Vyy architecture design document
Version log:
I. Introduction
Purpose:
The Software Overview Design Manual is an important document in the development of "vyy". The work done is to convert the data flow diagram in the requirement manual into the software structure and data structure, it paves the way for detailed design instructions in the future. It is a reference for developers to design functions, write codes, and implement other development projects. It will help the system test and acceptance at the end of system development. The compilation process is completed by an important project planner. The reader is expected to be a staff member engaged in "vyy" development.
Background:
None
Definition:
None
References
None
Ii. Overall Design
1.1 requirements
See <Requirement Description>
1.2 Runtime Environment
Operating System: Windows 7, Windows 10, and unbutu
Development and running language: Python 2.7
Main dependent libraries: QT, anaconda2, ta-lib
1.3 structure, software Hierarchy Diagram
1.4 manual processing
Configure account parameters in the. JSON File
Iii. Interface Design
1. External Interface
CTP/LST/Pegasus/currency. For details about the external interfaces, see the interface official website.
2. Internal interface
RCP
Iv. Operation Design
1. Running module combination
2. Operation Control
3. Running time
V. System Structure Design
Software Structure Design ideas:
The design idea of vyy is:Data-driven, engine traction, and application dependency. Starting from the business, all transactions are the response of the Base and the market. Only when the market has a signal, can there be a commission, and can there be positions and risk control. From a technical point of view, data comes from APIs (such as CTP, lts, and kickoff). It can be said that data drives everything. The engine of vyy includes the main engine, event engine, data engine, and application engine. The function of the engine is similar to that of the computer motherboard. Everything is plugged in. If you need resources, you need them from the engine. The main engine-driven gateway of vyy (extended to the CTP of various market transactions) uses the Message Engine (eventengine) to distribute the data sent from all the gateways to internal external references. Internal applications include data engines and main interfaces. External applications include risk control management, CTA policies, algorithm transactions, and other applications. In the application, vyy has designed an application engine to drive various strategy groups and provide services to them. At the same time, the main engine of vyy provides interfaces such as subscription, delegation, withdrawal, and database operations to internal and external apps.
As multiple independent applications, data service can download, sort, and save data. Used for policy retest. From the perspective of performance, Python performance can greatly restrain the functions of the retest.
Software Structure Diagram
Reference Flowchart
Vntrader Startup Process
Vntrader subscription contract
Welcome to the quantitative transaction technology exchange, QQ group: 375129936
Analysis of vyy Software Architecture