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record market data for futures listed in mainland China based on vnpy components

License: Creative Commons Zero v1.0 Universal

Python 98.42% Batchfile 1.58%

vnpy_recorder's Introduction

vnpy_recorder

record market data for futures listed in mainland China based on vnpy components

借助于vnpy_datarecorder模块和redis数据库,将期货tick数据实时录入内存,利用redis的定时落盘机制将数据缓存至硬盘,交易结束后将数据 转存为csv文件并压缩打包存放。

dependency:

vnpy; vnpy_ctp; vnpy_datarecorder; python 3.10(建议直接使用VeighNa Studio最新发行版); Windows Redis(安装后加入系统服务)

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