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603 Commits

Author SHA1 Message Date
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