Commit Graph

3406 Commits

Author SHA1 Message Date
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
vn.py
af3e90c280 [Add] only keep stream after connected 2019-10-29 15:02:36 +08:00
vn.py
6b11836816
Merge pull request #2165 from vnpy/master
[Mod] change thread worker no
2019-10-29 13:44:36 +08:00
vn.py
a74a2247c9 Merge branch 'master' of https://github.com/vnpy/vnpy 2019-10-29 13:42:39 +08:00
vn.py
3613e1c41d [Mod] only allow 1 thread to query rqdata 2019-10-29 13:42:33 +08:00
vn.py
77fa4ae706
Merge pull request #2164 from vnpy/master
[Fix] type error in init_cli_trading
2019-10-29 13:41:25 +08:00
vn.py
0a1aa0fd81
Merge pull request #2162 from lostleaf/master
[Fix] 修复 init_cli_trading 的 type hint
2019-10-29 13:37:41 +08:00
vn.py
766d705e7a [Mod] fix algo control bugs in BasicSpreadStrategy 2019-10-28 22:14:25 +08:00
lostleaf
bacd74657f [Fix] 修复 init_cli_trading 的 type hint 2019-10-28 19:51:24 +08:00
vn.py
877c703e0f [Add] support for FOK and IOC order of HBDM 2019-10-28 14:43:34 +08:00
vn.py
2147737169 [Del] remove query trade and history order function 2019-10-28 14:43:12 +08:00