senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
1,543 Commits 3 Branches 0 Tags 589 MiB
19789c60a6
Commit Graph

1543 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
vn.py
644d14881c [Add]新增交易复制模块TradeCopy 2018-12-02 13:24:04 +08:00
vn.py
9c79ab2167
Merge pull request #1262 from nanoric/fix_okex 
Fix okex
 2018-11-26 21:32:05 +08:00
nanoric
fc7eb66226 [Fix] Okex 修正了登录时无持仓时的报错 2018-11-26 04:18:40 -04:00
nanoric
268f833bdc [Add] ws:在记录最后接收到的数据时尝试解包，若解包失败则使用原来的值 2018-11-26 04:18:12 -04:00
G_will
b4afae871d fix typo 2018-11-21 16:24:02 +08:00
vn.py
c3cb62db60
Merge pull request #1251 from vnpy/beta 
合并v1.9.1到master分支
 2018-11-18 20:29:29 +08:00
vn.py
1c613b2978
Merge branch 'master' into beta 2018-11-18 20:29:15 +08:00
vn.py
ac626fd6f7
Merge pull request #1250 from vnpy/dev 
v1.9.1发布前最后修改
 2018-11-18 20:27:50 +08:00
vn.py
31784f32b6 [Add]将日志文件改为UTF8编码，Close #1248 2018-11-17 22:21:35 +08:00
vn.py
3fee9cb48e Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-11-17 09:53:18 +08:00
vn.py
4229f6e210 [Fix]Close #1239 2018-11-17 09:53:14 +08:00
vn.py
79a1fec453
Merge pull request #1237 from marzwu/dev 
* 修复初始化策略后界面不更新inited值
 2018-11-16 23:07:09 +08:00
wudan
b8001cf7f5 * 修复初始化策略后界面不更新inited值 2018-11-15 10:30:39 +08:00
vn.py
5ff6c56d87
Merge pull request #1233 from vnpy/dev 
v1.9.1 Beta
 2018-11-14 13:32:37 +08:00
vn.py
272857792e [Mod]完成海龟回测引擎的统计和绘图功能 2018-11-13 23:00:38 +08:00
vn.py
270847132a [Mod]修复之前海龟策略回测中的每日盈亏计算bug 2018-11-13 16:11:35 +08:00
vn.py
7675bf8a2e [Mod]Close #1097 2018-11-13 08:58:50 +08:00
vn.py
0f212f96f9 [Add]增加海龟策略的测试用数据，初步完成海龟策略 2018-11-11 16:04:25 +08:00
vn.py
846e677bbc [Mod]调整部分海龟命名 2018-11-11 15:25:59 +08:00
vn.py
e5c0850956 [Add]增加海龟回测中的手续费和滑点计算 2018-11-11 14:57:51 +08:00
vn.py
7071af22c2 [Add]增加计算盈亏时、以及计算海龟组合委托数量时，对合约乘数的计算 2018-11-11 14:51:46 +08:00
vn.py
30ab66928b [Mod]改为使用csv配置文件加载海龟组合 2018-11-11 14:29:04 +08:00
vn.py
d223c9fea1 [Mod]限制海龟策略的长短信号同一时间只允许一个交易 2018-11-11 13:59:02 +08:00
vn.py
ce0931c977 [Mod]增加海龟入场价格计算时对当前K线开盘价的检查 2018-11-11 11:55:10 +08:00
vn.py
3d1048848b [Add]新增完整海龟策略的例子examples/TurtleStrategy 2018-11-11 11:45:27 +08:00
vn.py
aaa4b80a7c [Add]RQData数据服务新增对日线级别数据的支持 2018-11-11 11:44:48 +08:00
vn.py
23d6399818 [Mod]更新OKEX期货接口的持仓查询逻辑 2018-11-08 22:30:11 +08:00
vn.py
234a64498f
Merge pull request #1217 from LeoK987/patch-1 
Update install.sh
 2018-11-08 10:09:30 +08:00
LeoK
f143849ac5
Update install.sh 
changed English questions
 2018-11-07 18:29:13 +08:00
LeoK
e455081c27
Update install.sh 
Added user options
 2018-11-07 18:18:04 +08:00
vn.py
2b826154f9
Merge pull request #1216 from nanoric/fix_websocket_init_lasttext 
[Fix] 将Websocket._lastSentText移动到__init__之中
 2018-11-07 17:20:00 +08:00
nanoric
3c3369960d [Fix] 修复一个BUG：字段的初始化应该放在__init__中 2018-11-07 02:51:15 -04:00
vn.py
f02d5a7ebe
Merge pull request #1214 from nanoric/fix_websocket_ping_no_reconnect 
[Fix] 修复一个BUG：websocket在发送ping包时出错将不会重连，导致后续每ping一次报一次错。
 2018-11-07 10:52:40 +08:00
vn.py
208e962e91 [Add]新增CTA模块下的单标的海龟交易策略 2018-11-07 10:47:28 +08:00
nanoric
06eb5f094b Merge branch 'dev' of https://github.com/vnpy/vnpy into fix_websocket_ping_no_reconnect 2018-11-06 22:13:40 -04:00
vn.py
33c5f15704 [Mod]移动okexFuturesGateway到beta目录 2018-11-06 23:08:36 +08:00
vn.py
257a3c86e8 [Add]重构OKEX期货接口 2018-11-06 23:07:43 +08:00
nanoric
fe51b1aa5e [Fix] 修复一个BUG：websocket在发送ping包时出错将不会重连，导致后续每ping一次报一次错。 2018-11-05 22:56:53 -04:00
vn.py
5b2059c4de [Mod]在CryptoTrader中加入OKEX期货接口 2018-11-06 09:24:39 +08:00
vn.py
68c9c09ac3 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-11-05 11:11:25 +08:00
vn.py
a8f289dd10 [Mod]将BarGenerator和ArrayManager移动到vtUtility.py中，Close #1084 2018-11-05 11:11:20 +08:00
vn.py
8baad896a8
Merge pull request #1207 from nanoric/fix_bitemex_onTrade_error_without_side 
[Fix] 修复了当bitmexgateway.socketapi响应onTrade时，遇到side字段为''导致异常的情况。
 2018-11-05 09:01:28 +08:00
nanoric
541c4b6f76 [Fix] 修复了当bitmexgateway.socketapi响应onTrade时，遇到side字段为''导致异常的情况。 
an example without 'size':
{
 'execID': '***', 'execType': 'Funding',
 'ordStatus': 'Filled', 'lastLiquidityInd': '', 'exDestination': 'XBME',
 'text': 'Funding',
 'lastQty': 508, 'timeInForce': 'AtTheClose', 'currency': 'USD', 'pegPriceType': '',
 'simpleLeavesQty': None, 'transactTime': '***', 'ordRejReason': '',
 'underlyingLastPx': None, 'execCost': 8051292, 'clOrdID': '', 'settlCurrency': 'XBt',
 'cumQty': 508, 'displayQty': None, 'lastPx': 6309.35, 'homeNotional': -0.08051292,
 'commission': -0.0001, 'avgPx': 6309.35, 'lastMkt': 'XBME', 'price': 6309.35,
 'trdMatchID': '***', 'simpleOrderQty': None,
 'contingencyType': '', 'triggered': '', 'timestamp': '***',
 'symbol': 'XBTUSD', 'foreignNotional': 508, 'pegOffsetValue': None, 'execInst': '',
 'simpleCumQty': None, 'execComm': -805, 'orderID': '***',
 'multiLegReportingType': 'SingleSecurity', 'account': ***, 'stopPx': None,
 'leavesQty': 0, 'tradePublishIndicator': '', 'orderQty': 508, 'workingIndicator': False,
 'ordType': 'Limit', 'clOrdLinkID': '',
 'side': ''
}
 2018-11-01 22:13:02 -04:00
vn.py
bc28feddfa
Merge pull request #1206 from nanoric/bitmex_onerror_show_more_details 
[Mod] 修改：BitmexGateway出错时将会在stderr里面打印更详细的错误信息
 2018-11-02 09:28:25 +08:00
vn.py
66d361b5e5
Merge pull request #1196 from Gwill/dev 
修改 Travis 在 py3.6 环境下无法通过的问题
 2018-11-02 09:27:59 +08:00
G_will
ad42d4ddac 修改 travis 在 py3 时的语法错误 2018-11-01 14:01:36 +08:00
nanoric
d3da3c97b3 [Mod] 修改：BitmexGateway出错时将会在stderr里面打印更详细的错误信息 2018-11-01 00:30:33 -04:00
vn.py
db7e10d3d9 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-11-01 11:10:08 +08:00
vn.py
f0f52f035c [Add]新增RQData数据服务 2018-11-01 11:10:05 +08:00
vn.py
6cf6bfb9b5
Merge pull request #1205 from nanoric/okex_compressed_websocket 
[Fix] Okex compressed websocket
 2018-11-01 10:08:20 +08:00