Commit Graph

1024 Commits

Author SHA1 Message Date
vn.py
c842281d47 [Add]新增CTA回测的百分比最大回撤和年化收益率 2018-01-09 10:02:42 +08:00
vn.py
5a954875d0 [Add]增加参数优化的其他统计数据输出 2018-01-08 17:28:30 +08:00
vn.py
132e08e281 [Mod]修改loadSyncData的时间点,在完成策略初始化后 2018-01-08 17:08:39 +08:00
vn.py
e15b682b13 [Fix]Close #660 保证金限制只针对开仓委托 2018-01-08 17:04:05 +08:00
vn.py
945c31fdde Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-01-08 16:46:55 +08:00
vn.py
2c305e8496 [Fix]Close #650 2018-01-08 16:46:21 +08:00
vn.py
2bb0947a85
Merge pull request #676 from tanzedan/dev
上海中期接口升级
2018-01-08 16:28:49 +08:00
Zedan Tan
c2b96c0444 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
2018-01-08 12:23:41 +08:00
vn.py
c320ce844f [Add]新增CRR期权定价模型,针对国内美式商品期权 2018-01-07 12:34:46 +08:00
vn.py
ebc748259e [Add]新增Black-Scholes期权定价公式(欧式股票期权) 2018-01-07 12:16:36 +08:00
vn.py
46f43ee834 [Add]增加PositionDetail中的持仓均价和持仓盈亏计算 2018-01-06 17:41:19 +08:00
vn.py
d519cfbdfe [Add]添加xtpGateway的断线重连功能 2018-01-06 13:30:58 +08:00
vn.py
61608dd20d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-01-05 15:16:28 +08:00
vn.py
9b493d609f [Fix]futuGateway过滤尚未有datetime的Tick推送 2018-01-05 15:16:16 +08:00
vn.py
b486658fb0 [Fix]Close #646 2018-01-05 12:33:35 +08:00
vn.py
5b92888b6d
Merge pull request #671 from tesla1060/master
black formula was incorrect.
2018-01-05 09:30:34 +08:00
vn.py
d98163f034 [Add]增加IB接口对现货贵金属的支持 2018-01-04 11:38:42 +08:00
shuo_at_work
9dcdd91457 black formula was incorrect. 2018-01-04 10:22:22 +08:00
vn.py
48cfae3222 [Mod]更新中泰证券XTP接口 2017-12-21 15:18:18 +08:00
vn.py
777c0d93aa [Fix]修复JaqsService模块的bug 2017-12-21 15:16:31 +08:00
vn.py
2dcdcdf4e9 [Fix]移除错误信息 2017-12-20 08:35:39 +08:00
vn.py
4e7b64eb39 [Mod]增加jaqsService的queryAccount和queryUniverse功能 2017-12-20 08:16:57 +08:00
vn.py
d006349fc3 [Add]新增用于实现单例模式的VtSingleton类,修改LogEngine的单例模式实现 2017-12-18 10:03:54 +08:00
vn.py
65bc568888 [Fix]修复vtSymbol错误指向symbol 2017-12-18 09:39:04 +08:00
vn.py
7a255ae4cf [Mod]修改okexGateway部分实现 2017-12-18 09:38:10 +08:00
vn.py
680c0dd535 [Fix]修复TradingWidget里sendOrder无法找到contract的bug 2017-12-18 09:37:31 +08:00
vn.py
8652f7fb2e [Mod]修改OKEX接口符合vn.py代码风格 2017-12-16 15:14:25 +08:00
vn.py
1dcd2239bd [Del]移除OkCoin和火币的老接口 2017-12-16 09:15:39 +08:00
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
2017-12-16 09:03:10 +08:00
vn.py
5b8f4f1c70 [Add]增加python-snappy安装说明 2017-12-16 09:02:32 +08:00
vn.py
cbb7b1b510 [Add]新增多信号CTA策略开发功能,close #567 2017-12-15 23:05:22 +08:00
vn.py
c66f1c32b4 [Fix]Close #601 2017-12-15 22:22:18 +08:00
ipqhjjybj
6a927787c0 add zb.com, fix one okex error ,add other platform 2017-12-15 21:15:05 +08:00
ipqhjjybj
6bc54e353d s 2017-12-15 21:11:48 +08:00
ipqhjjybj
ab6755c76d s 2017-12-15 21:10:38 +08:00
vn.py
601db4cf4a [Fix]移除Singleton的单例模式实现 2017-12-15 20:56:42 +08:00
vn.py
20b9f409df Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2017-12-15 20:32:29 +08:00
vn.py
2d09a42ca4
Merge pull request #644 from mhxueshan/dev
vtEngine.py中LogEngine单例模式变更, ctaEngine.py中saveSyncData函数中字符串格式变更
2017-12-15 20:32:16 +08:00
vn.py
1307d637ec [Fix]Close #638 2017-12-15 20:30:19 +08:00
vn.py
38338ddbc0 [Fix]Close #643 2017-12-15 20:22:55 +08:00
vn.py
527d4bf779 [Mod]BarManager改名为BarGenerator,close #607 2017-12-15 20:19:50 +08:00
XueShan
1b385cfa11 改进内容: 1.ctaEngine.py saveSyncData中的content不是unicode字符串,和上下文不一致,而且在ubuntu上会有兼容问题 2. vtEngine.py LogEngine的单例模式无效,采用了新的单例模式 2017-12-15 13:32:36 +08:00
vn.py
1abb73c7ab [Add]新增Excel RTD服务模块 2017-12-14 13:59:19 +08:00
ipqhjjybj
b8c0d436d6 add zaif, coincheck, okex , zb api interface. And add okex,coincheckk gateway 2017-12-10 20:52:43 +08:00
vn.py
739364ebfe [Fix]添加缺失的future库安装 2017-12-08 21:23:42 +08:00
vn.py
16c616ece1
Merge pull request #630 from vnpy/beta
Beta
2017-12-08 15:10:58 +08:00
vn.py
f1a7856022
Merge pull request #629 from vnpy/dev
Dev
2017-12-08 15:09:46 +08:00
vn.py
3c0309993d [Mod]修改版本号到v1.7.2以及相关文档 2017-12-06 22:04:04 +08:00
vn.py
ef6014c6f8 [Mod]添加情景分析的轴标签 2017-12-06 21:52:14 +08:00
vn.py
f3cb22e6ed [Fix]修复期权手动交易组件的事件订阅bug 2017-12-06 21:50:02 +08:00