senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
2,846 Commits 3 Branches 0 Tags 589 MiB
01fed04246
Commit Graph

1606 Commits

Author SHA1 Message Date
vn.py
116f9a4156
Merge pull request #1681 from qzm/patch-1 
修复错误多列索引顺序导致大数据查询效率低下问题
 2019-05-14 13:55:49 +08:00
vn.py
fba2752adc Merge branch 'ctp_se' of https://github.com/vnpy/vnpy into ctp_se 2019-05-14 11:17:04 +08:00
vn.py
3271f79b21 [Add] 6.3.15 ctp api 2019-05-14 11:15:48 +08:00
vn.py
370f29ca17
Merge pull request #1694 from vnpy/dev 
Dev
 2019-05-14 11:03:28 +08:00
xldistance
de8c29b38a
Update utility.py 2019-05-13 12:01:40 +08:00
xldistance
b1a2f45484
json写入支持中文字符 
json写入支持中文字符
 2019-05-13 11:57:13 +08:00
nanoric
6e3e1617ab [Add] itap api 2019-05-13 11:53:43 +08:00
nanoric
95185433cf [Mod] use newer autocxxpy (0.2.4) to generate xtp 
[Fix] fixed abnormal exit if vnpy.api.xtp is imported(fixed by upgrade autocxxpy)
 2019-05-13 11:12:44 +08:00
vn.py
1dd5f9ce8e
Merge pull request #1685 from vnpy/dev 
Dev
 2019-05-11 21:55:22 +08:00
vn.py
04906bf277 [Add] query history data function 2019-05-10 14:29:04 +08:00
vn.py
3b279c68eb [Add] query history order and trade data 2019-05-10 14:06:27 +08:00
vn.py
6a64313fbf [Add] support batch order in HbdmGateway 2019-05-10 13:41:09 +08:00
vn.py
4cdf809d41 [Add] send_orders and cancel_orders function 2019-05-09 21:33:09 +08:00
Aaron Qiu
f86d848b98 修复错误多列索引顺序导致大数据查询效率低下问题 2019-05-09 19:24:36 +08:00
vn.py
fb4d7c9c01 [Fix] missing parent when using QMessageBox.critical 2019-05-09 16:29:15 +08:00
vn.py
9557534eaf [Add] write log and return if no data feteched 2019-05-09 13:41:40 +08:00
vn.py
5ea402283e
Merge pull request #1673 from 1122455801/ga_01 
[Mod] backtesting
 2019-05-08 16:04:57 +08:00
vn.py
a68773fec9 [Mod] change query_bar -> query_history for rqdata_client 2019-05-08 15:57:35 +08:00
vn.py
8c707435e8 [Add] download bar data from gateway in CtaBacktester 2019-05-08 15:39:15 +08:00
1122455801
7c8ebbbbc7 Update backtesting.py 2019-05-08 14:30:14 +08:00
vn.py
e1c824307e [Del] remove query tick history function 2019-05-08 14:21:08 +08:00
vn.py
9932045b59 [Add] HistoryRequest and related query functions in BaseGateway 2019-05-08 11:26:42 +08:00
vn.py
66cdf33b23 [Add] sync request function of RestClient 2019-05-08 11:19:21 +08:00
vn.py
9622d10186
Merge pull request #1670 from vnpy/data_recorder 
Data recorder
 2019-05-07 12:08:25 +08:00
vn.py
ae26ca045b [Del] remove unused QtGui 2019-05-07 12:06:53 +08:00
vn.py
1831e2bc23 [Add] DataRecorderApp 2019-05-07 12:04:41 +08:00
vn.py
203d7cba7c [Add] exchanges data memeber for HuobiGateway/HbdmGateway 2019-05-07 09:41:30 +08:00
vn.py
7a4c3ba3d6
Merge pull request #1667 from nanoric/fix_docstring 
[Mod] 修正了一下websocket_client的stop和join的注释
 2019-05-06 15:52:26 +08:00
nanoric
efc6042d17 [Mod] 修正了一下websocket_client的stop和join的注释 2019-05-06 00:41:40 -04:00
vn.py
8d5b42284a [Add] stop all cta strategies when programme is closed 2019-05-06 09:12:03 +08:00
vn.py
411fb869b4
Merge pull request #1659 from 1122455801/mod_ofexf_01 
[Fix] Okexf_gateway
 2019-05-06 08:44:49 +08:00
vn.py
5020927be2 [Add]support hour bar generation 2019-05-05 14:30:14 +08:00
1122455801
c563afd8b5 Update okexf_gateway.py 2019-05-05 10:18:00 +08:00
vn.py
ee724fa1b6 [Fix]bug in CsvLoader load function 2019-05-05 09:54:58 +08:00
vn.py
a11e6be3ce [Add]run ga optimization in CtaBacktester 2019-05-03 17:01:47 +08:00
vn.py
4cd84b45a5 [Mod]add return value of run_ga_optimization 2019-05-03 16:10:11 +08:00
vn.py
6e3b7faae3 [Add]change variable names 2019-05-03 15:17:32 +08:00
vn.py
4385dd871a [Add]genetic optimization of strategy parameters 2019-05-02 22:32:05 +08:00
vn.py
4976e27640 [Add]global setting editor 2019-05-02 20:44:22 +08:00
vn.py
2da861d9e7 [Add]huobi derivatives gateway 2019-05-02 19:28:42 +08:00
vn.py
791fb0d840 [Add]adjust timestamp of bar data from RQData, close #1573 2019-04-30 14:29:35 +08:00
vn.py
dbf37c629a [Fix]close #1622 2019-04-30 13:58:31 +08:00
vn.py
bfd5ac66d2 [Fix]close #1646 2019-04-30 13:57:14 +08:00
vn.py
0836a5a7f8 [Add]supported exchanges for each gateway 2019-04-29 23:18:27 +08:00
vn.py
769e70290d [Add]interval map from vt to rqdata 2019-04-29 13:30:27 +08:00
vn.py
4cb5e48523 [Mod]change logic of is_convert_required function 2019-04-26 22:53:25 +08:00
vn.py
1aa2faf4cb [Mod]change is_convert_required function 2019-04-26 16:52:36 +08:00
vn.py
7941af5be8 [Mod]complete test of XtpGateway 2019-04-26 16:39:12 +08:00
nanoric
244cf55ee8 [Mod] patch return value policy of API(for pointers) 2019-04-26 01:42:32 -04:00
vn.py
d8f7298dc8 [Fix]close #1633 2019-04-26 09:38:02 +08:00
vn.py
8d2e83067b [Fix]close #1632 2019-04-26 09:33:25 +08:00
vn.py
e0ea44e286 [Mod]add more function of XtpTraderApi 2019-04-25 20:14:40 +08:00
vn.py
3853b47e47 [Add]TraderApi for XtpGateway 2019-04-25 19:16:39 +08:00
nanoric
a2b55dda02 [Add] 捕获xtp回调函数内部发生的错误 
[Mod] 使用autocxxpy0.2.1来封装xtp
 2019-04-25 07:05:38 -04:00
vn.py
72dd05dcb5 [Mod]complete XtpQuoteApi 2019-04-25 11:40:02 +08:00
Bigtan
a13f10633f
Update __init__.py 
fix version number
 2019-04-24 23:17:58 +08:00
nanoric
29bb242c90 [Add] XtpGateway: alpha phrase 2019-04-24 06:38:46 -04:00
vn.py
12987aebe0 [Mod]change code naming 2019-04-24 14:16:18 +08:00
vn.py
b990ae7758 [Mod]add module_locale in femas pybind11 wrap 2019-04-24 11:44:39 +08:00
vn.py
347edb2906 [Mod]change file path in generator script 2019-04-24 11:15:11 +08:00
vn.py
ae4ac00f37
Merge pull request #1624 from nanoric/femas_fix_rebase 
[Mod] FemasGateway
 2019-04-23 17:07:19 +08:00
nanoric
f7c2df41a0 [Mod] make flake8 happy 2019-04-23 04:37:07 -04:00
nanoric
7d173ba948 Merge remote-tracking branch 'remotes/origin/dev' into femas_fix_rebase 2019-04-23 04:33:32 -04:00
nanoric
9484161caf [Del] 去除生成脚本的中间文件 2019-04-23 04:27:26 -04:00
nanoric
d2053bd1df [Del] 去除多余二进制文件 2019-04-23 04:27:26 -04:00
nanoric
d8d05e4da9 [Del] 去除代码中多余的输出 2019-04-23 04:27:26 -04:00
vn.py
856749009b [Mod]round order volume to contract min_volume in AlgoEngine 2019-04-22 22:45:15 +08:00
xldistance
8edbcea2fa
Update ctp_gateway.py 2019-04-22 14:44:51 +08:00
xldistance
2e03205a3e
修复AppID key错误 2019-04-22 14:42:52 +08:00
vn.py
2e2849f1f7 [Mod]update ctp api to 6.3.13 (se) 2019-04-22 13:36:20 +08:00
vn.py
62397fafc0 [Mod]change function name and complete test of OkexfGateway 2019-04-21 23:08:06 +08:00
1122455801
d0a26081c3 Create okexf_gateway.py 2019-04-20 18:19:06 +08:00
1122455801
c101e507c6 Create __init__.py 2019-04-20 18:18:50 +08:00
vn.py
beb9d71bb7 [Add]full name details for Exchange enum 2019-04-19 23:15:03 +08:00
vn.py
9dd334939d [Add]min_volume of ContractData for OesGateway 2019-04-19 22:51:25 +08:00
vn.py
e73c12d7d5 [Mod]disable edit in result monitor table 2019-04-19 22:49:36 +08:00
vn.py
4c3c80acb7 [Mod]clear thread handler when downloading data failed 2019-04-19 22:39:37 +08:00
vn.py
dfaf304189 [Add]support for exchanges 2019-04-19 12:43:33 +08:00
vn.py
2bce3fcf67 [Mod]catch socket.error in WebsocketClient 2019-04-19 10:34:50 +08:00
vn.py
81a0bc5f19 [Add]min_volume for ContractData 2019-04-18 15:50:45 +08:00
vn.py
afff26a91f Merge branch 'DEV' of https://github.com/vnpy/vnpy into DEV 2019-04-18 15:31:07 +08:00
vn.py
7e9b853d83 [Mod]change ping-pong of HuobiGateway 2019-04-18 14:59:39 +08:00
nanoric
eefb423953 Merge remote-tracking branch 'remotes/origin/DEV' into newest_data 2019-04-18 00:25:10 -04:00
nanoric
b72a1dc155 [Fix] fix bugs for newly added functions 2019-04-18 00:21:30 -04:00
vn.py
bd36646036 [Add]download history data function into CtaBacktester 2019-04-18 11:27:50 +08:00
nanoric
19e27ea031 [Add] get_newest_bar_data in database_mongo.py 
[Add] get_newest_tick_data in database_mongo.py
 2019-04-17 23:16:57 -04:00
nanoric
49d863a286 [Add] get_newest_bar_data in database.py 
[Add] get_newest_tick_data in database.py
 2019-04-17 23:16:33 -04:00
vn.py
1d6d191ac6 [Mod]move RQData related function into rqdata.py 2019-04-18 10:46:55 +08:00
vn.py
71995aeb13 [Mod]update readme.md 2019-04-17 15:46:49 +08:00
vn.py
194ccdb09c [Add]websocket api for OnetokenGateway 2019-04-17 13:16:34 +08:00
vn.py
94c4e0beda
Merge pull request #1605 from 1token-trade/onetoken-gateway 
Onetoken gateway
 2019-04-17 09:42:15 +08:00
vn.py
9de35bfd43 [Fix]use abs for trade volume 2019-04-17 09:20:29 +08:00
vn.py
fdd4094d33
Merge pull request #1606 from 1122455801/BITFINEX_01 
[Add] Bitfinex_gateway
 2019-04-16 22:55:33 +08:00
1122455801
7b0d744286 Update constant.py 2019-04-16 21:25:23 +08:00
1122455801
e5e5f047bd Create bitfinex_gateway.py 2019-04-16 21:22:43 +08:00
1122455801
c1af7034db Create __init__.py 2019-04-16 21:22:40 +08:00
Archer
76a8c5752c update 2019-04-16 19:41:12 +08:00
Archer
d201c5b65a add: query_time query_contract 2019-04-16 19:40:11 +08:00
Archer
e4f4ed4f62 update: removed unused import 2019-04-16 16:12:17 +08:00
Archer
7ee538125e update: flake8 2019-04-16 15:34:06 +08:00
Archer
64e314a547 update: OnetokenRestApi 2019-04-16 15:24:25 +08:00
vn.py
0787a2c2e0 [Add]header support in WebsocketClient 2019-04-16 14:46:14 +08:00
vn.py
4da519bd2c [Add]mongoengine into requirements.txt 2019-04-16 13:49:50 +08:00
vn.py
a5550d42c7 [Mod]complete test of new database module with CtaStrategyApp 2019-04-16 13:39:06 +08:00
vn.py
1d527bc36e
Merge pull request #1602 from nanoric/master 
[Add] database
 2019-04-16 11:19:56 +08:00
vn.py
87cac3f2c2 Merge branch 'DEV' of https://github.com/vnpy/vnpy into DEV 2019-04-15 23:32:40 +08:00
vn.py
56d0812121 [Add]optimization function into CtaBackteserApp 2019-04-15 23:32:04 +08:00
Archer
3da8d4426c debug: signature 2019-04-15 20:28:47 +08:00
Archer
41f80de940 add gateway onetoken 2019-04-15 17:59:55 +08:00
nanoric
509cb7c943 [Mod] make flake8 happy 2019-04-14 06:15:32 -04:00
nanoric
6a7b9e139d [Mod] 修正测试 2019-04-14 06:15:28 -04:00
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
f797152bd5 [Mod] make flake8 happy 2019-04-14 06:15:05 -04:00
nanoric
1074a26b77 [Add] added support for PostgreSQL 2019-04-14 06:15:05 -04:00
1122455801
c765a8f123 Update engine.py 2019-04-13 18:37:09 +08:00
vn.py
4c83b08315 [Fix]spread contract with no size info will cause no position update 2019-04-13 08:44:43 +08:00
黄向前
e34781e6b4 增加飞马接口api跟gateway 
增加飞马接口api跟gateway
 2019-04-12 11:13:26 +08:00
nanoric
2ef6e2fd00 Merge remote-tracking branch 'remotes/origin/DEV' into mysql 
# Conflicts:
#	vnpy/trader/utility.py
 2019-04-11 05:31:08 -04:00
nanoric
3134b692a6 [Add] added comment 2019-04-11 05:28:05 -04:00
nanoric
7490a5c0ad [Add] add support for mysql 2019-04-11 05:27:08 -04:00
vn.py
b3961dbb84 [Add]history data cache in cta backtesting to improve speed 2019-04-11 16:56:19 +08:00
vn.py
1d6506c5f3 [Del]remove Singleton 2019-04-11 16:54:43 +08:00
vn.py
6c15a50599 Merge branch 'DEV' of https://github.com/vnpy/vnpy into DEV 2019-04-11 15:25:59 +08:00
vn.py
b83599bc54 [Fix]close #1580 2019-04-11 15:25:54 +08:00
vn.py
97ebd032e1
Merge pull request #1578 from nanoric/path_func_names 
[Mod] 改变utility里的一些细节
 2019-04-11 14:17:30 +08:00
vn.py
8684e4c15c [Fix]add traceback import 2019-04-11 14:04:35 +08:00
vn.py
bee61d79b0 [Add]CtaBackteserApp for GUI based backtesting 2019-04-11 14:01:29 +08:00
nanoric
95df49c54c [Mod] 改变路径相关函数的命名 2019-04-11 00:47:58 -04:00
nanoric
70adba7637 [Mod] 改变Singleton的使用说明 2019-04-11 00:43:46 -04:00
vn.py
80bf809ccb Merge branch 'DEV' of https://github.com/vnpy/vnpy into DEV 2019-04-11 09:19:17 +08:00
vn.py
f7db834e8b [Mod]change key used for get_order 2019-04-11 09:19:12 +08:00
vn.py
219fbe2b5f [Fix]close #1569 2019-04-11 09:18:41 +08:00
qqqlyx
ee93bf709b up 2019-04-10 10:20:45 +08:00
qqqlyx
fd60b4db4b up 2019-04-10 10:16:37 +08:00
vn.py
1a79ba37db [Mod]add on_cancel_order_failed callback for OkexGateway 2019-04-09 18:21:28 +08:00
vn.py
f53f5ea7dd [Mod]remove default proxy setting 2019-04-09 11:27:12 +08:00
vn.py
0260aa0784 [Fix]convert str to float for price and volume data 2019-04-08 18:32:59 +08:00
nanoric
0e67e75d6c [Add] virtual decorator 2019-04-08 04:56:42 -04:00
vn.py
2f674f2019 [Add]SniperAlgo and IcebergAlgo 2019-04-07 22:14:04 +08:00
vn.py
4472e026c9 [Add]on_send_order_fail callback for HuobiGateway 2019-04-07 16:41:30 +08:00
vn.py
0646e1ccd2 [Mod]complete twap algo and app test 2019-04-07 16:31:20 +08:00
vn.py
be62354c1f [Add]algo trading app 2019-04-06 20:36:04 +08:00
vn.py
566638426c [Fix]close #1498 2019-04-06 14:37:15 +08:00
vn.py
36295b96c5 [Add]return engine/gateway object when adding related class to MainEngine 2019-04-06 13:32:56 +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
f16a879905 [Add]LocalOrderManager and use it for async order id map in HuobiGateway 2019-04-05 12:32:48 +08:00
vn.py
81454e7dfb [Fix]Close #1551 2019-04-05 11:08:31 +08:00
vn.py
20f8032707 [Fix]Close #1559 2019-04-05 11:06:50 +08:00
vn.py
a90433141f [Add]ssleay32.dll problem in docs 2019-04-05 10:31:48 +08:00
vn.py
3964142b2e [Mod]complete test for huobi gateway 2019-04-04 23:52:35 +08:00
1122455801
a54c000ca8 Create huobi_gateway.py 2019-04-04 17:43:32 +08:00
1122455801
42d0cd555c Create __init__.py 2019-04-04 17:43:21 +08:00
1122455801
9164bda6b7 Update constant.py 2019-04-04 17:43:14 +08:00
vn.py
1429856d5c [Mod]add unicode to bytes transfer in rpc 2019-04-04 15:57:49 +08:00
vn.py
0ebe533d4f [Mod]improve code quality of okex gateway 2019-04-04 15:57:19 +08:00
vn.py
0addc94ed2
Merge pull request #1552 from qqqlyx/master 
[Add] ping_interval
 2019-04-04 15:25:05 +08:00
CHEN Jie
a2da6d7ec2 fix a bug in CTP login using UserProductInfo and AuthCode 2019-04-04 09:32:47 +08:00
vn.py
8e19d21868 [Mod]add support for order rejected 2019-04-04 07:44:23 +08:00
vn.py
7d86efce39 [Mod]complete trading test of okex gateway 2019-04-04 07:40:44 +08:00
qqqlyx
b8c648b432 update 2019-04-03 17:46:48 +08:00
vn.py
7024a7d2ca [Mod]move TigerGateway subsribe into on_push_connected callback 2019-04-03 17:00:52 +08:00
qqqlyx
455a1851a7 [Add] ping_interval 
增加了一个变量，用来控制websocket_client中ping的时间间隔。
 2019-04-03 16:31:53 +08:00
vn.py
e897907110
Merge pull request #1544 from 1122455801/rpc_dev 
[Add] RPC 模块
 2019-04-03 15:58:56 +08:00
vn.py
aceb46c3fd [Add]okex gateway 2019-04-03 15:56:06 +08:00
vn.py
2beceb9552 [Mod]updater version number to v2.0.1 2019-04-03 12:42:57 +08:00
1122455801
d5585ff269 Create vnrpc.py 2019-04-02 17:07:14 +08:00
1122455801
b3a72c1283 Create test_server.py 2019-04-02 17:07:10 +08:00
1122455801
e4a1997296 Create test_client.py 2019-04-02 17:07:07 +08:00
1122455801
3d99ccb5f8 Create __init__.py 2019-04-02 17:07:04 +08:00
vn.py
66b7bff938 [Mod]use bytes instead of string in apex api 2019-04-02 14:24:45 +08:00
vn.py
59d2219785 [Mod]change apex FixApi.dll to x64 version 2019-04-02 10:04:48 +08:00
vn.py
548cd22ef3 [Del]remove unused import 2019-04-01 16:08:32 +08:00
vn.py
472bdf66f7 [Fix]close #1487 2019-04-01 15:45:40 +08:00
vn.py
7ca9eec426 [Fix]close #1460 2019-04-01 15:41:50 +08:00
vn.py
466eac66cf [Fix]add more state control in cta engine 2019-04-01 14:54:06 +08:00
vn.py
e63542c44a [Mod]change ctp gateway orderid format to avoid conflict with negative sessionid 2019-03-30 23:42:19 +08:00
vn.py
cd7a3a0d53 Merge branch 'v2.0.1-DEV' of https://github.com/vnpy/vnpy into v2.0.1-DEV 2019-03-30 23:15:50 +08:00
vn.py
8254d2310d [Fix]bugs in load apex dll 2019-03-30 23:15:39 +08:00
vn.py
e842b6b06f
Merge pull request #1533 from nanoric/sdist2 
[Add] 支持sdist
 2019-03-30 23:02:33 +08:00
vn.py
9b216c1668 Merge branch 'v2.0.1-DEV' of https://github.com/vnpy/vnpy into v2.0.1-DEV 2019-03-29 16:14:01 +08:00
vn.py
9f9e721983 [Mod]cancel only allowd when cta template trading == true 2019-03-29 16:13:55 +08:00
vn.py
cc390e9ba7
Merge pull request #1531 from 1122455801/22 
[FIX] 修改multi_signal, multi_timeframe 和test Strategy的代码风格
 2019-03-29 14:39:28 +08:00
1122455801
8fa9f2ae9c Update test_strategy.py 2019-03-29 12:56:44 +08:00
1122455801
29fe0b072c Update multi_timeframe_strategy.py 2019-03-29 12:56:04 +08:00
1122455801
3c884d9568 Update multi_signal_strategy.py 2019-03-29 12:55:57 +08:00
nanoric
85fc35e48a [Mod] 版本号改为v2.0.1b0 2019-03-28 23:00:26 -04:00
1122455801
6a0b0be02f Create genetic_algorithm.ipynb 2019-03-29 10:27:35 +08:00
vn.py
d52b900876 [Add]MANIFEST.in file for source distribution 2019-03-28 22:35:45 +08:00
nanoric
800055ba1a Merge remote-tracking branch 'remotes/origin/v2.0.1-DEV' into pip_from_oss 
# Conflicts:
#	requirements.txt
 2019-03-28 02:29:08 -04:00
vn.py
44f6d376aa [Del]remove ibapi from vnpy source code 2019-03-28 13:55:44 +08:00
vn.py
4474e12e39 [Del]remove talib from vnpy source code 2019-03-28 13:54:23 +08:00
vn.py
cd716b4da8 [Mod]change ctp orderid format 2019-03-28 11:23:31 +08:00
vn.py
90682ab92d [Fix]bugs in king keltner strategy 2019-03-28 11:11:29 +08:00
nanoric
c9f303bcc5 [Mod] make flake8 happy 2019-03-27 04:17:51 -04:00
vn.py
003d903907 [Add]TestStrategy for testing cta strategy app 2019-03-27 14:45:16 +08:00
vn.py
1c601278ab [Fix]bugs in cta strategy app 2019-03-27 14:44:48 +08:00
vn.py
4a1af72300 [Mod]change demo strategies to support list result of send_order function 2019-03-27 11:42:22 +08:00
vn.py
15fbb54960 [Mod]change send order return data to vt_orderids (list) to support offset converter function 2019-03-27 11:31:44 +08:00
vn.py
353a9c0d8d [Mod]add offset converter function to cta strategy app 2019-03-27 11:31:11 +08:00
1122455801
ce64ede969 Update tiger_gateway.py 2019-03-26 15:53:25 +08:00
1122455801
fc1c76ce48 Update backtesting.py 2019-03-26 15:53:22 +08:00
vn.py
873a8080ab [Fix]Close #1518 2019-03-26 10:07:31 +08:00
vn.py
e143f6582e Revert "Revert "[Add]net_position member of ContractData"" 
This reverts commit 289bcfa13e.
 2019-03-25 23:11:12 +08:00
vn.py
0fa314faa8 [Fix]change brokerid to str in CtpGateway 2019-03-25 16:31:15 +08:00
vn.py
289bcfa13e Revert "[Add]net_position member of ContractData" 
This reverts commit f5917b9cdc.
 2019-03-25 16:28:06 +08:00
vn.py
f5917b9cdc [Add]net_position member of ContractData 2019-03-25 14:50:41 +08:00
vn.py
a6b4afecff
Merge pull request #1511 from nanoric/ctp_new_version 
Ctp new version
 2019-03-25 14:46:05 +08:00
vn.py
a97a41c645
Merge pull request #1520 from nanoric/oes_use_push 
[Mod] OesGateway: 使用推送的初始化信息，而不是主动查询
 2019-03-25 14:45:51 +08:00
nanoric
671dd88791 [Fix] 修复order.time类型不一致的问题 2019-03-25 02:30:28 -04:00
nanoric
0e3b79f6f4 [Mod] OesGateway: 使用推送的初始化信息，而不是主动查询 
[Mod] OesGateway: 改变部分函数名，跟vnpynic
[Fix] 修正已撤单状态订单的数量不正确的问题
 2019-03-25 02:25:18 -04:00
vn.py
7be55ff659
Merge pull request #1513 from nanoric/oes_order_type 
[Add] oes: added order_type to OrderData.
 2019-03-25 11:50:33 +08:00
vn.py
4a309ac199 [Mod]connect dialog use chinese for setting key 2019-03-22 23:22:15 +08:00
vn.py
e296a8098c [Add]call strategy on_stop_order when receives server stop order event update 2019-03-22 23:07:20 +08:00
vn.py
a6ae319333 [Add]cta strategy app supports for server side stop order 2019-03-22 22:31:19 +08:00
vn.py
ec9a170ef3 [Mod]remove CtaOrderType enum 2019-03-22 22:04:15 +08:00
vn.py
ab929f196a [Add]stop_supported member data of ContractData object 2019-03-22 21:39:36 +08:00
vn.py
8586b5c2fb [Add]support for server stop order in bitmex gateway 2019-03-22 16:16:01 +08:00
nanoric
6ceacc94c1 [Add] oes: added order_type to OrderData. 2019-03-22 04:12:19 -04:00
vn.py
9e91df57d4 [Add]OrderData object support order type data (ctp/ib) 2019-03-22 15:52:26 +08:00
nanoric
17eefab346 [Mod] make flake8 happy 2019-03-22 01:27:16 -04:00
nanoric
4753986a20 [Add] ctp: updated generated cpp binding files 
[Mod] ctp: updated windows pyd
 2019-03-22 01:25:45 -04:00
nanoric
76fccf55e3 [Mod] update generate scripts 2019-03-22 01:05:31 -04:00
nanoric
e33b7dee25 [Mod] CTP使用6.3.11_20180109 2019-03-22 00:35:48 -04:00
vn.py
38f00a24ed [Fix]close #1507 2019-03-22 11:51:32 +08:00
vn.py
20b5ef4e9b [Mod]change constant PriceType to OrderType 2019-03-21 23:32:39 +08:00
vn.py
50cb39f11b [Mod]change author name 2019-03-21 22:57:08 +08:00
vn.py
d34ce5cb67 [Mod]remove designer ui file from csv loader 2019-03-21 12:04:53 +08:00
vn.py
af7b433370 [Mod]improve code style of csv_loader 2019-03-20 18:12:19 +08:00
nanoric
d640c8c899 [Mod] Added blank lines: make flake8 happy 2019-03-20 04:08:26 -04:00
nanoric
a7a647a3b8 [Add] Disable maximun button 
[Add] Added an icon
[Add] Popup an message if market data is fully loaded

[Mod] combobox: remove Prefix
[Mod] rename: CSV行情载入器
 2019-03-20 02:55:04 -04:00
nanoric
6c47c869dd [Mod] oes gateway: use anohter .a file. 2019-03-19 10:42:57 -04:00
nanoric
689d8fede1 [Add] api.oes: added __init__.py 2019-03-19 10:42:30 -04:00
vn.py
7e6a2bc938
Merge pull request #1500 from nanoric/travis_all 
Travis all
 2019-03-19 18:58:56 +08:00
vn.py
59a4def393 [Mod]import rqdatac only if required 2019-03-19 18:58:39 +08:00
vn.py
7c533458ff
Merge pull request #1497 from nanoric/csv_loader_designer 
Csv loader designer
 2019-03-19 18:42:57 +08:00
nanoric
159ab71495 [Fix] 更新autocxxpy脚本 2019-03-19 06:36:18 -04:00
nanoric
a6867e43d7 [Fix] updated autocxxpy: no constant instance will be passed from pybind11 2019-03-19 05:57:23 -04:00
nanoric
1b2a567e1e [Mod] updated oes binding 2019-03-19 05:24:31 -04:00
nanoric
969c59a08a [Add] Added some comments 
[Mod] rename files
 2019-03-19 02:36:59 -04:00
1122455801
0d79e796ae Update rest_client.py 2019-03-19 13:58:44 +08:00
vn.py
244bd8cec0
Merge pull request #1489 from nanoric/oes_optimize 
Oes optimize
 2019-03-19 13:45:46 +08:00
nanoric
6ade6bc388 [Mod] use designer 2019-03-18 06:25:44 -04:00
nanoric
277a6f6be1 [Fix] make flake8 happy 2019-03-18 05:47:41 -04:00
nanoric
023e6b4221 [Add] CsvLoader 2019-03-18 05:37:18 -04:00
vn.py
8e5ea24a36 Merge branch 'v2.0.1-DEV' of https://github.com/vnpy/vnpy into v2.0.1-DEV 2019-03-17 13:11:59 +08:00
vn.py
57fc77a1b0 [Fix]Close #1486 2019-03-17 13:11:33 +08:00
vn.py
9cad3587a2
Merge pull request #1485 from 1122455801/tiger_gateway_version_06 
[Mod] tiger_gateway.py
 2019-03-17 11:07:45 +08:00
vn.py
9603866f13
Merge pull request #1488 from nanoric/bitmex_optimize 
Bitmex optimize
 2019-03-17 10:59:00 +08:00
vn.py
4334b44b33
Merge pull request #1490 from nanoric/type_hint_and_docs 
Type hint and docs for RestClient, WebSocketClient and BaseGateway.
 2019-03-17 10:58:09 +08:00
nanoric
b8ab027081 [Fix] WebsocketClient: removed unused import: make flake8 happy. 2019-03-15 05:46:33 -04:00
nanoric
7bcc9c876b [Fix] OesGateway: make flake8 happy 2019-03-15 05:44:20 -04:00
nanoric
0fd1901ada [Add] OesGateway: 增加一些注释 2019-03-15 04:28:23 -04:00
nanoric
0eb9630b23 [Add] BaseGateway Document: send_order.orderid should be unique 2019-03-15 03:37:42 -04:00
nanoric
c414f561f6 [Add] BaseGateway: 增加说明回调函数on_xxxx的参数必须为常量的要求 2019-03-15 03:07:01 -04:00
nanoric
f6d0cda6ce [Mod] WebSocketClient: remove useless lock. 2019-03-15 03:00:28 -04:00
nanoric
ee307d6323 [Fix] OesGateway: ensure all on_order on_tick response will receive a new python object. 2019-03-15 02:58:37 -04:00
nanoric
fed48e1a06 [Add] BitmexGateway: Added some comment to make logic more clear. 2019-03-15 02:51:49 -04:00
nanoric
88f661615c [Add] BitmexGateway: make send_order thread-safe 2019-03-15 02:43:05 -04:00
nanoric
39effc29b4 [Mod] BtimexGateway: renaeme setting.session into session_number 2019-03-15 02:28:54 -04:00
nanoric
49e721844e [Mod] change typing and docs for RestClient and WebSocketClient 2019-03-15 02:26:05 -04:00
nanoric
51c8ed3b03 [Add] some docs for BaseGateway 2019-03-15 02:24:58 -04:00
nanoric
2ee257bed1 [Fix] OesGateway.TdApi: Optimized reconnect for rpt channel & ord channel 
[Fix] OesGateway.TdApi: Multiple reconnect request will not blocked now.
 2019-03-15 00:20:39 -04:00
nanoric
a2c91c99cd [Fix] OesGateway.MdApi: Optimized reconnect for tcp channel 2019-03-15 00:18:19 -04:00
nanoric
9410775fb3 [Add] OesGateway: TD API: Reconnect: Reduce CPU usage. 2019-03-15 00:02:03 -04:00
nanoric
459fc4770f [Fix] OesGateway:Optimized connect status detection 2019-03-14 23:21:00 -04:00
nanoric
71d34d5854 [Add] OesGateway: 成功连接到行情服务器的提示 2019-03-14 23:10:14 -04:00
nanoric
5f5bf06e53 [Add] OesGateway: User can supply a hdd serial number. 
[Fix] OesGateway: Optimized reconnection of td api: reconnect if connection of ord_channel is lost.
 2019-03-14 23:05:33 -04:00
1122455801
d73be6d77c Update tiger_gateway.py 2019-03-15 10:12:55 +08:00
vn.py
5a6f496cb1 [Fix]Close #1481 2019-03-15 08:58:44 +08:00
nanoric
9b4f360bef [Fix] OesGateway:修复一个BUG：多个打开多个vnpy实例时重连会导致重连的服务器混乱的问题 
[Fix] OesGateway:修复成交委托号为0的BUG

Windows version fix only. Linux not supported yet.
 2019-03-14 07:37:23 -04:00
vn.py
b105b08c9f [Mod]change ibapi to use relative import 2019-03-14 09:52:01 +08:00
vn.py
3758d13cd2 [Mod]change talib import 2019-03-14 09:45:21 +08:00
vn.py
51166282d6 [Add]embed talib into project 2019-03-14 09:44:59 +08:00
vn.py
adb884e19f [Add]ib api source code into vnpy.api 2019-03-14 09:28:12 +08:00
vn.py
da53a5fc0b [Mod]Add support for spread product class, close #1479 2019-03-14 09:22:03 +08:00
vn.py
7711825486 [Fix]Close #1474 2019-03-14 09:10:57 +08:00
1122455801
d0073ea6c6 Update tiger_gateway.py 2019-03-12 17:39:28 +08:00
1122455801
918191e06d Merge branch 'v2.0.1-DEV' into tiger_gateway_version_05 2019-03-11 17:06:29 +08:00
1122455801
f009c33f57 Update tiger_gateway.py 2019-03-11 16:33:11 +08:00
1122455801
4cfab5b9d9 Update tiger_gateway.py 2019-03-11 16:16:08 +08:00
vn.py
cc129b3e2c
Merge pull request #1459 from nanoric/oes_fix 
Oes fix
 2019-03-08 22:32:52 +08:00
vn.py
3a982534a7
Merge pull request #1458 from 1122455801/tiger_gateway_version_03 
[Mod] futu_gateway.py
 2019-03-08 22:32:30 +08:00
nanoric
d1306dd237 [Fix] 修正成交发生时订单成交量错误的BUG 2019-03-08 08:56:47 -04:00
nanoric
212b864c69 [Add] Add lock to make public methods of gateway thread-safe 2019-03-08 08:56:05 -04:00
nanoric
0daffb3e5f [Mod] OesTdApi: uniform naming. 2019-03-08 08:50:45 -04:00
nanoric
34bce32dc0 [Fix] 修复stop()之后还重连一次的bug 2019-03-08 07:41:11 -04:00
nanoric
9b694fce07 [Mod] md, td并行连接，加快td响应速度。 2019-03-08 07:38:00 -04:00
nanoric
7eaa0c19f6 [Del] remove useless code 2019-03-08 07:35:19 -04:00
nanoric
eb5aac2595 [Mod] 统一格式，隐藏内部变量 2019-03-08 07:35:18 -04:00
nanoric
637dabd406 [Mod] remove OrderManager 2019-03-08 07:35:18 -04:00
nanoric
897e7f0372 [Fix] OesTdApi:修复退出时还在重连的Bug 
[Fix] 修复无法撤销非本会话订单的BUG
[Fix] 填充order&trade中的time字段
[Fix] 冻结资金不再是计算得出，而是使用精确的挂单冻结资金。
 2019-03-08 07:35:17 -04:00
nanoric
e2e93cef3b [Fix] oes.MdApi: 修复退出时还在重连的BUG 2019-03-08 07:35:17 -04:00
nanoric
ee3731f21c [Mod] 去除不必要的订阅 2019-03-08 07:35:16 -04:00
nanoric
cad96b95fc [Add] gateway.oes: reconnect 2019-03-08 07:35:16 -04:00
nanoric
a280758809 dev 2019-03-08 07:35:09 -04:00
1122455801
5e753f5003 Update futu_gateway.py 2019-03-08 17:25:52 +08:00
vn.py
67a8e5bdd2 [Mod]Use thread pool for changing sync call to async in tiger_gateway 2019-03-08 16:42:21 +08:00
vn.py
a30766bc72
Merge pull request #1457 from 1122455801/tiger_gateway_version_03 
[Mod] tiger_gateway.py
 2019-03-08 15:51:15 +08:00
1122455801
63d88de2b3 Update tiger_gateway.py 2019-03-08 15:46:56 +08:00
vn.py
a54699b11d [Fix]Close #1454 2019-03-08 10:12:21 +08:00
vn.py
0ac6034fd7 [Fix]Close #1451 2019-03-08 09:44:38 +08:00
vn.py
08a82f3dd2 [Fix]Close #1450 2019-03-08 09:43:45 +08:00
vn.py
bd43538a31
Merge pull request #1449 from 1122455801/tiger_gateway_version_02 
[Add] Tiger gateway
 2019-03-07 15:03:50 +08:00
1122455801
30a65dfd43 Update tiger_gateway.py 2019-03-07 14:58:44 +08:00
vn.py
acf14b7f19 [Fix]Close #1340 2019-03-07 14:11:26 +08:00
vn.py
c282ab13f9 [Fix]Close #1427 2019-03-07 13:51:51 +08:00
vn.py
bfb5e1ea42 [Fix]Close #1439 2019-03-07 13:47:29 +08:00
vn.py
b10726fa40 [Fix]Close #1442 2019-03-07 13:46:02 +08:00
vn.py
f4d34bae13 [Fix]Close #1443 2019-03-07 13:32:45 +08:00
vn.py
c5accfc44b [Fix]Close #1446 2019-03-07 13:28:19 +08:00
1122455801
ae81b29f9c Update tiger_gateway.py 2019-03-06 16:17:17 +08:00
vn.py
8c07d1de4f [Add]APEX API of A stock 2019-03-06 12:10:41 +08:00
1122455801
897f898844 Update tiger_gateway.py 2019-03-06 10:54:56 +08:00
1122455801
4609854f7c Create tiger_gateway.py 2019-03-05 23:15:38 +08:00
1122455801
861bda1faf Create __init__.py 2019-03-05 23:15:35 +08:00
nanoric
8a051f1c3e [Add] Linux build for both ctp and oes. 
[Add] added cpp files for oes gateway.
[Add] added linux so files for ctp gateway.
 2019-03-04 22:35:16 -04:00
nanoric
2e0466be40 [Add] Added vnoes.pyd 2019-03-04 02:42:54 -04:00
nanoric
be6f292aca [Fix] Fix connect: change sync to async 2019-03-04 02:17:41 -04:00
nanoric
4bb5d43b6f [Fix] Remove unused imports. 2019-03-03 23:45:42 -04:00
nanoric
c06d9d066b [New] OesGateway 2019-03-03 23:45:40 -04:00
nanoric
a5f9171713 [Fix] Fixed an type annotation error: type of OrderRequest.price_type should be PriceType but not string. 2019-02-26 09:15:16 -04:00
vn.py
3be6b3d4d3 [Add]readme and other docs 2019-02-25 17:40:15 +08:00
vn.py
00da4e8bbc [Add]flake8 setting file 2019-02-23 22:22:56 +08:00
vn.py
b1c06db847 [Del]remove usage of pylint 2019-02-23 22:05:01 +08:00
vn.py
edca83c926 [Mod]remove blank lines 2019-02-23 16:33:11 +08:00
vn.py
61cbe9dc4a [Mod]reformat ctp wrap generator script 2019-02-23 16:26:14 +08:00
vn.py
e6f8060e99 [Mod]reformat code 2019-02-23 16:01:19 +08:00
vn.py
a9f652607c [Fix]close #1387 2019-02-23 09:41:46 +08:00
vn.py
f94e078a75 [Fix]bug in send_order of CtaEngine 2019-02-22 14:11:47 +08:00
vn.py
f0108ef889 [Mod]add app_name in create_qapp function 2019-02-21 22:43:55 +08:00
vn.py
a203f864c4
Merge pull request #1402 from 1122455801/Add_MultiSignalstrategy 
[Add] multi_signal_strategy
 2019-02-21 10:13:08 +08:00
1122455801
cc1db0164f Create multi_signal_strategy.py 2019-02-21 10:05:46 +08:00
vn.py
760da8e7d2 [Mod]change filename of MultiTimeframStrategy 2019-02-21 09:22:59 +08:00
vn.py
d0ff8f904d
Merge pull request #1395 from 1122455801/Mod_double_ma_strategy 
[Mod] double_ma_strategy
 2019-02-21 08:54:36 +08:00
vn.py
54fb249564
Merge pull request #1396 from 1122455801/Add_dualthrust_strategy 
Create dual_thrust_strategy.py
 2019-02-21 08:54:21 +08:00
vn.py
3a8cfe35cc
Merge pull request #1397 from 1122455801/Add_multi_time_frame_strategy 
Create multi_time_frame_strategy.py
 2019-02-21 08:54:04 +08:00
vn.py
150a41d74f
Merge pull request #1399 from 1122455801/Mod_CTATEMPLATE 
[Mod] template.py
 2019-02-21 08:52:57 +08:00
vn.py
2124c504a6
Merge pull request #1401 from 1122455801/Add_atr_rsi_strategy 
[Add] atr_rsi_strategy.py
 2019-02-21 08:50:54 +08:00
1122455801
713ecc14b6 Create atr_rsi_strategy.py 2019-02-20 14:23:38 +08:00
1122455801
ce568ae3a6 Update template.py 2019-02-20 14:07:50 +08:00
1122455801
905bccf6f6 Create multi_time_frame_strategy.py 2019-02-20 11:30:19 +08:00
1122455801
0b93038f19 Create dual_thrust_strategy.py 2019-02-20 10:17:29 +08:00
1122455801
e64cfd7223 Update double_ma_strategy.py 2019-02-20 10:01:18 +08:00
vn.py
dfb85286d1
Merge pull request #1392 from 1122455801/Add_King_Keltner_strategy 
[Add] king_keltner_strategy.py
 2019-02-19 23:27:24 +08:00
vn.py
d5eb42b7d6
Merge pull request #1388 from nanoric/setup_py 
Setup.py
 2019-02-19 23:27:03 +08:00
vn.py
04dabc725f
Merge pull request #1391 from 1122455801/Add_boll_channel_strategy 
[Add] boll_channel_strategy
 2019-02-19 23:26:20 +08:00
1122455801
b3f421af70 Create king_keltner_strategy.py 2019-02-19 16:25:26 +08:00
1122455801
950e97544d Create boll_channel_strategy.py 2019-02-19 15:36:07 +08:00
vn.py
f467afcf5e [Mod]set all statistics to 0 if no trade in backtesting 2019-02-19 15:18:20 +08:00
nanoric
6690af6f99 [Mod] api.ctp.vnctp.vnctp.h: added some include for gcc(linux) support 2019-02-18 22:46:35 -04:00
vn.py
38aabe1b09 [Mod]call exit function when destory MdApi/TdApi object 2019-02-18 22:32:34 +08:00
nanoric
b339e91289 [Mod] updated pyd: api.ctp 2019-02-18 05:11:53 -04:00
nanoric
66edd75a2b [Add] api.ctp: terminate task queue when exit() is called 2019-02-18 05:11:26 -04:00
nanoric
a62b6aba08 [Add] MT to MD 2019-02-18 05:10:15 -04:00
nanoric
3080101ba0 [Mod] Include的相对路径改为绝对路径（Python除外） 2019-02-18 03:42:06 -04:00
nanoric
4dc63db71c [Add] TaskQueue增加terminate()，可以终止pop的等待 2019-02-18 03:13:11 -04:00
vn.py
3618044b36 [Fix] bugs in cta backtesting 2019-02-18 13:42:16 +08:00
vn.py
144ca19b08 [Add] use rqdata client for query history data in cta engine 2019-02-18 13:10:00 +08:00
vn.py
d32c3100af [Add] load global setting from json file 2019-02-18 13:09:19 +08:00
vn.py
37f2a0c9b6 [Mod]simplify usage of ctp api and gateway 2019-02-18 11:15:51 +08:00
vn.py
cc236a918d
[Merge] pull request #1381 from nanoric/optimized_toUtf8 2019-02-17 23:11:38 +08:00
vn.py
f15bb91f29 [Mod] change get_path related functions 2019-02-17 22:59:41 +08:00
vn.py
6c91951e02 [Add] general functions of VN Trader 
1. use json instead of shelve for setting/data storage
2. call original sys.__excepthook__ before showing exception with QMessageBox
 2019-02-17 22:59:01 +08:00
vn.py
ae78a7f0c0 [Add] init cta strategy in thread to avoid ui block 2019-02-17 15:00:02 +08:00
vn.py
9df1cf9a74 [Add] load and sync cta strategy data function 2019-02-16 11:18:58 +08:00
vn.py
7ade45e37f [Add] load_json/save_json function 2019-02-16 10:51:32 +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
e29345503b [Fix] bug in calculating daily result of cta backtesting 2019-02-15 16:05:34 +08:00
nanoric
0f7a82c072 [Add] 若python中没实现对应的虚函数，则什么都不做。[1] 
[Fix] 所有对dict的使用改为const &，减少不必要的复制

[1] PYBIND11_OVERLOAD默认会调用到C++原生实现。CTP的原生实现是什么都不做。
 2019-02-14 03:21:35 -04:00
nanoric
92d488e640 [Fix] 去掉get...中的异常捕获 
异常会被上层捕获，即pybind11.
pybind11会将异常转化为python异常然后回传到python之中。
 2019-02-14 03:13:22 -04:00
nanoric
8c0d11d601 [Fix] 稍稍修改一下toUtf8 2019-02-14 00:38:04 -04:00
vn.py
cb23935ac6 [Add] new ctp gateway 2019-02-10 11:49:09 +08:00
vn.py
1bf01b2377 [Add] new python 3 ctp api 2019-02-09 12:04:56 +08:00
vn.py
a302bc93c5 [Mod] format code with autopep8 2019-01-30 13:07:23 +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
b99c5ff590 [Add]backtesting function for cta strategy 2019-01-29 15:35:37 +08:00
vn.py
2dc8057de0 [Add] TurtleSignalStrategy for cta strategy app 2019-01-26 21:43:07 +08:00
vn.py
fdf2d4cf13 [Fix] some code mistakes caused by previous merge 2019-01-26 19:45:23 +08:00
vn.py
91678e0de2 Merge branch 'v2.0-DEV' of https://github.com/vnpy/vnpy into v2.0-DEV 2019-01-26 17:41:33 +08:00
vn.py
5d4e975ff4 [Mod]change formatting tools to black 2019-01-26 17:24:38 +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
d45b82e110 [Add] backtesting tool of CtaStrategy app 2019-01-24 14:13:57 +08:00
vn.py
9d5866e997 [Add] vnpy/trader/database.py for database connection 2019-01-24 14:13:36 +08:00
nanoric
cda0287246 [Fix] format error of /vnpy/trader/ui/widget.py 2019-01-21 05:46:31 -04:00
vn.py
a257b18f84 [Add] LogMonitor for cta strategy and global excepthook 2019-01-20 21:34:38 +08:00
vn.py
4596f3a515 [Add] CtaManager ui widget 2019-01-19 18:57:54 +08:00
vn.py
499ffd9491 [Add] CTA engine and template for creating strategies 2019-01-19 13:12:29 +08:00
nanoric
09067dcee6 [Fix] Fixed format error and naming error 2019-01-18 01:24:15 -04:00
vn.py
f97f090a25 [Add] BaseApp for app development 2019-01-18 09:35:35 +08:00
vn.py
7f8617ff2d [Mod]Complete test of bitmex gateway 2019-01-16 20:57:30 +08:00
vn.py
d5a39a7d7f [Add] New bitmex gateway for crypto currency futures trading 2019-01-16 15:22:44 +08:00
vn.py
32867a97c2 [Mod]Change websocket client code style 2019-01-16 09:25:18 +08:00
vn.py
ab9ddbbce3 [Mod]Change rest client code style 2019-01-16 08:16:16 +08:00
vn.py
578544a3c3 [Mod]Change constant value from str to enum 2019-01-15 22:04:02 +08:00
vn.py
9c897d04af [Mod] Change futu gateway contract size to 1 2019-01-14 22:56:26 +08:00
vn.py
33aff65e60 [Add] Complete futu gateway test 2019-01-14 22:52:03 +08:00
vn.py
f912207d3f [Add] Rest and websocket client 2019-01-13 13:23:10 +08:00
vn.py
242a97a2b2 [Add] Email engine for sending email message. 2019-01-12 10:44:53 +08:00
vn.py
6e1d90b327 [Add] Mainwindow now supports geometry setting save/load/restore 2019-01-12 09:54:56 +08:00
vn.py
60a640b6d1 [Add] Show VN Trader running path in main window 2019-01-12 09:43:27 +08:00
vn.py
91cb3d103d [Add] ConnectDialog supports field value save and load 2019-01-12 09:38:22 +08:00
vn.py
f3b2f506ed [Add] New gateway for Futu Securities 2019-01-11 23:54:01 +08:00
vn.py
857b0c243c [Add] Double click order monitor cells to cancel order 2019-01-11 15:49:11 +08:00
vn.py
a89cba984d [Add] Add about dialog 2019-01-11 13:06:39 +08:00
vn.py
1eb26d6151 [Add] Add write_log function in BaseGateway 2019-01-11 12:41:50 +08:00
vn.py
9b2b0561b1 [Add] Add active order monitor and contract manager 2019-01-11 12:21:55 +08:00
vn.py
40b5a4127c [Fix] Close #1167 2019-01-11 08:35:25 +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
712fad6288 [Add] Add ib gateway using official ibapi from interactive brokers 2019-01-09 22:03:33 +08:00
vn.py
be25b684a0 [Add] Start ib gateway development 2019-01-09 16:41:51 +08:00
vn.py
a899060360 [Add] Add oms engine 2019-01-08 21:53:03 +08:00
vn.py
fe5b994b0e [Add] Add mainwindow and test code of VN Trader 2019-01-08 20:45:01 +08:00
vn.py
c304c2b125 [Add] Add log engine 2019-01-08 20:43:26 +08:00
vn.py
b996285ffd [Add] Add global setting file 2019-01-08 20:42:47 +08:00
vn.py
e25787536a [Add] Add trader ui widget 2019-01-06 20:16:29 +08:00
vn.py
ca14973b9a [Add] Add trader mainengine 2019-01-06 20:16:12 +08:00
vn.py
ca8b5fa406 [Add] Add abstract gateway class 2019-01-06 20:15:05 +08:00
vn.py
dfcd0ed0ea [Add] Add trader data object structure 2019-01-06 20:14:27 +08:00
vn.py
ad40633fd8 [Add] Add trader event type definition 2019-01-06 20:14:02 +08:00
vn.py
e32b76d243 [Add] Add trader constant definition 2019-01-06 20:13:50 +08:00
vn.py
9d3ec12695 [Add] Add event engine 2019-01-05 22:34:21 +08:00
vn.py
f7d5848758 [Del]clear all old files 2019-01-04 14:46:47 +08:00
vn.py
24dbe7d014 [Mod]调整WebsocketClient的对话信息记录函数 2018-12-29 09:44:25 +08:00
vn.py
32dc3aaf7e
Merge branch 'dev' into master 2018-12-29 09:40:43 +08:00
vn.py
389a98ab1a [Mod]更新README.MD 2018-12-28 16:43:04 +08:00
vn.py
ae5151cb76
Merge pull request #1308 from nanoric/fix_app_ui_blank_after_maximiize 
[Fix] 修正一个UI错误：修复了最大化app之后关闭再打开会显示一大片空白的问题
 2018-12-28 15:41:52 +08:00
nanoric
ac9048b0ad [Fix] 修正一个UI错误：修复了最大化app之后关闭再打开会显示一大片空白的问题 
[Add] UI功能性增强：点击某个app之后，该app一定会被移到前台。

顺便去掉了try_catch KeyError，改用if
 2018-12-28 03:03:57 -04:00
vn.py
2faac219a0 [Mod]完成火币接口的测试 2018-12-27 16:44:44 +08:00
vn.py
a4614a6f27 [Mod]请求查询异常时输出错误日志 2018-12-27 15:47:44 +08:00
nanoric
6542f1ebfa [Fix] 修正了huobiGateway与GET方法相关的签名问题 2018-12-27 01:15:00 -04:00
nanoric
f0c192cbbf [Fix] 修正了huobigateway与GET相关的签名方法 2018-12-27 01:11:05 -04:00
vn.py
6b564c9f01 [Mod]调整部分火币接口逻辑 2018-12-27 13:05:24 +08:00
vn.py
d25065fdea [Mod]调整onErrorMsg函数 2018-12-26 12:31:28 +08:00
vn.py
e8bf28bd8d [Add]升级火币接口 2018-12-26 12:30:02 +08:00
vn.py
155e0004b7
Merge pull request #1258 from Gwill/dev 
fix typo
 2018-12-24 20:43:14 +08:00
vn.py
5f576cc029 [Fix]Close #1297 2018-12-24 20:39:15 +08:00
vn.py
1add685b53 [Fix]修复OKEXF接口的5档行情顺序bug #1275 2018-12-24 20:36:52 +08:00
vn.py
483b754f09 [Mod]反转SpreadTrading界面上算法显示的顺序，改为和价差一致 Close #1083 2018-12-24 20:34:09 +08:00
vn.py
bc49cde7f0 [Fix]Close #1278 2018-12-24 09:43:17 +08:00
vn.py
55ee5ea9b1 [Fix]TradeCopy模块增加拒单监控，Close #1274 2018-12-24 09:39:49 +08:00
vn.py
41d970c041 [Fix]Close #1273 2018-12-24 09:35:40 +08:00
vn.py
372a879fce [Add]更新README 2018-12-20 12:38:10 +08:00
vn.py
e3ef232557 [Mod]调整部分文字说明 2018-12-20 10:06:51 +08:00
vn.py
b779f065e4 [Del]移除vnpy/data目录下通联和天勤数据接口 2018-12-20 10:00:17 +08:00
vn.py
97fcd7f19a [Mod]更新富途接口为futu-api 2018-12-20 09:55:48 +08:00
vn.py
fa2ce167ee [Add]新增图形化的RQData数据服务下载器 2018-12-06 16:12:58 +08:00
vn.py
50f1524c12 [Add]CTA策略实盘交易引擎加入对RQData的数据支持 2018-12-06 13:00:19 +08:00
vn.py
02ac91af6f [Mod]价差交易模块的价差算法显示改为和价差数据一致，Close #1083 2018-12-02 13:44:50 +08:00
vn.py
b7a5a0bbbe [Fix]Close #1261 2018-12-02 13:34:23 +08:00
vn.py
e47899b821 [Fix]Close #1254 2018-12-02 13:33:13 +08:00
vn.py
2de657db9b [Fix]Close #1260 2018-12-02 13:30:58 +08:00
vn.py
644d14881c [Add]新增交易复制模块TradeCopy 2018-12-02 13:24:04 +08:00
nanoric
fc7eb66226 [Fix] Okex 修正了登录时无持仓时的报错 2018-11-26 04:18:40 -04:00
nanoric
268f833bdc [Add] ws:在记录最后接收到的数据时尝试解包，若解包失败则使用原来的值 2018-11-26 04:18:12 -04:00
G_will
b4afae871d fix typo 2018-11-21 16:24:02 +08:00
vn.py
31784f32b6 [Add]将日志文件改为UTF8编码，Close #1248 2018-11-17 22:21:35 +08:00
vn.py
3fee9cb48e Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-11-17 09:53:18 +08:00
vn.py
4229f6e210 [Fix]Close #1239 2018-11-17 09:53:14 +08:00
wudan
b8001cf7f5 * 修复初始化策略后界面不更新inited值 2018-11-15 10:30:39 +08:00
vn.py
272857792e [Mod]完成海龟回测引擎的统计和绘图功能 2018-11-13 23:00:38 +08:00
vn.py
270847132a [Mod]修复之前海龟策略回测中的每日盈亏计算bug 2018-11-13 16:11:35 +08:00
vn.py
7675bf8a2e [Mod]Close #1097 2018-11-13 08:58:50 +08:00
vn.py
23d6399818 [Mod]更新OKEX期货接口的持仓查询逻辑 2018-11-08 22:30:11 +08:00
vn.py
2b826154f9
Merge pull request #1216 from nanoric/fix_websocket_init_lasttext 
[Fix] 将Websocket._lastSentText移动到__init__之中
 2018-11-07 17:20:00 +08:00
nanoric
3c3369960d [Fix] 修复一个BUG：字段的初始化应该放在__init__中 2018-11-07 02:51:15 -04:00
vn.py
f02d5a7ebe
Merge pull request #1214 from nanoric/fix_websocket_ping_no_reconnect 
[Fix] 修复一个BUG：websocket在发送ping包时出错将不会重连，导致后续每ping一次报一次错。
 2018-11-07 10:52:40 +08:00
vn.py
208e962e91 [Add]新增CTA模块下的单标的海龟交易策略 2018-11-07 10:47:28 +08:00
nanoric
06eb5f094b Merge branch 'dev' of https://github.com/vnpy/vnpy into fix_websocket_ping_no_reconnect 2018-11-06 22:13:40 -04:00
vn.py
33c5f15704 [Mod]移动okexFuturesGateway到beta目录 2018-11-06 23:08:36 +08:00
vn.py
257a3c86e8 [Add]重构OKEX期货接口 2018-11-06 23:07:43 +08:00
nanoric
fe51b1aa5e [Fix] 修复一个BUG：websocket在发送ping包时出错将不会重连，导致后续每ping一次报一次错。 2018-11-05 22:56:53 -04:00
vn.py
5b2059c4de [Mod]在CryptoTrader中加入OKEX期货接口 2018-11-06 09:24:39 +08:00
vn.py
68c9c09ac3 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-11-05 11:11:25 +08:00
vn.py
a8f289dd10 [Mod]将BarGenerator和ArrayManager移动到vtUtility.py中，Close #1084 2018-11-05 11:11:20 +08:00
vn.py
8baad896a8
Merge pull request #1207 from nanoric/fix_bitemex_onTrade_error_without_side 
[Fix] 修复了当bitmexgateway.socketapi响应onTrade时，遇到side字段为''导致异常的情况。
 2018-11-05 09:01:28 +08:00
nanoric
541c4b6f76 [Fix] 修复了当bitmexgateway.socketapi响应onTrade时，遇到side字段为''导致异常的情况。 
an example without 'size':
{
 'execID': '***', 'execType': 'Funding',
 'ordStatus': 'Filled', 'lastLiquidityInd': '', 'exDestination': 'XBME',
 'text': 'Funding',
 'lastQty': 508, 'timeInForce': 'AtTheClose', 'currency': 'USD', 'pegPriceType': '',
 'simpleLeavesQty': None, 'transactTime': '***', 'ordRejReason': '',
 'underlyingLastPx': None, 'execCost': 8051292, 'clOrdID': '', 'settlCurrency': 'XBt',
 'cumQty': 508, 'displayQty': None, 'lastPx': 6309.35, 'homeNotional': -0.08051292,
 'commission': -0.0001, 'avgPx': 6309.35, 'lastMkt': 'XBME', 'price': 6309.35,
 'trdMatchID': '***', 'simpleOrderQty': None,
 'contingencyType': '', 'triggered': '', 'timestamp': '***',
 'symbol': 'XBTUSD', 'foreignNotional': 508, 'pegOffsetValue': None, 'execInst': '',
 'simpleCumQty': None, 'execComm': -805, 'orderID': '***',
 'multiLegReportingType': 'SingleSecurity', 'account': ***, 'stopPx': None,
 'leavesQty': 0, 'tradePublishIndicator': '', 'orderQty': 508, 'workingIndicator': False,
 'ordType': 'Limit', 'clOrdLinkID': '',
 'side': ''
}
 2018-11-01 22:13:02 -04:00
vn.py
bc28feddfa
Merge pull request #1206 from nanoric/bitmex_onerror_show_more_details 
[Mod] 修改：BitmexGateway出错时将会在stderr里面打印更详细的错误信息
 2018-11-02 09:28:25 +08:00
vn.py
66d361b5e5
Merge pull request #1196 from Gwill/dev 
修改 Travis 在 py3.6 环境下无法通过的问题
 2018-11-02 09:27:59 +08:00
nanoric
d3da3c97b3 [Mod] 修改：BitmexGateway出错时将会在stderr里面打印更详细的错误信息 2018-11-01 00:30:33 -04:00
vn.py
6cf6bfb9b5
Merge pull request #1205 from nanoric/okex_compressed_websocket 
[Fix] Okex compressed websocket
 2018-11-01 10:08:20 +08:00
G_will
82ecab24a0 统一代码格式 2018-11-01 10:01:22 +08:00
nanoric
5e6f81e544 [Fix] 修复对OkexWebSocket的支持：OkexWebSocket强制启用了zlib压缩 
[Add] 增加了WebSocketClient.unpackData，用于自定义解包方法。默认解包方式为json.loads
 2018-10-31 05:09:48 -04:00
vn.py
2dfd4744a9
Merge pull request #1203 from nanoric/network_error_handle_with_detail 
[Add] 在RestClient.addRequest中增加onError参数，可以重定向onError回调。
 2018-10-31 13:49:55 +08:00
nanoric
4c39d4003e [Fix] 非当前目录下的strategyXxx.py不会被载入 2018-10-31 00:03:25 -04:00
nanoric
7ece16c914 [Fix] bitmexGateway: 当下单、撤单触发已知错误的时候不再响应默认onError或者onFailed 
[Mod] BitmexRestApi.onError:除了推送错误到时间引擎之外，还使用新的exceptionDetail在控制台打印详细的错误消息。

目前已知的错误只有网络错误。若下单时发生网络错误，该订单状态会被设置为rejected.
 2018-10-30 23:49:51 -04:00
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
G_will
33714018de 优化 ctp 股票期权 tick 数据获取 2018-10-30 11:46:48 +08:00
vn.py
5b949c0124 [Mod]日志记录组件增加自动换行功能 2018-10-29 10:32:18 +08:00
vn.py
354dbb58f7 [Mod]对于没有涨跌价的市场，停止单触发使用5单价格发单 2018-10-29 10:32:05 +08:00
vn.py
a79a2019f2 [Mod]修改回调函数的参数命名 2018-10-26 15:08:57 +08:00
vn.py
7ded11666f Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-10-26 12:26:42 +08:00
vn.py
8c6b842e32
Merge pull request #1194 from nanoric/network_fix_errorhanding 
[Mod] 将websocket._connect移动到工作线程中
 2018-10-26 11:55:48 +08:00
nanoric
759489b1fd [Mod] 将websocket._connect移动到工作线程中 
[Mod] 修改错误处理方式：onError将会捕捉更多异常

onError目前比以前能够多捕获两种异常：
 * websocket首次连接时的异常
 * RestClient._createSession中产生的异常
 2018-10-25 04:25:40 -04:00
nanoric
59d82042c5 [Add] OkexGateway:增加深度信息 2018-10-25 00:33:28 -04:00
vn.py
3e479e460c [Fix]修复close函数错误 2018-10-24 16:55:45 +08:00
vn.py
8f83b6dcf2 [Mod]使用RestClient和WebsocketClient重新实现 2018-10-24 16:54:12 +08:00