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*
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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 |
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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
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ba1733a46a
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-05-07 23:47:31 +08:00 |
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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 |
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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 |
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vn.py
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50277d79a5
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-04-16 13:16:51 +08:00 |
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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 |
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vn.py
|
e0ab6f7c9b
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-03-28 13:02:19 +08:00 |
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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
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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 |
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vn.py
|
fe636ade04
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[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 |
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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 |
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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 |
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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 |
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vn.py
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8fdd58b7f4
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[Mod]调整ctpGateway的期权链代码规则
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2018-02-13 15:10:31 +08:00 |
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vn.py
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25e535641c
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[Mod]调整secGateway的交易所代码默认字段
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2018-02-13 14:58:02 +08:00 |
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vn.py
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2b8f918866
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[Mod]调整OptionMaster的组合配置文件加载目录
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2018-02-13 14:53:53 +08:00 |
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vn.py
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a18b2a2b0d
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[Add]新增OptionMaster期权折现率自动拟合功能
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2018-02-13 14:40:58 +08:00 |
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vn.py
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6a832eac4d
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[Mod]增加隐含波动率异常检验
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2018-02-13 08:03:59 +08:00 |
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vn.py
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5e03feef29
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[Add]新增Black-Scholes模型的Cython版本
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2018-02-09 18:06:31 +08:00 |
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vn.py
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6798a2234f
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[Mod]修改WebTrader数据推送细节
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2018-02-08 12:35:28 +08:00 |
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vn.py
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28f35fd7d8
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[Add]增加WebTrader中对于CTA事件的监听
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2018-02-07 10:12:47 +08:00 |
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vn.py
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28ede4011f
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[Mod]更新OM相关配置
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2018-02-05 15:43:46 +08:00 |
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xldistance
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c016de4f6f
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Update ctaHistoryData.py
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2018-02-04 10:28:04 +08:00 |
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xldistance
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67227beaa9
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增加将OKEX下载的数据导入到数据库
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2018-02-03 09:05:27 +08:00 |
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vn.py
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691a574ddf
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[Fix]#Close 722
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2018-02-02 09:55:02 +08:00 |
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vn.py
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b9d1d3cf1f
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[Fix]Close #706
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2018-02-01 16:44:35 +08:00 |
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vn.py
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9df447ad48
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[Fix]Close #710
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2018-02-01 16:26:25 +08:00 |
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vn.py
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e7e9089936
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[Mod]将若干尚未全面测试的接口移动到beta目录
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2018-01-31 23:01:53 +08:00 |
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vn.py
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86649cba60
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[Del]移除vnpy.api.qdp下的test目录(之前是错误的ctp内容)
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2018-01-31 21:53:41 +08:00 |
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vn.py
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abc59efac4
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[Mod]完善福汇交易接口
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2018-01-29 22:07:09 +08:00 |
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vn.py
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85fae76f22
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[Add]futuGateway新增对价格调整功能的支持
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2018-01-29 17:30:13 +08:00 |
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vn.py
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a13d40da21
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[Mod]更新FxcmGateway
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2018-01-29 17:22:41 +08:00 |
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vn.py
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915a4bfcb0
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[Add]价差交易算法改为运行时禁止修改参数
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2018-01-26 11:16:37 +08:00 |
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vn.py
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c6bd7a6d1a
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[Fix]Close #716,SpreadTrading模块当价差某条腿行情未初始化时,禁止交易
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2018-01-26 10:46:27 +08:00 |
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vn.py
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5b7c190882
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[Add]新增fxcmGateway
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2018-01-26 10:27:10 +08:00 |
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vn.py
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a44decddbd
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[Add]增加futuGateway的行情推送中的委托价格高低限制(非涨跌停)
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2018-01-26 10:24:47 +08:00 |
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vn.py
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948f081441
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[Add]增加期权计算隐含波动率前对存续时间t的检查
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2018-01-26 09:40:58 +08:00 |
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vn.py
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b2fc3e5d84
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[Mod]完善FxcmApi的数据推送功能
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2018-01-25 16:24:08 +08:00 |
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vn.py
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844b52e9cb
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[Mod]修改部分FxcmApi函数
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2018-01-25 14:14:08 +08:00 |
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vn.py
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22b1401d62
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[Add]初步完成福汇API的开发
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2018-01-24 18:01:18 +08:00 |
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vn.py
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983e791fce
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[Fix]修复okexGateway的bug
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2018-01-23 10:05:21 +08:00 |
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vn.py
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c0e09795fe
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[Add]添加CTA策略引擎相关的restful服务
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2018-01-22 22:52:47 +08:00 |
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vn.py
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6eca19e337
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[Mod]完善Websocket服务
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2018-01-22 17:34:49 +08:00 |
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vn.py
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64c63c9c5d
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[Add]增加更多的资源类型
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2018-01-21 16:07:48 +08:00 |
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vn.py
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3a9ebc1bfa
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[Add]开始开发Web服务端
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2018-01-21 15:36:48 +08:00 |
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vn.py
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73a69e8785
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[Mod]将CTA监控组件的参数更新数据来源改为推送
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2018-01-21 14:08:14 +08:00 |
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vn.py
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f6a2623720
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[Fix]修复持仓价格计算可能出错的bug
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2018-01-17 10:48:13 +08:00 |
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vn.py
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7e62a7cf2f
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Merge pull request #687 from JaysonAlbert/dev
增加回测结果返回的数据
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2018-01-16 13:35:18 +08:00 |
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vn.py
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62fc0bf751
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[Add]添加期权策略交易界面的参数修改功能
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2018-01-16 13:27:08 +08:00 |
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vn.py
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33a65208e5
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[Add]增加OM策略模块的GUI组件
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2018-01-16 11:37:39 +08:00 |
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vn.py
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32cfd415e3
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[Add]自动安装脚本中增加python-snappy模块
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2018-01-15 18:01:59 +08:00 |
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vn.py
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257b519981
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-15 17:31:26 +08:00 |
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vn.py
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5cd3411895
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[Add]新增OptionMaster模块的策略交易引擎
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2018-01-15 17:31:09 +08:00 |
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vn.py
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b0902d2c65
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[Add]添加BasicMonitor组件调整列宽功能
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2018-01-15 14:46:26 +08:00 |
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JaysonAlbert
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d2f11eba3b
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Merge branch 'dev' of https://github.com/JaysonAlbert/vnpy into dev
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2018-01-15 09:55:47 +08:00 |
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JaysonAlbert
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36f6f2befa
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add resultList to result.
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2018-01-15 09:53:38 +08:00 |
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shaoupipi
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d2a3d05384
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Update eventEngine.py
事件引擎测试函数也去掉qt4,采用qtpy
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2018-01-14 11:05:01 +08:00 |
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vn.py
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010bd71dd4
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[Fix]修复CRR定价公式的错误
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2018-01-13 17:31:30 +08:00 |
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vn.py
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ccbec40abe
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[Mod]CtaEngine改为策略初始化完成后再订阅行情推送,Close #678
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2018-01-09 21:50:49 +08:00 |
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vn.py
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71c9db3e47
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[Fix]修复runCtaTrading潜在编码错误的问题
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2018-01-09 17:55:07 +08:00 |
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vn.py
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c842281d47
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[Add]新增CTA回测的百分比最大回撤和年化收益率
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2018-01-09 10:02:42 +08:00 |
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vn.py
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5a954875d0
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[Add]增加参数优化的其他统计数据输出
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2018-01-08 17:28:30 +08:00 |
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vn.py
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132e08e281
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[Mod]修改loadSyncData的时间点,在完成策略初始化后
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2018-01-08 17:08:39 +08:00 |
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vn.py
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e15b682b13
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[Fix]Close #660 保证金限制只针对开仓委托
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2018-01-08 17:04:05 +08:00 |
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vn.py
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945c31fdde
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-08 16:46:55 +08:00 |
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vn.py
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2c305e8496
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[Fix]Close #650
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2018-01-08 16:46:21 +08:00 |
|
Zedan Tan
|
c2b96c0444
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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
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2018-01-08 12:23:41 +08:00 |
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vn.py
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c320ce844f
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[Add]新增CRR期权定价模型,针对国内美式商品期权
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2018-01-07 12:34:46 +08:00 |
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vn.py
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ebc748259e
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[Add]新增Black-Scholes期权定价公式(欧式股票期权)
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2018-01-07 12:16:36 +08:00 |
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vn.py
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46f43ee834
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[Add]增加PositionDetail中的持仓均价和持仓盈亏计算
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2018-01-06 17:41:19 +08:00 |
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vn.py
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d519cfbdfe
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[Add]添加xtpGateway的断线重连功能
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2018-01-06 13:30:58 +08:00 |
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vn.py
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61608dd20d
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-05 15:16:28 +08:00 |
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vn.py
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9b493d609f
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[Fix]futuGateway过滤尚未有datetime的Tick推送
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2018-01-05 15:16:16 +08:00 |
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vn.py
|
5b92888b6d
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Merge pull request #671 from tesla1060/master
black formula was incorrect.
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2018-01-05 09:30:34 +08:00 |
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vn.py
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d98163f034
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[Add]增加IB接口对现货贵金属的支持
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2018-01-04 11:38:42 +08:00 |
|
shuo_at_work
|
9dcdd91457
|
black formula was incorrect.
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2018-01-04 10:22:22 +08:00 |
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vn.py
|
48cfae3222
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[Mod]更新中泰证券XTP接口
|
2017-12-21 15:18:18 +08:00 |
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vn.py
|
777c0d93aa
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[Fix]修复JaqsService模块的bug
|
2017-12-21 15:16:31 +08:00 |
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vn.py
|
4e7b64eb39
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[Mod]增加jaqsService的queryAccount和queryUniverse功能
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2017-12-20 08:16:57 +08:00 |
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vn.py
|
d006349fc3
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[Add]新增用于实现单例模式的VtSingleton类,修改LogEngine的单例模式实现
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2017-12-18 10:03:54 +08:00 |
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vn.py
|
65bc568888
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[Fix]修复vtSymbol错误指向symbol
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2017-12-18 09:39:04 +08:00 |
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vn.py
|
7a255ae4cf
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[Mod]修改okexGateway部分实现
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2017-12-18 09:38:10 +08:00 |
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vn.py
|
680c0dd535
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[Fix]修复TradingWidget里sendOrder无法找到contract的bug
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2017-12-18 09:37:31 +08:00 |
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vn.py
|
8652f7fb2e
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[Mod]修改OKEX接口符合vn.py代码风格
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2017-12-16 15:14:25 +08:00 |
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vn.py
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1dcd2239bd
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[Del]移除OkCoin和火币的老接口
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2017-12-16 09:15:39 +08:00 |
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vn.py
|
ec88ac1ce3
|
Merge pull request #634 from ipqhjjybj/dev
增加比特币交易所 ZB,OKEX,ZAIF,COINCHECK等接口实现,及OKEX,COINCHECK gateway实现
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2017-12-16 09:03:10 +08:00 |
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