vn.py
|
07e0e0709a
|
[Mod] support inverse contract with size not equal to 1 (like HBDM)
|
2019-10-22 15:45:27 +08:00 |
|
vn.py
|
44bd65b502
|
[Mod] record coin (not contract) traded volume for inverse contract
|
2019-10-22 15:24:11 +08:00 |
|
vn.py
|
7a72d5f63f
|
[Mod] convert coin volume to contract volume for inverse contract
|
2019-10-22 15:17:13 +08:00 |
|
vn.py
|
8781aa72d5
|
[Mod] calculate inverse leg net pos
|
2019-10-22 14:45:37 +08:00 |
|
vn.py
|
66cf47db3d
|
[Mod] calculate inverse bid/ask volume
|
2019-10-22 14:36:37 +08:00 |
|
vn.py
|
b5892b9607
|
[Add] SpreadData supports inverse contract leg
|
2019-10-22 11:40:47 +08:00 |
|
vn.py
|
9e92d989d7
|
[Mod] DataRecorder: record spread data tick/bar
|
2019-10-21 16:29:52 +08:00 |
|
vn.py
|
216a5d3f5a
|
Merge pull request #2149 from vnpy/dev-bybit
Dev bybit
|
2019-10-21 15:53:26 +08:00 |
|
vn.py
|
5df4e6f738
|
[Mod] change code struction and complete test of BybitGateway
|
2019-10-21 15:52:39 +08:00 |
|
vn.py
|
765bb5078a
|
[Fix] update class combo after strategy classes loaded
|
2019-10-21 15:44:58 +08:00 |
|
vn.py
|
2257f8318c
|
[Mod] add query history data function
|
2019-10-21 15:38:28 +08:00 |
|
vn.py
|
7a2007ddbd
|
[Mod] simplify market data process
|
2019-10-21 11:01:50 +08:00 |
|
vn.py
|
3c24365ae6
|
[Mod] move all bybit codes into bybit_gateway.py
|
2019-10-20 11:27:05 +08:00 |
|
vn.py
|
6d6756ae4d
|
[Mod] show exception message when loading strategy class in cta_backtester
|
2019-10-19 18:14:54 +08:00 |
|
vn.py
|
73e893cfdb
|
[Mod] query all instruments available from RQData server
|
2019-10-19 18:09:50 +08:00 |
|
vn.py
|
b117e84167
|
[Mod] add default value for pre_close price if zero
|
2019-10-19 00:04:52 +08:00 |
|
vn.py
|
01fed04246
|
[Mod] add support for reverse contract in CtaBacktester
|
2019-10-18 23:05:09 +08:00 |
|
vn.py
|
da33b01f7b
|
[Mod] add support for BitMEX inverse contract
|
2019-10-18 22:55:09 +08:00 |
|
vn.py
|
90caa3a408
|
[Mod] add hook for cancel order function with LocalOrderManager
|
2019-10-18 20:17:31 +08:00 |
|
vn.py
|
afb31f382f
|
Merge pull request #2146 from vnpy/dev-gateios
Dev gateios
|
2019-10-18 20:11:56 +08:00 |
|
vn.py
|
8f7ddd985a
|
[Mod] complete test of gateio gateway
|
2019-10-18 20:10:35 +08:00 |
|
vn.py
|
4336ccf065
|
[Mod] change function names
|
2019-10-18 19:22:35 +08:00 |
|
vn.py
|
d518566e55
|
[Mod] change gateio gateway name
|
2019-10-18 19:12:20 +08:00 |
|
vn.py
|
cd587127eb
|
[Del] use only trade data timestamp for market tick data
|
2019-10-18 15:20:04 +08:00 |
|
vn.py
|
9f8c0e87b7
|
[Fix] bug when calculating spread pos using net pos
|
2019-10-17 16:18:18 +08:00 |
|
vn.py
|
1a054ae9ae
|
[Add] query history data for BitstampGateway
|
2019-10-13 10:21:05 +08:00 |
|
vn.py
|
95a5dc7298
|
[Mod] use logdata for EVENT_ALGO_LOG
|
2019-10-12 22:38:57 +08:00 |
|
vn.py
|
cd612e41d8
|
[Mod] use net position for TapGateway
|
2019-10-12 18:37:41 +08:00 |
|
vn.py
|
48167ef755
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-10-12 18:36:44 +08:00 |
|
vn.py
|
801ca27c1d
|
[Mod] add aysnc support for cancel bistamp order
|
2019-10-12 18:36:39 +08:00 |
|
vn.py
|
9c5e2bb227
|
Merge pull request #2134 from 1122455801/spread_trading_md
【Add】 spread_trading.md
|
2019-10-12 12:29:37 +08:00 |
|
vn.py
|
5185610838
|
[Mod] tap gateway only support futures for now
|
2019-10-12 12:22:43 +08:00 |
|
vn.py
|
34544bb2f3
|
[Mod] add INE yd position support
|
2019-10-12 11:01:40 +08:00 |
|
KeKe
|
bbfee06a26
|
Create spread_trading.md
|
2019-10-10 23:45:50 +08:00 |
|
vn.py
|
a267f63732
|
[Mod] flake8 code quality improve
|
2019-10-09 16:28:16 +08:00 |
|
vn.py
|
6a50362eec
|
[Mod] process INE order in similar way with SHFE
|
2019-10-09 16:24:27 +08:00 |
|
vn.py
|
5aadb46bef
|
[Mod] initialize LegData with position when created
|
2019-10-08 17:00:09 +08:00 |
|
vn.py
|
70b589ed52
|
[Mod] convert order offset for INE contracts
|
2019-10-08 16:53:12 +08:00 |
|
vn.py
|
b66e2a9dd2
|
[Fix] add filter for duplicate ib contract update
|
2019-09-30 12:10:43 +08:00 |
|
vn.py
|
61bf6bb81e
|
[Fix] close #2099
|
2019-09-30 11:56:38 +08:00 |
|
vn.py
|
98716eec55
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-09-30 11:49:04 +08:00 |
|
vn.py
|
ad38cd2215
|
[Fix] add ssl support for ctp_gateway/ctptest_gateway, close #1997
|
2019-09-30 11:46:35 +08:00 |
|
vn.py
|
e67d21c15e
|
Merge pull request #2124 from vnpy/master
[Fix] rqdatac problem
|
2019-09-30 11:35:23 +08:00 |
|
vn.py
|
c7dbed9b69
|
[Fix] rqdatac max limit login problem
|
2019-09-30 11:33:54 +08:00 |
|
vn.py
|
142253c621
|
Merge pull request #2123 from xldistance/patch-31
删除多余print
|
2019-09-29 21:42:04 +08:00 |
|
xldistance
|
20722f6705
|
删除多余print
删除多余print
|
2019-09-29 10:29:42 +08:00 |
|
vn.py
|
99500a71fc
|
Merge pull request #2111 from 1122455801/gateiof_gateway
[Add] Gateiof gateway
|
2019-09-26 09:33:17 +08:00 |
|
vn.py
|
cb4e1106ab
|
Merge branch 'dev-gateios' into gateiof_gateway
|
2019-09-26 09:33:09 +08:00 |
|
vn.py
|
b433d54446
|
[Mod] improve code quality
|
2019-09-25 23:27:25 +08:00 |
|
vn.py
|
cdbbb7867e
|
Merge pull request #2114 from vnpy/dev-bitstamp-gateway
Dev bitstamp gateway
|
2019-09-25 23:20:32 +08:00 |
|