vnpy/vnpy
Vnpy
VeighNa is an event-driven, modular platform designed for the development, backtesting, and execution of automated financial trading strategies. It provides a comprehensive suite of tools that includes a centralized trading terminal for monitoring portfolios and market conditions, alongside a robust algorithmic trading engine that manages real-time data processing and order execution.
The platform distinguishes itself through a highly decoupled architecture that isolates algorithmic logic from market connectivity, allowing for independent strategy development and testing. It utilizes a dynamic plugin framework to extend core functionality and employs a high-performance event loop to facilitate asynchronous communication between modules. To bridge the gap between high-level strategy logic and low-level exchange requirements, the system wraps native trading libraries into Python objects, ensuring efficient data access and execution across multiple global financial exchanges.
Beyond its core execution capabilities, the platform includes a comprehensive risk management framework to enforce position limits and pre-trade validation. It also features a pluggable persistence layer that supports various database backends for storing historical market data, enabling quantitative research and performance analysis. The system provides a unified interface that normalizes heterogeneous data streams, simplifying the integration of diverse market feeds and order routing protocols.