msincenselee
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3bdb880e4f
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[bug fix]
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2020-02-29 21:38:46 +08:00 |
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msincenselee
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72222b5c49
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[增强] 回测引擎支持PositionHolding
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2020-02-29 17:26:30 +08:00 |
|
msincenselee
|
ee2fd126f4
|
[增强] 期货CtaPro模板, 组合回测引擎(支持tick级别组合回测)
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2020-02-24 16:48:17 +08:00 |
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nanoric
|
26a0a9ba6e
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[Add] use gitlab-ci
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2019-08-08 14:45:04 +08:00 |
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nanoric
|
1b8152efc7
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[Add] skip some tests if module not built
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2019-08-08 14:43:00 +08:00 |
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nanoric
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099b5292fe
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[Mod] skip tests if extensions not built.
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2019-07-05 14:50:36 +08:00 |
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nanoric
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304072f96d
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[Mod] tests_import_all: skip importing XTP under OSX
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2019-07-05 12:40:06 +08:00 |
|
nanoric
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b168bd1e39
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[Add] added import test for new gateways
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2019-06-25 16:59:56 +08:00 |
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vn.py
|
58a9f56072
|
[Add] examples folder
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2019-06-13 23:24:09 +08:00 |
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vn.py
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7afbf720a5
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[Add] open_interest in tick/bar data
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2019-06-13 13:12:53 +08:00 |
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vn.py
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ebf49abfcb
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[Mod] remove unecessary code
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2019-06-11 22:59:10 +08:00 |
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vn.py
|
5eb0ba9348
|
Merge branch 'binance' into dev
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2019-06-11 22:22:49 +08:00 |
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1122455801
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bd5c7bf9bb
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2019-06-10 23:45:16 +08:00 |
|
1122455801
|
ace002609a
|
Create backtesting_portfolio.ipynb
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2019-06-10 23:44:46 +08:00 |
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vn.py
|
65133141f8
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[Add] HbdmGateway auto resubscribe market data when connected
|
2019-06-10 14:46:36 +08:00 |
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vn.py
|
a833576ebb
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[Mod] update gateway document for using ConId as contract symbol at IB Gateway
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2019-06-10 14:15:08 +08:00 |
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vn.py
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18b4162f4f
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[Mod] complete test of QuoteApi
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2019-06-07 17:33:19 +08:00 |
|
uelin
|
8d02c24206
|
add binance gateway
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2019-06-05 21:32:15 +08:00 |
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vn.py
|
41bcf7b605
|
[Mod] change RiskManager to use QDialog
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2019-06-02 14:51:15 +08:00 |
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vn.py
|
8078fde562
|
[Mod] comment CtptestGateway
|
2019-05-17 12:43:55 +08:00 |
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vn.py
|
1a583779d3
|
[Mod] add module_local for MdApi/TdApi class in pybind wrapper
|
2019-05-17 10:12:55 +08:00 |
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vn.py
|
ff7ec980e1
|
[Add] CtptestGateway for 6.3.13 CTP test environment
|
2019-05-17 10:06:43 +08:00 |
|
vn.py
|
e9d008c3ef
|
Merge branch 'dev' into master
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2019-05-15 12:07:08 +08:00 |
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vn.py
|
1831e2bc23
|
[Add] DataRecorderApp
|
2019-05-07 12:04:41 +08:00 |
|
vn.py
|
a11e6be3ce
|
[Add]run ga optimization in CtaBacktester
|
2019-05-03 17:01:47 +08:00 |
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vn.py
|
4cd84b45a5
|
[Mod]add return value of run_ga_optimization
|
2019-05-03 16:10:11 +08:00 |
|
vn.py
|
6e3b7faae3
|
[Add]change variable names
|
2019-05-03 15:17:32 +08:00 |
|
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 |
|