知識圖書館

This account describes connecting VeighNa to CTP before and after new programmatic-trading requirements, with particular attention to error codes 4040 and 4097 and a subsequent testing process. The author recommends a recent VeighNa version and contrasts two…

The post asks how to translate the Turtle Trading system’s N measure into contract size. Its proposed calculation uses average true range over a chosen risk window, then divides one percent of risk capital by ATR multiplied by the assumed price tick and…

This short forum exchange addresses how to model a monthly rollover strategy that trades futures and options together. The question is how to configure the backtest engine when the two instrument types have different transaction fees, especially when closing…

This VeighNa community thread discusses gathering evidence for a broker's production CTP account application. The requested checks include counting submitted and canceled orders, confirming that an order with an invalid price increment is detected and…

This brief forum exchange reports a bug in a spread trading template: rounding a traded price to the spread’s price tick can fail when that tick value is zero. A participant suggests first connecting to the trading interface and waiting for a successful…

This community thread discusses missing log output when running VeighNa version 4.10 in a VS Code environment, while version 3.94 reportedly logs normally in the example setup. Participants suggest checking whether the launch directory changed and whether…

A Chinese-language forum exchange discusses long decimal values appearing in trading system displays, including a silver futures sell-to-open price. One participant attributes the extra digits to Python floating-point representation and suggests rounding…

A trader reports that a local stop order on a simulated Chinese futures account triggered after a long position was opened, but the resulting fill was far below the displayed stop level. The discussion explains that the stop order’s displayed price is its…

A user asks whether VeighNa can connect to CITIC Securities after finding no suitable trading interface in a local installation. They explain that they cannot use CITIC Securities’ QMT service because they do not meet its stated capital requirement. The…

This article outlines the engineering challenges of researching and backtesting systematic options strategies. Because listed contracts change over time, a historical test needs an accurate record of which contracts were available on each date. The described…

This forum exchange reports a Python package installation failure while installing VeighNa: the requested ta-lib version is at least 0.6.3, but the package index shown in the error offers only version 0.4.24. A respondent suggests removing the configured…

A forum user asks whether a custom multi-data-source gateway written for the community edition can be loaded in VeighNa Elite. A respondent says custom gateways are supported in the live trading version, while the simulation version does not support them.…

This VeighNa CTA example implements a two-sided grid that begins with equal long and short positions after its bar manager has initialized. It checks each completed 15-minute bar against a moving reference price, using a fixed distance between grid levels.…

A trader asks why positions disappeared from a trading interface after restarting a CTA strategy, despite earlier opening both long and short positions. The discussion distinguishes the strategy’s locally stored logical position from the account’s actual…

The document asks how a bar generator should update the high and low of the current minute when a new tick arrives. The shown logic always compares the bar extremes with the tick’s last-traded price, then incorporates the tick’s reported high or low only…

The forum exchange addresses how to retrieve an account’s past orders and trades through the CTP interface, with the goal of tracking profit and loss by instrument. It does not describe a built-in history-specific endpoint in detail; instead, a reply points…

This brief forum exchange asks whether VeighNa’s OffsetConverter, which splits futures orders by opening, closing, and closing-today offsets, also affects stock orders. The questioner notes that the order management engine appears to update the converter…

This introductory article maps the work involved in taking a quantitative CTA idea into live futures trading. Its five stages are to define executable rules, prepare suitable historical data, translate the rules into code, validate the strategy, and handle…

The forum question asks how to add an available-funds check when a trading framework converts an order request under lock logic. The proposed approach is to obtain account information through the main engine, read the account’s available balance, compare it…

This forum thread discusses a user who could not retrieve stock quotes through a brokerage’s OST interface while testing from an ordinary internet connection. Participants note that the interface may not print a successful market-data login message, so the…

This forum exchange describes an Ubuntu installation problem when importing VeighNa’s Rohon trading interface. The reported error says that the system cannot locate the Rohon shared library after the Python package was installed and vendor-provided files…

A short forum post raises a practical data choice for stock strategies: whether to use prices adjusted for corporate actions when calculating indicators and position profit and loss. The author suggests that adjusted series may be suitable for indicator…

The document raises a programming question about whether indicator functions should return only a strategy’s most recent 30 data points when the strategy does not need a longer history. It uses a Bollinger Band function as an example: the function derives a…

A VeighNa community question concerns orders that appear canceled during CTP penetration testing, while the logs omit the error code. The reply recommends printing the data returned by the gateway's order insertion response and order return callbacks.…