Commit Graph

1606 Commits

Author SHA1 Message Date
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