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vnpy2
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109 Commits

Author SHA1 Message Date
nanoric
5d0bf006c6 [Add] added support for mongodb 
[Add] added tests for database and CsvLoaderEngine
[Mod] changed .travis.yaml
 2019-04-14 06:15:06 -04:00
nanoric
1074a26b77 [Add] added support for PostgreSQL 2019-04-14 06:15:05 -04:00
vn.py
bee61d79b0 [Add]CtaBackteserApp for GUI based backtesting 2019-04-11 14:01:29 +08:00
vn.py
0646e1ccd2 [Mod]complete twap algo and app test 2019-04-07 16:31:20 +08:00
vn.py
d4a70b8a9b
Merge pull request #1523 from 1122455801/genetic_algo 
[Add]遗传算法模块
 2019-04-05 15:22:42 +08:00
vn.py
3964142b2e [Mod]complete test for huobi gateway 2019-04-04 23:52:35 +08:00
vn.py
0ebe533d4f [Mod]improve code quality of okex gateway 2019-04-04 15:57:19 +08:00
vn.py
7d86efce39 [Mod]complete trading test of okex gateway 2019-04-04 07:40:44 +08:00
nanoric
11f5db1b77 [Add] added a test to check if all module can be import without error. 2019-03-27 04:17:33 -04:00
vn.py
1c601278ab [Fix]bugs in cta strategy app 2019-03-27 14:44:48 +08:00
1122455801
6359fac196 Create genetic_algorithm.ipynb 2019-03-26 15:53:15 +08:00
vn.py
0fa314faa8 [Fix]change brokerid to str in CtpGateway 2019-03-25 16:31:15 +08:00
vn.py
af7b433370 [Mod]improve code style of csv_loader 2019-03-20 18:12:19 +08:00
vn.py
da53a5fc0b [Mod]Add support for spread product class, close #1479 2019-03-14 09:22:03 +08:00
1122455801
b89eeb8d57 Update run.py 2019-03-05 23:15:31 +08:00
vn.py
3be6b3d4d3 [Add]readme and other docs 2019-02-25 17:40:15 +08:00
vn.py
9df1cf9a74 [Add] load and sync cta strategy data function 2019-02-16 11:18:58 +08:00
vn.py
95052ce822 [Add] add load history data function to cta live trading engine 2019-02-16 10:13:22 +08:00
vn.py
cb23935ac6 [Add] new ctp gateway 2019-02-10 11:49:09 +08:00
vn.py
d7c79327dc [Mod] reverse certain code formatting caused by black 2019-01-30 12:40:49 +08:00
vn.py
d05b558f87 [Fix] check typo bug with flake8 2019-01-30 09:54:51 +08:00
vn.py
346368cd2e [Fix] bug in calculating daily backtesting pnl result 2019-01-30 04:39:04 +08:00
vn.py
be8f57d039 [Add] download history data from rqdata into sqlite 2019-01-29 15:37:06 +08:00
vn.py
b99c5ff590 [Add]backtesting function for cta strategy 2019-01-29 15:35:37 +08:00
nanoric
8bb0bb5fbf [Mod] 再次进行一些格式修改 
[Add] 增加对binding和tests的代码质量检查
[Add] 更新README.md
 2019-01-24 09:06:31 -04:00
nanoric
ed1758a26a [Add] use flake8 
[Mod] use black instead of yapf
 2019-01-24 09:06:31 -04:00
vn.py
f97f090a25 [Add] BaseApp for app development 2019-01-18 09:35:35 +08:00
vn.py
d5a39a7d7f [Add] New bitmex gateway for crypto currency futures trading 2019-01-16 15:22:44 +08:00
vn.py
f3b2f506ed [Add] New gateway for Futu Securities 2019-01-11 23:54:01 +08:00
vn.py
64c1c3ccde [Add] Complete ib gateway development 2019-01-10 23:45:21 +08:00
vn.py
84eaeb8733 [Add] Add monitor into mainwindow 2019-01-09 22:36:48 +08:00
vn.py
be25b684a0 [Add] Start ib gateway development 2019-01-09 16:41:51 +08:00
nanoric
88002bc315 [Add] added travis script 2019-01-07 02:20:54 -04:00
vn.py
f7d5848758 [Del]clear all old files 2019-01-04 14:46:47 +08:00
G_will
ad42d4ddac 修改 travis 在 py3 时的语法错误 2018-11-01 14:01:36 +08:00
nanoric
a4118f3364 [Add] 在RestClient.addRequest中增加onError参数，可以重定向onError回调。 
[Add] 在WebSocketClient, RestClient的错误处理函数中打印更多的详细信息
[Add] 增加RestClient.printExceptionDetail和WebSocketClient.printExceptionDetail，用于打印详细的错误信息
[Mod] 修改了对应的测试样例
 2018-10-30 23:36:50 -04:00
nanoric
cab8fd1e0e [Mod] WebSocket改名为Websocket 2018-10-23 21:31:17 -04:00
nanoric
35518106a2 [Mod] 重构RestClient, WebSocketClient 
主要有：
* beforeRequest改名为sign
* onFailed, onError由函数指针改为函数（利用Python的特性，可以重载，也可以仍然当函数指针用）
* sendData改名为sendBinary
* 优化了WebSocketClient的循环逻辑
 2018-10-18 05:30:30 -04:00
nanoric
788677370f [Mod] WebsocketClient改名为WebSocketClient 2018-10-15 04:45:57 -04:00
nanoric
c50c31a6bd [Mod] sendRequest改名为sendPacket 
和onPacket对应。
 2018-10-15 04:37:55 -04:00
nanoric
4d7c3bf417 [Add] WebSocketClient:增加onDisconnected 2018-10-15 04:35:55 -04:00
nanoric
a55246eb77 [Mod] WebSocketClient.onMessage改名为onPacket，以免和正常WebSocket的onMessage搞混。 2018-10-15 04:30:06 -04:00
nanoric
a3129a8007 [Mod] sendReq改名为sendRequest（同步），addReq改名为addRequest（异步） 2018-10-15 03:12:05 -04:00
nanoric
6e0e1c116b [Mod] 将RestClient和WebClient移动到api文件夹中，并修改import方式 2018-10-11 22:53:48 -04:00
nanoric
b34dcf6a73 [Mod] Test使用with promise.catch():语法 2018-10-10 22:27:02 -04:00
nanoric
3f8e5f1099 [Add] Promise增加with self.catch():语法支持 2018-10-10 22:26:39 -04:00
nanoric
ab116d8f97 [Fix] 修复Promise抛出单个异常时get无法获取到正确的异常的错误 2018-10-10 22:10:15 -04:00
nanoric
6e71c59c06 [Mod] onFailed只接收两个参数,原来的data参数可以从req.response.raw读出 2018-10-10 22:09:20 -04:00
nanoric
e6f7781a47 [Mod] HttpClient改名为RestClient 2018-10-10 05:36:14 -04:00
nanoric
486e6055e6 [Mod] HttClient：修改对应的测试 
[Del] 删除了HeadersAuthenticateHttpClient，因为不再需要了

该版本的测试可以通过
 2018-10-10 03:59:13 -04:00
nanoric
7e56c3fd49 [Mod] Promise:增加对traceback的支持 2018-10-09 06:06:41 -04:00
nanoric
f3f2598c44 [Mod] 改名：将restful改名为network 2018-10-09 06:05:50 -04:00
nanoric
7d65170e53 [Mod] restful包改名为network 
[Mod] RestfulClient改名为HttpClient
 2018-10-07 22:31:34 -04:00
nanoric
8dcc785fd3 [Mod] 修改tests的引用结构，便于从其他项目引用 2018-10-07 04:43:58 -04:00
nanoric
c38a9fcabd [Mod] 修正RestfulClient和WebSocketClient的单元测试 2018-10-07 04:20:14 -04:00
nanoric
af71e57732 [Fix] 修正一个Bug：调用tests.Promise.set_exception后无法正常抛出异常 2018-10-07 03:42:01 -04:00
nanoric
142a40652d [Mod] WebsocketClient改名为WebSocketClient 2018-10-07 03:38:55 -04:00
nanoric
4af7be3e41 [Add] 增加WebsocketClient的单元测试 2018-10-07 03:35:12 -04:00
nanoric
6bf7837055 [Add] 增加RestfulClient的单元测试 2018-10-07 03:34:42 -04:00