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README.md

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Daemon program of ftsVob (Future Trade System Vob) Author: Occ Guide:

  • Server trade type system type, has no graphic user interface
  • Platform is build on ubuntu14.0+ and python2.7+
  • python ftsMain.py is will starting whole trade system, and will configure ctp.json under current directory
  • Need combile vnctpmd.so,vnctptd.so on your own platform and install in ftsVob/quantGateway/ctpGateway directory

Program whole picture

  • [strategies]
    • [demo.py]
    • [init.py]
  • [daemonvt.sh]
  • [ctp.json]
  • [ftsVob]
    • [quantEngine]
      • [event_engine.py]
      • [push_engine]
        • [account_info_engine.py]
        • [base_engine.py]
        • [clock_engine.py]
        • [init.py]
        • [quotation_engine.py]
      • [main_engine.py]
      • [init.py]
    • [quantGateway]
      • [ctpGateway]
        • [ctpGateway.py]
        • [vnctpmd.so]
        • [vnctptd.so]
        • [ctpDataType.py]
        • [init.py]
      • [quant_gateway.py]
      • [api.py]
      • [init.py]
      • [quant_constant.py]
    • [logHandler]
      • [default_handler.py]
      • [init.py]
    • [quantStrategy]
      • [init.py]
      • [strategyTemplate.py]
    • [databaseSys]
    • [init.py]
  • [ftsMain.py]

Develop plan

  • Improve log handler system need fix some bugs of log system
  • Adding database api, such as mysql, mongodb, redis
  • Adding trading interface which is needed by concrete strategy