vn.py
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4b681665f4
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[Mod] update setup.py
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2019-11-14 14:30:11 +08:00 |
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vn.py
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6015edcb73
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[Fix] close #2187
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2019-11-14 12:24:51 +08:00 |
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vn.py
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1351496280
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Merge pull request #2193 from vnpy/dev-portfolio-manager
Dev portfolio manager
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2019-11-14 00:51:54 +09:00 |
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vn.py
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e44943f3cc
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[Add] remove strategy rows from monitor
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2019-11-13 23:49:11 +08:00 |
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vn.py
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e7052df3b0
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[Add] calculate realized pnl of strategy
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2019-11-13 21:56:48 +08:00 |
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vn.py
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9ee00b0a58
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[Mod] strategy trading widget
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2019-11-13 21:13:51 +08:00 |
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vn.py
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6643d8157e
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[Add] widget for portfolio manager
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2019-11-13 15:45:27 +08:00 |
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vn.py
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c0d15ad9cb
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[Add] new portfolio manager app
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2019-11-13 14:34:26 +08:00 |
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vn.py
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553c4ac858
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[Fix] bug in on_order of BitmexGateway
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2019-11-13 09:52:46 +08:00 |
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vn.py
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4c00d191eb
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[Mod] updater README.md
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2019-11-12 14:35:57 +08:00 |
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vn.py
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662fe1d569
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[Mod] bracket issue
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2019-11-12 14:21:25 +08:00 |
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vn.py
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d188e3dbaa
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Merge pull request #2191 from vnpy/dev-portfolio-manager
Dev portfolio manager
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2019-11-12 15:18:43 +09:00 |
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vn.py
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7567686a0b
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Merge pull request #2190 from vnpy/revert-2177-fix_bug_bybit20191104
Revert "[Fix] query_history"
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2019-11-12 15:18:01 +09:00 |
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vn.py
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9945c6aeb7
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Revert "[Fix] query_history"
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2019-11-12 14:17:49 +08:00 |
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vn.py
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4e94e22625
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Merge pull request #2177 from 1122455801/fix_bug_bybit20191104
[Fix] query_history
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2019-11-12 15:17:44 +09:00 |
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vn.py
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3cd0a23854
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[Mod] add error handle when querying history data from BybitGateway
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2019-11-12 14:17:32 +08:00 |
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vn.py
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5753b87c31
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[Add] general request header for BybitGateway
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2019-11-11 13:58:31 +08:00 |
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vn.py
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a56c37b3af
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Merge pull request #2185 from vnpy/dev-spread-backtesting
Dev spread backtesting
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2019-11-10 17:55:58 +09:00 |
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vn.py
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c5ee08ae82
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[Add] load_bar/load_tick function for SpreadStrategyEngine
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2019-11-10 16:34:39 +08:00 |
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vn.py
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1cb8233755
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[Mod] flake8 code improve
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2019-11-10 16:20:20 +08:00 |
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vn.py
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9a5cdbe3e8
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[Add] statitical arbitrage strategy, close #1382
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2019-11-10 16:11:05 +08:00 |
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vn.py
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687bdbc66d
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[Add] backtesting function for spread trading
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2019-11-10 16:09:43 +08:00 |
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vn.py
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ddbf62d47a
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[Add] start developing spread backtesting function
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2019-11-09 14:53:56 +08:00 |
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vn.py
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f39859a546
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[Del] remove sma_ohlc
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2019-11-08 22:50:59 +08:00 |
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vn.py
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c75cf932c1
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Merge pull request #2182 from 1122455801/more_index
[Add] more index from talib
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2019-11-08 23:39:38 +09:00 |
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vn.py
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b417efb241
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[Fix] add TRADER_DIR to environment variables
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2019-11-08 13:09:27 +08:00 |
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KeKe
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a3742a00de
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Update utility.py
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2019-11-07 17:00:19 +08:00 |
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vn.py
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111e1cabd8
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[Del] remove debug print
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2019-11-07 16:24:28 +08:00 |
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vn.py
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09adbf5cf0
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[Fix] close #2160
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2019-11-07 16:23:33 +08:00 |
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vn.py
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cb835d5932
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[Mod] close #2126
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2019-11-07 16:08:34 +08:00 |
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vn.py
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b53a286295
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[Mod] use auxPrice for IB stop order, close #2100
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2019-11-07 16:05:22 +08:00 |
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vn.py
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11d94b9902
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[Fix] use local time for tick data, close #2106
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2019-11-07 16:00:05 +08:00 |
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vn.py
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4e966a4bdb
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[Mod] add depth volume for OesGateway, close #2112
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2019-11-07 15:58:53 +08:00 |
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vn.py
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7e30f9fabc
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[Fix] close #2171
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2019-11-07 15:45:27 +08:00 |
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vn.py
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3ed0131b44
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[Mod] flake8 code quanlity improve
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2019-11-07 15:33:48 +08:00 |
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vn.py
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65fc733a02
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[Mod] use utc time for ByBit gateway
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2019-11-07 15:28:02 +08:00 |
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vn.py
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2e01bef96f
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Merge pull request #2181 from vnpy/dev-spread-crypto
Dev spread crypto
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2019-11-07 16:08:00 +09:00 |
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vn.py
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daaadd8dca
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[Fix] close #2180
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2019-11-07 14:33:08 +08:00 |
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vn.py
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f0590678df
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[Mod] cache subscribe market data request before websocket api is connected
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2019-11-07 14:31:24 +08:00 |
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vn.py
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998045b7c8
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[Mod] filter close position order data from web ui
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2019-11-07 14:27:33 +08:00 |
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vn.py
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a67f32ae23
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[Mod] save min_volume into spread setting
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2019-11-07 11:20:04 +08:00 |
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vn.py
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b056901a38
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[Mod] add combobox for setting spread min_volume
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2019-11-07 11:03:05 +08:00 |
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vn.py
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47b256ea90
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[Mod] round float number position to desired decimals for inverse contracts
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2019-11-07 10:41:35 +08:00 |
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vn.py
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8ad0387204
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[Del] remove local generated order time
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2019-11-07 10:07:19 +08:00 |
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vn.py
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fde4c74ca5
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[Mod] add average price for BitMEX position data
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2019-11-07 09:50:10 +08:00 |
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KeKe
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f76952f979
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Update bybit_gateway.py
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2019-11-04 09:56:13 +08:00 |
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vn.py
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e1eedc063b
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[Fix] typo
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2019-11-01 15:39:10 +08:00 |
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vn.py
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08de86dede
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[Mod] add offset of SpreadAlgoTemplate to determine which price to use for inverse contract volume calculation
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2019-11-01 15:19:41 +08:00 |
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vn.py
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d8d2506e7a
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[Mod] spread leg data now supports net_pos_price
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2019-11-01 15:02:09 +08:00 |
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vn.py
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d065f6c352
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[Add] position price data for BitmexGateway
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2019-11-01 14:34:37 +08:00 |
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