Commit Graph

3566 Commits

Author SHA1 Message Date
vn.py
9a5cdbe3e8 [Add] statitical arbitrage strategy, close #1382 2019-11-10 16:11:05 +08:00
vn.py
687bdbc66d [Add] backtesting function for spread trading 2019-11-10 16:09:43 +08:00
vn.py
ddbf62d47a [Add] start developing spread backtesting function 2019-11-09 14:53:56 +08:00
vn.py
f39859a546 [Del] remove sma_ohlc 2019-11-08 22:50:59 +08:00
vn.py
c75cf932c1
Merge pull request #2182 from 1122455801/more_index
[Add] more index from talib
2019-11-08 23:39:38 +09:00
vn.py
b417efb241 [Fix] add TRADER_DIR to environment variables 2019-11-08 13:09:27 +08:00
KeKe
a3742a00de Update utility.py 2019-11-07 17:00:19 +08:00
vn.py
111e1cabd8 [Del] remove debug print 2019-11-07 16:24:28 +08:00
vn.py
09adbf5cf0 [Fix] close #2160 2019-11-07 16:23:33 +08:00
vn.py
cb835d5932 [Mod] close #2126 2019-11-07 16:08:34 +08:00
vn.py
b53a286295 [Mod] use auxPrice for IB stop order, close #2100 2019-11-07 16:05:22 +08:00
vn.py
11d94b9902 [Fix] use local time for tick data, close #2106 2019-11-07 16:00:05 +08:00
vn.py
4e966a4bdb [Mod] add depth volume for OesGateway, close #2112 2019-11-07 15:58:53 +08:00
vn.py
7e30f9fabc [Fix] close #2171 2019-11-07 15:45:27 +08:00
vn.py
3ed0131b44 [Mod] flake8 code quanlity improve 2019-11-07 15:33:48 +08:00
vn.py
65fc733a02 [Mod] use utc time for ByBit gateway 2019-11-07 15:28:02 +08:00
vn.py
2e01bef96f
Merge pull request #2181 from vnpy/dev-spread-crypto
Dev spread crypto
2019-11-07 16:08:00 +09:00
vn.py
daaadd8dca [Fix] close #2180 2019-11-07 14:33:08 +08:00
vn.py
f0590678df [Mod] cache subscribe market data request before websocket api is connected 2019-11-07 14:31:24 +08:00
vn.py
998045b7c8 [Mod] filter close position order data from web ui 2019-11-07 14:27:33 +08:00
vn.py
a67f32ae23 [Mod] save min_volume into spread setting 2019-11-07 11:20:04 +08:00
vn.py
b056901a38 [Mod] add combobox for setting spread min_volume 2019-11-07 11:03:05 +08:00
vn.py
47b256ea90 [Mod] round float number position to desired decimals for inverse contracts 2019-11-07 10:41:35 +08:00
vn.py
8ad0387204 [Del] remove local generated order time 2019-11-07 10:07:19 +08:00
vn.py
fde4c74ca5 [Mod] add average price for BitMEX position data 2019-11-07 09:50:10 +08:00
KeKe
f76952f979 Update bybit_gateway.py 2019-11-04 09:56:13 +08:00
vn.py
e1eedc063b [Fix] typo 2019-11-01 15:39:10 +08:00
vn.py
08de86dede [Mod] add offset of SpreadAlgoTemplate to determine which price to use for inverse contract volume calculation 2019-11-01 15:19:41 +08:00
vn.py
d8d2506e7a [Mod] spread leg data now supports net_pos_price 2019-11-01 15:02:09 +08:00
vn.py
d065f6c352 [Add] position price data for BitmexGateway 2019-11-01 14:34:37 +08:00
vn.py
18a1c6e247
Merge pull request #2173 from 1122455801/max_drawdown_duration20191101
[Add] max drawdown duration index
2019-11-01 10:57:17 +08:00
vn.py
020a35b4fb
Merge pull request #2168 from 1122455801/data_analysis20191031
[Add] Data analysis
2019-11-01 10:54:20 +08:00
KeKe
7cedaf6a2f Update backtesting.py 2019-11-01 10:49:16 +08:00
vn.py
523ff044c5
Merge pull request #2172 from vnpy/dev-editor
Dev editor
2019-11-01 10:40:04 +08:00
vn.py
b18cb1baa4 [Mod] add QScintilla into requirements.txt 2019-11-01 10:39:32 +08:00
vn.py
efedb60a85 [Add] edit strategy code directly in cta-backtester 2019-11-01 10:38:19 +08:00
vn.py
4f82f061ec [Mod] make CodeEditor singleton 2019-11-01 10:12:37 +08:00
vn.py
99fbebbbdb [Mod] add CodeEditor function to main window 2019-11-01 09:48:10 +08:00
vn.py
7d940f74f6 [Add] close editor function 2019-11-01 09:35:35 +08:00
vn.py
21f525ac96 [Mod] improve find/replace function 2019-11-01 09:19:17 +08:00
vn.py
31c7921c57 [Mod] complete general functions of editor 2019-10-31 23:12:27 +08:00
vn.py
990db038ee [Mod] add open/save file function 2019-10-31 21:31:09 +08:00
vn.py
5febee2aa3 [Add] new CodeEditor 2019-10-31 17:13:21 +08:00
vn.py
2916cb4391 [Mod] lock mode close order volume reset 2019-10-31 12:15:32 +08:00
KeKe
70b7e51c00 Create data_analysis.py 2019-10-31 11:48:08 +08:00
KeKe
3ca6cf5a20 Create data_analysis.ipynb 2019-10-31 11:48:05 +08:00
vn.py
ccdde7ee22 [Add] support for Level 2 data of CtpGateway 2019-10-31 11:47:23 +08:00
vn.py
8eca0abd13 [Add] support float number net pos 2019-10-29 21:13:49 +08:00
vn.py
bc489d9fab [Add] support for float spread bid/ask volume 2019-10-29 21:11:43 +08:00
vn.py
c1151dc8fc [Mod] add support for bitfinex margin trading 2019-10-29 16:15:43 +08:00