MATLAB Encapsulation for Futures Trading using SHFE CTP Interface

During the previous semester, we studied the CTP interface and MATLAB programming language. We developed a MATLAB encapsulation layer to simplify futures trading operations, which significantly streamlined the trading process. This encapsulation provides a structured approach to interface with the SHFE CTP system through MATLAB functions that handle market data subscription, order placement, and position management. The implementation includes key functions such as: - Market data handlers for real-time price feeds - Order management functions for executing trade commands - Position tracking modules for portfolio monitoring Currently, we can utilize this encapsulation to perform futures trading operations and build customized algorithmic trading platforms according to specific requirements. The platform architecture allows for efficient trading through programmable strategies that can be automatically executed without manual intervention. By implementing custom trading algorithms in MATLAB, users can define entry/exit rules, risk management parameters, and position sizing strategies. The system supports backtesting capabilities where trading strategies can be validated against historical data before live deployment. This automated approach enables improved trading outcomes by eliminating emotional decisions and ensuring consistent strategy execution. Therefore, leveraging this MATLAB encapsulation and constructing personalized trading platforms significantly enhances futures trading efficiency and effectiveness.