8981\u5148\u521b\u5efa\u4e00\u4e2a\u7b56\u7565\u6587\u4ef6\u3002\u4f8b\u5982\uff1a\u521b\u5efa\u4e00\u4e2a\u540d\u4e3amy_strategy.py<\/code>\u7684\u6587\u4ef6\uff0c\u7528\u4e8e\u7f16\u5199\u7b56\u7565\u4ee3\u7801\u3002<\/p>\n<\/p>\n
      2. \u7f16\u5199\u7b56\u7565\u4ee3\u7801<\/h4>\n<\/p>\n
      \u5728\u7b56\u7565\u6587\u4ef6\u4e2d\uff0c\u9996\u5148\u9700\u8981\u5bfc\u5165vnpy\u7684\u76f8\u5173\u6a21\u5757\uff1a<\/p>\n<\/p>\n
      from vnpy.app.cta_strategy import (<\/p>\n
          CtaTemplate,<\/p>\n
          StopOrder,<\/p>\n
          TickData,<\/p>\n
          BarData,<\/p>\n
          TradeData,<\/p>\n
          OrderData<\/p>\n
      )<\/p>\n
      <\/code><\/pre>\n<\/p>\n
      \u7136\u540e\uff0c\u5b9a\u4e49\u4e00\u4e2a\u7b56\u7565\u7c7b\uff0c\u7ee7\u627f\u81eaCtaTemplate\uff1a<\/p>\n<\/p>\n
      class MyStrategy(CtaTemplate):<\/p>\n
          """MyStrategy"""<\/p>\n
          # \u5b9a\u4e49\u7b56\u7565\u53c2\u6570<\/p>\n
          parameters = ["fast_period", "slow_period"]<\/p>\n
          def __init__(self, cta_engine, strategy_name, vt_symbol, setting):<\/p>\n
              """Constructor"""<\/p>\n
              super().__init__(cta_engine, strategy_name, vt_symbol, setting)<\/p>\n
              # \u5b9a\u4e49\u7b56\u7565\u53d8\u91cf<\/p>\n
              self.fast_period = 10<\/p>\n
              self.slow_period = 20<\/p>\n
              self.fast_ma = 0<\/p>\n
              self.slow_ma = 0<\/p>\n
          def on_init(self):<\/p>\n
              """Callback when strategy is initialized"""<\/p>\n
              self.write_log("\u7b56\u7565\u521d\u59cb\u5316")<\/p>\n
          def on_start(self):<\/p>\n
              """Callback when strategy is started"""<\/p>\n
              self.write_log("\u7b56\u7565\u542f\u52a8")<\/p>\n
          def on_stop(self):<\/p>\n
              """Callback when strategy is stopped"""<\/p>\n
              self.write_log("\u7b56\u7565\u505c\u6b62")<\/p>\n
          def on_tick(self, tick: TickData):<\/p>\n
              """Callback of new tick data update"""<\/p>\n
              pass<\/p>\n
          def on_bar(self, bar: BarData):<\/p>\n
              """Callback of new bar data update"""<\/p>\n
              self.fast_ma = (self.fast_ma * (self.fast_period - 1) + bar.close_price) \/ self.fast_period<\/p>\n
              self.slow_ma = (self.slow_ma * (self.slow_period - 1) + bar.close_price) \/ self.slow_period<\/p>\n
              if self.fast_ma > self.slow_ma:<\/p>\n
                  self.buy(bar.close_price, 1)<\/p>\n
              elif self.fast_ma < self.slow_ma:<\/p>\n
                  self.sell(bar.close_price, 1)<\/p>\n
          def on_order(self, order: OrderData):<\/p>\n
              """Callback of new order data update"""<\/p>\n
              pass<\/p>\n
          def on_trade(self, trade: TradeData):<\/p>\n
              """Callback of new trade data update"""<\/p>\n
              pass<\/p>\n
          def on_stop_order(self, stop_order: StopOrder):<\/p>\n
              """Callback of stop order update"""<\/p>\n
              pass<\/p>\n
      <\/code><\/pre>\n<\/p>\n
      \u4e0a\u8ff0\u4ee3\u7801\u5b9a\u4e49\u4e86\u4e00\u4e2a\u7b80\u5355\u7684\u5747\u7ebf\u7b56\u7565\uff0c\u901a\u8fc7\u5bf9\u6bd4\u5feb\u6162\u5747\u7ebf\u7684\u503c\u6765\u8fdb\u884c\u4e70\u5165\u548c\u5356\u51fa\u64cd\u4f5c\u3002<\/p>\n<\/p>\n
      \u4e94\u3001\u8fd0\u884c\u53ca\u6d4b\u8bd5\u7b56\u7565<\/h3>\n<\/p>\n
      1. \u914d\u7f6e\u7b56\u7565\u53c2\u6570<\/h4>\n<\/p>\n
      \u5728\u8fd0\u884c\u7b56\u7565\u4e4b\u524d\uff0c\u9700\u8981\u5bf9\u7b56\u7565\u7684\u53c2\u6570\u8fdb\u884c\u914d\u7f6e\u3002\u4f8b\u5982\uff1a\u5728\u7b56\u7565\u6587\u4ef6\u7684\u672b\u5c3e\u6dfb\u52a0\u4ee5\u4e0b\u4ee3\u7801\uff0c\u7528\u4e8e\u914d\u7f6e\u7b56\u7565\u53c2\u6570\u5e76\u542f\u52a8\u7b56\u7565\uff1a<\/p>\n<\/p>\n
      if __name__ == "__mAI<\/a>n__":<\/p>\n
          from vnpy.app.cta_strategy import CtaEngine<\/p>\n
          cta_engine = CtaEngine(None, None)<\/p>\n
          setting = {<\/p>\n
              "fast_period": 10,<\/p>\n
              "slow_period": 20<\/p>\n
          }<\/p>\n
          cta_engine.add_strategy(MyStrategy, "MyStrategy", setting)<\/p>\n
          cta_engine.init_all_strategies()<\/p>\n
          cta_engine.start_all_strategies()<\/p>\n
      <\/code><\/pre>\n<\/p>\n
      \u4e0a\u8ff0\u4ee3\u7801\u521b\u5efa\u4e86\u4e00\u4e2aCtaEngine\u5b9e\u4f8b\uff0c\u5e76\u6dfb\u52a0\u4e86\u4e00\u4e2aMyStrategy\u7b56\u7565\uff0c\u8bbe\u7f6e\u4e86\u7b56\u7565\u53c2\u6570\uff0c\u5e76\u521d\u59cb\u5316\u548c\u542f\u52a8\u7b56\u7565\u3002<\/p>\n<\/p>\n
      2. \u8fd0\u884c\u7b56\u7565<\/h4>\n<\/p>\n
      \u5728\u914d\u7f6e\u597d\u7b56\u7565\u53c2\u6570\u4e4b\u540e\uff0c\u53ef\u4ee5\u8fd0\u884c\u7b56\u7565\u6587\u4ef6\uff0c\u542f\u52a8\u7b56\u7565\u3002\u8fd0\u884c\u8fc7\u7a0b\u4e2d\uff0c\u53ef\u4ee5\u901a\u8fc7\u65e5\u5fd7\u8f93\u51fa\u89c2\u5bdf\u7b56\u7565\u7684\u6267\u884c\u60c5\u51b5\u3002\u4f8b\u5982\uff1a\u53ef\u4ee5\u5728\u7b56\u7565\u7684\u5404\u4e2a\u56de\u8c03\u51fd\u6570\u4e2d\u6dfb\u52a0\u65e5\u5fd7\u8f93\u51fa\uff0c\u89c2\u5bdf\u7b56\u7565\u7684\u72b6\u6001\u53d8\u5316\u3002<\/p>\n<\/p>\n
      3. \u56de\u6d4b\u7b56\u7565<\/h4>\n<\/p>\n
      \u5728\u8fd0\u884c\u7b56\u7565\u4e4b\u524d\uff0c\u53ef\u4ee5\u5148\u5bf9\u7b56\u7565\u8fdb\u884c\u5386\u53f2\u6570\u636e\u56de\u6d4b\uff0c\u9a8c\u8bc1\u7b56\u7565\u7684\u6709\u6548\u6027\u3002vnpy\u63d0\u4f9b\u4e86\u56de\u6d4b\u5de5\u5177\uff0c\u53ef\u4ee5\u65b9\u4fbf\u5730\u8fdb\u884c\u7b56\u7565\u56de\u6d4b\u3002\u4ee5\u4e0b\u662f\u4e00\u4e2a\u7b80\u5355\u7684\u56de\u6d4b\u793a\u4f8b\uff1a<\/p>\n<\/p>\n
      from vnpy.app.cta_strategy.backtesting import BacktestingEngine, OptimizationSetting<\/p>\n
      \u521b\u5efa\u56de\u6d4b\u5f15\u64ce<\/strong><\/h2>\n
      engine = BacktestingEngine()<\/p>\n
      \u8bbe\u7f6e\u56de\u6d4b\u53c2\u6570<\/strong><\/h2>\n
      engine.set_parameters(<\/p>\n
          vt_symbol="rb8888.SHFE",<\/p>\n
          interval="1m",<\/p>\n
          start="20200101",<\/p>\n
          end="20201231",<\/p>\n
          rate=0.0001,<\/p>\n
          slippage=1,<\/p>\n
          size=10,<\/p>\n
          pricetick=1,<\/p>\n
          capital=100000,<\/p>\n
      )<\/p>\n
      \u6dfb\u52a0\u7b56\u7565<\/strong><\/h2>\n
      engine.add_strategy(MyStrategy, {"fast_period": 10, "slow_period": 20})<\/p>\n
      \u52a0\u8f7d\u6570\u636e<\/strong><\/h2>\n
      engine.load_data()<\/p>\n
      \u8fd0\u884c\u56de\u6d4b<\/strong><\/h2>\n
      engine.run_backtesting()<\/p>\n
      \u663e\u793a\u7ed3\u679c<\/strong><\/h2>\n
      df = engine.calculate_result()<\/p>\n
      engine.calculate_statistics()<\/p>\n
      engine.show_chart()<\/p>\n
      <\/code><\/pre>\n<\/p>\n
      \u4e0a\u8ff0\u4ee3\u7801\u521b\u5efa\u4e86\u4e00\u4e2a\u56de\u6d4b\u5f15\u64ce\uff0c\u5e76\u8bbe\u7f6e\u4e86\u56de\u6d4b\u53c2\u6570\uff0c\u6dfb\u52a0\u4e86MyStrategy\u7b56\u7565\uff0c\u52a0\u8f7d\u6570\u636e\u5e76\u8fd0\u884c\u56de\u6d4b\uff0c\u6700\u540e\u663e\u793a\u56de\u6d4b\u7ed3\u679c\u3002<\/p>\n<\/p>\n
      \u516d\u3001\u603b\u7ed3<\/h3>\n<\/p>\n
      \u901a\u8fc7\u4e0a\u8ff0\u6b65\u9aa4\uff0c\u53ef\u4ee5\u5728Python3\u4e2d\u4f7f\u7528vnpy\u8fdb\u884c\u91cf\u5316\u4ea4\u6613\u7b56\u7565\u7684\u5f00\u53d1\u548c\u6d4b\u8bd5\u3002\u9996\u5148\u9700\u8981\u5b89\u88c5vnpy\u53ca\u5176\u4f9d\u8d56\u5e93\uff0c\u914d\u7f6evnpy\u7684\u73af\u5883\u53d8\u91cf\u548cAPI\u5bc6\u94a5\u3002\u7136\u540e\uff0c\u4e86\u89e3vnpy\u7684\u4e3b\u8981\u6a21\u5757\u53ca\u529f\u80fd\uff0c\u7f16\u5199\u7b80\u5355\u7684vnpy\u7b56\u7565\u4ee3\u7801\uff0c\u6700\u540e\u8fd0\u884c\u53ca\u6d4b\u8bd5\u7b56\u7565\u3002\u5728\u5b9e\u9645\u4f7f\u7528\u4e2d\uff0c\u53ef\u4ee5\u6839\u636e\u9700\u8981\u5bf9\u7b56\u7565\u8fdb\u884c\u4f18\u5316\u548c\u8c03\u6574\uff0c\u4e0d\u65ad\u63d0\u9ad8\u7b56\u7565\u7684\u6536\u76ca\u548c\u7a33\u5b9a\u6027\u3002\u5e0c\u671b\u672c\u6587\u5bf9\u60a8\u5728Python3\u4e2d\u4f7f\u7528vnpy\u6709\u6240\u5e2e\u52a9\u3002<\/p>\n<\/p>\n
      \u76f8\u5173\u95ee\u7b54FAQs\uff1a<\/strong><\/h2>\n
       \u5982\u4f55\u5b89\u88c5vn.py\u5e93\u4ee5\u4fbf\u5728Python 3\u4e2d\u4f7f\u7528\uff1f<\/strong>
      \u8981\u5728Python 3\u4e2d\u4f7f\u7528vn.py\u5e93\uff0c\u9996\u5148\u9700\u8981\u786e\u4fdd\u60a8\u7684Python\u73af\u5883\u5df2\u7ecf\u8bbe\u7f6e\u597d\u3002\u53ef\u4ee5\u901a\u8fc7pip\u547d\u4ee4\u5b89\u88c5vn.py\uff0c\u6253\u5f00\u547d\u4ee4\u884c\u5e76\u8f93\u5165\u4ee5\u4e0b\u547d\u4ee4\uff1apip install vnpy<\/code>\u3002\u786e\u4fdd\u60a8\u7684pip\u7248\u672c\u662f\u6700\u65b0\u7684\uff0c\u4ee5\u907f\u514d\u517c\u5bb9\u6027\u95ee\u9898\u3002\u5b89\u88c5\u5b8c\u6210\u540e\uff0c\u53ef\u4ee5\u5728\u60a8\u7684Python\u811a\u672c\u4e2d\u5bfc\u5165vn.py\u5e93\uff0c\u5f00\u59cb\u8fdb\u884c\u91cf\u5316\u4ea4\u6613\u7684\u5f00\u53d1\u3002<\/p>\n
      vn.py\u63d0\u4f9b\u54ea\u4e9b\u4e3b\u8981\u529f\u80fd\u6765\u652f\u6301\u91cf\u5316\u4ea4\u6613\uff1f<\/strong>
      vn.py\u662f\u4e00\u4e2a\u529f\u80fd\u5f3a\u5927\u7684\u91cf\u5316\u4ea4\u6613\u6846\u67b6\uff0c\u63d0\u4f9b\u4e86\u591a\u79cd\u5de5\u5177\u548c\u529f\u80fd\uff0c\u5305\u62ec\u7b56\u7565\u5f00\u53d1\u3001\u56de\u6d4b\u3001\u5b9e\u76d8\u4ea4\u6613\u3001\u6570\u636e\u7ba1\u7406\u7b49\u3002\u5b83\u652f\u6301\u591a\u79cd\u4ea4\u6613\u6240\u7684API\uff0c\u80fd\u591f\u5b9e\u73b0\u7b56\u7565\u7684\u5feb\u901f\u90e8\u7f72\u548c\u6d4b\u8bd5\u3002\u6b64\u5916\uff0cvn.py\u8fd8\u63d0\u4f9b\u4e86\u4e30\u5bcc\u7684\u53ef\u89c6\u5316\u5de5\u5177\uff0c\u5e2e\u52a9\u7528\u6237\u76f4\u89c2\u5730\u5206\u6790\u4ea4\u6613\u7b56\u7565\u7684\u8868\u73b0\u3002<\/p>\n
      \u5728vn.py\u4e2d\u5982\u4f55\u8fdb\u884c\u7b56\u7565\u56de\u6d4b\uff1f<\/strong>
      \u8fdb\u884c\u7b56\u7565\u56de\u6d4b\u7684\u8fc7\u7a0b\u76f8\u5bf9\u7b80\u5355\u3002\u9996\u5148\uff0c\u9700\u8981\u5b9a\u4e49\u81ea\u5df1\u7684\u4ea4\u6613\u7b56\u7565\uff0c\u53ef\u4ee5\u901a\u8fc7\u7ee7\u627fvn.py\u4e2d\u7684\u7b56\u7565\u57fa\u7c7b\u6765\u5b9e\u73b0\u3002\u7136\u540e\uff0c\u51c6\u5907\u5386\u53f2\u6570\u636e\u5e76\u914d\u7f6e\u56de\u6d4b\u5f15\u64ce\u3002\u4f7f\u7528vn.py\u7684\u56de\u6d4b\u6a21\u5757\uff0c\u52a0\u8f7d\u7b56\u7565\u548c\u6570\u636e\uff0c\u8bbe\u7f6e\u56de\u6d4b\u53c2\u6570\u540e\uff0c\u5373\u53ef\u8fd0\u884c\u56de\u6d4b\u3002\u56de\u6d4b\u5b8c\u6210\u540e\uff0c\u7cfb\u7edf\u4f1a\u751f\u6210\u8be6\u7ec6\u7684\u56de\u6d4b\u62a5\u544a\uff0c\u5e2e\u52a9\u60a8\u5206\u6790\u7b56\u7565\u7684\u4f18\u52a3\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"Python3\u4f7f\u7528vnpy\u7684\u65b9\u6cd5\u5305\u62ec\uff1a\u5b89\u88c5vnpy\u3001\u914d\u7f6evnpy\u73af\u5883\u3001\u4e86\u89e3vnpy\u7684\u4e3b\u8981\u6a21\u5757\u53ca\u529f\u80fd\u3001\u7f16\u5199\u7b80\u5355\u7684 […]","protected":false},"author":3,"featured_media":1164749,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[37],"tags":[],"acf":[],"_links":{"self":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/1164745"}],"collection":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/comments?post=1164745"}],"version-history":[{"count":"1","href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/1164745\/revisions"}],"predecessor-version":[{"id":1164752,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/1164745\/revisions\/1164752"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/media\/1164749"}],"wp:attachment":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/media?parent=1164745"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/categories?post=1164745"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/tags?post=1164745"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}