python结合深度学习的期货程序化交易系统

共729个文件

py：401个

h：52个

csv：38个

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python

深度学习

93 浏览量 2023-06-27 15:33:34 上传评论 1 收藏 19.56MB ZIP 举报

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python结合深度学习的期货程序化交易系统（729个子文件）

ContractData.vt.bak 26B

make.bat 7KB

QueryRsp.con 6B

DialogRsp.con 6B

Public.con 6B

Private.con 6B

TradingDay.con 6B

StockMonitor.vshost.exe.config 158B

StockMonitor.exe.config 158B

vnctptd.cpp 396KB

vnctptd.cpp 317KB

ctp_td_process.cpp 232KB

ctp_td_process.cpp 153KB

ctp_td_task.cpp 71KB

ctp_td_function.cpp 40KB

vnctpmd.cpp 25KB

ctp_td_wrap.cpp 23KB

vnctpmd.cpp 23KB

ctp_td_switch.cpp 9KB

ctp_md_process.cpp 9KB

ctp_md_process.cpp 7KB

ctp_md_task.cpp 6KB

ctp_td_define.cpp 4KB

ctp_md_wrap.cpp 2KB

ctp_md_function.cpp 1024B

ctp_md_switch.cpp 892B

dllmain.cpp 391B

ctp_md_define.cpp 341B

stdafx.cpp 286B

IF0000_1min.csv 19.1MB

total_portfolios.csv 75KB

stock_positions.csv 43KB

stock_portfolios.csv 41KB

stock_portfolios.csv 24KB

stock_positions.csv 23KB

IF1706_20161108.csv 22KB

stock_positions.csv 21KB

total_portfolios.csv 20KB

total_portfolios.csv 19KB

total_portfolios.csv 18KB

stock_positions.csv 16KB

stock_portfolios.csv 12KB

stock_portfolios.csv 11KB

future_positions.csv 10KB

stock_positions.csv 9KB

total_portfolios.csv 9KB

future_portfolios.csv 6KB

total_portfolios.csv 5KB

trades.csv 4KB

future_portfolios.csv 4KB

trades.csv 3KB

trades.csv 1KB

summary.csv 821B

summary.csv 607B

summary.csv 597B

summary.csv 593B

summary.csv 592B

summary.csv 533B

summary.csv 506B

trades.csv 268B

trades.csv 262B

time.csv 95B

trades.csv 3B

future_positions.csv 3B

ContractData.vt.dat 1.35MB

ContractData.vt.dir 26B

thosttraderapi.dll 1.8MB

thosttraderapi.dll 1.71MB

thostmduserapi.dll 990KB

thostmduserapi.dll 843KB

MongoDB.Driver.Core.dll 555KB

MongoDB.Driver.dll 543KB

TA-Lib-Core.dll 462KB

共 729 条

C:\Users\12\Documents\GitHub\vnpy\vn.trader_ws>python main.py tickSymbol:ag1712 tickDateTime:20170307 22:31:17.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:18.5 tickClose:47500.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:20.0 tickClose:47500.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:20.5 tickClose:47500.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:21.5 tickClose:47500.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:22.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:23.5 tickClose:47500.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:24.0 tickClose:47490.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:24.5 tickClose:47490.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:25.0 tickClose:47490.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:25.5 tickClose:47490.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:26.0 tickClose:47480.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:26.5 tickClose:47480.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:27.0 tickClose:47470.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:27.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:27.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:28.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:28.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:28.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:29.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:29.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:30.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:30.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:31.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:31.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:32.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:32.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:32.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:33.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:33.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:34.0 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:34.5 tickClose:47470.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:35.0 tickClose:47470.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:35.5 tickClose:47470.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:36.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:36.0 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:36.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:37.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:37.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:37.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:38.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:38.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:39.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:39.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:40.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:40.5 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:41.0 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:41.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:42.0 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:42.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:43.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:43.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:44.0 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:44.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:44.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:45.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:45.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:45.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:46.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:46.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:47.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:47.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:48.0 tickClose:4252.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:48.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:48.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:49.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:49.5 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:50.0 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:50.5 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:51.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:51.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:52.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:52.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:53.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:53.0 tickClose:47470.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:53.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:53.5 tickClose:47470.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:54.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:54.0 tickClose:47470.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:54.5 tickClose:47470.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:55.0 tickClose:47470.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:55.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:56.0 tickClose:47470.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:56.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:57.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:58.0 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:31:58.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:58.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:59.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:31:59.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:00.0 tickClose:47460.0 barSymbol:cu1704 barDateTime:20170307 22:31:18.5 barClose:47460.0 openInterest:0 tickSymbol:cu1704 tickDateTime:20170307 22:32:00.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:32:01.0 tickClose:4252.0 barSymbol:ag1712 barDateTime:20170307 22:31:17.5 barClose:4252.0 openInterest:0 tickSymbol:cu1704 tickDateTime:20170307 22:32:01.0 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:32:01.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:01.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:03.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:03.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:04.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:04.5 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:32:05.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:05.0 tickClose:47460.0 tickSymbol:ag1712 tickDateTime:20170307 22:32:05.5 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:05.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:06.0 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:06.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:07.0 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:07.5 tickClose:47460.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:08.0 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:08.5 tickClose:47450.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:09.5 tickClose:47450.0 tickSymbol:ag1712 tickDateTime:20170307 22:32:10.0 tickClose:4252.0 tickSymbol:cu1704 tickDateTime:20170307 22:32:10.0 tickClose:47450.0

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