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1695 Commits

Author SHA1 Message Date
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
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
2274a29104 Merge branch 'master' of https://github.com/vnpy/vnpy 2019-09-30 11:23:02 +08:00
vn.py
746ac00854 [Fix] max limit bug with rqdatac 2019-09-30 11:22:16 +08:00
xldistance
20722f6705
删除多余print 
删除多余print
 2019-09-29 10:29:42 +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
vn.py
9139d3b01e [Mod] continuous query account data 2019-09-25 23:08:33 +08:00
vn.py
e0c15d4eee [Mod] complete test of order/trade push update 2019-09-25 22:53:13 +08:00
KeKe
4626deed62 Create gateiof_gateway.py 2019-09-25 17:13:11 +08:00
KeKe
04224b5e13 Update constant.py 2019-09-25 17:12:13 +08:00
KeKe
2f7cba2680 Create __init__.py 2019-09-25 17:10:30 +08:00
vn.py
d741221c41 [Mod] complete send/cancel order function 2019-09-25 15:34:13 +08:00
vn.py
04ad1cb981 [Mod] Reimplement BitstampGateway 2019-09-24 23:00:50 +08:00
nanoric
033740a215 [Mod] RestClient: restore logger 2019-09-24 10:35:12 +08:00
nanoric
2bf54862f4 Merge remote-tracking branch 'remotes/nanoric/oanda_gateway' into dev 
# Conflicts:
#	vnpy/api/rest/rest_client.py
#	vnpy/trader/constant.py
 2019-09-24 10:16:15 +08:00
vn.py
94ecc537c5
Merge branch 'dev' into bybit 2019-09-23 21:26:01 +08:00
vn.py
625513ac48
Merge pull request #2105 from nanoric/logger 
[Add] logger for RestClient & WebsocketClient
 2019-09-23 21:21:27 +08:00
vn.py
ff85ab7642
Merge pull request #2104 from nanoric/tap_wrappers 
[Mod] TapGateway: roll back custom callback_wrapper to fix invalid po…
 2019-09-23 21:15:47 +08:00
vn.py
5bb4a7135f [Fix] strategy_module_name may be not defined 2019-09-21 11:33:52 +08:00
nanoric
df2cbd52e4 [Add] logger for RestClient & WebsocketClient 2019-09-20 16:00:08 +08:00
nanoric
391d94411a [Mod] TapGateway: roll back custom callback_wrapper to fix invalid pointer BUG. 2019-09-20 14:33:58 +08:00
vn.py
846ea95093 [Fix] close #1997 2019-09-20 11:37:32 +08:00
vn.py
222475fdf9
Merge pull request #2103 from vnpy/dev 
Dev
 2019-09-19 22:25:02 +08:00
vn.py
7de6e0fb42 [Mod] add wmi into requirements 2019-09-19 21:55:33 +08:00
vn.py
2322406a93 [Fix] only subscribe if contract data found 2019-09-19 16:07:32 +08:00
vn.py
5e8a648874 [Fix] bug when __thread not created 2019-09-19 15:18:51 +08:00
vn.py
6f3a2b49c8 [Del] remove unused ci config files 2019-09-19 12:30:38 +08:00
vn.py
ad9676f242
Merge pull request #2098 from vnpy/dev 
[Fix] typo of vt_symbol
 2019-09-18 22:52:55 +08:00
vn.py
6967a825f2 [Fix] typo of vt_symbol 2019-09-18 22:51:25 +08:00
vn.py
1257f9a6b7
Merge pull request #2097 from vnpy/dev 
Dev
 2019-09-18 16:46:49 +08:00
vn.py
8ec0f439ee [Add] CFE exchange, close #2096 2019-09-18 13:03:13 +08:00
vn.py
99ea570b6c [Add] resubscribe logic to solve websocket data push stop problem, close #2045 2019-09-18 12:57:17 +08:00
vn.py
2448ef072d [Mod] use decimal.Decimal to ensure round_to precision, close #2002 2019-09-18 12:02:04 +08:00
vn.py
c02b37bde2 [Mod] auto subscribe market data when add new legs 2019-09-18 11:44:11 +08:00
vn.py
15bdeea400 [Mod] close #2060 2019-09-17 23:46:05 +08:00
vn.py
69f9a21c3e [Fix] close #2037 2019-09-17 23:41:10 +08:00
vn.py
38d090bed4 [Mod] close #2019 2019-09-17 23:30:30 +08:00
vn.py
0c1dc817b9 [Fic] close #2021 2019-09-17 23:28:36 +08:00
vn.py
8baafc5cf9 [Add] CBOE exchange enum 2019-09-17 23:14:43 +08:00
vn.py
1356aac894 [Mod] close #1937 2019-09-17 23:11:17 +08:00
vn.py
cf2a7ad2f7 [Mod] close #1950 2019-09-17 23:01:28 +08:00
vn.py
1053eb2d23 [Mod] close #1938 2019-09-17 22:56:40 +08:00
vn.py
06797b475f [Mod] update README.md 2019-09-17 22:48:20 +08:00
vn.py
6a5d04e61f [Add] BasicSpreadStrategy for demo 2019-09-17 22:35:40 +08:00
vn.py
80d89d1cb8 [Add] UI component for managing strategies 2019-09-17 17:41:20 +08:00
vn.py
3b9f1c3148 [Add] SpreadStrategyEngine for managing spread trading strategies 2019-09-17 16:26:48 +08:00
nanoric
9aa90f538f [Mod] make flake8 happy 2019-09-17 15:51:50 +08:00
nanoric
d805ed043c [Add] OandaGateway 2019-09-17 15:38:52 +08:00
vn.py
68090e4552 [Mod] add SpreadStrategyTemplate for creating spread strategies 2019-09-16 23:33:36 +08:00
vn.py
bbd62e02b7 [Mod] add EVENT_SPREAD_POS event type 2019-09-16 23:06:40 +08:00
vn.py
f46f796475 [Mod] move leg multiplier to SpreadData 2019-09-16 17:22:47 +08:00
vn.py
80c9dfe378 [Mod] complete test of algo trading function 2019-09-16 16:42:16 +08:00
vn.py
be9142e878 [Mod] add send/cancel order function of algo engine 2019-09-16 14:51:57 +08:00
vn.py
f94144b704 [Mod] remove test function 2019-09-15 23:53:49 +08:00
vn.py
d4cab7bfc2 [Add] stop algo by double click monitor cells 2019-09-15 21:46:49 +08:00
vn.py
b4081eb01e [Add] dialog ui for creating new spread 2019-09-15 21:34:47 +08:00
vn.py
2e4776eceb [Add] dialog ui for starting algo 2019-09-15 20:53:18 +08:00
vn.py
0ad86c8638 [Add] spread trading algo and engine 2019-09-15 17:44:08 +08:00
vn.py
0f4402833d [Add] template for spreading algo 2019-09-14 15:57:27 +08:00
vn.py
0ee582a12e [Mod] move OffsetConverter module to vnpy.trader 2019-09-14 14:39:24 +08:00
vn.py
98912462f6 [Add] spread price and pos calculation 2019-09-14 13:20:09 +08:00
vn.py
5a9dfa747d [Add] new spread trading app 2019-09-14 11:06:08 +08:00
vn.py
6b753f58a5 [Mod]simplify bitstamp gateway 2019-09-11 22:20:56 +08:00
vn.py
9dd329e4d5 [Mod] flake8 code quality improve 2019-09-11 20:59:49 +08:00
vn.py
27099ebb7a
Merge pull request #2087 from MarvelousPeach/bitstamp_gateway 
Bitstamp gateway
 2019-09-11 19:37:34 +08:00
K
0da8b784eb adding bitstamp gateway from Wudi 2019-09-10 10:19:59 +08:00
nanoric
29a39a258a [Mod] make flake8 happy 2019-09-09 10:59:34 +08:00
nanoric
0258a9b331 Merge remote-tracking branch 'remotes/origin/dev' into bybit 
# Conflicts:
#	vnpy/trader/constant.py
 2019-09-09 10:27:31 +08:00
nanoric
88a29c7bda [Add] BybitGateway 2019-09-08 23:13:02 +08:00
vn.py
afb079c9ca
Merge pull request #2071 from vnpy/dev-coinbase 
Dev coinbase
 2019-09-05 22:56:08 +08:00
vn.py
6b0bb3cbdb [Mod] change order lifecycle management detail of coinbase gateway 2019-09-05 22:55:03 +08:00
vn.py
8152682a2b [Add] query history data for coinbase gateway 2019-09-05 22:18:57 +08:00
vn.py
85f4fe9a3a [Add] query history bars from gateway if available for initing cta strategy 2019-09-05 13:20:15 +08:00
vn.py
eec5d0a769 [Mod] improve code quality of coinbase gateway 2019-09-05 13:13:39 +08:00
vn.py
77c2b52842 [Mod] complete general test of coinbase gateway 2019-09-05 11:23:37 +08:00
vn.py
019da35a55 [Fix] close #2055 2019-09-04 22:41:33 +08:00
LimingFang
2908442fd8 update constant coinbase 2019-09-04 15:52:41 +08:00
LimingFang
2ab2e49121 update coinbase 2019-09-04 15:51:35 +08:00
vn.py
851c22528f
Merge pull request #2066 from LimingFang/coinbase 
coinbase_gateway
 2019-09-04 11:27:24 +08:00
LimingFang
be039c314d coinbase_gateway 2019-09-03 10:55:27 +08:00
vn.py
3aab7b13db [Mod] flake8 code quality improvement 2019-09-03 10:20:36 +08:00
vn.py
32639a1ed7 [Fix] close #2046 2019-09-03 10:15:02 +08:00
vn.py
65e71ae66d
Merge pull request #2065 from vnpy/rpc-lock 
Rpc lock
 2019-09-03 10:04:26 +08:00
vn.py
238b59f112 [Add] filter for empty query trade/order data 2019-09-03 09:57:19 +08:00
vn.py
c89d2dff6b
Merge branch 'dev' into dev-okexs 2019-09-03 09:47:49 +08:00
vn.py
d4f9c7ca05 [Mod] complete test of okexs gateway 2019-09-03 09:45:40 +08:00
vn.py
1e804ad949
Merge pull request #2062 from vnpy/da 
Direct Access Futures Gateway
 2019-09-03 09:19:59 +08:00
vn.py
e43315f279 [Mod] add support for option 2019-09-02 16:56:48 +08:00
vn.py
fa6c9e9975 [Mod] complete function test of da gateway 2019-09-02 16:44:48 +08:00
vn.py
795eab7228 [Add] query function for da_gateway 2019-09-02 12:39:44 +08:00
vn.py
f3e7543f7a [Add] da_gateway for Direct Access Futures 2019-09-01 22:40:29 +08:00
nanoric
daa174c27d [Add] Okex Swap API. 
most of the code is copied from okexf api.
 2019-08-31 12:19:04 +08:00
nanoric
2a287dacfb [Fix] OkexfGateway: Fixed typo 2019-08-31 06:27:44 +08:00
vn.py
8eb0553574 [Add] wrapper for da future and stock api 2019-08-29 14:48:40 +08:00
vn.py
e43df6d9e6 [Add] DA market api 2019-08-28 22:35:12 +08:00
nanoric
a87084ad2e [Mod] RestClient: use shared thread pool. 2019-08-28 14:47:37 +08:00
vn.py
27b646a12b [Add] process typedef of new struct 2019-08-26 23:18:12 +08:00
vn.py
374bb478df [Mod] use generator script to genrate data_type and struct 2019-08-26 23:02:41 +08:00
vn.py
2b10d4d554 [Add] start to develop direct access futures api 2019-08-26 22:39:33 +08:00
vn.py
bdfa2bd895 [Add] support for stop order of ib gateway 2019-08-26 21:40:20 +08:00
vn.py
dd1039a880 [Add] rohon gateway 2019-08-26 17:54:57 +08:00
vn.py
7d05e9e6d1 [Add] xgj gateway 2019-08-26 15:14:37 +08:00
vn.py
409d33ed18 [Add] xgj trading api 2019-08-26 15:08:10 +08:00
nanoric
a0f1bc452e [Add] RpcClient: Added send lock. 
[Add] RcpClient: Added Heartbeat package
 2019-08-20 18:04:39 +08:00
vn.py
8a685483df [Add] aroon indicator for ArrayManager 2019-08-20 15:59:08 +08:00
vn.py
3077611e2d [Fix] filter new event push for BinanceGateway 2019-08-19 14:47:22 +08:00
nanoric
2505f78c14 [Del] remove trailing white space 
[Del] remove spaces in blank lines
 2019-08-15 16:38:21 +08:00
vn.py
85603bb369 [Fix] bug in xtp_gateway direction map 2019-08-13 09:14:17 +08:00
vn.py
cf0fc8b66f Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-08-10 11:59:37 +08:00
vn.py
f8cdca8cb8 [Mod] use ThreadPoolExecutor to run cta strategy init task in parallel 2019-08-10 11:58:12 +08:00
LimingFang
ede33a2506 script md update 89 2019-08-09 13:59:42 +08:00
nanoric
e86f6db0a7 Oes: Reduce building memory usage 
[Mod] oesapi: use c2py 0.5.4
 2019-08-08 14:43:00 +08:00
vn.py
d151b13ef5
Merge pull request #2006 from LimingFang/dev 
change sec2sopt
 2019-08-07 16:36:24 +08:00
LimingFang
75147ffb80 change sec2sopt 2019-08-07 16:18:20 +08:00
vn.py
1397c86ae8 [Fix] typo in xtp_gateway 2019-08-07 15:43:40 +08:00
vn.py
a9a23cbb3f
Merge pull request #2003 from nanoric/tap_encoding 
[Mod] tapapi: change encoding into GBK.
 2019-08-07 15:25:25 +08:00
vn.py
3028e28b57
Merge pull request #2004 from LimingFang/dev 
dev update sec_constant
 2019-08-07 15:25:13 +08:00
vn.py
1171bf8d93 [Mod] convert xtp unknown ticker type to equity product 2019-08-07 15:03:17 +08:00
LimingFang
e93362a2c0 update sec 87(2) 2019-08-07 14:32:19 +08:00
LimingFang
7de8d69c63 sec update 87(1) 2019-08-07 14:32:02 +08:00
nanoric
e4336b6c20 [Mod] tapapi: change encoding into GBK. 2019-08-07 12:41:12 +08:00
vn.py
1a82f6caf9 [Add] ExceptionDialog for showing exception message 2019-08-07 11:37:15 +08:00
vn.py
b5e9bdb559 [Mod] change strategy import function of pyd files 2019-08-06 22:40:11 +08:00
1122455801
b17a26b508 Update engine.py 2019-08-06 20:02:16 +08:00
1122455801
8dfc72591a Update engine.py 2019-08-06 18:52:33 +08:00
vn.py
73e8ebd132 [Mod] complete test of sec_gateway 2019-08-06 14:35:51 +08:00
vn.py
c2e87cfde1 [Mod] change prefix to lower case 2019-08-06 14:34:54 +08:00
LimingFang
71b0845c80 SecGateway and api 2019-08-06 13:53:53 +08:00
vn.py
c4dea3b440
Merge pull request #1996 from nanoric/oes_reduce_linux_building_memory 
Oes: reduce linux building memory
 2019-08-05 17:57:36 +08:00
nanoric
857b80f4f8 Reduce memory usage while building under Linux. 
Changes:
[Mod] rename autocxxpy into c2py
[Mod] use c2py 0.5.1
 2019-08-05 15:13:55 +08:00
vn.py
31e76df8a7 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-08-01 14:47:20 +08:00
vn.py
397c10e219 [Fix] position query pnl and price data switch 2019-08-01 14:47:14 +08:00
vn.py
2984d65f56
Merge pull request #1961 from xldistance/patch-28 
修复本地停止单返回数据错误
 2019-08-01 11:33:49 +08:00
vn.py
640150cdcb [Mod] use primaryExchange when exchange data not available 2019-07-29 15:16:25 +08:00
vn.py
b755f9f1fa [Mod] close #1969 2019-07-27 08:47:12 +08:00
vn.py
31bf3a7124 [Fix] convert position related str to float/int 2019-07-26 10:41:44 +08:00
xldistance
6ec7f301e4
修复本地停止单返回数据错误 
修复本地停止单返回数据错误
 2019-07-25 09:21:33 +08:00
vn.py
f85a7a54d5 [Fix] import sys module 2019-07-24 12:47:24 +08:00