Commit Graph

800 Commits

Author SHA1 Message Date
vn.py
3a9ebc1bfa [Add]开始开发Web服务端 2018-01-21 15:36:48 +08:00
vn.py
73a69e8785 [Mod]将CTA监控组件的参数更新数据来源改为推送 2018-01-21 14:08:14 +08:00
vn.py
56c9fdcda5 [Del]移除无用策略代码 2018-01-19 09:43:11 +08:00
vn.py
a94548f0a4
Merge pull request #699 from yuanhuei/dev
Update dataService.py
2018-01-19 09:41:19 +08:00
vn.py
96956da754
Merge pull request #695 from felixonmars/patch-1
Fix a typo in README-en.md
2018-01-19 09:26:19 +08:00
yuanhuei
4ad43982ff
Add files via upload 2018-01-18 19:40:52 +08:00
yuanhuei
bd26888bcd
Update dataService.py
改变插入数据库中分钟k线时间戳,从分钟结束点改为分钟起始点,和vnpy程序内部以及策略处理一致。
2018-01-18 19:28:05 +08:00
Felix Yan
83ff2beac1
Fix a typo in README-en.md 2018-01-18 12:55:58 +08:00
vn.py
f6a2623720 [Fix]修复持仓价格计算可能出错的bug 2018-01-17 10:48:13 +08:00
vn.py
7e62a7cf2f
Merge pull request #687 from JaysonAlbert/dev
增加回测结果返回的数据
2018-01-16 13:35:18 +08:00
vn.py
62fc0bf751 [Add]添加期权策略交易界面的参数修改功能 2018-01-16 13:27:08 +08:00
vn.py
33a65208e5 [Add]增加OM策略模块的GUI组件 2018-01-16 11:37:39 +08:00
vn.py
32cfd415e3 [Add]自动安装脚本中增加python-snappy模块 2018-01-15 18:01:59 +08:00
vn.py
257b519981 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-01-15 17:31:26 +08:00
vn.py
5cd3411895 [Add]新增OptionMaster模块的策略交易引擎 2018-01-15 17:31:09 +08:00
vn.py
b0902d2c65 [Add]添加BasicMonitor组件调整列宽功能 2018-01-15 14:46:26 +08:00
JaysonAlbert
d2f11eba3b Merge branch 'dev' of https://github.com/JaysonAlbert/vnpy into dev 2018-01-15 09:55:47 +08:00
JaysonAlbert
36f6f2befa add resultList to result. 2018-01-15 09:53:38 +08:00
vn.py
1c9871dc7d
Merge pull request #685 from shaoupipi/patch-1
Update eventEngine.py
2018-01-15 09:24:28 +08:00
shaoupipi
d2a3d05384
Update eventEngine.py
事件引擎测试函数也去掉qt4,采用qtpy
2018-01-14 11:05:01 +08:00
vn.py
010bd71dd4 [Fix]修复CRR定价公式的错误 2018-01-13 17:31:30 +08:00
vn.py
a7bbeb73bc [Mod]修改CTA_Setting.json配置 2018-01-11 16:03:42 +08:00
vn.py
53b8aa058e [Add]新增无界面的JaqsService服务程序 2018-01-11 16:02:59 +08:00
vn.py
ccbec40abe [Mod]CtaEngine改为策略初始化完成后再订阅行情推送,Close #678 2018-01-09 21:50:49 +08:00
vn.py
71c9db3e47 [Fix]修复runCtaTrading潜在编码错误的问题 2018-01-09 17:55:07 +08:00
vn.py
5afb45e306 [Fix]修复QuantosDataService夜盘行情时间戳问题 2018-01-09 10:28:07 +08:00
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