chenxy123
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42df562e60
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初步完成了vn.trader的CTA策略模块,和vn.strategy相比的主要变化包括:
1. 重新设计的策略引擎API
2. 重新设计的策略模板,策略方面的开发更直观
3. 设计了一个基于EMA双均线的演示策略
4. 基于新的策略模板重写了行情记录工具DataRecorder
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2016-02-04 20:41:37 +08:00 |
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chenxy123
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a6cc6cb339
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测试提交
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2015-12-30 22:50:25 +08:00 |
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WOLF
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52bc6fd441
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修改了部分主引擎的对外API函数
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2015-12-30 22:01:17 +08:00 |
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WOLF
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e7808df556
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更新vn.event
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2015-12-23 16:02:44 +08:00 |
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WOLF
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5ad238dceb
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增加了不依赖Qt的事件引擎类EventEngine2,timer使用python的线程实现。
作为演示,把vn.trader中的MainEngine改为了使用新的事件引擎(其实就在EventEngine后加了个2),下一次更新会回来。
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2015-12-23 16:00:20 +08:00 |
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WOLF
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a296a7c6f3
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修改Readme
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2015-12-23 14:20:54 +08:00 |
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WOLF
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a5ac08cb2d
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1. 完成了金仕达黄金接口的封装
2. 将金仕达黄金接口对接上了vn.trader
3. 将vn.trader中的gateway放到独立文件夹下,程序结构更加清晰
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2015-12-23 14:15:41 +08:00 |
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WOLF
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e05fd91545
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1. 完成了飞马接口的封装,并已加入vn.trader
2. 完成金仕达黄金T+D接口的封装,但没有测试账号尚未进行测试
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2015-12-17 10:15:12 +08:00 |
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msincenselee
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843814bd83
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ignore old files
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2015-12-15 16:28:52 +08:00 |
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msincenselee
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eac3bda7a3
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更新dll,适合windows server
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2015-12-15 16:26:42 +08:00 |
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WOLF
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9304a93735
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在BasicMonitor中增加了允许点击表头排序的功能,需要的可以自行开启,作为演示把MarketMonitor的表头排序开启了。
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2015-12-10 13:25:52 +08:00 |
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msincenselee
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2e6d994a5d
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实盘修改
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2015-12-09 23:42:17 +08:00 |
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WOLF
|
47d8f1d0d3
|
增加金仕达期权接口的封装vn.ksotp,并已加入vn.trader。
同时对vn.trader的CTA模块进行了一些修改。
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2015-12-09 11:19:45 +08:00 |
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WOLF
|
7f4a2167f5
|
添加了vn.trader的通联数据接口以及历史数据下载组件
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2015-11-25 10:32:06 +08:00 |
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msincenselee
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64f772e650
|
Merge remote-tracking branch 'refs/remotes/vnpy/master'
Conflicts:
vn.trader/ContractData.vt
vn.trader/ctaEngine.py
vn.trader/ctaStrategies.py
vn.trader/ltsGateway.py
vn.trader/uiBasicWidget.py
vn.trader/uiMainWindow.py
vn.trader/vtConstant.py
vn.trader/vtEngine.py
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2015-11-20 15:50:57 +08:00 |
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msincenselee
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4cbc660b62
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add comment
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2015-11-20 15:26:15 +08:00 |
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WOLF
|
e019a2bb35
|
修复CtaEngine的sendOrder的bug
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2015-11-20 15:25:58 +08:00 |
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WOLF
|
241808b45b
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修复之前版本里的一些bug,并完成CTA用数据记录工具(tick和分钟线)
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2015-11-20 14:11:29 +08:00 |
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msincenselee
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bdd35fb9d5
|
comment vnpy
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2015-11-15 15:53:54 +08:00 |
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msincenselee
|
a69e8836d0
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merge
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2015-11-14 21:41:48 +08:00 |
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msincenselee
|
3f082b40f7
|
merge 2
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2015-11-13 15:59:25 +08:00 |
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msincenselee
|
a1050d84f6
|
merge
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2015-11-13 11:39:26 +08:00 |
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msincenselee
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d7c225e9fe
|
mysql_connect
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2015-11-09 22:13:13 +08:00 |
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msincenselee
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01d9f9e876
|
merge
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2015-11-09 21:25:32 +08:00 |
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msincenselee
|
d009a5deb5
|
20151105
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2015-11-05 00:40:18 +08:00 |
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msincenselee
|
91d9d32a5c
|
20151105
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2015-11-05 00:37:09 +08:00 |
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msincenselee
|
09646b6158
|
Merge remote-tracking branch 'refs/remotes/vnpy/master'
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2015-11-05 00:32:47 +08:00 |
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msincenselee
|
f28351a242
|
20151105
|
2015-11-05 00:28:41 +08:00 |
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msincenselee
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43f96b1e05
|
201501105
|
2015-11-05 00:28:12 +08:00 |
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vn.py
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7d147515d6
|
Merge pull request #14 from bigtan/patch-1
Update eventEngine.py
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2015-11-01 09:45:17 +08:00 |
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msincenselee
|
20e18eefa3
|
fix amount bug
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2015-10-28 10:15:41 +08:00 |
|
msincenselee
|
a6066b05f4
|
history days
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2015-10-25 21:26:37 +08:00 |
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msincenselee
|
cbf320dc39
|
data issue
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2015-10-25 00:56:43 +08:00 |
|
Bigtan
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61e089f27c
|
Update eventEngine.py
fix a minor bug
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2015-10-24 23:33:32 +08:00 |
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msincenselee
|
83e50ac220
|
Merge remote-tracking branch 'refs/remotes/vnpy/master'
Conflicts:
.gitignore
vn.trader/CTP_connect.json
vn.trader/ContractData.vt
vn.trader/LTS_connect.json
vn.trader/ctaEngine.py
vn.trader/ctaStrategies.py
vn.trader/ctaStrategyTemplate.py
vn.trader/ctpGateway.py
vn.trader/ltsGateway.py
vn.trader/uiBasicWidget.py
vn.trader/uiCtaWidget.py
vn.trader/uiMainWindow.py
vn.trader/vtConstant.py
vn.trader/vtEngine.py
vn.trader/vtGateway.py
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2015-10-24 08:40:05 +08:00 |
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msincenselee
|
389fa9b4f8
|
comment
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2015-10-24 08:37:39 +08:00 |
|
msincenselee
|
decec65092
|
daily
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2015-10-24 08:01:02 +08:00 |
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msincenselee
|
ab4ef8ff1f
|
path
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2015-10-24 07:25:53 +08:00 |
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msincenselee
|
3a77d39b9b
|
ignore pickle file
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2015-10-24 06:59:08 +08:00 |
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msincenselee
|
1324e5ab2d
|
local cache
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2015-10-24 01:12:08 +08:00 |
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msincenselee
|
e48ba99820
|
daily update
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2015-10-22 10:40:59 +08:00 |
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msincenselee
|
e5158b096b
|
save demostrategy data in backtesting
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2015-10-20 22:54:57 +08:00 |
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msincenselee
|
94399f2250
|
save demostrategy data in backtesting
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2015-10-20 22:50:56 +08:00 |
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msincenselee
|
7b550fd788
|
delete
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2015-10-19 17:15:36 +08:00 |
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msincenselee
|
203ea2a803
|
delete
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2015-10-19 17:14:40 +08:00 |
|
msincenselee
|
676c4c6d40
|
Merge remote-tracking branch 'refs/remotes/vnpy/master'
Conflicts:
.gitignore
vn.trader/CTP_connect.json
vn.trader/ContractData.vt
vn.trader/LTS_connect.json
vn.trader/ctaEngine.py
vn.trader/ctaStrategies.py
vn.trader/ctaStrategyTemplate.py
vn.trader/ctpGateway.py
vn.trader/ltsGateway.py
vn.trader/uiBasicWidget.py
vn.trader/uiCtaWidget.py
vn.trader/uiMainWindow.py
vn.trader/vtConstant.py
vn.trader/vtEngine.py
vn.trader/vtGateway.py
|
2015-10-19 17:05:00 +08:00 |
|
msincenselee
|
8b5d27f46c
|
demoStrategy
|
2015-10-19 16:42:17 +08:00 |
|
msincenselee
|
9dd2d7f120
|
bug fixing
|
2015-10-19 15:06:50 +08:00 |
|
WOLF
|
d5b16a6a87
|
初步完成IB接口,支持股票和期货交易,期权等回头有需求再做,欢迎报bug
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2015-10-19 15:04:03 +08:00 |
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msincenselee
|
5f3e781996
|
bug fixing
|
2015-10-18 00:23:24 +08:00 |
|