Commit Graph

82 Commits

Author SHA1 Message Date
vn.py
4385dd871a [Add]genetic optimization of strategy parameters 2019-05-02 22:32:05 +08:00
vn.py
2da861d9e7 [Add]huobi derivatives gateway 2019-05-02 19:28:42 +08:00
vn.py
fbf59ab96f
Merge branch 'dev' into ga——01 2019-04-27 13:19:31 +08:00
1122455801
fc3e4338ff Create GA_Pre_Final.ipynb 2019-04-26 22:37:43 +08:00
vn.py
7941af5be8 [Mod]complete test of XtpGateway 2019-04-26 16:39:12 +08:00
vn.py
72dd05dcb5 [Mod]complete XtpQuoteApi 2019-04-25 11:40:02 +08:00
nanoric
29bb242c90 [Add] XtpGateway: alpha phrase 2019-04-24 06:38:46 -04:00
vn.py
b990ae7758 [Mod]add module_locale in femas pybind11 wrap 2019-04-24 11:44:39 +08:00
vn.py
347edb2906 [Mod]change file path in generator script 2019-04-24 11:15:11 +08:00
vn.py
62397fafc0 [Mod]change function name and complete test of OkexfGateway 2019-04-21 23:08:06 +08:00
nanoric
6f3b66a05c [Add] added test to check None return for newest_xxx_data if database is empty 2019-04-18 00:24:55 -04:00
nanoric
b72a1dc155 [Fix] fix bugs for newly added functions 2019-04-18 00:21:30 -04:00
vn.py
194ccdb09c [Add]websocket api for OnetokenGateway 2019-04-17 13:16:34 +08:00
vn.py
9de35bfd43 [Fix]use abs for trade volume 2019-04-17 09:20:29 +08:00
vn.py
a5550d42c7 [Mod]complete test of new database module with CtaStrategyApp 2019-04-16 13:39:06 +08:00
vn.py
1d527bc36e
Merge pull request #1602 from nanoric/master
[Add] database
2019-04-16 11:19:56 +08:00
nanoric
dd99609109 [Add] skip some tests under osx 2019-04-15 13:40:03 -04:00
vn.py
56d0812121 [Add]optimization function into CtaBackteserApp 2019-04-15 23:32:04 +08:00
nanoric
98c677118a [Add] run tests under osx 2019-04-15 08:54:28 -04:00
nanoric
a7a80e0e9a [Fix] try to fix errors 2019-04-15 01:26:45 -04:00
nanoric
080f0cc131 [Mod] psql: use connection string
[Mod] test_all.py: return 1 if errors
2019-04-15 00:22:21 -04:00
nanoric
21ba27aa87 [mod] make flake8 happy 2019-04-14 06:52:02 -04:00
nanoric
6a7b9e139d [Mod] 修正测试 2019-04-14 06:15:28 -04:00
nanoric
5d0bf006c6 [Add] added support for mongodb
[Add] added tests for database and CsvLoaderEngine
[Mod] changed .travis.yaml
2019-04-14 06:15:06 -04:00
nanoric
1074a26b77 [Add] added support for PostgreSQL 2019-04-14 06:15:05 -04:00
vn.py
bee61d79b0 [Add]CtaBackteserApp for GUI based backtesting 2019-04-11 14:01:29 +08:00
vn.py
0646e1ccd2 [Mod]complete twap algo and app test 2019-04-07 16:31:20 +08:00
vn.py
d4a70b8a9b
Merge pull request #1523 from 1122455801/genetic_algo
[Add]遗传算法模块
2019-04-05 15:22:42 +08:00
vn.py
3964142b2e [Mod]complete test for huobi gateway 2019-04-04 23:52:35 +08:00
vn.py
0ebe533d4f [Mod]improve code quality of okex gateway 2019-04-04 15:57:19 +08:00
vn.py
7d86efce39 [Mod]complete trading test of okex gateway 2019-04-04 07:40:44 +08:00
nanoric
11f5db1b77 [Add] added a test to check if all module can be import without error. 2019-03-27 04:17:33 -04:00
vn.py
1c601278ab [Fix]bugs in cta strategy app 2019-03-27 14:44:48 +08:00
1122455801
6359fac196 Create genetic_algorithm.ipynb 2019-03-26 15:53:15 +08:00
vn.py
0fa314faa8 [Fix]change brokerid to str in CtpGateway 2019-03-25 16:31:15 +08:00
vn.py
af7b433370 [Mod]improve code style of csv_loader 2019-03-20 18:12:19 +08:00
vn.py
da53a5fc0b [Mod]Add support for spread product class, close #1479 2019-03-14 09:22:03 +08:00
1122455801
b89eeb8d57 Update run.py 2019-03-05 23:15:31 +08:00
vn.py
3be6b3d4d3 [Add]readme and other docs 2019-02-25 17:40:15 +08:00
vn.py
9df1cf9a74 [Add] load and sync cta strategy data function 2019-02-16 11:18:58 +08:00
vn.py
95052ce822 [Add] add load history data function to cta live trading engine 2019-02-16 10:13:22 +08:00
vn.py
cb23935ac6 [Add] new ctp gateway 2019-02-10 11:49:09 +08:00
vn.py
d7c79327dc [Mod] reverse certain code formatting caused by black 2019-01-30 12:40:49 +08:00
vn.py
d05b558f87 [Fix] check typo bug with flake8 2019-01-30 09:54:51 +08:00
vn.py
346368cd2e [Fix] bug in calculating daily backtesting pnl result 2019-01-30 04:39:04 +08:00
vn.py
be8f57d039 [Add] download history data from rqdata into sqlite 2019-01-29 15:37:06 +08:00
vn.py
b99c5ff590 [Add]backtesting function for cta strategy 2019-01-29 15:35:37 +08:00
nanoric
8bb0bb5fbf [Mod] 再次进行一些格式修改
[Add] 增加对binding和tests的代码质量检查
[Add] 更新README.md
2019-01-24 09:06:31 -04:00
nanoric
ed1758a26a [Add] use flake8
[Mod] use black instead of yapf
2019-01-24 09:06:31 -04:00
vn.py
f97f090a25 [Add] BaseApp for app development 2019-01-18 09:35:35 +08:00