LimingFang
|
2ab2e49121
|
update coinbase
|
2019-09-04 15:51:35 +08:00 |
|
vn.py
|
851c22528f
|
Merge pull request #2066 from LimingFang/coinbase
coinbase_gateway
|
2019-09-04 11:27:24 +08:00 |
|
LimingFang
|
be039c314d
|
coinbase_gateway
|
2019-09-03 10:55:27 +08:00 |
|
vn.py
|
3aab7b13db
|
[Mod] flake8 code quality improvement
|
2019-09-03 10:20:36 +08:00 |
|
vn.py
|
32639a1ed7
|
[Fix] close #2046
|
2019-09-03 10:15:02 +08:00 |
|
vn.py
|
65e71ae66d
|
Merge pull request #2065 from vnpy/rpc-lock
Rpc lock
|
2019-09-03 10:04:26 +08:00 |
|
vn.py
|
238b59f112
|
[Add] filter for empty query trade/order data
|
2019-09-03 09:57:19 +08:00 |
|
vn.py
|
c89d2dff6b
|
Merge branch 'dev' into dev-okexs
|
2019-09-03 09:47:49 +08:00 |
|
vn.py
|
d4f9c7ca05
|
[Mod] complete test of okexs gateway
|
2019-09-03 09:45:40 +08:00 |
|
vn.py
|
1e804ad949
|
Merge pull request #2062 from vnpy/da
Direct Access Futures Gateway
|
2019-09-03 09:19:59 +08:00 |
|
vn.py
|
e43315f279
|
[Mod] add support for option
|
2019-09-02 16:56:48 +08:00 |
|
vn.py
|
fa6c9e9975
|
[Mod] complete function test of da gateway
|
2019-09-02 16:44:48 +08:00 |
|
vn.py
|
795eab7228
|
[Add] query function for da_gateway
|
2019-09-02 12:39:44 +08:00 |
|
vn.py
|
f3e7543f7a
|
[Add] da_gateway for Direct Access Futures
|
2019-09-01 22:40:29 +08:00 |
|
nanoric
|
daa174c27d
|
[Add] Okex Swap API.
most of the code is copied from okexf api.
|
2019-08-31 12:19:04 +08:00 |
|
nanoric
|
2a287dacfb
|
[Fix] OkexfGateway: Fixed typo
|
2019-08-31 06:27:44 +08:00 |
|
vn.py
|
8eb0553574
|
[Add] wrapper for da future and stock api
|
2019-08-29 14:48:40 +08:00 |
|
vn.py
|
e43df6d9e6
|
[Add] DA market api
|
2019-08-28 22:35:12 +08:00 |
|
nanoric
|
a87084ad2e
|
[Mod] RestClient: use shared thread pool.
|
2019-08-28 14:47:37 +08:00 |
|
vn.py
|
27b646a12b
|
[Add] process typedef of new struct
|
2019-08-26 23:18:12 +08:00 |
|
vn.py
|
374bb478df
|
[Mod] use generator script to genrate data_type and struct
|
2019-08-26 23:02:41 +08:00 |
|
vn.py
|
2b10d4d554
|
[Add] start to develop direct access futures api
|
2019-08-26 22:39:33 +08:00 |
|
vn.py
|
bdfa2bd895
|
[Add] support for stop order of ib gateway
|
2019-08-26 21:40:20 +08:00 |
|
vn.py
|
dd1039a880
|
[Add] rohon gateway
|
2019-08-26 17:54:57 +08:00 |
|
vn.py
|
7d05e9e6d1
|
[Add] xgj gateway
|
2019-08-26 15:14:37 +08:00 |
|
vn.py
|
409d33ed18
|
[Add] xgj trading api
|
2019-08-26 15:08:10 +08:00 |
|
nanoric
|
a0f1bc452e
|
[Add] RpcClient: Added send lock.
[Add] RcpClient: Added Heartbeat package
|
2019-08-20 18:04:39 +08:00 |
|
vn.py
|
8a685483df
|
[Add] aroon indicator for ArrayManager
|
2019-08-20 15:59:08 +08:00 |
|
vn.py
|
3077611e2d
|
[Fix] filter new event push for BinanceGateway
|
2019-08-19 14:47:22 +08:00 |
|
nanoric
|
2505f78c14
|
[Del] remove trailing white space
[Del] remove spaces in blank lines
|
2019-08-15 16:38:21 +08:00 |
|
vn.py
|
85603bb369
|
[Fix] bug in xtp_gateway direction map
|
2019-08-13 09:14:17 +08:00 |
|
vn.py
|
cf0fc8b66f
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-08-10 11:59:37 +08:00 |
|
vn.py
|
f8cdca8cb8
|
[Mod] use ThreadPoolExecutor to run cta strategy init task in parallel
|
2019-08-10 11:58:12 +08:00 |
|
LimingFang
|
ede33a2506
|
script md update 89
|
2019-08-09 13:59:42 +08:00 |
|
nanoric
|
e86f6db0a7
|
Oes: Reduce building memory usage
[Mod] oesapi: use c2py 0.5.4
|
2019-08-08 14:43:00 +08:00 |
|
vn.py
|
d151b13ef5
|
Merge pull request #2006 from LimingFang/dev
change sec2sopt
|
2019-08-07 16:36:24 +08:00 |
|
LimingFang
|
75147ffb80
|
change sec2sopt
|
2019-08-07 16:18:20 +08:00 |
|
vn.py
|
1397c86ae8
|
[Fix] typo in xtp_gateway
|
2019-08-07 15:43:40 +08:00 |
|
vn.py
|
a9a23cbb3f
|
Merge pull request #2003 from nanoric/tap_encoding
[Mod] tapapi: change encoding into GBK.
|
2019-08-07 15:25:25 +08:00 |
|
vn.py
|
3028e28b57
|
Merge pull request #2004 from LimingFang/dev
dev update sec_constant
|
2019-08-07 15:25:13 +08:00 |
|
vn.py
|
1171bf8d93
|
[Mod] convert xtp unknown ticker type to equity product
|
2019-08-07 15:03:17 +08:00 |
|
LimingFang
|
e93362a2c0
|
update sec 87(2)
|
2019-08-07 14:32:19 +08:00 |
|
LimingFang
|
7de8d69c63
|
sec update 87(1)
|
2019-08-07 14:32:02 +08:00 |
|
nanoric
|
e4336b6c20
|
[Mod] tapapi: change encoding into GBK.
|
2019-08-07 12:41:12 +08:00 |
|
vn.py
|
1a82f6caf9
|
[Add] ExceptionDialog for showing exception message
|
2019-08-07 11:37:15 +08:00 |
|
vn.py
|
b5e9bdb559
|
[Mod] change strategy import function of pyd files
|
2019-08-06 22:40:11 +08:00 |
|
1122455801
|
b17a26b508
|
Update engine.py
|
2019-08-06 20:02:16 +08:00 |
|
1122455801
|
8dfc72591a
|
Update engine.py
|
2019-08-06 18:52:33 +08:00 |
|
vn.py
|
73e8ebd132
|
[Mod] complete test of sec_gateway
|
2019-08-06 14:35:51 +08:00 |
|
vn.py
|
c2e87cfde1
|
[Mod] change prefix to lower case
|
2019-08-06 14:34:54 +08:00 |
|
LimingFang
|
71b0845c80
|
SecGateway and api
|
2019-08-06 13:53:53 +08:00 |
|
vn.py
|
c4dea3b440
|
Merge pull request #1996 from nanoric/oes_reduce_linux_building_memory
Oes: reduce linux building memory
|
2019-08-05 17:57:36 +08:00 |
|
nanoric
|
857b80f4f8
|
Reduce memory usage while building under Linux.
Changes:
[Mod] rename autocxxpy into c2py
[Mod] use c2py 0.5.1
|
2019-08-05 15:13:55 +08:00 |
|
vn.py
|
31e76df8a7
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-08-01 14:47:20 +08:00 |
|
vn.py
|
397c10e219
|
[Fix] position query pnl and price data switch
|
2019-08-01 14:47:14 +08:00 |
|
vn.py
|
2984d65f56
|
Merge pull request #1961 from xldistance/patch-28
修复本地停止单返回数据错误
|
2019-08-01 11:33:49 +08:00 |
|
vn.py
|
640150cdcb
|
[Mod] use primaryExchange when exchange data not available
|
2019-07-29 15:16:25 +08:00 |
|
vn.py
|
b755f9f1fa
|
[Mod] close #1969
|
2019-07-27 08:47:12 +08:00 |
|
vn.py
|
31bf3a7124
|
[Fix] convert position related str to float/int
|
2019-07-26 10:41:44 +08:00 |
|
xldistance
|
6ec7f301e4
|
修复本地停止单返回数据错误
修复本地停止单返回数据错误
|
2019-07-25 09:21:33 +08:00 |
|
vn.py
|
f85a7a54d5
|
[Fix] import sys module
|
2019-07-24 12:47:24 +08:00 |
|
vn.py
|
15de4c1e1b
|
[Mod] no throw when RestClient catches exception, only write log message
|
2019-07-24 12:36:23 +08:00 |
|
vn.py
|
81c7e105ab
|
[Fix] no vt_orderid return after sending order
|
2019-07-24 10:46:25 +08:00 |
|
LimingFang
|
f398e128b8
|
script trader md &
|
2019-07-23 20:42:55 +08:00 |
|
vn.py
|
ebc5e79be7
|
[Mod] change vt_positionid format
|
2019-07-21 22:55:31 +08:00 |
|
vn.py
|
0df4204d1e
|
[Mod] upgrade to ctp mini 1.4 api
|
2019-07-19 22:04:21 +08:00 |
|
vn.py
|
8e5854ac1c
|
[Add] MinitestGateway for CTP Mini test envrionment
|
2019-07-19 21:57:48 +08:00 |
|
vn.py
|
379b5df02e
|
[Mod] update version number
|
2019-07-19 21:57:25 +08:00 |
|
vn.py
|
575cb232b7
|
[Mod] add exception type
|
2019-07-19 21:57:10 +08:00 |
|
vn.py
|
5d4d5129a9
|
[Fix] closes #1918
|
2019-07-19 21:16:06 +08:00 |
|
vn.py
|
8a43b76c96
|
[Fix] potential bug of KeyError when item_info_text is empty
|
2019-07-19 17:34:08 +08:00 |
|
vn.py
|
6b8bf824c6
|
[Mod] use partial update to improve plotting speed
|
2019-07-19 16:04:24 +08:00 |
|
vn.py
|
585dedb314
|
[Fix] type hinting typo
|
2019-07-19 15:12:42 +08:00 |
|
vn.py
|
0c068768fb
|
[Fix] typo in typing
|
2019-07-19 14:06:42 +08:00 |
|
vn.py
|
af37ba8beb
|
[Mod] improve chart drawing performance
|
2019-07-19 00:26:58 +08:00 |
|
vn.py
|
66b46704e6
|
[Mod] add trade scatter to show all backtesting trades
|
2019-07-18 22:54:47 +08:00 |
|
vn.py
|
aedcf81d84
|
[Add] candle chart dialog to view backtesting history data
|
2019-07-18 21:14:28 +08:00 |
|
vn.py
|
85e10ddb8a
|
[Mod] improve chart appearance
|
2019-07-18 21:06:08 +08:00 |
|
vn.py
|
9fb8b1fc2b
|
Merge pull request #1931 from vnpy/pyqtgraph-chart
Pyqtgraph chart
|
2019-07-18 16:58:18 +08:00 |
|
vn.py
|
9d79112dd7
|
[Mod] update cursor info pos after new bar updated
|
2019-07-18 16:55:12 +08:00 |
|
vn.py
|
a6bd9f6ce0
|
[Add] key press related function
|
2019-07-18 16:41:40 +08:00 |
|
vn.py
|
5585d774d4
|
[Add] cursor for ChartWidget
|
2019-07-18 12:35:28 +08:00 |
|
vn.py
|
2f247d8ada
|
Merge pull request #1928 from lostleaf/master
修正 MainEngine 中 app_class, gateway_class 的 type hint
|
2019-07-18 09:52:30 +08:00 |
|
vn.py
|
7a23eaec1b
|
[Fix] bug in set price range
|
2019-07-17 15:51:05 +08:00 |
|
vn.py
|
35d9cacf33
|
[Add] candle chart module
|
2019-07-17 15:37:53 +08:00 |
|
lostleaf
|
f5469e5158
|
修正 MainEngine 中 app_class, gateway_class 的 type hint
|
2019-07-17 10:40:47 +08:00 |
|
vn.py
|
31f017e8a4
|
[Fix] flak8 code check
|
2019-07-16 18:37:35 +08:00 |
|
vn.py
|
fd4ba62838
|
[Add] query_history function for BitfinexGateway
|
2019-07-16 17:15:42 +08:00 |
|
vn.py
|
805cbc790a
|
[Add] query_history function for OkexGateway
|
2019-07-16 16:42:29 +08:00 |
|
vn.py
|
ecabe203c7
|
[Add] query_history function for OkexfGateway
|
2019-07-16 16:15:07 +08:00 |
|
vn.py
|
49f0af6889
|
[Add] level 2 broadcast market data support
|
2019-07-16 15:31:35 +08:00 |
|
vn.py
|
9ce85a0a95
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-07-16 14:44:27 +08:00 |
|
vn.py
|
4d36b5198b
|
[Add] query_history function for BinanceGateway
|
2019-07-16 14:43:20 +08:00 |
|
vn.py
|
d1df651b40
|
[Mod] improve code quality
|
2019-07-16 12:34:29 +08:00 |
|
vn.py
|
cf7b89365a
|
[Mod] complete test of mini_gateway
|
2019-07-16 12:31:01 +08:00 |
|
vn.py
|
c7621cbfa3
|
[Fix] bug when receiving empty offset flag
|
2019-07-16 11:19:22 +08:00 |
|
vn.py
|
07b51393dd
|
[Del] dulpicate vnctp code
|
2019-07-16 11:11:33 +08:00 |
|
vn.py
|
87f2f8141e
|
[Mod]add data filter when query trading account data
|
2019-07-16 09:10:45 +08:00 |
|
vn.py
|
fad935364a
|
[Add] mini_gateway for ctp mini system
|
2019-07-15 19:33:45 +08:00 |
|
vn.py
|
6a7346c42e
|
[Add]ctp mini api
|
2019-07-15 19:20:36 +08:00 |
|
vn.py
|
28b9ce6d8d
|
Merge pull request #1921 from vnpy/ws-reconnect
Ws reconnect
|
2019-07-13 13:25:44 +08:00 |
|
vn.py
|
de47e8eb02
|
[Add] request rate limit check for BitmexGateway
|
2019-07-13 13:22:28 +08:00 |
|
vn.py
|
33bd9c56c7
|
Merge pull request #1912 from nioss/dev
Dev 修改okex深度数据(ondepth)重复
|
2019-07-12 15:10:36 +08:00 |
|
vn.py
|
02c4a88f02
|
Merge pull request #1914 from nanoric/fix_unhandled_exception_in_websocket.reconnect
[Mod] Fixed: exception raised in WebsocketClient._reconnect() may not …
|
2019-07-12 14:24:49 +08:00 |
|
vn.py
|
09d99964e5
|
[Fix]ctp cancel order needs correct ExchangeID
|
2019-07-10 17:07:01 +08:00 |
|
nanoric
|
90592ecafb
|
[Mod] Fixed: exception raise in WebsocketClient._reconnect() may not be captured in some case.
|
2019-07-10 15:43:36 +08:00 |
|
vn.py
|
62a0451d41
|
[Fix]closes #1913
|
2019-07-10 10:15:15 +08:00 |
|
nio
|
5eab77cc9d
|
okex 现货和合约深度数据重复修改
okex 现货和合约深度数据重复修改
|
2019-07-09 22:00:54 +08:00 |
|
vn.py
|
7f7d12e4bf
|
[Merge] pull request #1908 from vnpy/dev, closes #1906
Dev
|
2019-07-09 16:16:11 +08:00 |
|
vn.py
|
36524511b2
|
Merge pull request #1903 from nanoric/linux_no_oes
Linux no oes
|
2019-07-05 17:41:38 +08:00 |
|
nanoric
|
a8f06a0139
|
[Mod] autocxxpy: ignore types not exists under Linux
|
2019-07-05 11:17:30 +08:00 |
|
nanoric
|
1e49a0aa1d
|
[Mod] updated autocxxpy: generate caster for only classes and enums
|
2019-07-05 09:58:10 +08:00 |
|
nanoric
|
9db0dfdcbb
|
[Mod] updated autocxxpy: added noexcept for async_dispatch_exception::what()
|
2019-07-05 09:04:13 +08:00 |
|
vn.py
|
d03f0a4a9e
|
Merge pull request #1899 from vnpy/dev
[Add] clear_button to clear log monitor
|
2019-07-03 21:12:05 +08:00 |
|
vn.py
|
82dd0d0ea6
|
[Add] clear_button to clear log monitor
|
2019-07-03 21:02:37 +08:00 |
|
nanoric
|
50a212bf5a
|
[Mod] use autocxxpy 0.4.1
|
2019-07-03 16:49:08 +08:00 |
|
vn.py
|
4f9bf0884f
|
Merge pull request #1898 from vnpy/dev
v2.0.5
|
2019-07-03 15:28:21 +08:00 |
|
vn.py
|
5eded16f48
|
[Add] send_email function to ScriptEngine
|
2019-07-03 13:19:17 +08:00 |
|
vn.py
|
2125bc6a27
|
[Mod] change cta strategy manager ui to use fixed height, closes #1890
|
2019-07-02 23:32:36 +08:00 |
|
vn.py
|
4d0e1afa5b
|
[Fix] close #1887
|
2019-07-02 22:59:59 +08:00 |
|
vn.py
|
ca16e4b58e
|
[Mod] change connect_status control
|
2019-07-02 18:06:12 +08:00 |
|
vn.py
|
2c0362b3c5
|
[Mod] ScriptEngine add support to return DataFrame
|
2019-07-02 17:33:12 +08:00 |
|
vn.py
|
1ed35377e6
|
[Add] demo jupyter notebook for cli trading
|
2019-07-02 16:55:00 +08:00 |
|
vn.py
|
131cedc0bb
|
Merge pull request #1894 from nanoric/new_oes_0.15.9
[Mod] OesGateway: Update api version to 0.15.9
|
2019-07-02 15:50:42 +08:00 |
|
nanoric
|
07079f8c13
|
[Mod] built new pyd
|
2019-07-02 15:25:17 +08:00 |
|
nanoric
|
d29f8c71b8
|
[Mod] oes_gateway: change code to adapt 0.15.9 version api
|
2019-07-02 15:25:07 +08:00 |
|
nanoric
|
0f3b96ee8f
|
[Mod] apply 0.15.9 headers, libs, dlls, .a .
|
2019-07-02 15:13:32 +08:00 |
|
vn.py
|
838727f015
|
[Mod] rename variable
|
2019-07-02 14:57:26 +08:00 |
|
vn.py
|
6d9384c56b
|
Merge pull request #1886 from 1122455801/mod——kk——0701
[Update] king_keltner_strategy.py
|
2019-07-02 14:55:37 +08:00 |
|
vn.py
|
3d8da45184
|
Merge pull request #1888 from hlxstc/dev
解决类变量重复赋值的Bug
|
2019-07-02 14:54:14 +08:00 |
|
vn.py
|
f8b249500d
|
Update template.py
|
2019-07-02 14:54:01 +08:00 |
|
vn.py
|
cc590f1b5b
|
[Add] RpcGateway for connecting to RpcService
|
2019-07-02 14:09:00 +08:00 |
|
vn.py
|
4127f1cc5d
|
[Del] remove unecessary encoding comment
|
2019-07-02 14:07:38 +08:00 |
|
vn.py
|
13a3865b8e
|
[Mod] add RpcServiceApp
|
2019-07-02 11:08:14 +08:00 |
|
Jokers
|
2363583fc3
|
解决类变量重复赋值的Bug
|
2019-07-02 10:15:43 +08:00 |
|
vn.py
|
01122f013d
|
[Mod] add unbind socket in server stop method
|
2019-07-02 09:32:46 +08:00 |
|
vn.py
|
c41f84de55
|
[Mod] simplify rpc module
|
2019-07-01 21:35:55 +08:00 |
|
vn.py
|
3b8b73b954
|
[Mod] move test_client/test_server to examples folder
|
2019-07-01 21:35:28 +08:00 |
|
1122455801
|
ad6368d0a5
|
Update king_keltner_strategy.py
|
2019-07-01 10:50:18 +08:00 |
|
vn.py
|
92214950da
|
[Mod] flake8 code quality improve
|
2019-06-30 23:41:15 +08:00 |
|
vn.py
|
c7171fc312
|
[Add] ScriptTrader for running script strategies
|
2019-06-30 23:39:39 +08:00 |
|
vn.py
|
4b1cd4d602
|
[Mod] change working path when MainEngine created
|
2019-06-30 23:39:02 +08:00 |
|
vn.py
|
0be4db26c9
|
Merge pull request #1883 from xldistance/patch-27
Fix onetoken order and trade
|
2019-06-30 17:18:46 +08:00 |
|
vn.py
|
d720d84476
|
Merge pull request #1881 from hlxstc/dev
修复加载历史数据的bug
|
2019-06-30 17:17:57 +08:00 |
|
vn.py
|
20a7648622
|
[Mod] reduce duplicate code line
|
2019-06-30 17:17:46 +08:00 |
|
vn.py
|
f5dd168a73
|
[Mod] sync strategy data to file when stopped or receive trade update
|
2019-06-30 17:10:23 +08:00 |
|
xldistance
|
88ea19d9db
|
Update onetoken_gateway.py
|
2019-06-30 13:56:34 +08:00 |
|
xldistance
|
e14672ab8c
|
Update onetoken_gateway.py
|
2019-06-30 13:55:11 +08:00 |
|
vn.py
|
1cfbbe5d30
|
[Fix] add sync_strategy_data function for BacktestingEngine
|
2019-06-30 13:32:35 +08:00 |
|
xldistance
|
0fae58f333
|
fix onetoken order.status
fix onetoken order.status
|
2019-06-30 12:06:59 +08:00 |
|