vn.py 4.5.0 Release — CTA Backtester Auto-Save Settings & Alpha Performance Optimization

Chinese quant framework vn.py released version 4.5.0. The CTA backtester now auto-saves and restores settings per strategy, the alpha module significantly impro

vn.py — Chinese Quant Trading Framework · Release 4.5.0 · 2026-10-06

Chinese quant framework vn.py released version 4.5.0. The CTA backtester now auto-saves and restores settings per strategy, the alpha module significantly improves factor analysis performance and adds VWAP fill mode. The CTP interface supports multi-symbol subscription and ProductInfo parameters, and IB API updated to 10.45.1. Multiple bugs fixed including time sorting, RPC topic filtering, and multi-symbol indicator calculation errors.

weltiq perspective: Auto-restore of backtest settings and alpha factor performance improvements accelerate strategy iteration testing, while CTP/IB and other major broker API updates strengthen live connection stability, directly enhancing strategy development and validation efficiency for weltiq users.

Release Notes Excerpt

vnpy_ctabacktester的回测配置按策略名分组保存，切换策略时自动恢复；没有历史配置时回到界面初始值 调整 交易接口、功能模块、数据库和数据服务补充公开接口文档与类型注解，增加离线测试并纳入持续集成 vnpy.alpha的cs_rank改为横截面百分位排名 重构vnpy.alpha的因子和信号绩效分析，移除alphalens-reloaded vnpy.alpha回测增加fill_price参数，新增vwap撮合模式支持 标签周期解析支持ts_delay的任意价格字段 重构vnpy.alpha的ts_mean、ts_std、ts_rank、ts_argmax、ts_argmin、ts_quantile函数，大幅优化性能 vnpy_polygon改名为vnpy_massive，通过Massive REST获取美股K线 vnpy_mini更新API至1.7.7、交易API至1.7.7 vnpy_tap更新API至9.3.1.11、交易API至9.3.9.18 vnpy_ctp增加登录时的ProductInfo产品信息传参支持 vnpy_ctp的MdApi.subscribeMarketData支持一次传入合约列表 vnpy_ctp的纯ASCII字符串的编码转换不再走GBK vnpy_ib更新API至10.45.1 修复 修复界面时间列点击无法排序的问题（TimeCell写入时间戳） 修复vnpy.alpha的ta_rsi、ta_atr在多合约数据上串算的问题，改为按合约分别计算 修复BarGenerator.update_tick，最高价和最低价只反映相对上一笔Tick…

Source: https://github.com/vnpy/vnpy/releases/tag/4.5.0