vnpy_ib 10.30.1.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- vnpy_ib-10.30.1.1/.gitignore +131 -0
- vnpy_ib-10.30.1.1/LICENSE +21 -0
- vnpy_ib-10.30.1.1/PKG-INFO +117 -0
- vnpy_ib-10.30.1.1/README.md +91 -0
- vnpy_ib-10.30.1.1/pyproject.toml +77 -0
- vnpy_ib-10.30.1.1/vnpy_ib/__init__.py +29 -0
- vnpy_ib-10.30.1.1/vnpy_ib/ib_gateway.py +1200 -0
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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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dist/
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downloads/
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lib/
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parts/
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*.egg
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MANIFEST
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*.manifest
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*.spec
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# Translations
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# pyenv
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# mypy
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The MIT License (MIT)
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Copyright (c) 2015-present, Xiaoyou Chen
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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Metadata-Version: 2.4
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Name: vnpy_ib
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Version: 10.30.1.1
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Summary: IB gateway for VeighNa quant trading framework.
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Project-URL: Homepage, https://www.vnpy.com
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Project-URL: Documentation, https://www.vnpy.com/docs
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Project-URL: Source, https://github.com/vnpy/vnpy_ib/
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Project-URL: Forum, https://www.vnpy.com/forum
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Author-email: Xiaoyou Chen <xiaoyou.chen@mail.vnpy.com>
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License: MIT
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License-File: LICENSE
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Keywords: algotrading,investment,quant,quantitative,trading
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Classifier: Development Status :: 5 - Production/Stable
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Natural Language :: Chinese (Simplified)
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Classifier: Operating System :: OS Independent
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Python :: 3.13
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Classifier: Programming Language :: Python :: Implementation :: CPython
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Classifier: Topic :: Office/Business :: Financial :: Investment
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Requires-Python: >=3.10
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Description-Content-Type: text/markdown
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# VeighNa框架的InteractiveBrokers交易接口
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<p align="center">
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<img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
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</p>
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<p align="center">
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<img src ="https://img.shields.io/badge/version-10.30.1.1-blueviolet.svg"/>
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<img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
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<img src ="https://img.shields.io/badge/python-3.10|3.11|3.12|3.13-blue.svg" />
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<img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
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</p>
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## 说明
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基于ibapi的10.30.1版本开发的InteractiveBrokers交易接口。
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IbGateway中的合约代码支持两种风格:数字代码和字符串代码。
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数字代码基于IB平台的ConId,查询方式:在TWS软件中【右键点击任意合约】->【金融产品信息】->【详情】,然后在弹出的网页上即可找到合约的ConId。
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字符串代码基于合约的具体描述信息,命名规则和举例:
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|合约类型|代码规则|代码(symbol)|交易所(exchange)|
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|---|---|---|---|
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|股票|名称-货币-类别|SPY-USD-STK|SMART|
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|外汇|名称-货币-类别|EUR-USD-CASH|IDEALPRO|
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|贵金属|名称-货币-类别|XAUUSD-USD-CMDTY|SMART|
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|期货|名称-到期年月-货币-类别|ES-202002-USD-FUT|GLOBEX|
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|期货(指定乘数)|名称-到期年月-合约乘数-类别|SI-202006-1000-USD-FUT|NYMEX|
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|期货期权|名称-到期年月-期权类型-行权价-合约乘数-货币-类别|ES-2020006-C-2430-50-USD-FOP|GLOBEX|
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委托、成交、持仓信息中的合约代码,默认采用数字代码。如果用户使用字符串代码订阅过行情,则使用字符串代码。
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## 安装
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安装环境推荐基于4.0.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。
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### 安装ibapi
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在[IB官网](https://interactivebrokers.github.io/#)下载TWS API的msi安装文件,并运行安装。
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找到安装目录下的source\pythonclient文件夹,在cmd中运行下述命令安装:
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```
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python setup.py install
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```
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### 安装vnpy_ib
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直接使用pip命令:
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```
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pip install vnpy_ib
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```
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或者下载源代码后,解压后在cmd中运行:
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```
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pip install .
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```
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## 使用
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以脚本方式启动(script/run.py):
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```
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from vnpy.event import EventEngine
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from vnpy.trader.engine import MainEngine
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from vnpy.trader.ui import MainWindow, create_qapp
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from vnpy_ib import IbGateway
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def main():
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"""主入口函数"""
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qapp = create_qapp()
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event_engine = EventEngine()
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main_engine = MainEngine(event_engine)
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main_engine.add_gateway(IbGateway)
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main_window = MainWindow(main_engine, event_engine)
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main_window.showMaximized()
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qapp.exec()
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if __name__ == "__main__":
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main()
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```
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# VeighNa框架的InteractiveBrokers交易接口
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<p align="center">
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<img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
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</p>
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<p align="center">
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<img src ="https://img.shields.io/badge/version-10.30.1.1-blueviolet.svg"/>
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<img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
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<img src ="https://img.shields.io/badge/python-3.10|3.11|3.12|3.13-blue.svg" />
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<img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
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</p>
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## 说明
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基于ibapi的10.30.1版本开发的InteractiveBrokers交易接口。
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IbGateway中的合约代码支持两种风格:数字代码和字符串代码。
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数字代码基于IB平台的ConId,查询方式:在TWS软件中【右键点击任意合约】->【金融产品信息】->【详情】,然后在弹出的网页上即可找到合约的ConId。
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字符串代码基于合约的具体描述信息,命名规则和举例:
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|合约类型|代码规则|代码(symbol)|交易所(exchange)|
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|股票|名称-货币-类别|SPY-USD-STK|SMART|
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|外汇|名称-货币-类别|EUR-USD-CASH|IDEALPRO|
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|贵金属|名称-货币-类别|XAUUSD-USD-CMDTY|SMART|
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|期货|名称-到期年月-货币-类别|ES-202002-USD-FUT|GLOBEX|
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|期货(指定乘数)|名称-到期年月-合约乘数-类别|SI-202006-1000-USD-FUT|NYMEX|
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|期货期权|名称-到期年月-期权类型-行权价-合约乘数-货币-类别|ES-2020006-C-2430-50-USD-FOP|GLOBEX|
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委托、成交、持仓信息中的合约代码,默认采用数字代码。如果用户使用字符串代码订阅过行情,则使用字符串代码。
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34
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+
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35
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+
## 安装
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36
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+
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37
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+
安装环境推荐基于4.0.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。
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38
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+
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39
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+
### 安装ibapi
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40
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+
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41
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+
在[IB官网](https://interactivebrokers.github.io/#)下载TWS API的msi安装文件,并运行安装。
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42
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+
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43
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+
找到安装目录下的source\pythonclient文件夹,在cmd中运行下述命令安装:
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44
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+
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45
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+
```
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46
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+
python setup.py install
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47
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+
```
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48
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+
|
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49
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+
### 安装vnpy_ib
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50
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+
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51
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+
直接使用pip命令:
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52
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+
|
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53
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+
```
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54
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+
pip install vnpy_ib
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55
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+
```
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56
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+
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57
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+
或者下载源代码后,解压后在cmd中运行:
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58
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+
|
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59
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+
```
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60
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+
pip install .
|
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61
|
+
```
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62
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+
|
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63
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+
## 使用
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64
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+
|
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65
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+
以脚本方式启动(script/run.py):
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66
|
+
|
|
67
|
+
```
|
|
68
|
+
from vnpy.event import EventEngine
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69
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+
from vnpy.trader.engine import MainEngine
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70
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+
from vnpy.trader.ui import MainWindow, create_qapp
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71
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+
|
|
72
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+
from vnpy_ib import IbGateway
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73
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+
|
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74
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+
|
|
75
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+
def main():
|
|
76
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+
"""主入口函数"""
|
|
77
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+
qapp = create_qapp()
|
|
78
|
+
|
|
79
|
+
event_engine = EventEngine()
|
|
80
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+
main_engine = MainEngine(event_engine)
|
|
81
|
+
main_engine.add_gateway(IbGateway)
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|
82
|
+
|
|
83
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+
main_window = MainWindow(main_engine, event_engine)
|
|
84
|
+
main_window.showMaximized()
|
|
85
|
+
|
|
86
|
+
qapp.exec()
|
|
87
|
+
|
|
88
|
+
|
|
89
|
+
if __name__ == "__main__":
|
|
90
|
+
main()
|
|
91
|
+
```
|
|
@@ -0,0 +1,77 @@
|
|
|
1
|
+
[project]
|
|
2
|
+
name = "vnpy_ib"
|
|
3
|
+
dynamic = ["version"]
|
|
4
|
+
description = "IB gateway for VeighNa quant trading framework."
|
|
5
|
+
readme = "README.md"
|
|
6
|
+
license = {text = "MIT"}
|
|
7
|
+
authors = [{name = "Xiaoyou Chen", email = "xiaoyou.chen@mail.vnpy.com"}]
|
|
8
|
+
classifiers = [
|
|
9
|
+
"Development Status :: 5 - Production/Stable",
|
|
10
|
+
"Operating System :: OS Independent",
|
|
11
|
+
"Programming Language :: Python :: 3",
|
|
12
|
+
"Programming Language :: Python :: 3.10",
|
|
13
|
+
"Programming Language :: Python :: 3.11",
|
|
14
|
+
"Programming Language :: Python :: 3.12",
|
|
15
|
+
"Programming Language :: Python :: 3.13",
|
|
16
|
+
"Topic :: Office/Business :: Financial :: Investment",
|
|
17
|
+
"Programming Language :: Python :: Implementation :: CPython",
|
|
18
|
+
"License :: OSI Approved :: MIT License",
|
|
19
|
+
"Natural Language :: Chinese (Simplified)",
|
|
20
|
+
]
|
|
21
|
+
requires-python = ">=3.10"
|
|
22
|
+
keywords = ["quant", "quantitative", "investment", "trading", "algotrading"]
|
|
23
|
+
|
|
24
|
+
[project.urls]
|
|
25
|
+
"Homepage" = "https://www.vnpy.com"
|
|
26
|
+
"Documentation" = "https://www.vnpy.com/docs"
|
|
27
|
+
"Source" = "https://github.com/vnpy/vnpy_ib/"
|
|
28
|
+
"Forum" = "https://www.vnpy.com/forum"
|
|
29
|
+
|
|
30
|
+
[build-system]
|
|
31
|
+
requires = ["hatchling>=1.27.0"]
|
|
32
|
+
build-backend = "hatchling.build"
|
|
33
|
+
|
|
34
|
+
[tool.hatch.version]
|
|
35
|
+
path = "vnpy_ib/__init__.py"
|
|
36
|
+
pattern = "__version__ = ['\"](?P<version>[^'\"]+)['\"]"
|
|
37
|
+
|
|
38
|
+
[tool.hatch.build.targets.wheel]
|
|
39
|
+
packages = ["vnpy_ib"]
|
|
40
|
+
include-package-data = true
|
|
41
|
+
|
|
42
|
+
[tool.hatch.build.targets.sdist]
|
|
43
|
+
include = ["vnpy_ib*"]
|
|
44
|
+
|
|
45
|
+
[tool.ruff]
|
|
46
|
+
target-version = "py310"
|
|
47
|
+
output-format = "full"
|
|
48
|
+
|
|
49
|
+
[tool.ruff.lint]
|
|
50
|
+
select = [
|
|
51
|
+
"B", # flake8-bugbear
|
|
52
|
+
"E", # pycodestyle error
|
|
53
|
+
"F", # pyflakes
|
|
54
|
+
"UP", # pyupgrade
|
|
55
|
+
"W", # pycodestyle warning
|
|
56
|
+
]
|
|
57
|
+
ignore = ["E501"]
|
|
58
|
+
|
|
59
|
+
[tool.mypy]
|
|
60
|
+
python_version = "3.10"
|
|
61
|
+
warn_return_any = true
|
|
62
|
+
warn_unused_configs = true
|
|
63
|
+
disallow_untyped_defs = true
|
|
64
|
+
disallow_incomplete_defs = true
|
|
65
|
+
check_untyped_defs = true
|
|
66
|
+
disallow_untyped_decorators = true
|
|
67
|
+
no_implicit_optional = true
|
|
68
|
+
strict_optional = true
|
|
69
|
+
warn_redundant_casts = true
|
|
70
|
+
warn_unused_ignores = true
|
|
71
|
+
warn_no_return = true
|
|
72
|
+
ignore_missing_imports = true
|
|
73
|
+
|
|
74
|
+
[[tool.mypy.overrides]]
|
|
75
|
+
module = "ibapi.*"
|
|
76
|
+
ignore_errors = true
|
|
77
|
+
ignore_missing_imports = true
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
# The MIT License (MIT)
|
|
2
|
+
#
|
|
3
|
+
# Copyright (c) 2015-present, Xiaoyou Chen
|
|
4
|
+
#
|
|
5
|
+
# Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
6
|
+
# of this software and associated documentation files (the "Software"), to deal
|
|
7
|
+
# in the Software without restriction, including without limitation the rights
|
|
8
|
+
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
9
|
+
# copies of the Software, and to permit persons to whom the Software is
|
|
10
|
+
# furnished to do so, subject to the following conditions:
|
|
11
|
+
#
|
|
12
|
+
# The above copyright notice and this permission notice shall be included in all
|
|
13
|
+
# copies or substantial portions of the Software.
|
|
14
|
+
#
|
|
15
|
+
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
16
|
+
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
17
|
+
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
18
|
+
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
19
|
+
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
20
|
+
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
21
|
+
# SOFTWARE.
|
|
22
|
+
|
|
23
|
+
from .ib_gateway import IbGateway
|
|
24
|
+
|
|
25
|
+
|
|
26
|
+
__version__ = "10.30.1.1"
|
|
27
|
+
|
|
28
|
+
|
|
29
|
+
__all__ = ["IbGateway"]
|