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560 dokument
This forum response explains how the VeighNa trading platform’s on_order callback is expected to report order updates. It describes an initial submission notification and subsequent callbacks as an order changes state, such as becoming partially filled,…
This short forum exchange addresses what happens to a strategy's recorded position when a trader manually closes a position during a simulated or live run, including around a futures contract roll. The reply clarifies that the `pos` value tracks positions…
This event announcement introduces spread trading as a relative-value approach that focuses on price differences between related futures contracts or between futures and spot instruments. The idea is to trade whether a spread has moved outside a reasonable…
This short forum exchange concerns an installation error while compiling vnpy_ctp on Windows 11 with GCC and Python. The reply advises using Microsoft Visual Studio as the compiler on Windows. The exchange offers a narrow environment-specific troubleshooting…
A VeighNa user reports that after installing version 4.0 and entering CTP connection details, the interface gives no successful connection message and contract lookup returns no results. The discussion offers two concrete checks: verify that the configured…
This Chinese-language forum exchange distinguishes between optimizing a strategy separately for each instrument and optimizing it as a combined portfolio. One reply suggests looping over instrument symbols, initializing the backtest within each iteration,…
A VeighNa community discussion examines why a simulated strategy recorded fills during non-trading hours. A respondent explains that fake data may be pushed during those periods, which can cause simulated executions; the thread does not detail the mechanism…
This brief forum thread describes a connection problem when using SimNow’s CTP test environment with VeighNa Trader. The poster reports entering a six-digit SimNow account, password, and the listed trading and market data server addresses, but seeing no…
This post describes a community redevelopment of VeighNa’s Arctic storage integration to work with ArcticDB. It explains the motivation: the earlier Arctic project no longer supported newer Python versions, while the maintained VeighNa integration was no…
A user reports that a VeighNa spread backtest loads no data after changing an example notebook from bar mode to tick mode. The database’s tick overview shows records for both futures legs, but debugging finds no rows when the SQLite query filters by a leg’s…
A trader reports confusion about how orders and positions behave in VeighNa. They describe placing a short-opening order that remains unfilled as market prices move, and difficulty selling a long position at a price above its entry level. Their account…
This community post discusses a learner's flowcharts for VeighNa, an algorithmic trading framework, and clarifies how a bar callback works. The described process aggregates tick data into a one-minute bar. When the tick time moves into a new minute, the…
This Chinese-language announcement outlines an advanced course on developing machine learning cross-sectional multi-factor strategies with VeighNa. Its subject matter includes factor data preparation, feature cleaning, target selection, model training and…
This forum exchange explains a mismatch that can occur when a trader closes a futures position manually through a broker app while a VeighNa CTA strategy is running. The strategy’s position variable represents its own logical position, updated through…
The article explains how a multi-asset daily market-data panel can be turned into model-ready factor and label tables. It separates the workflow into defining train, validation, and test date ranges; adding feature expressions and a future-return label;…
The forum response explains one possible reason that strategy messages written through a logging method appear in the application but not in log files: file output may filter messages below a configured severity threshold. It says that strategy messages…
A VeighNa community exchange addresses two backtesting questions: whether multi-contract portfolio and CTA backtest modules expose account net value, and how to display or save CTA-style trade records and candlestick charts after a portfolio backtest. The…
This forum exchange clarifies the order-routing path in VeighNa's spread trading framework. A participant explains that an algorithm template's send-order method passes the request to the spread algorithm engine, which then forwards it to the main trading…
This forum exchange concerns configuring a Huaxin Qidian stock simulation connection in VeighNa and diagnosing why a strategy cannot retrieve some market data. The user reports connecting successfully and seeing securities quotes in the main interface, but…
A user running two VeighNa instances under one SimNow account notices that the positions shown in each instance do not match. The discussion asks whether the main-window positions are received from SimNow or calculated locally. A reply first clarifies that…
This technical report describes a dtype-sensitive error in VeighNa’s linear-decay time-series calculation using Polars rolling_map. In the reported example, a sparse binary series with one nonzero value produces zeros when stored as Int64, while the Float64…
This short forum exchange explains an order flow limit as a cap on how many order submissions may be made during a specified time window. A reply clarifies that the framework clears or resets the count after a configured number of seconds, and that the limit…
The document introduces a course focused on researching, backtesting, and automating option spread strategies in the domestic Chinese quantitative trading context. It says the course uses VeighNa Elite’s OptionStrategy module and presents a knowledge map…
A brief community exchange answers two compatibility questions about VeighNa. The reply says that VeighNa Elite runs only on Windows and does not support macOS. It also says that the OptionStrategy feature can handle US options through an Interactive Brokers…