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1606 Commits

Author SHA1 Message Date
vigarbuaa
7be2a90e4c add websocket into alpaca 2019-06-15 11:19:15 +08:00
nanoric
585e4c9e8e Merge remote-tracking branch 'remotes/nanoric/pyqt5_512' into dev 2019-06-14 19:40:07 +08:00
nanoric
a1c33cf9f9 [Mod] database_mongo.py: make flake8 happy 
[Mod] database_sql.py: make flake8 happy
 2019-06-14 19:06:02 +08:00
vn.py
ad36f0ead4 [Mod] change logic of grid algo 2019-06-14 16:03:45 +08:00
vn.py
23792474b1
Merge pull request #1829 from 1122455801/bitmex_0614 
[Mod] bitmex_gateway增加持仓推送过滤
 2019-06-14 15:44:43 +08:00
vn.py
bc900dfc82
Merge pull request #1830 from nanoric/database_open_interest 
[Add] database: open_interest
 2019-06-14 15:44:23 +08:00
nanoric
720c61a7b6 [Del] remove useless code 2019-06-14 15:11:16 +08:00
nanoric
e4bd0b1ee1 [Add] database: open_interest 2019-06-14 13:28:14 +08:00
1122455801
8b624df248 Update bitmex_gateway.py 2019-06-14 13:15:57 +08:00
vn.py
e55138b80e [Mod] update chinese display for new algos 2019-06-14 12:12:41 +08:00
nanoric
c01e7e9a46 [Add] Tora: todo list 2019-06-14 10:57:30 +08:00
vn.py
1214b636b4 [Mod] use write_log function of main_engine 2019-06-14 09:04:50 +08:00
vn.py
e71f84bf9c [Mod] update verrsion no and readme file 2019-06-13 23:32:22 +08:00
vn.py
160998cdab [Add] log function of LogEngine 2019-06-13 23:24:32 +08:00
vn.py
40bd01fdff Revert "[Add] metaclass of singleton" 
This reverts commit b05eb7142e.
 2019-06-13 20:15:19 +08:00
nanoric
67a249b8c0 [Mod] fixed typing 2019-06-13 18:42:20 +08:00
nanoric
7e7cfbefbe [Add] tora gateway: lots of changes 
worked actions:
subscribe
send_order @ limited price
query_contracts
query_account
query_position
query_orders
query_trades
on_account
on_position
on_order
on_trade
 2019-06-13 18:35:59 +08:00
vn.py
b05eb7142e [Add] metaclass of singleton 2019-06-13 16:56:44 +08:00
vn.py
6cfdeac8cb Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-06-13 13:12:58 +08:00
vn.py
7afbf720a5 [Add] open_interest in tick/bar data 2019-06-13 13:12:53 +08:00
1122455801
1f8cfa7548 Update converter.py 2019-06-13 10:57:01 +08:00
xldistance
135b16dc44
Update engine.py 2019-06-12 18:44:07 +08:00
xldistance
099f832f48
修正StopOrder vt_orderids 
修正StopOrder vt_orderids
 2019-06-12 17:32:48 +08:00
vn.py
8fcccd8b1c [Add] support UserProductInfo in CtpGateway 2019-06-12 13:46:44 +08:00
vn.py
e90e1ee104 [Mod] complete test of BinanceGateway 2019-06-12 13:34:32 +08:00
vn.py
93b4ff40a3 [Del] remove _split_url 2019-06-11 23:46:54 +08:00
vn.py
4ae3b2acae [Mod] remove init_query function 2019-06-11 23:00:12 +08:00
vn.py
ebf49abfcb [Mod] remove unecessary code 2019-06-11 22:59:10 +08:00
vn.py
2611e84393
Merge branch 'binance' into binance_gateway_0611 2019-06-11 22:28:21 +08:00
vn.py
5eb0ba9348
Merge branch 'binance' into dev 2019-06-11 22:22:49 +08:00
1122455801
7abd9b9773 Update constant.py 2019-06-11 17:02:48 +08:00
1122455801
9d8db0fbfd Create binance_gateway.py 2019-06-11 17:02:43 +08:00
1122455801
0f841ece0e Create __init__.py 2019-06-11 17:02:38 +08:00
vn.py
b4bea24802 [Mod] relpace bar second/microsecond to 0 when force generated, #1815 2019-06-11 11:21:03 +08:00
1122455801
bd5c7bf9bb Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-06-10 23:45:16 +08:00
1122455801
127e863c3b Update backtesting.py 2019-06-10 23:45:08 +08:00
vn.py
fa9f06b2aa [Mod] Close #1708 2019-06-10 14:54:41 +08:00
vn.py
65133141f8 [Add] HbdmGateway auto resubscribe market data when connected 2019-06-10 14:46:36 +08:00
vn.py
a833576ebb [Mod] update gateway document for using ConId as contract symbol at IB Gateway 2019-06-10 14:15:08 +08:00
vn.py
8f5f187fcd [Mod] clear previously loaded history data 2019-06-10 13:29:03 +08:00
vn.py
4fadcd9016 [Mod] add comment for round_to 2019-06-10 13:25:06 +08:00
vn.py
2cfb18b7bb
Merge pull request #1806 from xldistance/patch-23 
ctaengine价格取整到最小价格变动
 2019-06-10 13:22:08 +08:00
vn.py
2ae5cf6ce6
Merge pull request #1812 from vnpy/tap-gateway 
Tap gateway
 2019-06-09 10:42:37 +08:00
vn.py
e6f2ff010e [Mod] change log path 2019-06-09 10:39:54 +08:00
vn.py
cf6b52cae3 [Add] tap gateway comment 2019-06-09 10:22:06 +08:00
vn.py
4450ccd2be [Mod] flake8 code improve 2019-06-09 10:21:44 +08:00
xldistance
b79212c4d9
Update engine.py 2019-06-09 08:49:27 +08:00
vn.py
2e2b2f7510 [Mod] improve code style 2019-06-09 08:45:43 +08:00
vn.py
981c666f4d [Mod] change to use position summary instead of indvidual position 2019-06-08 22:34:46 +08:00
vn.py
d072543dd6 [Mod] use ClientOrderNo for orderid (local) 2019-06-08 22:25:23 +08:00
nanoric
6e0e23d999 Merge remote-tracking branch 'remotes/origin/tap-gateway' into tap 2019-06-08 17:11:09 +08:00
nanoric
64e3be33fc [Fix] TapGateway: make send_order not to crash. 2019-06-08 17:08:55 +08:00
nanoric
1c661d07c4 [Mod] TapApi: use autocxxpy 0.3.1 
detail:
[Fix] Fixed: return value of API which applied output_argument_transform is always empty(default value)
[Fix] Fixed: crash while calling some API which returns packaged str. Such as InsertOrder.
[Mod] Some types of constant was changed to str, which has a type of int originally. (these variables has a type of 'char' in c++)
 2019-06-08 17:07:56 +08:00
vigarbuaa
5e5137f9ab add order_dict for cancel_order function 
order_dict {local_order_id: remote_order_id}
 2019-06-08 07:17:25 +08:00
vigarbuaa
9fbac9dfba format 2019-06-08 06:40:09 +08:00
nanoric
fa590bf1f3 [Mod] use autocxxpy 0.2.6 
detail:
[Fix] fixed: failed to construct(call __init__) of some structure from tap api
[Del] remove gtest headers.
 2019-06-08 00:10:55 +08:00
vn.py
8ec5a8d4eb [Mod] complete test of tick data update 2019-06-07 23:48:41 +08:00
nanoric
a5e545ba0c [Mod] updated TapQuoteApi.dll: use newer official provided x64 dll. 
[Fix] fixed nullptr error.
 2019-06-07 23:11:39 +08:00
vn.py
a20eee2d44 [Fix] typo in update_order 2019-06-07 22:52:10 +08:00
vn.py
8cb4abcf9d [Add] send/cancel order function 2019-06-07 22:42:36 +08:00
vn.py
bec7bb2fee [Add] query order/trade data 2019-06-07 21:56:21 +08:00
vn.py
49579568f2 [Add] query position function 2019-06-07 18:37:37 +08:00
vn.py
c990f553e1 [Add] support for more exchanges 2019-06-07 18:22:45 +08:00
vn.py
18b4162f4f [Mod] complete test of QuoteApi 2019-06-07 17:33:19 +08:00
xldistance
4f94988a6e
ctaengine价格取整到最小价格变动 
ctaengine价格取整到最小价格变动
 2019-06-07 16:00:13 +08:00
vn.py
5d9802b703
Merge pull request #1800 from 1122455801/tiger_update_push_client 
[Update] tiger_gateway.py
 2019-06-07 14:20:32 +08:00
vigarbuaa
4e30095ac3 modify send_order func to fill limit price order 2019-06-06 23:33:17 +08:00
vn.py
260e270c22 [Mod] allow writing log when strategy not inited 2019-06-06 23:15:38 +08:00
vigarbuaa
21cc72ac3f add send_order function 
1. add send_order function
2. post by json param,  need to modify rest_client.py to support json field
 2019-06-06 23:13:39 +08:00
1122455801
fa30e8a99b Update tiger_gateway.py 2019-06-06 11:49:56 +08:00
vigarbuaa
8cf23cea4b add query_account and query_positions function , debug OK 2019-06-05 23:33:53 +08:00
uelin
8d02c24206 add binance gateway 2019-06-05 21:32:15 +08:00
vn.py
b0edd7fe88 [Mod] change init function of RqDataClient 2019-06-05 19:24:44 +08:00
vn.py
be315e4bc1 [Mod] use no adjustment type of equity history data 2019-06-05 19:17:23 +08:00
vn.py
1f5a57c2c7 [Fix] close #1753 2019-06-05 18:09:10 +08:00
vn.py
04cb7df3e9 [Fix] close #1754 2019-06-05 17:56:23 +08:00
nanoric
5f0337e75c [Mod] ToraGateway: put all constant into constant.py 2019-06-05 15:11:05 +08:00
nanoric
a4fbce978f [Add] tora api: convert GBK to utf-8 2019-06-05 15:08:57 +08:00
1122455801
72d2ef95d0 Update engine.py 2019-06-05 13:55:51 +08:00
1122455801
ad4471dfc4 Create arbitrage_algo.py 2019-06-05 13:55:47 +08:00
nanoric
520438a3f5 [Mod] vntora.pyd: 使用MT编译 2019-06-04 19:13:38 +08:00
nanoric
e8f2048b27 [Add] ToraApi 
[Add] ToraGateway
 2019-06-04 19:13:37 +08:00
nanoric
6386df340d [Del] remove useless files. 2019-06-04 16:52:33 +08:00
vn.py
da11d5347f
Merge pull request #1778 from 1122455801/tiger_update_push_client 
[Fix] 修复老虎接口行情推送的bug
 2019-06-03 16:50:49 +08:00
vn.py
90ad4b5bda
Merge pull request #1779 from nanoric/tap 
[Mod] Rename ITap(api/gateway) to Tap(api/gateway)
 2019-06-03 16:50:34 +08:00
nanoric
ca16e0c141 [Mod] Rename ITap(api/gateway) to Tap(api/gateway) 2019-06-03 14:58:39 +08:00
1122455801
ec1955a5c0 Update tiger_gateway.py 2019-06-03 14:48:32 +08:00
nanoric
d007e44893 [Add] OesGateway: Added option to set customize IP and MAC 
[Fix] fixed: OesGateway cann't connect to ord channel
 2019-06-03 14:40:19 +08:00
vn.py
3b18570254
Merge pull request #1773 from vnpy/risk-manager 
Risk manager
 2019-06-02 15:05:10 +08:00
vn.py
41bcf7b605 [Mod] change RiskManager to use QDialog 2019-06-02 14:51:15 +08:00
1122455801
31d4f0b04e Update engine.py 2019-05-30 16:05:03 +08:00
1122455801
ef5848934f Update stop_algo.py 2019-05-30 16:04:58 +08:00
1122455801
1a8a167ba1 Create dma_algo.py 2019-05-30 16:04:55 +08:00
vn.py
6311bb510e
Merge pull request #1765 from vnpy/dev 
Dev
 2019-05-30 15:20:59 +08:00
1122455801
1f7a112302 Create widget.py 2019-05-30 15:11:32 +08:00
1122455801
3730bb95ad Create risk_manager.ico 2019-05-30 15:11:26 +08:00
1122455801
b219f44c75 Create __init__.py 2019-05-30 15:11:22 +08:00
1122455801
a5dff8e948 Update engine.py 2019-05-30 15:11:17 +08:00
1122455801
d76e842a73 Create __init__.py 2019-05-30 15:09:45 +08:00
vn.py
61959d5cb6
Merge pull request #1763 from vnpy/algo-csv 
[Add] start atrading algos from csv file
 2019-05-30 15:08:49 +08:00
vn.py
e013f02335 [Add] start atrading algos from csv file 2019-05-30 15:08:04 +08:00
vn.py
c57c09eea6 [Add] monitor for trade/order/dailyresult data in backtesting 2019-05-30 13:59:09 +08:00
vn.py
15559a626d [Add] function for querying daily results in backtesting 2019-05-30 13:58:23 +08:00
vn.py
82aeceff70 [Mod] only register event if event_type is specified 2019-05-30 12:34:07 +08:00
vn.py
adc148c593 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-05-30 12:30:28 +08:00
vn.py
6c24d46d6a [Add] function for get backtesting trade/order data 2019-05-30 12:30:22 +08:00
vn.py
c5879a9405
Merge pull request #1743 from 1token-trade/master 
添加支持了火币
 2019-05-30 11:45:42 +08:00
vn.py
9164b93ea2 [Fix] OrderStatus naming change in TigerGateway 2019-05-30 09:45:15 +08:00
vn.py
69d2dd37be [Add] progress bar when loading history data 2019-05-29 17:05:39 +08:00
1122455801
2e619685e7 Update engine.py 2019-05-28 14:07:19 +08:00
1122455801
a259b2eb82 Create engine.py 2019-05-27 16:43:14 +08:00
1122455801
6964271698 Update engine.py 2019-05-26 11:05:54 +08:00
1122455801
afd488556a Create grid_algo.py 2019-05-26 10:59:18 +08:00
Archer
e9fc10303e add huobip huobif 2019-05-24 18:16:00 +08:00
xldistance
b683e048df
修复一处拼写错误 
修复一处拼写错误
 2019-05-24 08:41:42 +08:00
vn.py
fa8e85311c
Merge pull request #1736 from vnpy/xtp-margin 
Xtp margin
 2019-05-23 09:43:32 +08:00
vn.py
cb54d52e86 [Mod] flake8 code quanlity improve 2019-05-23 09:42:57 +08:00
vn.py
f30fce70bd [Add] relogin after disconnected 2019-05-22 15:18:32 +08:00
vn.py
f316c5412c [Fix] change contract map string 2019-05-22 11:29:28 +08:00
vn.py
53a47d560d
Merge pull request #1691 from nanoric/itap 
[Add] itap api
 2019-05-22 10:55:37 +08:00
nanoric
c4ac4b560f [Fix] ITapGateway: fixed: sequence of bid price is error 2019-05-21 15:34:26 +08:00
nanoric
fcff39144b [Mod] make flake8 happy 2019-05-21 15:25:39 +08:00
nanoric
c580d3cb76 [Add] ITapGateway: Added support for Market subscription 
[Mod] use newer autocxxpy: make error handing better and make its hint(generated pyi code) better.
 2019-05-21 15:25:23 +08:00
nanoric
06b16cb0b3 [Add] constant.py: Exchange.COMEX 2019-05-21 15:21:47 +08:00
nanoric
c50a0282a6 [Add] ITap API: Visual Studio项目使用预编译头 2019-05-21 15:18:59 +08:00
vn.py
b56d0ce160 [Add] XtpGateway support margin trading 2019-05-21 14:26:55 +08:00
vn.py
9e5258b8df [Del] remove duplicate line 2019-05-21 11:11:51 +08:00
nanoric
c195c13ec1 [Mod] xtp api: upgrade to XTP_API_20190409_2.2.15.1 
[Add] added linux .so
 2019-05-21 09:28:17 +08:00
vn.py
a9a1b709a3 [Fix] typo in HuobiGateway 2019-05-20 21:51:23 +08:00
vn.py
f68d364365 [Add] clear log function for CTA manager 2019-05-20 21:30:09 +08:00
vn.py
83de11435d [Fix] typo in HbdmGateway 2019-05-20 21:21:38 +08:00
nanoric
0b0a64938a [Mod] ITap use custom wrapper to wrapper some functions: 
custom wrapped functions:
ITapTrade::ITapTradeAPINotify::OnRspOrderAction
ITapTrade::ITapTradeAPINotify::OnRtnOrder
ITapTrade::ITapTradeAPINotify::OnRtnPositionProfit
 2019-05-20 17:59:40 +08:00
nanoric
0d3c13267d Merge branch 'dev' of https://github.com/vnpy/vnpy into itap 2019-05-20 17:46:59 +08:00
vn.py
5488a62770 [Mod] flake8 code quality improve 2019-05-17 16:14:00 +08:00
vn.py
16591ee97b
Merge pull request #1692 from xldistance/patch-15 
json写入支持中文字符
 2019-05-17 16:09:19 +08:00
1122455801
3220d18c3d Create best_limit_algo.py 2019-05-17 12:27:01 +08:00
1122455801
85aafe7c13 Create stop_algo.py 2019-05-17 12:26:58 +08:00
1122455801
eda98b858b Update engine.py 2019-05-17 12:26:55 +08:00
vn.py
1a583779d3 [Mod] add module_local for MdApi/TdApi class in pybind wrapper 2019-05-17 10:12:55 +08:00
vn.py
ff7ec980e1 [Add] CtptestGateway for 6.3.13 CTP test environment 2019-05-17 10:06:43 +08:00
vn.py
f04b4862c3 [Mod] remove self reference 2019-05-16 17:31:05 +08:00
vn.py
1f1f377a20 [Fix] missing empty line 2019-05-15 12:14:19 +08:00
vn.py
a3a387fb45 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-05-15 12:08:58 +08:00
vn.py
e9d008c3ef
Merge branch 'dev' into master 2019-05-15 12:07:08 +08:00
vn.py
51614490d5 [Mod] update version number 2019-05-15 11:22:30 +08:00
nanoric
b9bb86eef1 [Fix] fixed ctp_se build under linux 2019-05-15 10:50:52 +08:00
1122455801
88bb029957 Update tiger_gateway.py 2019-05-14 22:09:34 +08:00
vn.py
48ef4cf1ef [Mod] lock parameter in trading functions 2019-05-14 18:21:55 +08:00
vn.py
15e2014544 [Fix] flake8 code quality check 2019-05-14 15:02:43 +08:00
vn.py
0560139f56 [Fix] flake8 code quality 2019-05-14 14:26:24 +08:00
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