msincenselee
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43b07416da
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修改logger，支持多进程日志
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2018-01-11 17:18:57 +08:00 |
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vn.py
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a7bbeb73bc
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[Mod]修改CTA_Setting.json配置
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2018-01-11 16:03:42 +08:00 |
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vn.py
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53b8aa058e
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[Add]新增无界面的JaqsService服务程序
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2018-01-11 16:02:59 +08:00 |
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vn.py
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ccbec40abe
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[Mod]CtaEngine改为策略初始化完成后再订阅行情推送，Close #678
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2018-01-09 21:50:49 +08:00 |
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vn.py
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71c9db3e47
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[Fix]修复runCtaTrading潜在编码错误的问题
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2018-01-09 17:55:07 +08:00 |
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vn.py
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5afb45e306
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[Fix]修复QuantosDataService夜盘行情时间戳问题
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2018-01-09 10:28:07 +08:00 |
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vn.py
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c842281d47
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[Add]新增CTA回测的百分比最大回撤和年化收益率
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2018-01-09 10:02:42 +08:00 |
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vn.py
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5a954875d0
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[Add]增加参数优化的其他统计数据输出
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2018-01-08 17:28:30 +08:00 |
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vn.py
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132e08e281
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[Mod]修改loadSyncData的时间点，在完成策略初始化后
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2018-01-08 17:08:39 +08:00 |
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vn.py
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e15b682b13
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[Fix]Close #660 保证金限制只针对开仓委托
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2018-01-08 17:04:05 +08:00 |
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vn.py
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945c31fdde
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-08 16:46:55 +08:00 |
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vn.py
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2c305e8496
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[Fix]Close #650
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2018-01-08 16:46:21 +08:00 |
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vn.py
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2bb0947a85
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Merge pull request #676 from tanzedan/dev
上海中期接口升级
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2018-01-08 16:28:49 +08:00 |
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Zedan Tan
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c2b96c0444
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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
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2018-01-08 12:23:41 +08:00 |
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vn.py
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c320ce844f
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[Add]新增CRR期权定价模型，针对国内美式商品期权
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2018-01-07 12:34:46 +08:00 |
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vn.py
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ebc748259e
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[Add]新增Black-Scholes期权定价公式（欧式股票期权）
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2018-01-07 12:16:36 +08:00 |
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vn.py
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46f43ee834
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[Add]增加PositionDetail中的持仓均价和持仓盈亏计算
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2018-01-06 17:41:19 +08:00 |
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vn.py
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d519cfbdfe
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[Add]添加xtpGateway的断线重连功能
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2018-01-06 13:30:58 +08:00 |
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vn.py
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61608dd20d
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-05 15:16:28 +08:00 |
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vn.py
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9b493d609f
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[Fix]futuGateway过滤尚未有datetime的Tick推送
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2018-01-05 15:16:16 +08:00 |
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vn.py
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b486658fb0
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[Fix]Close #646
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2018-01-05 12:33:35 +08:00 |
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vn.py
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5b92888b6d
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Merge pull request #671 from tesla1060/master
black formula was incorrect.
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2018-01-05 09:30:34 +08:00 |
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vn.py
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d98163f034
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[Add]增加IB接口对现货贵金属的支持
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2018-01-04 11:38:42 +08:00 |
|
shuo_at_work
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9dcdd91457
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black formula was incorrect.
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2018-01-04 10:22:22 +08:00 |
|
msincenselee
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7d91bcb158
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修复load（）中type=False的bug
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2017-12-28 08:42:37 +08:00 |
|
msincenselee
|
babf53b8a3
|
增加策略内，获取合约保证金率、Size等支持
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2017-12-27 23:35:25 +08:00 |
|
msincenselee
|
5c3ce01326
|
每天净值记录
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2017-12-21 20:16:16 +08:00 |
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vn.py
|
48cfae3222
|
[Mod]更新中泰证券XTP接口
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2017-12-21 15:18:18 +08:00 |
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vn.py
|
777c0d93aa
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[Fix]修复JaqsService模块的bug
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2017-12-21 15:16:31 +08:00 |
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vn.py
|
2dcdcdf4e9
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[Fix]移除错误信息
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2017-12-20 08:35:39 +08:00 |
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vn.py
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4e7b64eb39
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[Mod]增加jaqsService的queryAccount和queryUniverse功能
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2017-12-20 08:16:57 +08:00 |
|
msincenselee
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a82e52ddea
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为无界面启动文件，以vtServer为容器，加载MainEngine，自动加载策略，启动远程端口
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2017-12-18 15:21:52 +08:00 |
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vn.py
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d006349fc3
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[Add]新增用于实现单例模式的VtSingleton类，修改LogEngine的单例模式实现
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2017-12-18 10:03:54 +08:00 |
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vn.py
|
65bc568888
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[Fix]修复vtSymbol错误指向symbol
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2017-12-18 09:39:04 +08:00 |
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vn.py
|
7a255ae4cf
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[Mod]修改okexGateway部分实现
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2017-12-18 09:38:10 +08:00 |
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vn.py
|
680c0dd535
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[Fix]修复TradingWidget里sendOrder无法找到contract的bug
|
2017-12-18 09:37:31 +08:00 |
|
msincenselee
|
373766e8b1
|
cta 周期类
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2017-12-17 12:44:21 +08:00 |
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vn.py
|
8652f7fb2e
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[Mod]修改OKEX接口符合vn.py代码风格
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2017-12-16 15:14:25 +08:00 |
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vn.py
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1dcd2239bd
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[Del]移除OkCoin和火币的老接口
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2017-12-16 09:15:39 +08:00 |
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vn.py
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ec88ac1ce3
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Merge pull request #634 from ipqhjjybj/dev
增加比特币交易所 ZB,OKEX,ZAIF,COINCHECK等接口实现，及OKEX,COINCHECK gateway实现
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2017-12-16 09:03:10 +08:00 |
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vn.py
|
5b8f4f1c70
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[Add]增加python-snappy安装说明
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2017-12-16 09:02:32 +08:00 |
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vn.py
|
cbb7b1b510
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[Add]新增多信号CTA策略开发功能，close #567
|
2017-12-15 23:05:22 +08:00 |
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vn.py
|
c66f1c32b4
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[Fix]Close #601
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2017-12-15 22:22:18 +08:00 |
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ipqhjjybj
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6a927787c0
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add zb.com, fix one okex error ,add other platform
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2017-12-15 21:15:05 +08:00 |
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ipqhjjybj
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6bc54e353d
|
s
|
2017-12-15 21:11:48 +08:00 |
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ipqhjjybj
|
ab6755c76d
|
s
|
2017-12-15 21:10:38 +08:00 |
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vn.py
|
601db4cf4a
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[Fix]移除Singleton的单例模式实现
|
2017-12-15 20:56:42 +08:00 |
|
vn.py
|
20b9f409df
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2017-12-15 20:32:29 +08:00 |
|
vn.py
|
2d09a42ca4
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Merge pull request #644 from mhxueshan/dev
vtEngine.py中LogEngine单例模式变更， ctaEngine.py中saveSyncData函数中字符串格式变更
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2017-12-15 20:32:16 +08:00 |
|
vn.py
|
1307d637ec
|
[Fix]Close #638
|
2017-12-15 20:30:19 +08:00 |
|