Commit Graph

3641 Commits

Author SHA1 Message Date
msincenselee
63d9ea4da7 [增强功能] CTA引擎运行时重加载新策略代码,融航Gateway,Position增加名称,tdx支持socks5代理 2020-05-22 15:54:05 +08:00
msincenselee
83d2a40624 [增强功能] 增强xtp账号信息内,包含股票实时净值权益的计算 2020-05-21 15:24:59 +08:00
msincenselee
fa22e74a8a [增强功能] 添加vnpy原版组合引擎,修改gateway,取消多余event,提高性能;更新K线组件/网格组件 2020-05-18 16:57:58 +08:00
msincenselee
57448173a6 [bug fix] 2020-05-17 13:48:43 +08:00
msincenselee
e6251c7467 [bug fix] 修复郑商所日期的bug 2020-05-15 14:14:56 +08:00
msincenselee
66de40e5f7 [功能增强]股票复利修复,指数行情推送兼容1.x,CTA引擎支持账号仓位 2020-05-13 11:28:35 +08:00
msincenselee
e6452844a9 [bug fix] 2020-05-08 15:20:45 +08:00
msincenselee
5c80cde613 [bug fix] 2020-05-08 11:33:13 +08:00
msincenselee
b94065902a [bug fix] 2020-05-08 10:15:05 +08:00
msincenselee
5580336f4b [增强功能] 自动对平策略和账号仓位 2020-05-06 16:34:04 +08:00
msincenselee
c5e600ce25 [紧急补丁] 币安持仓信息变成多条,净仓,多,空 2020-05-06 16:21:07 +08:00
msincenselee
f8b24c9be1 [新功能] 股票Cta App 2020-04-30 00:08:28 +08:00
msincenselee
8e45b0f4b3 [增强功能] 每日作业:增量下载股票5分钟数据,增量更新股票RenkoBar 2020-04-30 00:01:15 +08:00
msincenselee
cec5b2f0c0 [增强功能] linux下策略加密,baostock复权因子,tdx股票数据,gateway增强,回放K线增强 2020-04-29 23:58:06 +08:00
msincenselee
d100ff6e57 [增强功能] 增加每日任务,定时补充股票/期货1分钟数据 => csv文件 2020-04-26 22:04:00 +08:00
msincenselee
b85188298e [增强功能] 数字策略间互访问,多合约模板 2020-04-24 11:41:20 +08:00
msincenselee
40d4170711 [功能增强] 比较仓位/策略间互访问 2020-04-24 11:40:28 +08:00
msincenselee
8fcb5b6452 [bug fix] 2020-04-17 08:58:05 +08:00
msincenselee
d5599bc530 [增强] 策略切片=》同步=》mongodb 2020-04-16 15:01:00 +08:00
msincenselee
59acdfdf08 [improvement]改良下拆解vt_symbol得方法 2020-04-15 20:19:04 +08:00
msincenselee
7ffc096943 [增强功能] 股票数据 2020-04-12 15:02:01 +08:00
msincenselee
78c592a118 [bug fix] 2020-04-10 16:39:30 +08:00
msincenselee
1e95f7bd76 [增强] BarData扩充字段interval_num,修正部分bug 2020-04-09 14:43:10 +08:00
msincenselee
16f9c6641b [bug fix] 组合回测时,各策略实例分别输出成交csv文件 2020-04-08 22:25:29 +08:00
msincenselee
8c8c5d3790 [增强] 支持动态app_token,和多人接收 2020-04-08 17:08:22 +08:00
msincenselee
b6a277ac4d [bug fix] 币安合约重复委托返回的bug。 2020-04-08 17:01:54 +08:00
msincenselee
564b0b8c0a [bug fix] 2020-04-07 22:03:23 +08:00
msincenselee
1a9716485c [bug fix] 2020-04-07 09:27:58 +08:00
msincenselee
f3a1fa13e3 [增强] 账号/策略仓位比对,市价单委托 2020-04-06 21:24:23 +08:00
msincenselee
941a6bcf01 [增强] 币安数字货币历史数据增量更新,修复币安合约接口 2020-04-05 21:52:12 +08:00
msincenselee
a1faf9b27d [bug fix] 避免active_orders在多个实例间冲突 2020-04-04 21:18:49 +08:00
msincenselee
a01bb7e735 [增强] 账号/策略仓位比对,市价单委托 2020-04-04 00:49:21 +08:00
msincenselee
91823b8c71 [bug fix] 修复ctp对FAK支持,修复基础网格组件加载问题,修复转换持仓对非锁定品种支持,修复股票可转债价格问题,增加utility压缩文件方法 2020-04-01 14:26:43 +08:00
msincenselee
fa9edcb0d3 [bug fix] 2020-03-30 13:09:30 +08:00
msincenselee
6e5cec2d1c [bug fix] 2020-03-29 13:53:28 +08:00
msincenselee
5ff49f70b2 [bug fix] 2020-03-29 13:53:04 +08:00
msincenselee
b31faa6b03 [bug fix] 针对数字货币小数值得精度调整 2020-03-29 13:51:41 +08:00
msincenselee
042e25fe7e [update] 2020-03-28 21:00:33 +08:00
msincenselee
7f7f1e97ea [bug fix] 修复数字货币精度,持仓 2020-03-28 14:18:35 +08:00
msincenselee
db6e107b95 [增强] linux下ctp*.so, gw bug fix, float显示截短 2020-03-27 21:39:30 +08:00
msincenselee
aa09f30f06 [bug fix] 2020-03-26 07:09:55 +08:00
msincenselee
df17ecccb4 [] 2020-03-26 00:07:14 +08:00
msincenselee
a7c0e3273b [bug fix] 2020-03-25 20:58:55 +08:00
msincenselee
4b33a59aa8 [增强] 增加实时CCI指标计算 2020-03-25 16:40:38 +08:00
msincenselee
48f78cce8f [新功能] 增加回测记录/结果=》数据库 2020-03-25 16:36:01 +08:00
msincenselee
65a1410146 [增强] 自动下载填充指数数据1分钟bar 2020-03-24 23:59:21 +08:00
msincenselee
8e28264c71 [bug fix] 2020-03-24 13:27:04 +08:00
msincenselee
152fc1d83b [增强] gateway增加状态,增加noui下得日志监控,切片数据重放 2020-03-22 22:14:56 +08:00
msincenselee
d653da2097 [bug fix] 兼容linux 2020-03-19 23:39:25 +08:00
msincenselee
d228ca9559 [bug fix] 2020-03-19 23:34:43 +08:00