vn.py
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31c7921c57
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[Mod] complete general functions of editor
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2019-10-31 23:12:27 +08:00 |
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vn.py
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990db038ee
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[Mod] add open/save file function
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2019-10-31 21:31:09 +08:00 |
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vn.py
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5febee2aa3
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[Add] new CodeEditor
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2019-10-31 17:13:21 +08:00 |
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vn.py
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2916cb4391
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[Mod] lock mode close order volume reset
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2019-10-31 12:15:32 +08:00 |
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vn.py
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ccdde7ee22
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[Add] support for Level 2 data of CtpGateway
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2019-10-31 11:47:23 +08:00 |
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vn.py
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8eca0abd13
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[Add] support float number net pos
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2019-10-29 21:13:49 +08:00 |
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vn.py
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bc489d9fab
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[Add] support for float spread bid/ask volume
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2019-10-29 21:11:43 +08:00 |
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vn.py
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c1151dc8fc
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[Mod] add support for bitfinex margin trading
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2019-10-29 16:15:43 +08:00 |
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vn.py
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af3e90c280
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[Add] only keep stream after connected
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2019-10-29 15:02:36 +08:00 |
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vn.py
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6b11836816
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Merge pull request #2165 from vnpy/master
[Mod] change thread worker no
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2019-10-29 13:44:36 +08:00 |
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vn.py
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a74a2247c9
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Merge branch 'master' of https://github.com/vnpy/vnpy
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2019-10-29 13:42:39 +08:00 |
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vn.py
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3613e1c41d
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[Mod] only allow 1 thread to query rqdata
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2019-10-29 13:42:33 +08:00 |
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vn.py
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77fa4ae706
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Merge pull request #2164 from vnpy/master
[Fix] type error in init_cli_trading
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2019-10-29 13:41:25 +08:00 |
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vn.py
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0a1aa0fd81
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Merge pull request #2162 from lostleaf/master
[Fix] 修复 init_cli_trading 的 type hint
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2019-10-29 13:37:41 +08:00 |
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vn.py
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766d705e7a
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[Mod] fix algo control bugs in BasicSpreadStrategy
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2019-10-28 22:14:25 +08:00 |
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lostleaf
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bacd74657f
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[Fix] 修复 init_cli_trading 的 type hint
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2019-10-28 19:51:24 +08:00 |
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vn.py
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877c703e0f
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[Add] support for FOK and IOC order of HBDM
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2019-10-28 14:43:34 +08:00 |
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vn.py
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2147737169
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[Del] remove query trade and history order function
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2019-10-28 14:43:12 +08:00 |
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vn.py
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6fc466aaf3
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[Fix] bug in optimization with inverse mode
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2019-10-27 09:42:14 +08:00 |
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vn.py
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f74af8bce1
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[Mod] update mini api wrap
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2019-10-25 19:54:00 +08:00 |
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xldistance
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eab5ba8d5b
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Update bybit_gateway.py
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2019-10-25 08:24:44 +08:00 |
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xldistance
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7b6d8f7982
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fix bybitgateway price typre error
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2019-10-24 22:48:26 +08:00 |
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vn.py
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07e0e0709a
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[Mod] support inverse contract with size not equal to 1 (like HBDM)
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2019-10-22 15:45:27 +08:00 |
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vn.py
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44bd65b502
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[Mod] record coin (not contract) traded volume for inverse contract
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2019-10-22 15:24:11 +08:00 |
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vn.py
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7a72d5f63f
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[Mod] convert coin volume to contract volume for inverse contract
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2019-10-22 15:17:13 +08:00 |
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vn.py
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8781aa72d5
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[Mod] calculate inverse leg net pos
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2019-10-22 14:45:37 +08:00 |
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vn.py
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66cf47db3d
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[Mod] calculate inverse bid/ask volume
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2019-10-22 14:36:37 +08:00 |
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vn.py
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b5892b9607
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[Add] SpreadData supports inverse contract leg
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2019-10-22 11:40:47 +08:00 |
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vn.py
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9e92d989d7
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[Mod] DataRecorder: record spread data tick/bar
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2019-10-21 16:29:52 +08:00 |
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vn.py
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5df4e6f738
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[Mod] change code struction and complete test of BybitGateway
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2019-10-21 15:52:39 +08:00 |
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vn.py
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765bb5078a
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[Fix] update class combo after strategy classes loaded
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2019-10-21 15:44:58 +08:00 |
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vn.py
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2257f8318c
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[Mod] add query history data function
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2019-10-21 15:38:28 +08:00 |
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vn.py
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7a2007ddbd
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[Mod] simplify market data process
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2019-10-21 11:01:50 +08:00 |
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vn.py
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3c24365ae6
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[Mod] move all bybit codes into bybit_gateway.py
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2019-10-20 11:27:05 +08:00 |
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vn.py
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6d6756ae4d
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[Mod] show exception message when loading strategy class in cta_backtester
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2019-10-19 18:14:54 +08:00 |
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vn.py
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73e893cfdb
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[Mod] query all instruments available from RQData server
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2019-10-19 18:09:50 +08:00 |
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vn.py
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b117e84167
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[Mod] add default value for pre_close price if zero
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2019-10-19 00:04:52 +08:00 |
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vn.py
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01fed04246
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[Mod] add support for reverse contract in CtaBacktester
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2019-10-18 23:05:09 +08:00 |
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vn.py
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da33b01f7b
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[Mod] add support for BitMEX inverse contract
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2019-10-18 22:55:09 +08:00 |
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vn.py
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90caa3a408
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[Mod] add hook for cancel order function with LocalOrderManager
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2019-10-18 20:17:31 +08:00 |
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vn.py
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afb31f382f
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Merge pull request #2146 from vnpy/dev-gateios
Dev gateios
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2019-10-18 20:11:56 +08:00 |
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vn.py
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8f7ddd985a
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[Mod] complete test of gateio gateway
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2019-10-18 20:10:35 +08:00 |
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vn.py
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4336ccf065
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[Mod] change function names
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2019-10-18 19:22:35 +08:00 |
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vn.py
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d518566e55
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[Mod] change gateio gateway name
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2019-10-18 19:12:20 +08:00 |
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vn.py
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cd587127eb
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[Del] use only trade data timestamp for market tick data
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2019-10-18 15:20:04 +08:00 |
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vn.py
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9f8c0e87b7
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[Fix] bug when calculating spread pos using net pos
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2019-10-17 16:18:18 +08:00 |
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vn.py
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1a054ae9ae
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[Add] query history data for BitstampGateway
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2019-10-13 10:21:05 +08:00 |
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vn.py
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95a5dc7298
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[Mod] use logdata for EVENT_ALGO_LOG
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2019-10-12 22:38:57 +08:00 |
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vn.py
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cd612e41d8
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[Mod] use net position for TapGateway
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2019-10-12 18:37:41 +08:00 |
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vn.py
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801ca27c1d
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[Mod] add aysnc support for cancel bistamp order
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2019-10-12 18:36:39 +08:00 |
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vn.py
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5185610838
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[Mod] tap gateway only support futures for now
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2019-10-12 12:22:43 +08:00 |
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vn.py
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34544bb2f3
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[Mod] add INE yd position support
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2019-10-12 11:01:40 +08:00 |
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vn.py
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a267f63732
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[Mod] flake8 code quality improve
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2019-10-09 16:28:16 +08:00 |
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vn.py
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6a50362eec
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[Mod] process INE order in similar way with SHFE
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2019-10-09 16:24:27 +08:00 |
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vn.py
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5aadb46bef
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[Mod] initialize LegData with position when created
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2019-10-08 17:00:09 +08:00 |
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vn.py
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70b589ed52
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[Mod] convert order offset for INE contracts
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2019-10-08 16:53:12 +08:00 |
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vn.py
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b66e2a9dd2
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[Fix] add filter for duplicate ib contract update
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2019-09-30 12:10:43 +08:00 |
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vn.py
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61bf6bb81e
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[Fix] close #2099
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2019-09-30 11:56:38 +08:00 |
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vn.py
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98716eec55
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2019-09-30 11:49:04 +08:00 |
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vn.py
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ad38cd2215
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[Fix] add ssl support for ctp_gateway/ctptest_gateway, close #1997
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2019-09-30 11:46:35 +08:00 |
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vn.py
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e67d21c15e
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Merge pull request #2124 from vnpy/master
[Fix] rqdatac problem
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2019-09-30 11:35:23 +08:00 |
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vn.py
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c7dbed9b69
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[Fix] rqdatac max limit login problem
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2019-09-30 11:33:54 +08:00 |
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vn.py
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2274a29104
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Merge branch 'master' of https://github.com/vnpy/vnpy
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2019-09-30 11:23:02 +08:00 |
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vn.py
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746ac00854
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[Fix] max limit bug with rqdatac
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2019-09-30 11:22:16 +08:00 |
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xldistance
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20722f6705
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删除多余print
删除多余print
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2019-09-29 10:29:42 +08:00 |
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vn.py
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cb4e1106ab
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Merge branch 'dev-gateios' into gateiof_gateway
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2019-09-26 09:33:09 +08:00 |
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vn.py
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b433d54446
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[Mod] improve code quality
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2019-09-25 23:27:25 +08:00 |
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vn.py
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cdbbb7867e
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Merge pull request #2114 from vnpy/dev-bitstamp-gateway
Dev bitstamp gateway
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2019-09-25 23:20:32 +08:00 |
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vn.py
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9139d3b01e
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[Mod] continuous query account data
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2019-09-25 23:08:33 +08:00 |
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vn.py
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e0c15d4eee
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[Mod] complete test of order/trade push update
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2019-09-25 22:53:13 +08:00 |
|
KeKe
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4626deed62
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Create gateiof_gateway.py
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2019-09-25 17:13:11 +08:00 |
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KeKe
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04224b5e13
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Update constant.py
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2019-09-25 17:12:13 +08:00 |
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KeKe
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2f7cba2680
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Create __init__.py
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2019-09-25 17:10:30 +08:00 |
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vn.py
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d741221c41
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[Mod] complete send/cancel order function
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2019-09-25 15:34:13 +08:00 |
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vn.py
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04ad1cb981
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[Mod] Reimplement BitstampGateway
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2019-09-24 23:00:50 +08:00 |
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nanoric
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033740a215
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[Mod] RestClient: restore logger
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2019-09-24 10:35:12 +08:00 |
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nanoric
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2bf54862f4
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Merge remote-tracking branch 'remotes/nanoric/oanda_gateway' into dev
# Conflicts:
# vnpy/api/rest/rest_client.py
# vnpy/trader/constant.py
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2019-09-24 10:16:15 +08:00 |
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vn.py
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94ecc537c5
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Merge branch 'dev' into bybit
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2019-09-23 21:26:01 +08:00 |
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vn.py
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625513ac48
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Merge pull request #2105 from nanoric/logger
[Add] logger for RestClient & WebsocketClient
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2019-09-23 21:21:27 +08:00 |
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vn.py
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ff85ab7642
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Merge pull request #2104 from nanoric/tap_wrappers
[Mod] TapGateway: roll back custom callback_wrapper to fix invalid po…
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2019-09-23 21:15:47 +08:00 |
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vn.py
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5bb4a7135f
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[Fix] strategy_module_name may be not defined
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2019-09-21 11:33:52 +08:00 |
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nanoric
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df2cbd52e4
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[Add] logger for RestClient & WebsocketClient
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2019-09-20 16:00:08 +08:00 |
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nanoric
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391d94411a
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[Mod] TapGateway: roll back custom callback_wrapper to fix invalid pointer BUG.
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2019-09-20 14:33:58 +08:00 |
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vn.py
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846ea95093
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[Fix] close #1997
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2019-09-20 11:37:32 +08:00 |
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vn.py
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222475fdf9
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Merge pull request #2103 from vnpy/dev
Dev
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2019-09-19 22:25:02 +08:00 |
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vn.py
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7de6e0fb42
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[Mod] add wmi into requirements
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2019-09-19 21:55:33 +08:00 |
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vn.py
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2322406a93
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[Fix] only subscribe if contract data found
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2019-09-19 16:07:32 +08:00 |
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vn.py
|
5e8a648874
|
[Fix] bug when __thread not created
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2019-09-19 15:18:51 +08:00 |
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vn.py
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6f3a2b49c8
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[Del] remove unused ci config files
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2019-09-19 12:30:38 +08:00 |
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vn.py
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ad9676f242
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Merge pull request #2098 from vnpy/dev
[Fix] typo of vt_symbol
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2019-09-18 22:52:55 +08:00 |
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vn.py
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6967a825f2
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[Fix] typo of vt_symbol
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2019-09-18 22:51:25 +08:00 |
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vn.py
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1257f9a6b7
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Merge pull request #2097 from vnpy/dev
Dev
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2019-09-18 16:46:49 +08:00 |
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vn.py
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8ec0f439ee
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[Add] CFE exchange, close #2096
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2019-09-18 13:03:13 +08:00 |
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vn.py
|
99ea570b6c
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[Add] resubscribe logic to solve websocket data push stop problem, close #2045
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2019-09-18 12:57:17 +08:00 |
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vn.py
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2448ef072d
|
[Mod] use decimal.Decimal to ensure round_to precision, close #2002
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2019-09-18 12:02:04 +08:00 |
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vn.py
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c02b37bde2
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[Mod] auto subscribe market data when add new legs
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2019-09-18 11:44:11 +08:00 |
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vn.py
|
15bdeea400
|
[Mod] close #2060
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2019-09-17 23:46:05 +08:00 |
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vn.py
|
69f9a21c3e
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[Fix] close #2037
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2019-09-17 23:41:10 +08:00 |
|
vn.py
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38d090bed4
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[Mod] close #2019
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2019-09-17 23:30:30 +08:00 |
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vn.py
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0c1dc817b9
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[Fic] close #2021
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2019-09-17 23:28:36 +08:00 |
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