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VNPY2_BILLY

之前VNPY 1版本中,我的个人代码很多是直接在VNPY库代码直接修改或者增加的。每次VNPY升级就是非常头疼,要做代码对比,在一些可能被更新覆盖的地方再次维护测试。而且因为更新的地方很乱,造成后面生产版本一致停留在VNPY1.92。

还是要慢慢迁移到VNPY2版本,毕竟很多吸引的特性。这次准备不在VNPY的库文件代码上修改,而是像引用NUMPY或者Pandas这样,采用引用继承的方式,把自己的代码和VNPY的库代码隔离;这样即使VNPY升级,个人代码不用太担心,只要简单测试,保证继承引用VNPY的类或方法正常工作就可以了。

只要安装号VNPY 2.1以后版本,理论上这些代码都可以在系统下直接执行。

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