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1606 Commits

Author SHA1 Message Date
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
nanoric
3fd5d398a8 Merge branch 'dev' of https://github.com/vnpy/vnpy into okexv3 2018-10-23 21:33:52 -04:00
nanoric
661d557bf3 [Add] okexv3 
将API层删除了，全部放到Gateway里面。
将V1RestAPI全部弃用，改为V3API。

因为V3API还不完善，目前还不支持主动的持仓查询
 2018-10-23 21:33:25 -04:00
nanoric
cab8fd1e0e [Mod] WebSocket改名为Websocket 2018-10-23 21:31:17 -04:00
nanoric
d68529dacd [Mod] 修正typehint 2018-10-23 21:26:54 -04:00
vn.py
1c4ab27d57
Merge pull request #1186 from nanoric/okex.websocket 
Okex.websocket
 2018-10-23 09:39:22 +08:00
nanoric
b702f77af9 [Mod] OkexFuture改名为OkexFutures 
[Add] 增加V3版本的OkexRestApi
 2018-10-21 22:42:20 -04:00
nanoric
f17793ed17 [Add] VtContractData.createFromGateway 2018-10-21 22:33:07 -04:00
nanoric
7c83a1e9be [Mod] RestClient、WebSocket重构 2018-10-21 22:32:34 -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
vn.py
4541673f58
Merge pull request #1170 from nanoric/okex.websocket 
Okex.websocket
 2018-10-17 21:01:08 +08:00
nanoric
028d344fc0 [Add] 增加订阅用户自己交易信息的接口：OkexFutureApi.OkexFutureWebSocketClient.subscribeUserTrade 2018-10-17 05:48:14 -04:00
nanoric
b90d997456 [Fix] 修复start后响应两次onConnected的错误 2018-10-17 05:46:03 -04:00
nanoric
1f37a5ebeb [Add] 增加okexFutureApi.trade 
[Add] okexFutureApi:增加自动登录
 2018-10-17 05:45:13 -04:00
nanoric
46dda98d07 [Add] 增加VtTradeData.createFromGateway 2018-10-17 05:26:28 -04:00
vn.py
9d124ed196 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-10-17 14:22:18 +08:00
vn.py
72bba04d5d [Add]增加BitmexGateway的主动行情订阅功能 2018-10-17 14:22:15 +08:00
nanoric
04068256d3 Merge branch 'dev' of https://github.com/vnpy/vnpy into okex.websocket 2018-10-16 22:01:05 -04:00
nanoric
c141360847 [Add] OkexFutureGateway.subscribe 
[Add] OkexFutureApi增加WebSocket客户端实现
 2018-10-16 05:49:36 -04:00
nanoric
e8ded9edf5 [Add] 增加VtTickData的静态初始化函数 
[Fix] 修复一个潜在BUG：仅仅载入vtObject.py并初始化VtLogData时有可能提示INFO字段不存在
 2018-10-16 05:48:44 -04:00
nanoric
eb844d4b9b [Mod] 将WebSocketClient.init(host)函数提前到__init__中调用 2018-10-16 05:46:42 -04:00
nanoric
1cc5c8b16e [Fix] 修复一个BUG：WebSocketClient无法初始化：onDisconnected赋值错误 2018-10-16 05:45:45 -04:00
vn.py
663f699537
Merge pull request #1169 from nanoric/okex.websocketclient.devel 
Okex.websocketclient.devel
 2018-10-16 14:43:25 +08:00
nanoric
995d994e8e [Mod] 不用简写：req改名为request 2018-10-16 02:19:30 -04:00
nanoric
713c183a14 [Mod] 将RestClient和WebSocketClient的默认回调改为可赋值的函数 2018-10-16 01:15:43 -04:00
nanoric
a5fc1bdba0 准备写okex的websocket api 2018-10-15 05:58:30 -04:00
nanoric
4cec0f6540 [Fix] okex:修复一个BUG：在传参的时候不应传apiSecret 2018-10-15 05:42:33 -04:00
nanoric
dc340d19b6 [Add] WebSocketClient:增加setCreateConnection 
[Add] WebSocketClient:增加一些注释
 2018-10-15 04:58:27 -04:00
nanoric
788677370f [Mod] WebsocketClient改名为WebSocketClient 2018-10-15 04:45:57 -04:00
nanoric
90d25fa536 Merge branch 'refactor.network.devel' into okex.devel 2018-10-15 04:39:39 -04:00
nanoric
562fae9a25 [Mod] WebSocketClient:非纯虚函数不使用abstractmethod 2018-10-15 04:39:09 -04:00
nanoric
c50c31a6bd [Mod] sendRequest改名为sendPacket 
和onPacket对应。
 2018-10-15 04:37:55 -04:00
nanoric
b8c6c92c43 [Mod] 使用一些VtObject相关的静态函数 2018-10-15 04:36:37 -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
66cb55ef26 [Add] 增加一些用于创建VtObject的静态方法 2018-10-15 03:56:20 -04:00
nanoric
f2f4669123 [Fix] 修正错误的对websocket的引用 2018-10-15 03:20:54 -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
c8a071f38e [Mod] 整理格式 2018-10-12 03:11:10 -04:00
nanoric
7cf5825bbe [Add] OkexFutureGateway:增加持仓查询接口 2018-10-12 03:08:12 -04:00
vn.py
449c0284de
Merge pull request #1164 from nanoric/refactor.network.devel 
Refactor.network.devel 2018-10-11
 2018-10-12 14:42:44 +08:00
nanoric
e51e03f910 [Fix] 修正对齐 2018-10-12 02:21:44 -04:00
nanoric
86586a71c7 [Add] OkexFutureGateway增加了queryOrders的接口 2018-10-12 02:19:57 -04:00
nanoric
c88f5b497a [Mod] errorCode2String改名为errorCodeToString 2018-10-12 02:04:39 -04:00
nanoric
abc82ecd96 [Fix] 修改一下typeHint 2018-10-12 01:30:58 -04:00
nanoric
aad3b6c51e [Fix] 将OkexzFutureRestClient.queryOrders变为可用 
[Mod] 修改一些注释
 2018-10-12 00:02:44 -04:00
nanoric
63c8401931 [Fix] 修复OkexFutureClient缺少签名的错误 2018-10-12 00:02:36 -04:00
nanoric
4878b3291b [Mod] 将Enum改为普通的object 
[Mod] onFailed增加一个errorCode参数
 2018-10-11 23:39:01 -04:00
nanoric
8c971c7d81 [Add] 增加OkexFutureSymbol类以表示可支持的合约（无法直接从API查询） 2018-10-11 23:10:00 -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
a396b55f8e [Add] 完成OkexFutureApi.queryOrders 2018-10-11 22:50:04 -04:00
nanoric
0ee13bf862 [Add] RestClient:增加了Join函数 
[Mod] 将processReq改为保护方法：改名为_processReq
 2018-10-11 22:06:30 -04:00
vn.py
051f00f051
Merge pull request #1161 from raycool/raycool-dev 
套利交易逻辑对冲函数逻辑被动腿错误
 2018-10-12 09:08:39 +08:00
vn.py
9d834b040e
Merge pull request #1159 from nanoric/refactor.network 
Refactor.network
 2018-10-12 09:04:26 +08:00
huguanghui
100700257b fix symbol error 2018-10-11 20:34:27 +08:00
huguanghui
72fef7f1ff fix symbol error 2018-10-11 20:30:59 +08:00
nanoric
d9b5de31f3 [Add] 准备增加queryOrders 2018-10-11 06:13:40 -04:00
nanoric
0749007dc7 [Add] 修改部分注释 2018-10-11 06:12:41 -04:00
nanoric
694317b663 [Mod] 修改order的字段获取顺序：按字母顺序排列 2018-10-11 05:50:28 -04:00
nanoric
cf546672fd [Add] 完成okexFutureGateway.sendOrder 2018-10-11 04:05:26 -04:00
nanoric
a4859a94eb [Fix] OkexFutureApi:将onFailed参数变为真的可选 2018-10-11 04:04:33 -04:00
nanoric
26cfc17255 [Mod] OkexFutureApi:修改部分onFailed的智能提示 2018-10-11 03:52:03 -04:00
nanoric
fe99a3ddd8 [Fix] Fix:如果没有杠杆倍数，就不传这个参数 2018-10-11 03:46:32 -04:00
nanoric
f5755b222a [Add] 将OkexFutureRestClient做成独立的API分离出来 2018-10-11 03:37:25 -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
f0aa9c7172 [Add] okexFutureGateway:增加cancelOrder 2018-10-10 04:53:09 -04:00
nanoric
ab72e0303b [Mod] 改了一下注释 2018-10-10 04:52:30 -04:00
vn.py
c530a0a1b1 [Fix]Close #1153 2018-10-10 16:40:00 +08:00
vn.py
78446b2c25
Merge pull request #1158 from vnpy/master 
合并BitmexGateway市价单修改
 2018-10-10 16:13:43 +08:00
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
5d0de90e60 [Mod] HttpClient：HTTP请求成功的标准从status_code==200修改为status_code==2xx 2018-10-10 03:53:09 -04:00
nanoric
6b19abc875 [Mod] HttpClient:将和HTTP请求相关的东西都进了Request 
[Add] HttpClient.addReq:增加onFailed参数
 2018-10-10 03:44:57 -04:00
nanoric
c04850c9a0 [Add] okexFuture相关修改。 
我决定了，每一点小修改都commit，无论是否能运行。所以我把修改都提交上来了。
 2018-10-09 06:08:39 -04:00
nanoric
54b93a89b5 [Add] 我觉得还是有onFail好，不过不再是用自定义callback的形式，而是重载的形式。对应的，RequestStatus中的状态也增加了。 2018-10-09 06:07:50 -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
0236fcb864 [Fix] WebSocketClient：修正一个潜在Bug：因网络问题导致重连的exception不会被onError捕获 2018-10-07 04:10:38 -04:00
nanoric
85c64b00e4 [Mod] WebSocketClient隐藏一些内部变量 2018-10-07 04:07:03 -04:00
nanoric
c4d1da3045 [Mod] 将RestfulClient和WebSocketClient的构造和初始化分离开来。 2018-10-07 03:59:31 -04:00
nanoric
142a40652d [Mod] WebsocketClient改名为WebSocketClient 2018-10-07 03:38:55 -04:00
nanoric
2c626dbdaf [Add] 增加WebSocketClient 2018-10-07 03:33:27 -04:00
nanoric
b64338d272 [Mod] 修改RestfulClient的调用方法 2018-10-07 03:32:42 -04:00
vn.py
e690c65ea8 [Del]移除自动连接MongoDB的操作 2018-10-07 09:24:12 +08:00
nanoric
84b99010cb [Add] 将RESTFulApi的底层接口抽象化 
[Add] 增加Request类，用以查询某个请求的状态
 2018-10-06 06:03:31 -04:00
vn.py
97bf7e0cf5 [Fix]修复多进程优化的bug 2018-10-06 08:58:35 +08:00
vn.py
8a42c610bb
Merge pull request #1141 from raycool/dev 
[mod] 修复火币中tick和newtick混用错误
 2018-10-05 10:52:00 +08:00
vn.py
932e5e2773 [Fix]修复参数优化的bug 2018-10-02 13:55:47 +08:00
vn.py
0d4b12cfd7 [Fix]Close #1142 2018-10-01 22:42:29 +08:00
vn.py
da5455740e [Del]移除import pandas 2018-09-30 22:44:21 +08:00
vn.py
145d5215e7 [Mod]移除ctaBacktesting中对pandas的依赖 2018-09-30 22:23:51 +08:00
vn.py
3f8039f34e [Fix]Close #1114 2018-09-30 18:39:38 +08:00
vn.py
3792bb05a9 [Fix]修复bitmexGateway中合约大小取值字段错误的bug 2018-09-30 18:37:07 +08:00
huguanghui
bb694e3890 fix newtick and tick bug 2018-09-28 19:54:23 +08:00
vn.py
fe3b16c1b2 [Add]添加VtBarData的K线周期字段 2018-09-25 10:35:46 +08:00
nanoric
27fab6bfba [Fix] 修正市价单无法下单的问题 2018-09-20 02:43:21 -04:00
nanoric
b9d41a1d55 [Add] 新增openApp系列函数 2018-09-19 05:35:35 -04:00
vn.py
0e28c30b31
Merge pull request #1119 from nanoric/extract_outputOptimizeResult 
[Add] 将ctaBacktesting.outputOptimizeResult分离了出来
 2018-09-19 11:01:36 +08:00
nanoric
c1c9d93c8f
Update ctaBacktesting.py 2018-09-17 23:16:24 -03:00
nanoric
2c266f1309 [Add] 将ctaBacktesting.outputOptimizeResult分离了出来 2018-09-17 21:30:50 -04:00
vn.py
6ae4fc6727 [Fix]修复vnbitmex中的签名bug 2018-09-16 16:33:10 +08:00
vn.py
ed3ffd9ac2 [Add]bitmexGateway增加仿真环境testnet的支持 2018-09-16 14:19:40 +08:00
vn.py
0a2d54e826 [Add]新增历史数据相关类和函数 2018-09-14 17:54:02 +08:00
vn.py
23a14a7a19 [Add]BitMEX接口增加对testnet仿真环境的支持 2018-09-14 17:35:11 +08:00
vn.py
4bf6f333fa
Merge pull request #1108 from nanoric/AlgoUiHelper 
[Add] 为AlgoTrading增加能够自动生成UI的辅助代码
 2018-09-14 17:11:41 +08:00
nanoric
24198b82be [Fix] ctpGateway: 修正一个在查询持仓时，若未查询过该合约大小则出错的BUG 2018-09-13 21:32:08 -04:00
nanoric
20c77110bd [Add] 为AlgoTrading增加能够自动生成UI的辅助代码 2018-09-12 05:16:23 -03:00
vn.py
904895899a [Fix]Close #1089 2018-09-06 14:23:33 +08:00
vn.py
d5f09bdf33
Merge pull request #1093 from nanoric/ctp_types_correction 
[Fix] 某些时候往CTP接口下单，会产生报单字段有误的错误。
 2018-09-06 13:38:29 +08:00
nanoric
240c3fbded [Fix] 某些时候往CTP接口下单，会产生参数不合法的错误。 
Signed-off-by: nanoric <nanoric@qq.com>
 2018-09-05 05:02:59 -04:00
nanoric
b98b55cf23 [Fix] 改回丢失的状态按钮 
Signed-off-by: nanoric <nanoric@qq.com>
 2018-09-04 01:34:03 -04:00
vn.py
4f2e04c776
Merge pull request #1076 from studynon/dev 
[Mod]gateway相关的python3兼容性修改
 2018-08-29 12:59:34 +08:00
vn.py
89636da025
Merge pull request #1075 from cooooo/dev 
[Mod]统一使用queue
 2018-08-29 12:41:53 +08:00
studynon
c77d133d51 [Mod]gateway相关的python3兼容性修改 2018-08-28 23:15:32 +08:00
vn.py
c6794f8ba9 [Fix]Close #1047 2018-08-28 22:53:23 +08:00
vn.py
0aec6c90be Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-28 22:49:53 +08:00
vn.py
6fa8688b2c [Fix]Close #1066 6 2018-08-28 22:49:41 +08:00
cooooo
325717a9c6 [Mod]统一使用queue 2018-08-28 21:56:32 +08:00
Tom
f605478654
Update ctpGateway.py 
add f.close()
 2018-08-26 22:46:19 +08:00
studynon
8e4f9121a1 [Mod]ctpGateway的Python3兼容性修改 2018-08-25 10:33:54 +08:00
vn.py
cd1d939c58 [Fix]Close #1035 2018-08-13 00:54:32 +08:00
vn.py
97bfabe191 [Fix]Close #1034 2018-08-13 00:45:28 +08:00
vn.py
09b74d5d4f [Add]v1.9.0发布前的文档修改 2018-08-12 23:13:32 +08:00
vn.py
e1906094dc [Add]增加CTA回测模块的历史数据缓存服务器进程功能 #847 2018-08-06 15:04:24 +08:00
vn.py
672353f369 [Del]移除OANDA接口 2018-08-06 14:16:30 +08:00
vn.py
5cfb62fd31 [Add]DrEngine新增收盘时间功能，解决部分交易所没有收盘Tick推送导致最后一根K线缺失的问题 #957 #888 2018-08-06 13:56:12 +08:00
vn.py
da597b704a [Fix]Close #761 2018-08-06 12:01:19 +08:00
vn.py
8137b6af14 [Fix]Close #801 #748 2018-08-06 00:01:10 +08:00
vn.py
d89170a605 [Mod]增加引擎层的标准化接口 Close #787 2018-08-05 23:40:56 +08:00
vn.py
c33c45c381 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 23:40:01 +08:00
vn.py
ddf07c8b26 [Del]移除vnp/trader/app/jaqsService 2018-08-05 23:39:56 +08:00
vn.py
9eca6a96e6
Merge pull request #1025 from cclauss/print_function_python3 
Print() is a function in Python 3
 2018-08-05 23:22:09 +08:00
cclauss
fddcb45481 print() is a function in Python 3 2018-08-05 17:13:40 +02:00
vn.py
407c34df61 Revert "Merge pull request #999 from nanoric/optimize_ctp_performance" 
This reverts commit 8970554c2c, reversing
changes made to 27e2159f4e.
 2018-08-05 23:09:17 +08:00
vn.py
5001d6ef9d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 23:06:43 +08:00
vn.py
8970554c2c
Merge pull request #999 from nanoric/optimize_ctp_performance 
[Fix] 优化了ctp接口py转换层的性能
 2018-08-05 22:56:03 +08:00
vn.py
5dd17111d7 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 22:44:07 +08:00
vn.py
c430bc93c6 [Fix]Close #1002 2018-08-05 22:44:00 +08:00
vn.py
a674c1c72b [Fix]Close #1019 2018-08-05 22:03:43 +08:00
vn.py
1cba50e41c [Add]增加价差交易组件中算法部分的持仓监控，Close #977 2018-08-05 01:18:45 +08:00
vn.py
fcb039eee6 [Mod]Close #1008 2018-08-05 00:45:18 +08:00
vn.py
10306d286a [Add]新增套利算法ArbitrageAlgo 2018-08-05 00:38:49 +08:00
vn.py
db905149d6 [Fix]Close #1004 2018-08-04 22:08:21 +08:00
vn.py
1d5d7af64b [Fix]Close #995 2018-08-04 22:05:24 +08:00
vn.py
438bab3fff [Fix]Close #992 2018-08-04 21:57:09 +08:00
vn.py
030e448d37 [Fix]Close #1013 2018-08-04 21:53:18 +08:00
vn.py
176c4f26b1 [Add]增加停止单触发时对于委托失败的检查处理 2018-08-03 20:57:48 +08:00
vn.py
111f173aa0 [Add]增加算法交易RPC服务的数据推送功能 2018-07-25 22:57:15 +08:00
nanoric
f4f6d6742c [Fix] 优化了ctp接口py转换层的性能 
1.使用特化版的strcpy_s，提升拷贝性能
      2.避免重复的string拷贝
 2018-07-25 05:31:17 -04:00
vn.py
2b9d165e86 [Mod]修改数字货币接口查询资金的数据使用VtAccountData 2018-07-25 16:07:08 +08:00
vn.py
f3dcc0bf20 [Add]新增算法交易RPC服务功能 2018-07-25 10:03:34 +08:00
vn.py
76fd43dcd4 [Mod]改进Iceberg算法的护盘功能 2018-07-25 09:13:25 +08:00
vn.py
c2a7c2942e [Add]新增BestLimit算法 2018-07-24 19:09:44 +08:00
vn.py
bdec2398de [Add]新增Iceberg算法 2018-07-24 19:09:31 +08:00
vn.py
71eb543f24 [Add]新增Sniper算法 2018-07-24 19:09:19 +08:00
vn.py
ca4a0cdafb [Mod]调整算法交易组件目录结构，增加自动加载运行时目录下算法的功能 2018-07-24 09:16:46 +08:00
vn.py
1a75ef084a Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-23 23:31:20 +08:00
vn.py
04bdbf9f4e [Mod]AlgoEngine的算法加载改为自动扫描目录下算法文件的方式 2018-07-23 23:31:17 +08:00
vn.py
d43969ca1d [Mod]修改部分futuGateway的数据类型 2018-07-23 22:16:44 +08:00
vn.py
81ad791747 [Mod]修改DataRecording功能对于Tick时间戳的处理，兼容某些行情源Tick时间戳没有毫秒的情况 2018-07-23 17:55:36 +08:00
vn.py
384eb71b28 [Mod]完成futuGateway的测试 2018-07-23 15:39:00 +08:00
vn.py
65ed41fcf5 [Mod]使用text_type代替字符串函数unicode 2018-07-22 20:43:01 +08:00
vn.py
1c5abeb986 [Add]新增FutuTrader，修改futuGateway兼容Python3新版 2018-07-22 20:42:32 +08:00
vn.py
9f5b786d1e Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-22 19:20:04 +08:00
vn.py
def7751581 [Fix]修复StopAlgo缺乏若干常量的bug 2018-07-22 19:19:58 +08:00
nanoric
656392f1b6 [Fix] 移除调试用的代码 2018-07-19 23:31:32 -04:00
nanoric
0a1fe3067e [Fix] 修改错误的命名方式 2018-07-19 23:30:53 -04:00
nanoric
317514a795 Merge branch 'dev' of https://github.com/vnpy/vnpy into bithumb_api 2018-07-19 23:21:24 -04:00
nanoric
5906664de2 [Add] 增加Bithumb Gateway 2018-07-19 23:20:19 -04:00
nanoric
e2ed59c5d1 [Fix] 修改onQryTickers中tick.date的拼写错误 2018-07-19 23:01:03 -04:00
nanoric
ffb0a33c44 [Fix] 修改test中的函数命名 2018-07-19 23:00:03 -04:00
vn.py
9cb8b2be43 [Del]移除vnpy/api/ib下的build编译结果目录 close #917 2018-07-17 17:20:05 +08:00
vn.py
06ceccc3c3 [Fix]Close #927 2018-07-17 16:41:52 +08:00
vn.py
a835a7ab2c [Fix]Close #928 2018-07-17 16:40:56 +08:00
vn.py
aced9cfbd2 [FIX]Close #936 2018-07-17 16:39:17 +08:00
vn.py
65f6716089 [Del]移除QuantOS相关内容（暂时放到beta目录） 2018-07-17 16:27:50 +08:00
vn.py
c998cf9e7a [Fix]修改委托数量为float导致部分接口委托报错的bug 2018-07-17 14:05:01 +08:00
vn.py
988d432846 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-13 19:58:17 +08:00
vn.py
7fea0f862a [Add]新增CCXT通用接口 2018-07-13 19:58:12 +08:00
nanoric
1e98c96a4a [Add]新增Bithumb API 2018-07-12 08:54:53 -04:00
vn.py
bb2f45432f [Add]新增Coinbase接口 2018-07-11 22:07:14 +08:00
vn.py
1dd5eaceae [Mod]修改下单组件的价格和数量输入使用QLineEdit 2018-07-10 17:13:38 +08:00
vn.py
8e988caf5c [Del]移除无关信息 2018-07-09 10:40:17 +08:00
vn.py
1c0a2cf758 [Fix]修复Bitfinex接口的下单本地委托号字段错误 2018-07-07 17:58:22 +08:00
vn.py
5d046d360c [Add]重新实现Lbank接口 2018-07-05 14:03:04 +08:00
vn.py
04065369e3 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-02 17:52:20 +08:00
vn.py
a5e972ce5a [Add]新增刷单算法StAlgo 2018-07-02 17:52:16 +08:00
vn.py
69310cf420 [Add]新增fcoinGateway 2018-07-02 08:47:44 +08:00
vn.py
e968c3e583 [Add]新增bigoneGateway 2018-07-02 08:47:34 +08:00
vn.py
9ac6dc4642 [Add]新增api/vnbigone 2018-07-02 08:47:06 +08:00
vn.py
df89da1e6b [Add]新增api/vnfcoin 2018-07-02 08:46:50 +08:00
vn.py
a302054c72
Merge pull request #938 from cclauss/modernize-vnpy-yet-again 
Modernize recent changes
 2018-06-27 10:08:28 +08:00
vn.py
8db7b42f34 [Add]新增部分基础函数和常量 2018-06-26 23:56:50 +08:00
cclauss
ecb86676c1
Update dmaAlgo.py 2018-06-20 09:34:19 +02:00
cclauss
10e9be7c03
Update stopAlgo.py 2018-06-20 09:33:47 +02:00
cclauss
6b85efa3d9 Modernize recent changes 2018-06-20 09:29:28 +02:00
vn.py
30be00063c Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-19 13:48:58 +08:00
vn.py
2742de7d4b [Fix]修复TWAP日志输出格式化typo 2018-06-19 13:48:52 +08:00
vn.py
a7f5e8307b [Mod]处理部分FutuOpenD的Python3兼容性问题 2018-06-18 21:20:24 +08:00
vn.py
0f2a28dc14
Merge pull request #914 from cclauss/modernize-vnpy-again 
Modernize Python 2 code to get ready for Python 3
 2018-06-17 22:59:57 +08:00
vn.py
f408cb30ca [Add]初步完成BitMEX接口 2018-06-16 22:10:36 +08:00
cclauss
8db91fa523
Align comment 2018-06-16 08:32:44 +02:00
vn.py
f00aee3325
Merge pull request #925 from vnpy/master 
合并XTP修改
 2018-06-16 11:44:12 +08:00
vn.py
fb91279b62 [Mod]vnbitmex默认连接数修改 2018-06-16 11:30:59 +08:00
vn.py
1befa5c16b [Fix]Close #915 2018-06-16 11:30:11 +08:00
vn.py
c3d482bfd7 [Add]初步完成vnbitmex 2018-06-14 20:03:53 +08:00
vn.py
c14ae4d5e0 [Fix]修改委托量负号错误 2018-06-14 13:12:05 +08:00
Neil
9d0261e893 [Fix]typo in CMakeLists.txt #916 2018-06-12 22:10:16 -07:00
vn.py
17f777b84c [Fix]修复算法交易引擎的委托号和算法对象映射缺失的bug 2018-06-13 11:55:33 +08:00
vn.py
6eaf19d5a5 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 23:27:00 +08:00
vn.py
584990a7ed [Add]新增停止单算法StopAlgo 2018-06-11 23:26:53 +08:00
vn.py
d4aa4f6e4d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 22:18:47 +08:00
vn.py
11a69f79ce [Add]BitfinexGateway增加对深度行情更新时没有BID或者ASK挂单情况的过滤 2018-06-11 22:18:45 +08:00
vn.py
2d94151efe [Add]HuobiGateway新增行情数据字段强制类型转换 2018-06-11 22:16:26 +08:00
vn.py
70092a628f Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 22:07:16 +08:00
vn.py
799e47407d [Add]新增直接执行委托的DMA算法 2018-06-11 22:07:12 +08:00
vn.py
8d1e429d65 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 17:12:55 +08:00
cclauss
93ebff5e43 Modernize Python 2 code to get ready for Python 3 2018-06-11 10:03:50 +02:00
vn.py
7563209130
Merge pull request #867 from cclauss/modernize-vnpy_trader_app 
Modernize vnpy/trader/app
 2018-06-11 14:43:19 +08:00
vn.py
ccae1d709c
Merge pull request #868 from cclauss/modernize-vnpy_trader_gateway 
Modernize vnpy/trader/gateway
 2018-06-11 14:38:57 +08:00
vn.py
920ee7fbb1 [Add]新增从CSV启动篮子算法或者加载算法配置到数据库 2018-06-11 14:09:16 +08:00
vn.py
6ae70b391d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 13:06:46 +08:00
vn.py
49d22b47be [Mod]增加BitfinexGateway行情数据的强制数字类型转换 2018-06-11 13:06:41 +08:00
vn.py
9b076e2a0a [Add]新增AlgoTrading算法历史入库 2018-06-10 21:45:31 +08:00
vn.py
252e78996c [Mod]AlgoSettingMonitor增加更新templateName 2018-06-10 21:13:21 +08:00
vn.py
893940de6f [Mod]修改AlgoName生成规则，使用时间机制保证全局唯一性 2018-06-10 21:12:59 +08:00
vn.py
ff8a6c9602 [Mod]升级数字货币接口使用的websocket-client到最新版 2018-06-10 16:19:36 +08:00
vn.py
50609547e8 [Mod]HuobiGateway过滤由于请求超时导致的API签名错误 2018-06-10 16:09:25 +08:00
vn.py
603d9e855f [Mod]vnhuobi的默认请求超时改为10秒 2018-06-10 16:08:57 +08:00
vn.py
8ba6206be0 [Mod]火币借口过滤请求超时429报错 2018-06-10 16:06:12 +08:00
vn.py
a80f44100f [Mod]HuobiGateway只查询现货交易账户信息 2018-06-10 16:03:31 +08:00
vn.py
8cdfcef62b [Mod]火币接口移除代理支持,增加自动订阅行情 2018-06-10 15:00:39 +08:00
vn.py
bbabd742ff [Add]BitfinexApi新增close函数 2018-06-10 14:59:33 +08:00
vn.py
c42ecb6ec8 [Fix]修复币安API关闭时的线程池关闭问题 2018-06-10 14:59:03 +08:00
vn.py
70ed2dfd66 [Fix]Close #906,Bitfinex接口新增onConnect回调函数 2018-06-10 11:53:09 +08:00
vn.py
dfe0304f74 [Fix]Close #907 2018-06-10 11:47:08 +08:00
vn.py
5fb1cafc0d [Fix]Close #909 2018-06-10 11:18:35 +08:00
vn.py
d33a585b0f [Add]新增交易算法配置管理组件 2018-06-09 22:03:42 +08:00
vn.py
b92eea8978 [Add]MainEngine增加dbDelete功能 2018-06-09 22:03:10 +08:00
vn.py
19f559f36a [Add]抽象剥离算法控制组件父类 2018-06-09 18:55:31 +08:00
vn.py
08253b087b [Add]新增算法配置保存和加载功能 2018-06-09 18:55:04 +08:00
vn.py
143ab33068 [ADD]TWAP算法新增委托深度档位的设置 2018-06-09 16:40:13 +08:00
vn.py
f0c9500a0e [Mod]简化大商所的Tick日期计算逻辑 2018-06-09 15:12:30 +08:00
vn.py
8b1bc4e2ea [Add]新增AlgoTrading算法交易模块 2018-06-05 21:23:56 +08:00
vn.py
08e836b070 [Add]Bitfinex接口增加自动重连和持仓更新逻辑 2018-06-05 14:26:17 +08:00
vn.py
98dcecb470 [Mod]修改vnokex的断线重连逻辑 2018-06-05 14:25:35 +08:00
vn.py
c578d4e04d [Add]新增Bitfinex数字货币交易所接口 2018-06-05 09:03:55 +08:00
vn.py
ba647a1b63 [Add]新增币安接口 2018-06-04 14:12:25 +08:00
vn.py
5374829224 [Mod]解决OkexGateway中深度价格数据默认类型为unicode的问题 2018-06-02 22:29:10 +08:00
vn.py
e587d4cf3b [Mod]修改API部分说明信息 2018-06-02 21:26:04 +08:00
vn.py
fe211876da [Del]移除okexGateway测试时的强制数量代码 2018-06-02 21:21:19 +08:00
vn.py
653357e582 [Add]OKEX接口完善自动重连机制 2018-06-01 12:31:12 +08:00
vn.py
230688dea8 [Del]移除beta目录下的OKEX接口 2018-06-01 12:27:36 +08:00
vn.py
762a838b3d [Add]初步完成更新后的OKEX接口 2018-06-01 09:34:01 +08:00
cclauss
314dece44b Modernize vnpy/trader/gateway 2018-05-30 12:52:58 +02:00
cclauss
7a13aec4ec Modernize vnpy/trader/app 2018-05-30 12:41:09 +02:00
cclauss
7a4432e02e Modernize vnpy/api/h* and vnpy/api/i* 2018-05-30 12:37:35 +02:00
vn.py
29eb606e1c
Merge pull request #899 from cclauss/modernize-vnpy_api_sec 
Modernize vnpy/api/sec
 2018-05-30 09:37:43 +08:00
vn.py
ab7398c4f5
Merge pull request #895 from cclauss/modernize-vnpy_api_xspeed 
Modernize vnpy/api/xspeed
 2018-05-30 09:36:24 +08:00
vn.py
d22c6b0e49
Merge pull request #897 from cclauss/modernize-vnpy_api_xtpp 
Modernize vnpy/api/xtp
 2018-05-30 09:35:35 +08:00
cclauss
0594e6dc46 Modernize vnpy/api/sec 2018-05-29 13:43:06 +02:00
cclauss
6f91673037 Modernize vnpy/api/shzd 2018-05-29 13:21:14 +02:00
cclauss
fc4699bc39 Modernize vnpy/api/xtp 2018-05-29 13:14:33 +02:00
cclauss
9546b1100d Modernize vnpy/api/xspeed 2018-05-29 12:32:14 +02:00
vn.py
481797cea7 [Mod]修改ctaHistoryData.py中的模块加载规则 2018-05-27 23:58:52 +08:00
vn.py
277d2b1287 [Mod]运行环境升级到Anaconda 5.1.0 2018-05-27 23:58:19 +08:00
vn.py
926aad586a [Mod]部分3.0代码兼容性修改 2018-05-27 22:18:56 +08:00
vn.py
ef1ef110a9 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-05-21 10:33:27 +08:00
vn.py
eddfd56e6d [Mod]修改HuobiGateway的委托查询机制 2018-05-21 10:31:47 +08:00
vn.py
d0c04ac4fb
Merge pull request #877 from cclauss/modernize-vnpy_api_o_and_q 
Modernize vnpy/api/o* and q*
 2018-05-19 22:33:18 +08:00
vn.py
8569f7ddfc
Merge pull request #875 from cclauss/modernize-vnpy_api_k 
Modernize vnpy/api/k*
 2018-05-19 22:32:47 +08:00
cclauss
4c97f408b5 Modernize vnpy/api/o* and q* 2018-05-17 09:28:42 +02:00
cclauss
e58a71c79b Modernize vnpy/api/l* 2018-05-17 08:49:28 +02:00
cclauss
7e224ba5af Modernize vnpy/api/k* 2018-05-17 08:40:02 +02:00
cclauss
b4ccfdc378 Modernize vnpy/api/c* and vnpy/api/f* 2018-05-14 16:30:28 +02:00
vn.py
e661a9f5d3 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-05-13 13:42:36 +08:00
vn.py
12d9957b80 [Mod]更新版本号 2018-05-13 13:42:25 +08:00
shaoupipi
c2c7d2f171
Update crr.py 
import语句重复了
 2018-05-13 10:52:59 +08:00
vn.py
3d67aa36f0 [Fix]修复两个bug #861 2018-05-12 17:44:34 +08:00
vn.py
28627b1cd4 [Add]CTA模块新增getPriceTick函数 2018-05-12 17:40:51 +08:00
cclauss
14a761b030 Futurize vnpy/data 2018-05-08 09:09:15 +02:00
vn.py
ba1733a46a Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-05-07 23:47:31 +08:00
vn.py
006a89a55c [Fix]修复LbankGateway接口类的载入问题 2018-05-07 23:44:39 +08:00
vn.py
c3601012f4
Merge pull request #795 from cao6237699/caoyongzhi-branch 
perfect the import program by TDX-CSV,and add a new import program by…
 2018-05-07 23:38:17 +08:00
vn.py
a2180e48ee [Mod]增加BarGenerator计算成交量时对tick成交量的负值过滤 2018-05-07 23:08:38 +08:00
vn.py
a89d64dc32 [Fix]Close #750，增加RpcServer停止时的join选项 2018-05-07 22:58:02 +08:00
vn.py
acad328f12 [Fix]Close #783 2018-05-07 22:26:38 +08:00
vn.py
c44849e542 [Mod]更新部分安装代码 2018-05-06 21:59:22 +08:00
vn.py
6290f059ab [Fix]Close #827 2018-04-27 16:02:23 +08:00
vn.py
3cfa40a6ef [Fix]Close #832 2018-04-27 15:56:43 +08:00
vn.py
2ac9457151 [Mod]火币接口更新部分功能 
1. 实现行情自动重连
2. 修改委托更新机制降低开销
3. HTTP请求失败重新执行
 2018-04-24 12:49:16 +08:00
vn.py
50277d79a5 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-04-16 13:16:51 +08:00
vn.py
3a0462362b [Mod]修改火币接口函数 2018-04-16 13:16:39 +08:00
cclauss
41dee09540 Modernize vnpy/rpc to get ready for Python 3 2018-04-13 10:17:28 +02:00
vn.py
be395abd82
Merge pull request #812 from tianqin18/dev 
修正天勤数据接口不能正常获取数据的bug
 2018-04-10 10:17:51 +08:00
yangyang
bc7c9cd92b 修正天勤数据接口不能正常获取数据的bug 2018-04-09 16:30:19 +08:00
vn.py
e0ab6f7c9b Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-03-28 13:02:19 +08:00
vn.py
90f535d5cb [Fix]修复手动交易组件的Tick更新机制bug 2018-03-28 13:02:04 +08:00
vn.py
7526e1e630
Merge pull request #797 from tianqin18/dev 
针对天勤接口协议中合约代码规则变更, 相应调整demo及文档说明
 2018-03-27 10:28:17 +08:00
vn.py
fe636ade04 [Add]增加对pyqtSignal的版本兼容处理 2018-03-27 10:10:00 +08:00
yangyang
880e0b3868 修正天勤接口收到非数据包时抛出exception的bug 2018-03-26 15:56:11 +08:00
yangyang
83b600be49 针对天勤接口协议中合约代码规则变更, 相应调整demo及文档说明 2018-03-26 15:23:14 +08:00
vn.py
99e6c4d6fc [Add]增加火币交易接口的代理功能 2018-03-26 11:23:53 +08:00
YongZhi Cao
09110b2a67 perfect the import program by TDX-CSV,and add a new import program by TDX-LC1 2018-03-25 22:23:03 +08:00
vn.py
f43c4b010c [Add]增加VT_setting中关于小数位显示的配置 2018-03-21 12:51:49 +08:00
vn.py
162b4cc7b6 [Add]增加VnTrader小数点显示配置参数 2018-03-21 12:39:27 +08:00
vn.py
f2787e2390 [Add]新增crrCython期权定价模型，感谢杭州-Michael的贡献 2018-03-21 12:35:25 +08:00
vn.py
254f5abb6b [Fix]修复OM策略引擎的vtSymbol和strategy映射bug 2018-03-21 10:47:00 +08:00
vn.py
e459ea311e [Del]移除无用信息 2018-03-20 17:35:08 +08:00
vn.py
3c168f1d83 [Fix]增加火币行情接口延时订阅功能 2018-03-20 17:16:18 +08:00
vn.py
f0ab8df80e [Mod]修改huobiGateway的委托号使用本地委托号 2018-03-18 21:54:39 +08:00
vn.py
c209a7698b [Add]添加huobiGateway 2018-03-18 20:14:02 +08:00
vn.py
3e9ada283c [Add]添加火币API的同步模式支持 2018-03-17 23:41:46 +08:00
vn.py
b20bf69add [Mod]升级火币交易API到最新版本 2018-03-17 23:11:35 +08:00
vn.py
bdb7c1e7b6 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-03-14 14:31:40 +08:00
vn.py
23e95bbc4a [Add]新增修改后的火币接口 2018-03-14 14:29:26 +08:00
vn.py
a555908833
Merge pull request #780 from tesla1060/master 
sec api onRsp*QryPosition 返回的exchangeID是 ‘SH’形式的，需要用exchangeMapReverse转回
 2018-03-14 09:02:07 +08:00
shuo_at_work
44170f6a04 exchangeID received from gateway is 'SH',should use exchangeMapReverse to get vnpy exchangeID. 2018-03-13 10:30:55 +08:00
vn.py
0de9573759 [Fix]Close #778 2018-03-12 09:42:40 +08:00
vn.py
9e71df1ebd [Mod]修改MainEngineProxy的exit函数 2018-03-08 09:35:25 +08:00
vn.py
d2f80c86c9
Merge pull request #772 from oldoldjiang/fixRsReconIssue 
fix ISSUE 750
 2018-03-08 09:31:40 +08:00
Jiangtao
0aceb01e98 fix ISSUE 750 2018-03-08 00:07:40 +08:00
vn.py
743ad675a9 [Mod]修改RtdService模块的默认端口号 2018-02-26 11:28:56 +08:00
vn.py
ddab40cd94 [Fix]Close #752 2018-02-26 10:15:25 +08:00
vn.py
6553a7084d [Fix]Close #747 2018-02-22 22:34:58 +08:00
vn.py
387332aee6 [Add]DataEngine新增行情缓存和查询 2018-02-22 16:18:05 +08:00
vn.py
622ebd70d2 [Mod]修改部分文件头部的注释信息 2018-02-21 14:13:16 +08:00
vn.py
002112c533 [Fix]Close #735 2018-02-16 22:17:58 +08:00
vn.py
940c0b51e7 [Fix]Close #738 2018-02-16 21:12:15 +08:00
vn.py
8b27eaa494 [Add]增加DataEngine的成交数据缓存 2018-02-14 21:29:05 +08:00
vn.py
378cb8d482
Merge pull request #724 from xldistance/patch-5 
增加将OKEX下载的数据导入到数据库
 2018-02-14 13:36:05 +08:00
vn.py
67f7b8be3b [Mod]修改secGateway的默认交易所代码 2018-02-13 15:58:54 +08:00
vn.py
8fdd58b7f4 [Mod]调整ctpGateway的期权链代码规则 2018-02-13 15:10:31 +08:00
vn.py
25e535641c [Mod]调整secGateway的交易所代码默认字段 2018-02-13 14:58:02 +08:00
vn.py
2b8f918866 [Mod]调整OptionMaster的组合配置文件加载目录 2018-02-13 14:53:53 +08:00
vn.py
a18b2a2b0d [Add]新增OptionMaster期权折现率自动拟合功能 2018-02-13 14:40:58 +08:00
vn.py
6a832eac4d [Mod]增加隐含波动率异常检验 2018-02-13 08:03:59 +08:00
vn.py
5e03feef29 [Add]新增Black-Scholes模型的Cython版本 2018-02-09 18:06:31 +08:00
vn.py
6798a2234f [Mod]修改WebTrader数据推送细节 2018-02-08 12:35:28 +08:00
vn.py
28f35fd7d8 [Add]增加WebTrader中对于CTA事件的监听 2018-02-07 10:12:47 +08:00
vn.py
28ede4011f [Mod]更新OM相关配置 2018-02-05 15:43:46 +08:00
xldistance
c016de4f6f
Update ctaHistoryData.py 2018-02-04 10:28:04 +08:00
xldistance
67227beaa9
增加将OKEX下载的数据导入到数据库 2018-02-03 09:05:27 +08:00
vn.py
691a574ddf [Fix]#Close 722 2018-02-02 09:55:02 +08:00
vn.py
b9d1d3cf1f [Fix]Close #706 2018-02-01 16:44:35 +08:00
vn.py
9df447ad48 [Fix]Close #710 2018-02-01 16:26:25 +08:00
vn.py
e7e9089936 [Mod]将若干尚未全面测试的接口移动到beta目录 2018-01-31 23:01:53 +08:00
vn.py
86649cba60 [Del]移除vnpy.api.qdp下的test目录（之前是错误的ctp内容） 2018-01-31 21:53:41 +08:00
vn.py
abc59efac4 [Mod]完善福汇交易接口 2018-01-29 22:07:09 +08:00
vn.py
85fae76f22 [Add]futuGateway新增对价格调整功能的支持 2018-01-29 17:30:13 +08:00
vn.py
a13d40da21 [Mod]更新FxcmGateway 2018-01-29 17:22:41 +08:00
vn.py
915a4bfcb0 [Add]价差交易算法改为运行时禁止修改参数 2018-01-26 11:16:37 +08:00
vn.py
c6bd7a6d1a [Fix]Close #716，SpreadTrading模块当价差某条腿行情未初始化时，禁止交易 2018-01-26 10:46:27 +08:00
vn.py
5b7c190882 [Add]新增fxcmGateway 2018-01-26 10:27:10 +08:00
vn.py
a44decddbd [Add]增加futuGateway的行情推送中的委托价格高低限制（非涨跌停） 2018-01-26 10:24:47 +08:00
vn.py
948f081441 [Add]增加期权计算隐含波动率前对存续时间t的检查 2018-01-26 09:40:58 +08:00
vn.py
b2fc3e5d84 [Mod]完善FxcmApi的数据推送功能 2018-01-25 16:24:08 +08:00
vn.py
844b52e9cb [Mod]修改部分FxcmApi函数 2018-01-25 14:14:08 +08:00
vn.py
22b1401d62 [Add]初步完成福汇API的开发 2018-01-24 18:01:18 +08:00
vn.py
983e791fce [Fix]修复okexGateway的bug 2018-01-23 10:05:21 +08:00
vn.py
c0e09795fe [Add]添加CTA策略引擎相关的restful服务 2018-01-22 22:52:47 +08:00
vn.py
6eca19e337 [Mod]完善Websocket服务 2018-01-22 17:34:49 +08:00
vn.py
64c63c9c5d [Add]增加更多的资源类型 2018-01-21 16:07:48 +08:00
vn.py
3a9ebc1bfa [Add]开始开发Web服务端 2018-01-21 15:36:48 +08:00
vn.py
73a69e8785 [Mod]将CTA监控组件的参数更新数据来源改为推送 2018-01-21 14:08:14 +08:00
vn.py
f6a2623720 [Fix]修复持仓价格计算可能出错的bug 2018-01-17 10:48:13 +08:00
vn.py
7e62a7cf2f
Merge pull request #687 from JaysonAlbert/dev 
增加回测结果返回的数据
 2018-01-16 13:35:18 +08:00
vn.py
62fc0bf751 [Add]添加期权策略交易界面的参数修改功能 2018-01-16 13:27:08 +08:00
vn.py
33a65208e5 [Add]增加OM策略模块的GUI组件 2018-01-16 11:37:39 +08:00
vn.py
32cfd415e3 [Add]自动安装脚本中增加python-snappy模块 2018-01-15 18:01:59 +08:00
vn.py
257b519981 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-01-15 17:31:26 +08:00
vn.py
5cd3411895 [Add]新增OptionMaster模块的策略交易引擎 2018-01-15 17:31:09 +08:00
vn.py
b0902d2c65 [Add]添加BasicMonitor组件调整列宽功能 2018-01-15 14:46:26 +08:00
JaysonAlbert
d2f11eba3b Merge branch 'dev' of https://github.com/JaysonAlbert/vnpy into dev 2018-01-15 09:55:47 +08:00
JaysonAlbert
36f6f2befa add resultList to result. 2018-01-15 09:53:38 +08:00
shaoupipi
d2a3d05384
Update eventEngine.py 
事件引擎测试函数也去掉qt4，采用qtpy
 2018-01-14 11:05:01 +08:00
vn.py
010bd71dd4 [Fix]修复CRR定价公式的错误 2018-01-13 17:31:30 +08:00
vn.py
ccbec40abe [Mod]CtaEngine改为策略初始化完成后再订阅行情推送，Close #678 2018-01-09 21:50:49 +08:00
vn.py
71c9db3e47 [Fix]修复runCtaTrading潜在编码错误的问题 2018-01-09 17:55:07 +08:00
vn.py
c842281d47 [Add]新增CTA回测的百分比最大回撤和年化收益率 2018-01-09 10:02:42 +08:00
vn.py
5a954875d0 [Add]增加参数优化的其他统计数据输出 2018-01-08 17:28:30 +08:00
vn.py
132e08e281 [Mod]修改loadSyncData的时间点，在完成策略初始化后 2018-01-08 17:08:39 +08:00
vn.py
e15b682b13 [Fix]Close #660 保证金限制只针对开仓委托 2018-01-08 17:04:05 +08:00
vn.py
945c31fdde Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-01-08 16:46:55 +08:00
vn.py
2c305e8496 [Fix]Close #650 2018-01-08 16:46:21 +08:00
Zedan Tan
c2b96c0444 上海中期接口升级 
1. 端口更改
2. 路劲更改
3. 持仓量str->float->int
 2018-01-08 12:23:41 +08:00
vn.py
c320ce844f [Add]新增CRR期权定价模型，针对国内美式商品期权 2018-01-07 12:34:46 +08:00
vn.py
ebc748259e [Add]新增Black-Scholes期权定价公式（欧式股票期权） 2018-01-07 12:16:36 +08:00
vn.py
46f43ee834 [Add]增加PositionDetail中的持仓均价和持仓盈亏计算 2018-01-06 17:41:19 +08:00
vn.py
d519cfbdfe [Add]添加xtpGateway的断线重连功能 2018-01-06 13:30:58 +08:00
vn.py
61608dd20d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-01-05 15:16:28 +08:00
vn.py
9b493d609f [Fix]futuGateway过滤尚未有datetime的Tick推送 2018-01-05 15:16:16 +08:00
vn.py
5b92888b6d
Merge pull request #671 from tesla1060/master 
black formula was incorrect.
 2018-01-05 09:30:34 +08:00
vn.py
d98163f034 [Add]增加IB接口对现货贵金属的支持 2018-01-04 11:38:42 +08:00
shuo_at_work
9dcdd91457 black formula was incorrect. 2018-01-04 10:22:22 +08:00
vn.py
48cfae3222 [Mod]更新中泰证券XTP接口 2017-12-21 15:18:18 +08:00
vn.py
777c0d93aa [Fix]修复JaqsService模块的bug 2017-12-21 15:16:31 +08:00
vn.py
4e7b64eb39 [Mod]增加jaqsService的queryAccount和queryUniverse功能 2017-12-20 08:16:57 +08:00
vn.py
d006349fc3 [Add]新增用于实现单例模式的VtSingleton类，修改LogEngine的单例模式实现 2017-12-18 10:03:54 +08:00
vn.py
65bc568888 [Fix]修复vtSymbol错误指向symbol 2017-12-18 09:39:04 +08:00
vn.py
7a255ae4cf [Mod]修改okexGateway部分实现 2017-12-18 09:38:10 +08:00
vn.py
680c0dd535 [Fix]修复TradingWidget里sendOrder无法找到contract的bug 2017-12-18 09:37:31 +08:00