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1046 Commits

Author SHA1 Message Date
vn.py
cc236a918d
[Merge] pull request #1381 from nanoric/optimized_toUtf8 2019-02-17 23:11:38 +08:00
vn.py
f15bb91f29 [Mod] change get_path related functions 2019-02-17 22:59:41 +08:00
vn.py
6c91951e02 [Add] general functions of VN Trader 
1. use json instead of shelve for setting/data storage
2. call original sys.__excepthook__ before showing exception with QMessageBox
 2019-02-17 22:59:01 +08:00
vn.py
ae78a7f0c0 [Add] init cta strategy in thread to avoid ui block 2019-02-17 15:00:02 +08:00
vn.py
9df1cf9a74 [Add] load and sync cta strategy data function 2019-02-16 11:18:58 +08:00
vn.py
7ade45e37f [Add] load_json/save_json function 2019-02-16 10:51:32 +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
e29345503b [Fix] bug in calculating daily result of cta backtesting 2019-02-15 16:05:34 +08:00
nanoric
0f7a82c072 [Add] 若python中没实现对应的虚函数，则什么都不做。[1] 
[Fix] 所有对dict的使用改为const &，减少不必要的复制

[1] PYBIND11_OVERLOAD默认会调用到C++原生实现。CTP的原生实现是什么都不做。
 2019-02-14 03:21:35 -04:00
nanoric
92d488e640 [Fix] 去掉get...中的异常捕获 
异常会被上层捕获，即pybind11.
pybind11会将异常转化为python异常然后回传到python之中。
 2019-02-14 03:13:22 -04:00
nanoric
8c0d11d601 [Fix] 稍稍修改一下toUtf8 2019-02-14 00:38:04 -04:00
vn.py
cb23935ac6 [Add] new ctp gateway 2019-02-10 11:49:09 +08:00
vn.py
1bf01b2377 [Add] new python 3 ctp api 2019-02-09 12:04:56 +08:00
vn.py
a302bc93c5 [Mod] format code with autopep8 2019-01-30 13:07:23 +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
b99c5ff590 [Add]backtesting function for cta strategy 2019-01-29 15:35:37 +08:00
vn.py
2dc8057de0 [Add] TurtleSignalStrategy for cta strategy app 2019-01-26 21:43:07 +08:00
vn.py
fdf2d4cf13 [Fix] some code mistakes caused by previous merge 2019-01-26 19:45:23 +08:00
vn.py
91678e0de2 Merge branch 'v2.0-DEV' of https://github.com/vnpy/vnpy into v2.0-DEV 2019-01-26 17:41:33 +08:00
vn.py
5d4e975ff4 [Mod]change formatting tools to black 2019-01-26 17:24:38 +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
d45b82e110 [Add] backtesting tool of CtaStrategy app 2019-01-24 14:13:57 +08:00
vn.py
9d5866e997 [Add] vnpy/trader/database.py for database connection 2019-01-24 14:13:36 +08:00
nanoric
cda0287246 [Fix] format error of /vnpy/trader/ui/widget.py 2019-01-21 05:46:31 -04:00
vn.py
a257b18f84 [Add] LogMonitor for cta strategy and global excepthook 2019-01-20 21:34:38 +08:00
vn.py
4596f3a515 [Add] CtaManager ui widget 2019-01-19 18:57:54 +08:00
vn.py
499ffd9491 [Add] CTA engine and template for creating strategies 2019-01-19 13:12:29 +08:00
nanoric
09067dcee6 [Fix] Fixed format error and naming error 2019-01-18 01:24:15 -04:00
vn.py
f97f090a25 [Add] BaseApp for app development 2019-01-18 09:35:35 +08:00
vn.py
7f8617ff2d [Mod]Complete test of bitmex gateway 2019-01-16 20:57:30 +08:00
vn.py
d5a39a7d7f [Add] New bitmex gateway for crypto currency futures trading 2019-01-16 15:22:44 +08:00
vn.py
32867a97c2 [Mod]Change websocket client code style 2019-01-16 09:25:18 +08:00
vn.py
ab9ddbbce3 [Mod]Change rest client code style 2019-01-16 08:16:16 +08:00
vn.py
578544a3c3 [Mod]Change constant value from str to enum 2019-01-15 22:04:02 +08:00
vn.py
9c897d04af [Mod] Change futu gateway contract size to 1 2019-01-14 22:56:26 +08:00
vn.py
33aff65e60 [Add] Complete futu gateway test 2019-01-14 22:52:03 +08:00
vn.py
f912207d3f [Add] Rest and websocket client 2019-01-13 13:23:10 +08:00
vn.py
242a97a2b2 [Add] Email engine for sending email message. 2019-01-12 10:44:53 +08:00
vn.py
6e1d90b327 [Add] Mainwindow now supports geometry setting save/load/restore 2019-01-12 09:54:56 +08:00
vn.py
60a640b6d1 [Add] Show VN Trader running path in main window 2019-01-12 09:43:27 +08:00
vn.py
91cb3d103d [Add] ConnectDialog supports field value save and load 2019-01-12 09:38:22 +08:00
vn.py
f3b2f506ed [Add] New gateway for Futu Securities 2019-01-11 23:54:01 +08:00
vn.py
857b0c243c [Add] Double click order monitor cells to cancel order 2019-01-11 15:49:11 +08:00
vn.py
a89cba984d [Add] Add about dialog 2019-01-11 13:06:39 +08:00
vn.py
1eb26d6151 [Add] Add write_log function in BaseGateway 2019-01-11 12:41:50 +08:00
vn.py
9b2b0561b1 [Add] Add active order monitor and contract manager 2019-01-11 12:21:55 +08:00
vn.py
40b5a4127c [Fix] Close #1167 2019-01-11 08:35:25 +08:00
vn.py
64c1c3ccde [Add] Complete ib gateway development 2019-01-10 23:45:21 +08:00
vn.py
84eaeb8733 [Add] Add monitor into mainwindow 2019-01-09 22:36:48 +08:00
vn.py
712fad6288 [Add] Add ib gateway using official ibapi from interactive brokers 2019-01-09 22:03:33 +08:00
vn.py
be25b684a0 [Add] Start ib gateway development 2019-01-09 16:41:51 +08:00
vn.py
a899060360 [Add] Add oms engine 2019-01-08 21:53:03 +08:00
vn.py
fe5b994b0e [Add] Add mainwindow and test code of VN Trader 2019-01-08 20:45:01 +08:00
vn.py
c304c2b125 [Add] Add log engine 2019-01-08 20:43:26 +08:00
vn.py
b996285ffd [Add] Add global setting file 2019-01-08 20:42:47 +08:00
vn.py
e25787536a [Add] Add trader ui widget 2019-01-06 20:16:29 +08:00
vn.py
ca14973b9a [Add] Add trader mainengine 2019-01-06 20:16:12 +08:00
vn.py
ca8b5fa406 [Add] Add abstract gateway class 2019-01-06 20:15:05 +08:00
vn.py
dfcd0ed0ea [Add] Add trader data object structure 2019-01-06 20:14:27 +08:00
vn.py
ad40633fd8 [Add] Add trader event type definition 2019-01-06 20:14:02 +08:00
vn.py
e32b76d243 [Add] Add trader constant definition 2019-01-06 20:13:50 +08:00
vn.py
9d3ec12695 [Add] Add event engine 2019-01-05 22:34:21 +08:00
vn.py
f7d5848758 [Del]clear all old files 2019-01-04 14:46:47 +08:00
vn.py
24dbe7d014 [Mod]调整WebsocketClient的对话信息记录函数 2018-12-29 09:44:25 +08:00
vn.py
32dc3aaf7e
Merge branch 'dev' into master 2018-12-29 09:40:43 +08:00
vn.py
389a98ab1a [Mod]更新README.MD 2018-12-28 16:43:04 +08:00
vn.py
ae5151cb76
Merge pull request #1308 from nanoric/fix_app_ui_blank_after_maximiize 
[Fix] 修正一个UI错误：修复了最大化app之后关闭再打开会显示一大片空白的问题
 2018-12-28 15:41:52 +08:00
nanoric
ac9048b0ad [Fix] 修正一个UI错误：修复了最大化app之后关闭再打开会显示一大片空白的问题 
[Add] UI功能性增强：点击某个app之后，该app一定会被移到前台。

顺便去掉了try_catch KeyError，改用if
 2018-12-28 03:03:57 -04:00
vn.py
2faac219a0 [Mod]完成火币接口的测试 2018-12-27 16:44:44 +08:00
vn.py
a4614a6f27 [Mod]请求查询异常时输出错误日志 2018-12-27 15:47:44 +08:00
nanoric
6542f1ebfa [Fix] 修正了huobiGateway与GET方法相关的签名问题 2018-12-27 01:15:00 -04:00
nanoric
f0c192cbbf [Fix] 修正了huobigateway与GET相关的签名方法 2018-12-27 01:11:05 -04:00
vn.py
6b564c9f01 [Mod]调整部分火币接口逻辑 2018-12-27 13:05:24 +08:00
vn.py
d25065fdea [Mod]调整onErrorMsg函数 2018-12-26 12:31:28 +08:00
vn.py
e8bf28bd8d [Add]升级火币接口 2018-12-26 12:30:02 +08:00
vn.py
155e0004b7
Merge pull request #1258 from Gwill/dev 
fix typo
 2018-12-24 20:43:14 +08:00
vn.py
5f576cc029 [Fix]Close #1297 2018-12-24 20:39:15 +08:00
vn.py
1add685b53 [Fix]修复OKEXF接口的5档行情顺序bug #1275 2018-12-24 20:36:52 +08:00
vn.py
483b754f09 [Mod]反转SpreadTrading界面上算法显示的顺序，改为和价差一致 Close #1083 2018-12-24 20:34:09 +08:00
vn.py
bc49cde7f0 [Fix]Close #1278 2018-12-24 09:43:17 +08:00
vn.py
55ee5ea9b1 [Fix]TradeCopy模块增加拒单监控，Close #1274 2018-12-24 09:39:49 +08:00
vn.py
41d970c041 [Fix]Close #1273 2018-12-24 09:35:40 +08:00
vn.py
372a879fce [Add]更新README 2018-12-20 12:38:10 +08:00
vn.py
e3ef232557 [Mod]调整部分文字说明 2018-12-20 10:06:51 +08:00
vn.py
b779f065e4 [Del]移除vnpy/data目录下通联和天勤数据接口 2018-12-20 10:00:17 +08:00
vn.py
97fcd7f19a [Mod]更新富途接口为futu-api 2018-12-20 09:55:48 +08:00
vn.py
fa2ce167ee [Add]新增图形化的RQData数据服务下载器 2018-12-06 16:12:58 +08:00
vn.py
50f1524c12 [Add]CTA策略实盘交易引擎加入对RQData的数据支持 2018-12-06 13:00:19 +08:00
vn.py
02ac91af6f [Mod]价差交易模块的价差算法显示改为和价差数据一致，Close #1083 2018-12-02 13:44:50 +08:00
vn.py
b7a5a0bbbe [Fix]Close #1261 2018-12-02 13:34:23 +08:00
vn.py
e47899b821 [Fix]Close #1254 2018-12-02 13:33:13 +08:00
vn.py
2de657db9b [Fix]Close #1260 2018-12-02 13:30:58 +08:00
vn.py
644d14881c [Add]新增交易复制模块TradeCopy 2018-12-02 13:24:04 +08:00
nanoric
fc7eb66226 [Fix] Okex 修正了登录时无持仓时的报错 2018-11-26 04:18:40 -04:00
nanoric
268f833bdc [Add] ws:在记录最后接收到的数据时尝试解包，若解包失败则使用原来的值 2018-11-26 04:18:12 -04:00
G_will
b4afae871d fix typo 2018-11-21 16:24:02 +08:00
vn.py
31784f32b6 [Add]将日志文件改为UTF8编码，Close #1248 2018-11-17 22:21:35 +08:00
vn.py
3fee9cb48e Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-11-17 09:53:18 +08:00
vn.py
4229f6e210 [Fix]Close #1239 2018-11-17 09:53:14 +08:00
wudan
b8001cf7f5 * 修复初始化策略后界面不更新inited值 2018-11-15 10:30:39 +08:00
vn.py
272857792e [Mod]完成海龟回测引擎的统计和绘图功能 2018-11-13 23:00:38 +08:00
vn.py
270847132a [Mod]修复之前海龟策略回测中的每日盈亏计算bug 2018-11-13 16:11:35 +08:00
vn.py
7675bf8a2e [Mod]Close #1097 2018-11-13 08:58:50 +08:00
vn.py
23d6399818 [Mod]更新OKEX期货接口的持仓查询逻辑 2018-11-08 22:30:11 +08:00
vn.py
2b826154f9
Merge pull request #1216 from nanoric/fix_websocket_init_lasttext 
[Fix] 将Websocket._lastSentText移动到__init__之中
 2018-11-07 17:20:00 +08:00
nanoric
3c3369960d [Fix] 修复一个BUG：字段的初始化应该放在__init__中 2018-11-07 02:51:15 -04:00
vn.py
f02d5a7ebe
Merge pull request #1214 from nanoric/fix_websocket_ping_no_reconnect 
[Fix] 修复一个BUG：websocket在发送ping包时出错将不会重连，导致后续每ping一次报一次错。
 2018-11-07 10:52:40 +08:00
vn.py
208e962e91 [Add]新增CTA模块下的单标的海龟交易策略 2018-11-07 10:47:28 +08:00
nanoric
06eb5f094b Merge branch 'dev' of https://github.com/vnpy/vnpy into fix_websocket_ping_no_reconnect 2018-11-06 22:13:40 -04:00
vn.py
33c5f15704 [Mod]移动okexFuturesGateway到beta目录 2018-11-06 23:08:36 +08:00
vn.py
257a3c86e8 [Add]重构OKEX期货接口 2018-11-06 23:07:43 +08:00
nanoric
fe51b1aa5e [Fix] 修复一个BUG：websocket在发送ping包时出错将不会重连，导致后续每ping一次报一次错。 2018-11-05 22:56:53 -04:00
vn.py
5b2059c4de [Mod]在CryptoTrader中加入OKEX期货接口 2018-11-06 09:24:39 +08:00
vn.py
68c9c09ac3 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-11-05 11:11:25 +08:00
vn.py
a8f289dd10 [Mod]将BarGenerator和ArrayManager移动到vtUtility.py中，Close #1084 2018-11-05 11:11:20 +08:00
vn.py
8baad896a8
Merge pull request #1207 from nanoric/fix_bitemex_onTrade_error_without_side 
[Fix] 修复了当bitmexgateway.socketapi响应onTrade时，遇到side字段为''导致异常的情况。
 2018-11-05 09:01:28 +08:00
nanoric
541c4b6f76 [Fix] 修复了当bitmexgateway.socketapi响应onTrade时，遇到side字段为''导致异常的情况。 
an example without 'size':
{
 'execID': '***', 'execType': 'Funding',
 'ordStatus': 'Filled', 'lastLiquidityInd': '', 'exDestination': 'XBME',
 'text': 'Funding',
 'lastQty': 508, 'timeInForce': 'AtTheClose', 'currency': 'USD', 'pegPriceType': '',
 'simpleLeavesQty': None, 'transactTime': '***', 'ordRejReason': '',
 'underlyingLastPx': None, 'execCost': 8051292, 'clOrdID': '', 'settlCurrency': 'XBt',
 'cumQty': 508, 'displayQty': None, 'lastPx': 6309.35, 'homeNotional': -0.08051292,
 'commission': -0.0001, 'avgPx': 6309.35, 'lastMkt': 'XBME', 'price': 6309.35,
 'trdMatchID': '***', 'simpleOrderQty': None,
 'contingencyType': '', 'triggered': '', 'timestamp': '***',
 'symbol': 'XBTUSD', 'foreignNotional': 508, 'pegOffsetValue': None, 'execInst': '',
 'simpleCumQty': None, 'execComm': -805, 'orderID': '***',
 'multiLegReportingType': 'SingleSecurity', 'account': ***, 'stopPx': None,
 'leavesQty': 0, 'tradePublishIndicator': '', 'orderQty': 508, 'workingIndicator': False,
 'ordType': 'Limit', 'clOrdLinkID': '',
 'side': ''
}
 2018-11-01 22:13:02 -04:00
vn.py
bc28feddfa
Merge pull request #1206 from nanoric/bitmex_onerror_show_more_details 
[Mod] 修改：BitmexGateway出错时将会在stderr里面打印更详细的错误信息
 2018-11-02 09:28:25 +08:00
vn.py
66d361b5e5
Merge pull request #1196 from Gwill/dev 
修改 Travis 在 py3.6 环境下无法通过的问题
 2018-11-02 09:27:59 +08:00
nanoric
d3da3c97b3 [Mod] 修改：BitmexGateway出错时将会在stderr里面打印更详细的错误信息 2018-11-01 00:30:33 -04:00
vn.py
6cf6bfb9b5
Merge pull request #1205 from nanoric/okex_compressed_websocket 
[Fix] Okex compressed websocket
 2018-11-01 10:08:20 +08:00
G_will
82ecab24a0 统一代码格式 2018-11-01 10:01:22 +08:00
nanoric
5e6f81e544 [Fix] 修复对OkexWebSocket的支持：OkexWebSocket强制启用了zlib压缩 
[Add] 增加了WebSocketClient.unpackData，用于自定义解包方法。默认解包方式为json.loads
 2018-10-31 05:09:48 -04:00
vn.py
2dfd4744a9
Merge pull request #1203 from nanoric/network_error_handle_with_detail 
[Add] 在RestClient.addRequest中增加onError参数，可以重定向onError回调。
 2018-10-31 13:49:55 +08:00
nanoric
4c39d4003e [Fix] 非当前目录下的strategyXxx.py不会被载入 2018-10-31 00:03:25 -04:00
nanoric
7ece16c914 [Fix] bitmexGateway: 当下单、撤单触发已知错误的时候不再响应默认onError或者onFailed 
[Mod] BitmexRestApi.onError:除了推送错误到时间引擎之外，还使用新的exceptionDetail在控制台打印详细的错误消息。

目前已知的错误只有网络错误。若下单时发生网络错误，该订单状态会被设置为rejected.
 2018-10-30 23:49:51 -04:00
nanoric
a4118f3364 [Add] 在RestClient.addRequest中增加onError参数，可以重定向onError回调。 
[Add] 在WebSocketClient, RestClient的错误处理函数中打印更多的详细信息
[Add] 增加RestClient.printExceptionDetail和WebSocketClient.printExceptionDetail，用于打印详细的错误信息
[Mod] 修改了对应的测试样例
 2018-10-30 23:36:50 -04:00
G_will
33714018de 优化 ctp 股票期权 tick 数据获取 2018-10-30 11:46:48 +08:00
vn.py
5b949c0124 [Mod]日志记录组件增加自动换行功能 2018-10-29 10:32:18 +08:00
vn.py
354dbb58f7 [Mod]对于没有涨跌价的市场，停止单触发使用5单价格发单 2018-10-29 10:32:05 +08:00
vn.py
a79a2019f2 [Mod]修改回调函数的参数命名 2018-10-26 15:08:57 +08:00
vn.py
7ded11666f Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-10-26 12:26:42 +08:00
vn.py
8c6b842e32
Merge pull request #1194 from nanoric/network_fix_errorhanding 
[Mod] 将websocket._connect移动到工作线程中
 2018-10-26 11:55:48 +08:00
nanoric
759489b1fd [Mod] 将websocket._connect移动到工作线程中 
[Mod] 修改错误处理方式：onError将会捕捉更多异常

onError目前比以前能够多捕获两种异常：
 * websocket首次连接时的异常
 * RestClient._createSession中产生的异常
 2018-10-25 04:25:40 -04:00
nanoric
59d82042c5 [Add] OkexGateway:增加深度信息 2018-10-25 00:33:28 -04:00
vn.py
3e479e460c [Fix]修复close函数错误 2018-10-24 16:55:45 +08:00
vn.py
8f83b6dcf2 [Mod]使用RestClient和WebsocketClient重新实现 2018-10-24 16:54:12 +08:00
nanoric
3fd5d398a8 Merge branch 'dev' of https://github.com/vnpy/vnpy into okexv3 2018-10-23 21:33:52 -04:00
nanoric
661d557bf3 [Add] okexv3 
将API层删除了，全部放到Gateway里面。
将V1RestAPI全部弃用，改为V3API。

因为V3API还不完善，目前还不支持主动的持仓查询
 2018-10-23 21:33:25 -04:00
nanoric
cab8fd1e0e [Mod] WebSocket改名为Websocket 2018-10-23 21:31:17 -04:00
nanoric
d68529dacd [Mod] 修正typehint 2018-10-23 21:26:54 -04:00
vn.py
1c4ab27d57
Merge pull request #1186 from nanoric/okex.websocket 
Okex.websocket
 2018-10-23 09:39:22 +08:00
nanoric
b702f77af9 [Mod] OkexFuture改名为OkexFutures 
[Add] 增加V3版本的OkexRestApi
 2018-10-21 22:42:20 -04:00
nanoric
f17793ed17 [Add] VtContractData.createFromGateway 2018-10-21 22:33:07 -04:00
nanoric
7c83a1e9be [Mod] RestClient、WebSocket重构 2018-10-21 22:32:34 -04:00
nanoric
35518106a2 [Mod] 重构RestClient, WebSocketClient 
主要有：
* beforeRequest改名为sign
* onFailed, onError由函数指针改为函数（利用Python的特性，可以重载，也可以仍然当函数指针用）
* sendData改名为sendBinary
* 优化了WebSocketClient的循环逻辑
 2018-10-18 05:30:30 -04:00
vn.py
4541673f58
Merge pull request #1170 from nanoric/okex.websocket 
Okex.websocket
 2018-10-17 21:01:08 +08:00
nanoric
028d344fc0 [Add] 增加订阅用户自己交易信息的接口：OkexFutureApi.OkexFutureWebSocketClient.subscribeUserTrade 2018-10-17 05:48:14 -04:00
nanoric
b90d997456 [Fix] 修复start后响应两次onConnected的错误 2018-10-17 05:46:03 -04:00
nanoric
1f37a5ebeb [Add] 增加okexFutureApi.trade 
[Add] okexFutureApi:增加自动登录
 2018-10-17 05:45:13 -04:00
nanoric
46dda98d07 [Add] 增加VtTradeData.createFromGateway 2018-10-17 05:26:28 -04:00
vn.py
9d124ed196 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-10-17 14:22:18 +08:00
vn.py
72bba04d5d [Add]增加BitmexGateway的主动行情订阅功能 2018-10-17 14:22:15 +08:00
nanoric
04068256d3 Merge branch 'dev' of https://github.com/vnpy/vnpy into okex.websocket 2018-10-16 22:01:05 -04:00
nanoric
c141360847 [Add] OkexFutureGateway.subscribe 
[Add] OkexFutureApi增加WebSocket客户端实现
 2018-10-16 05:49:36 -04:00
nanoric
e8ded9edf5 [Add] 增加VtTickData的静态初始化函数 
[Fix] 修复一个潜在BUG：仅仅载入vtObject.py并初始化VtLogData时有可能提示INFO字段不存在
 2018-10-16 05:48:44 -04:00
nanoric
eb844d4b9b [Mod] 将WebSocketClient.init(host)函数提前到__init__中调用 2018-10-16 05:46:42 -04:00
nanoric
1cc5c8b16e [Fix] 修复一个BUG：WebSocketClient无法初始化：onDisconnected赋值错误 2018-10-16 05:45:45 -04:00
vn.py
663f699537
Merge pull request #1169 from nanoric/okex.websocketclient.devel 
Okex.websocketclient.devel
 2018-10-16 14:43:25 +08:00
nanoric
995d994e8e [Mod] 不用简写：req改名为request 2018-10-16 02:19:30 -04:00
nanoric
713c183a14 [Mod] 将RestClient和WebSocketClient的默认回调改为可赋值的函数 2018-10-16 01:15:43 -04:00
nanoric
a5fc1bdba0 准备写okex的websocket api 2018-10-15 05:58:30 -04:00
nanoric
4cec0f6540 [Fix] okex:修复一个BUG：在传参的时候不应传apiSecret 2018-10-15 05:42:33 -04:00
nanoric
dc340d19b6 [Add] WebSocketClient:增加setCreateConnection 
[Add] WebSocketClient:增加一些注释
 2018-10-15 04:58:27 -04:00
nanoric
788677370f [Mod] WebsocketClient改名为WebSocketClient 2018-10-15 04:45:57 -04:00
nanoric
90d25fa536 Merge branch 'refactor.network.devel' into okex.devel 2018-10-15 04:39:39 -04:00
nanoric
562fae9a25 [Mod] WebSocketClient:非纯虚函数不使用abstractmethod 2018-10-15 04:39:09 -04:00
nanoric
c50c31a6bd [Mod] sendRequest改名为sendPacket 
和onPacket对应。
 2018-10-15 04:37:55 -04:00
nanoric
b8c6c92c43 [Mod] 使用一些VtObject相关的静态函数 2018-10-15 04:36:37 -04:00
nanoric
4d7c3bf417 [Add] WebSocketClient:增加onDisconnected 2018-10-15 04:35:55 -04:00
nanoric
a55246eb77 [Mod] WebSocketClient.onMessage改名为onPacket，以免和正常WebSocket的onMessage搞混。 2018-10-15 04:30:06 -04:00
nanoric
66cb55ef26 [Add] 增加一些用于创建VtObject的静态方法 2018-10-15 03:56:20 -04:00
nanoric
f2f4669123 [Fix] 修正错误的对websocket的引用 2018-10-15 03:20:54 -04:00
nanoric
a3129a8007 [Mod] sendReq改名为sendRequest（同步），addReq改名为addRequest（异步） 2018-10-15 03:12:05 -04:00
nanoric
c8a071f38e [Mod] 整理格式 2018-10-12 03:11:10 -04:00
nanoric
7cf5825bbe [Add] OkexFutureGateway:增加持仓查询接口 2018-10-12 03:08:12 -04:00
vn.py
449c0284de
Merge pull request #1164 from nanoric/refactor.network.devel 
Refactor.network.devel 2018-10-11
 2018-10-12 14:42:44 +08:00
nanoric
e51e03f910 [Fix] 修正对齐 2018-10-12 02:21:44 -04:00
nanoric
86586a71c7 [Add] OkexFutureGateway增加了queryOrders的接口 2018-10-12 02:19:57 -04:00
nanoric
c88f5b497a [Mod] errorCode2String改名为errorCodeToString 2018-10-12 02:04:39 -04:00
nanoric
abc82ecd96 [Fix] 修改一下typeHint 2018-10-12 01:30:58 -04:00
nanoric
aad3b6c51e [Fix] 将OkexzFutureRestClient.queryOrders变为可用 
[Mod] 修改一些注释
 2018-10-12 00:02:44 -04:00
nanoric
63c8401931 [Fix] 修复OkexFutureClient缺少签名的错误 2018-10-12 00:02:36 -04:00
nanoric
4878b3291b [Mod] 将Enum改为普通的object 
[Mod] onFailed增加一个errorCode参数
 2018-10-11 23:39:01 -04:00
nanoric
8c971c7d81 [Add] 增加OkexFutureSymbol类以表示可支持的合约（无法直接从API查询） 2018-10-11 23:10:00 -04:00
nanoric
6e0e1c116b [Mod] 将RestClient和WebClient移动到api文件夹中，并修改import方式 2018-10-11 22:53:48 -04:00
nanoric
a396b55f8e [Add] 完成OkexFutureApi.queryOrders 2018-10-11 22:50:04 -04:00
nanoric
0ee13bf862 [Add] RestClient:增加了Join函数 
[Mod] 将processReq改为保护方法：改名为_processReq
 2018-10-11 22:06:30 -04:00
vn.py
051f00f051
Merge pull request #1161 from raycool/raycool-dev 
套利交易逻辑对冲函数逻辑被动腿错误
 2018-10-12 09:08:39 +08:00
vn.py
9d834b040e
Merge pull request #1159 from nanoric/refactor.network 
Refactor.network
 2018-10-12 09:04:26 +08:00
huguanghui
100700257b fix symbol error 2018-10-11 20:34:27 +08:00
huguanghui
72fef7f1ff fix symbol error 2018-10-11 20:30:59 +08:00
nanoric
d9b5de31f3 [Add] 准备增加queryOrders 2018-10-11 06:13:40 -04:00
nanoric
0749007dc7 [Add] 修改部分注释 2018-10-11 06:12:41 -04:00
nanoric
694317b663 [Mod] 修改order的字段获取顺序：按字母顺序排列 2018-10-11 05:50:28 -04:00
nanoric
cf546672fd [Add] 完成okexFutureGateway.sendOrder 2018-10-11 04:05:26 -04:00
nanoric
a4859a94eb [Fix] OkexFutureApi:将onFailed参数变为真的可选 2018-10-11 04:04:33 -04:00
nanoric
26cfc17255 [Mod] OkexFutureApi:修改部分onFailed的智能提示 2018-10-11 03:52:03 -04:00
nanoric
fe99a3ddd8 [Fix] Fix:如果没有杠杆倍数，就不传这个参数 2018-10-11 03:46:32 -04:00
nanoric
f5755b222a [Add] 将OkexFutureRestClient做成独立的API分离出来 2018-10-11 03:37:25 -04:00
nanoric
6e71c59c06 [Mod] onFailed只接收两个参数,原来的data参数可以从req.response.raw读出 2018-10-10 22:09:20 -04:00
nanoric
e6f7781a47 [Mod] HttpClient改名为RestClient 2018-10-10 05:36:14 -04:00
nanoric
f0aa9c7172 [Add] okexFutureGateway:增加cancelOrder 2018-10-10 04:53:09 -04:00
nanoric
ab72e0303b [Mod] 改了一下注释 2018-10-10 04:52:30 -04:00
vn.py
c530a0a1b1 [Fix]Close #1153 2018-10-10 16:40:00 +08:00
vn.py
78446b2c25
Merge pull request #1158 from vnpy/master 
合并BitmexGateway市价单修改
 2018-10-10 16:13:43 +08:00
nanoric
486e6055e6 [Mod] HttClient：修改对应的测试 
[Del] 删除了HeadersAuthenticateHttpClient，因为不再需要了

该版本的测试可以通过
 2018-10-10 03:59:13 -04:00
nanoric
5d0de90e60 [Mod] HttpClient：HTTP请求成功的标准从status_code==200修改为status_code==2xx 2018-10-10 03:53:09 -04:00
nanoric
6b19abc875 [Mod] HttpClient:将和HTTP请求相关的东西都进了Request 
[Add] HttpClient.addReq:增加onFailed参数
 2018-10-10 03:44:57 -04:00
nanoric
c04850c9a0 [Add] okexFuture相关修改。 
我决定了，每一点小修改都commit，无论是否能运行。所以我把修改都提交上来了。
 2018-10-09 06:08:39 -04:00
nanoric
54b93a89b5 [Add] 我觉得还是有onFail好，不过不再是用自定义callback的形式，而是重载的形式。对应的，RequestStatus中的状态也增加了。 2018-10-09 06:07:50 -04:00
nanoric
7d65170e53 [Mod] restful包改名为network 
[Mod] RestfulClient改名为HttpClient
 2018-10-07 22:31:34 -04:00
nanoric
0236fcb864 [Fix] WebSocketClient：修正一个潜在Bug：因网络问题导致重连的exception不会被onError捕获 2018-10-07 04:10:38 -04:00
nanoric
85c64b00e4 [Mod] WebSocketClient隐藏一些内部变量 2018-10-07 04:07:03 -04:00
nanoric
c4d1da3045 [Mod] 将RestfulClient和WebSocketClient的构造和初始化分离开来。 2018-10-07 03:59:31 -04:00
nanoric
142a40652d [Mod] WebsocketClient改名为WebSocketClient 2018-10-07 03:38:55 -04:00
nanoric
2c626dbdaf [Add] 增加WebSocketClient 2018-10-07 03:33:27 -04:00
nanoric
b64338d272 [Mod] 修改RestfulClient的调用方法 2018-10-07 03:32:42 -04:00
vn.py
e690c65ea8 [Del]移除自动连接MongoDB的操作 2018-10-07 09:24:12 +08:00
nanoric
84b99010cb [Add] 将RESTFulApi的底层接口抽象化 
[Add] 增加Request类，用以查询某个请求的状态
 2018-10-06 06:03:31 -04:00
vn.py
97bf7e0cf5 [Fix]修复多进程优化的bug 2018-10-06 08:58:35 +08:00
vn.py
8a42c610bb
Merge pull request #1141 from raycool/dev 
[mod] 修复火币中tick和newtick混用错误
 2018-10-05 10:52:00 +08:00
vn.py
932e5e2773 [Fix]修复参数优化的bug 2018-10-02 13:55:47 +08:00
vn.py
0d4b12cfd7 [Fix]Close #1142 2018-10-01 22:42:29 +08:00
vn.py
da5455740e [Del]移除import pandas 2018-09-30 22:44:21 +08:00
vn.py
145d5215e7 [Mod]移除ctaBacktesting中对pandas的依赖 2018-09-30 22:23:51 +08:00
vn.py
3f8039f34e [Fix]Close #1114 2018-09-30 18:39:38 +08:00
vn.py
3792bb05a9 [Fix]修复bitmexGateway中合约大小取值字段错误的bug 2018-09-30 18:37:07 +08:00
huguanghui
bb694e3890 fix newtick and tick bug 2018-09-28 19:54:23 +08:00
vn.py
fe3b16c1b2 [Add]添加VtBarData的K线周期字段 2018-09-25 10:35:46 +08:00
nanoric
27fab6bfba [Fix] 修正市价单无法下单的问题 2018-09-20 02:43:21 -04:00
nanoric
b9d41a1d55 [Add] 新增openApp系列函数 2018-09-19 05:35:35 -04:00
vn.py
0e28c30b31
Merge pull request #1119 from nanoric/extract_outputOptimizeResult 
[Add] 将ctaBacktesting.outputOptimizeResult分离了出来
 2018-09-19 11:01:36 +08:00
nanoric
c1c9d93c8f
Update ctaBacktesting.py 2018-09-17 23:16:24 -03:00
nanoric
2c266f1309 [Add] 将ctaBacktesting.outputOptimizeResult分离了出来 2018-09-17 21:30:50 -04:00
vn.py
6ae4fc6727 [Fix]修复vnbitmex中的签名bug 2018-09-16 16:33:10 +08:00
vn.py
ed3ffd9ac2 [Add]bitmexGateway增加仿真环境testnet的支持 2018-09-16 14:19:40 +08:00
vn.py
0a2d54e826 [Add]新增历史数据相关类和函数 2018-09-14 17:54:02 +08:00
vn.py
23a14a7a19 [Add]BitMEX接口增加对testnet仿真环境的支持 2018-09-14 17:35:11 +08:00
vn.py
4bf6f333fa
Merge pull request #1108 from nanoric/AlgoUiHelper 
[Add] 为AlgoTrading增加能够自动生成UI的辅助代码
 2018-09-14 17:11:41 +08:00
nanoric
24198b82be [Fix] ctpGateway: 修正一个在查询持仓时，若未查询过该合约大小则出错的BUG 2018-09-13 21:32:08 -04:00
nanoric
20c77110bd [Add] 为AlgoTrading增加能够自动生成UI的辅助代码 2018-09-12 05:16:23 -03:00
vn.py
904895899a [Fix]Close #1089 2018-09-06 14:23:33 +08:00
vn.py
d5f09bdf33
Merge pull request #1093 from nanoric/ctp_types_correction 
[Fix] 某些时候往CTP接口下单，会产生报单字段有误的错误。
 2018-09-06 13:38:29 +08:00
nanoric
240c3fbded [Fix] 某些时候往CTP接口下单，会产生参数不合法的错误。 
Signed-off-by: nanoric <nanoric@qq.com>
 2018-09-05 05:02:59 -04:00
nanoric
b98b55cf23 [Fix] 改回丢失的状态按钮 
Signed-off-by: nanoric <nanoric@qq.com>
 2018-09-04 01:34:03 -04:00
vn.py
4f2e04c776
Merge pull request #1076 from studynon/dev 
[Mod]gateway相关的python3兼容性修改
 2018-08-29 12:59:34 +08:00
vn.py
89636da025
Merge pull request #1075 from cooooo/dev 
[Mod]统一使用queue
 2018-08-29 12:41:53 +08:00
studynon
c77d133d51 [Mod]gateway相关的python3兼容性修改 2018-08-28 23:15:32 +08:00
vn.py
c6794f8ba9 [Fix]Close #1047 2018-08-28 22:53:23 +08:00
vn.py
0aec6c90be Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-28 22:49:53 +08:00
vn.py
6fa8688b2c [Fix]Close #1066 6 2018-08-28 22:49:41 +08:00
cooooo
325717a9c6 [Mod]统一使用queue 2018-08-28 21:56:32 +08:00
Tom
f605478654
Update ctpGateway.py 
add f.close()
 2018-08-26 22:46:19 +08:00
studynon
8e4f9121a1 [Mod]ctpGateway的Python3兼容性修改 2018-08-25 10:33:54 +08:00
vn.py
cd1d939c58 [Fix]Close #1035 2018-08-13 00:54:32 +08:00
vn.py
97bfabe191 [Fix]Close #1034 2018-08-13 00:45:28 +08:00
vn.py
09b74d5d4f [Add]v1.9.0发布前的文档修改 2018-08-12 23:13:32 +08:00
vn.py
e1906094dc [Add]增加CTA回测模块的历史数据缓存服务器进程功能 #847 2018-08-06 15:04:24 +08:00
vn.py
672353f369 [Del]移除OANDA接口 2018-08-06 14:16:30 +08:00
vn.py
5cfb62fd31 [Add]DrEngine新增收盘时间功能，解决部分交易所没有收盘Tick推送导致最后一根K线缺失的问题 #957 #888 2018-08-06 13:56:12 +08:00
vn.py
da597b704a [Fix]Close #761 2018-08-06 12:01:19 +08:00
vn.py
8137b6af14 [Fix]Close #801 #748 2018-08-06 00:01:10 +08:00
vn.py
d89170a605 [Mod]增加引擎层的标准化接口 Close #787 2018-08-05 23:40:56 +08:00
vn.py
c33c45c381 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 23:40:01 +08:00
vn.py
ddf07c8b26 [Del]移除vnp/trader/app/jaqsService 2018-08-05 23:39:56 +08:00
vn.py
9eca6a96e6
Merge pull request #1025 from cclauss/print_function_python3 
Print() is a function in Python 3
 2018-08-05 23:22:09 +08:00
cclauss
fddcb45481 print() is a function in Python 3 2018-08-05 17:13:40 +02:00
vn.py
407c34df61 Revert "Merge pull request #999 from nanoric/optimize_ctp_performance" 
This reverts commit 8970554c2c, reversing
changes made to 27e2159f4e.
 2018-08-05 23:09:17 +08:00
vn.py
5001d6ef9d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 23:06:43 +08:00
vn.py
8970554c2c
Merge pull request #999 from nanoric/optimize_ctp_performance 
[Fix] 优化了ctp接口py转换层的性能
 2018-08-05 22:56:03 +08:00
vn.py
5dd17111d7 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 22:44:07 +08:00
vn.py
c430bc93c6 [Fix]Close #1002 2018-08-05 22:44:00 +08:00
vn.py
a674c1c72b [Fix]Close #1019 2018-08-05 22:03:43 +08:00
vn.py
1cba50e41c [Add]增加价差交易组件中算法部分的持仓监控，Close #977 2018-08-05 01:18:45 +08:00
vn.py
fcb039eee6 [Mod]Close #1008 2018-08-05 00:45:18 +08:00
vn.py
10306d286a [Add]新增套利算法ArbitrageAlgo 2018-08-05 00:38:49 +08:00
vn.py
db905149d6 [Fix]Close #1004 2018-08-04 22:08:21 +08:00
vn.py
1d5d7af64b [Fix]Close #995 2018-08-04 22:05:24 +08:00
vn.py
438bab3fff [Fix]Close #992 2018-08-04 21:57:09 +08:00
vn.py
030e448d37 [Fix]Close #1013 2018-08-04 21:53:18 +08:00
vn.py
176c4f26b1 [Add]增加停止单触发时对于委托失败的检查处理 2018-08-03 20:57:48 +08:00
vn.py
111f173aa0 [Add]增加算法交易RPC服务的数据推送功能 2018-07-25 22:57:15 +08:00
nanoric
f4f6d6742c [Fix] 优化了ctp接口py转换层的性能 
1.使用特化版的strcpy_s，提升拷贝性能
      2.避免重复的string拷贝
 2018-07-25 05:31:17 -04:00
vn.py
2b9d165e86 [Mod]修改数字货币接口查询资金的数据使用VtAccountData 2018-07-25 16:07:08 +08:00
vn.py
f3dcc0bf20 [Add]新增算法交易RPC服务功能 2018-07-25 10:03:34 +08:00
vn.py
76fd43dcd4 [Mod]改进Iceberg算法的护盘功能 2018-07-25 09:13:25 +08:00
vn.py
c2a7c2942e [Add]新增BestLimit算法 2018-07-24 19:09:44 +08:00
vn.py
bdec2398de [Add]新增Iceberg算法 2018-07-24 19:09:31 +08:00
vn.py
71eb543f24 [Add]新增Sniper算法 2018-07-24 19:09:19 +08:00
vn.py
ca4a0cdafb [Mod]调整算法交易组件目录结构，增加自动加载运行时目录下算法的功能 2018-07-24 09:16:46 +08:00
vn.py
1a75ef084a Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-23 23:31:20 +08:00
vn.py
04bdbf9f4e [Mod]AlgoEngine的算法加载改为自动扫描目录下算法文件的方式 2018-07-23 23:31:17 +08:00
vn.py
d43969ca1d [Mod]修改部分futuGateway的数据类型 2018-07-23 22:16:44 +08:00
vn.py
81ad791747 [Mod]修改DataRecording功能对于Tick时间戳的处理，兼容某些行情源Tick时间戳没有毫秒的情况 2018-07-23 17:55:36 +08:00
vn.py
384eb71b28 [Mod]完成futuGateway的测试 2018-07-23 15:39:00 +08:00
vn.py
65ed41fcf5 [Mod]使用text_type代替字符串函数unicode 2018-07-22 20:43:01 +08:00