senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
1,850 Commits 3 Branches 0 Tags 589 MiB
9164bda6b7
Commit Graph

1002 Commits

Author SHA1 Message Date
vn.py
289bcfa13e Revert "[Add]net_position member of ContractData" 
This reverts commit f5917b9cdc.
 2019-03-25 16:28:06 +08:00
vn.py
f5917b9cdc [Add]net_position member of ContractData 2019-03-25 14:50:41 +08:00
vn.py
a6b4afecff
Merge pull request #1511 from nanoric/ctp_new_version 
Ctp new version
 2019-03-25 14:46:05 +08:00
vn.py
a97a41c645
Merge pull request #1520 from nanoric/oes_use_push 
[Mod] OesGateway: 使用推送的初始化信息，而不是主动查询
 2019-03-25 14:45:51 +08:00
nanoric
671dd88791 [Fix] 修复order.time类型不一致的问题 2019-03-25 02:30:28 -04:00
nanoric
0e3b79f6f4 [Mod] OesGateway: 使用推送的初始化信息，而不是主动查询 
[Mod] OesGateway: 改变部分函数名，跟vnpynic
[Fix] 修正已撤单状态订单的数量不正确的问题
 2019-03-25 02:25:18 -04:00
vn.py
7be55ff659
Merge pull request #1513 from nanoric/oes_order_type 
[Add] oes: added order_type to OrderData.
 2019-03-25 11:50:33 +08:00
vn.py
4a309ac199 [Mod]connect dialog use chinese for setting key 2019-03-22 23:22:15 +08:00
vn.py
e296a8098c [Add]call strategy on_stop_order when receives server stop order event update 2019-03-22 23:07:20 +08:00
vn.py
a6ae319333 [Add]cta strategy app supports for server side stop order 2019-03-22 22:31:19 +08:00
vn.py
ec9a170ef3 [Mod]remove CtaOrderType enum 2019-03-22 22:04:15 +08:00
vn.py
ab929f196a [Add]stop_supported member data of ContractData object 2019-03-22 21:39:36 +08:00
vn.py
8586b5c2fb [Add]support for server stop order in bitmex gateway 2019-03-22 16:16:01 +08:00
nanoric
6ceacc94c1 [Add] oes: added order_type to OrderData. 2019-03-22 04:12:19 -04:00
vn.py
9e91df57d4 [Add]OrderData object support order type data (ctp/ib) 2019-03-22 15:52:26 +08:00
nanoric
17eefab346 [Mod] make flake8 happy 2019-03-22 01:27:16 -04:00
nanoric
4753986a20 [Add] ctp: updated generated cpp binding files 
[Mod] ctp: updated windows pyd
 2019-03-22 01:25:45 -04:00
nanoric
76fccf55e3 [Mod] update generate scripts 2019-03-22 01:05:31 -04:00
nanoric
e33b7dee25 [Mod] CTP使用6.3.11_20180109 2019-03-22 00:35:48 -04:00
vn.py
38f00a24ed [Fix]close #1507 2019-03-22 11:51:32 +08:00
vn.py
20b5ef4e9b [Mod]change constant PriceType to OrderType 2019-03-21 23:32:39 +08:00
vn.py
50cb39f11b [Mod]change author name 2019-03-21 22:57:08 +08:00
vn.py
d34ce5cb67 [Mod]remove designer ui file from csv loader 2019-03-21 12:04:53 +08:00
vn.py
af7b433370 [Mod]improve code style of csv_loader 2019-03-20 18:12:19 +08:00
nanoric
d640c8c899 [Mod] Added blank lines: make flake8 happy 2019-03-20 04:08:26 -04:00
nanoric
a7a647a3b8 [Add] Disable maximun button 
[Add] Added an icon
[Add] Popup an message if market data is fully loaded

[Mod] combobox: remove Prefix
[Mod] rename: CSV行情载入器
 2019-03-20 02:55:04 -04:00
nanoric
6c47c869dd [Mod] oes gateway: use anohter .a file. 2019-03-19 10:42:57 -04:00
nanoric
689d8fede1 [Add] api.oes: added __init__.py 2019-03-19 10:42:30 -04:00
vn.py
7e6a2bc938
Merge pull request #1500 from nanoric/travis_all 
Travis all
 2019-03-19 18:58:56 +08:00
vn.py
59a4def393 [Mod]import rqdatac only if required 2019-03-19 18:58:39 +08:00
vn.py
7c533458ff
Merge pull request #1497 from nanoric/csv_loader_designer 
Csv loader designer
 2019-03-19 18:42:57 +08:00
nanoric
159ab71495 [Fix] 更新autocxxpy脚本 2019-03-19 06:36:18 -04:00
nanoric
a6867e43d7 [Fix] updated autocxxpy: no constant instance will be passed from pybind11 2019-03-19 05:57:23 -04:00
nanoric
1b2a567e1e [Mod] updated oes binding 2019-03-19 05:24:31 -04:00
nanoric
969c59a08a [Add] Added some comments 
[Mod] rename files
 2019-03-19 02:36:59 -04:00
1122455801
0d79e796ae Update rest_client.py 2019-03-19 13:58:44 +08:00
vn.py
244bd8cec0
Merge pull request #1489 from nanoric/oes_optimize 
Oes optimize
 2019-03-19 13:45:46 +08:00
nanoric
6ade6bc388 [Mod] use designer 2019-03-18 06:25:44 -04:00
nanoric
277a6f6be1 [Fix] make flake8 happy 2019-03-18 05:47:41 -04:00
nanoric
023e6b4221 [Add] CsvLoader 2019-03-18 05:37:18 -04:00
vn.py
8e5ea24a36 Merge branch 'v2.0.1-DEV' of https://github.com/vnpy/vnpy into v2.0.1-DEV 2019-03-17 13:11:59 +08:00
vn.py
57fc77a1b0 [Fix]Close #1486 2019-03-17 13:11:33 +08:00
vn.py
9cad3587a2
Merge pull request #1485 from 1122455801/tiger_gateway_version_06 
[Mod] tiger_gateway.py
 2019-03-17 11:07:45 +08:00
vn.py
9603866f13
Merge pull request #1488 from nanoric/bitmex_optimize 
Bitmex optimize
 2019-03-17 10:59:00 +08:00
vn.py
4334b44b33
Merge pull request #1490 from nanoric/type_hint_and_docs 
Type hint and docs for RestClient, WebSocketClient and BaseGateway.
 2019-03-17 10:58:09 +08:00
nanoric
b8ab027081 [Fix] WebsocketClient: removed unused import: make flake8 happy. 2019-03-15 05:46:33 -04:00
nanoric
7bcc9c876b [Fix] OesGateway: make flake8 happy 2019-03-15 05:44:20 -04:00
nanoric
0fd1901ada [Add] OesGateway: 增加一些注释 2019-03-15 04:28:23 -04:00
nanoric
0eb9630b23 [Add] BaseGateway Document: send_order.orderid should be unique 2019-03-15 03:37:42 -04:00
nanoric
c414f561f6 [Add] BaseGateway: 增加说明回调函数on_xxxx的参数必须为常量的要求 2019-03-15 03:07:01 -04:00
nanoric
f6d0cda6ce [Mod] WebSocketClient: remove useless lock. 2019-03-15 03:00:28 -04:00
nanoric
ee307d6323 [Fix] OesGateway: ensure all on_order on_tick response will receive a new python object. 2019-03-15 02:58:37 -04:00
nanoric
fed48e1a06 [Add] BitmexGateway: Added some comment to make logic more clear. 2019-03-15 02:51:49 -04:00
nanoric
88f661615c [Add] BitmexGateway: make send_order thread-safe 2019-03-15 02:43:05 -04:00
nanoric
39effc29b4 [Mod] BtimexGateway: renaeme setting.session into session_number 2019-03-15 02:28:54 -04:00
nanoric
49e721844e [Mod] change typing and docs for RestClient and WebSocketClient 2019-03-15 02:26:05 -04:00
nanoric
51c8ed3b03 [Add] some docs for BaseGateway 2019-03-15 02:24:58 -04:00
nanoric
2ee257bed1 [Fix] OesGateway.TdApi: Optimized reconnect for rpt channel & ord channel 
[Fix] OesGateway.TdApi: Multiple reconnect request will not blocked now.
 2019-03-15 00:20:39 -04:00
nanoric
a2c91c99cd [Fix] OesGateway.MdApi: Optimized reconnect for tcp channel 2019-03-15 00:18:19 -04:00
nanoric
9410775fb3 [Add] OesGateway: TD API: Reconnect: Reduce CPU usage. 2019-03-15 00:02:03 -04:00
nanoric
459fc4770f [Fix] OesGateway:Optimized connect status detection 2019-03-14 23:21:00 -04:00
nanoric
71d34d5854 [Add] OesGateway: 成功连接到行情服务器的提示 2019-03-14 23:10:14 -04:00
nanoric
5f5bf06e53 [Add] OesGateway: User can supply a hdd serial number. 
[Fix] OesGateway: Optimized reconnection of td api: reconnect if connection of ord_channel is lost.
 2019-03-14 23:05:33 -04:00
1122455801
d73be6d77c Update tiger_gateway.py 2019-03-15 10:12:55 +08:00
vn.py
5a6f496cb1 [Fix]Close #1481 2019-03-15 08:58:44 +08:00
nanoric
9b4f360bef [Fix] OesGateway:修复一个BUG：多个打开多个vnpy实例时重连会导致重连的服务器混乱的问题 
[Fix] OesGateway:修复成交委托号为0的BUG

Windows version fix only. Linux not supported yet.
 2019-03-14 07:37:23 -04:00
vn.py
b105b08c9f [Mod]change ibapi to use relative import 2019-03-14 09:52:01 +08:00
vn.py
3758d13cd2 [Mod]change talib import 2019-03-14 09:45:21 +08:00
vn.py
51166282d6 [Add]embed talib into project 2019-03-14 09:44:59 +08:00
vn.py
adb884e19f [Add]ib api source code into vnpy.api 2019-03-14 09:28:12 +08:00
vn.py
da53a5fc0b [Mod]Add support for spread product class, close #1479 2019-03-14 09:22:03 +08:00
vn.py
7711825486 [Fix]Close #1474 2019-03-14 09:10:57 +08:00
1122455801
d0073ea6c6 Update tiger_gateway.py 2019-03-12 17:39:28 +08:00
1122455801
918191e06d Merge branch 'v2.0.1-DEV' into tiger_gateway_version_05 2019-03-11 17:06:29 +08:00
1122455801
f009c33f57 Update tiger_gateway.py 2019-03-11 16:33:11 +08:00
1122455801
4cfab5b9d9 Update tiger_gateway.py 2019-03-11 16:16:08 +08:00
vn.py
cc129b3e2c
Merge pull request #1459 from nanoric/oes_fix 
Oes fix
 2019-03-08 22:32:52 +08:00
vn.py
3a982534a7
Merge pull request #1458 from 1122455801/tiger_gateway_version_03 
[Mod] futu_gateway.py
 2019-03-08 22:32:30 +08:00
nanoric
d1306dd237 [Fix] 修正成交发生时订单成交量错误的BUG 2019-03-08 08:56:47 -04:00
nanoric
212b864c69 [Add] Add lock to make public methods of gateway thread-safe 2019-03-08 08:56:05 -04:00
nanoric
0daffb3e5f [Mod] OesTdApi: uniform naming. 2019-03-08 08:50:45 -04:00
nanoric
34bce32dc0 [Fix] 修复stop()之后还重连一次的bug 2019-03-08 07:41:11 -04:00
nanoric
9b694fce07 [Mod] md, td并行连接，加快td响应速度。 2019-03-08 07:38:00 -04:00
nanoric
7eaa0c19f6 [Del] remove useless code 2019-03-08 07:35:19 -04:00
nanoric
eb5aac2595 [Mod] 统一格式，隐藏内部变量 2019-03-08 07:35:18 -04:00
nanoric
637dabd406 [Mod] remove OrderManager 2019-03-08 07:35:18 -04:00
nanoric
897e7f0372 [Fix] OesTdApi:修复退出时还在重连的Bug 
[Fix] 修复无法撤销非本会话订单的BUG
[Fix] 填充order&trade中的time字段
[Fix] 冻结资金不再是计算得出，而是使用精确的挂单冻结资金。
 2019-03-08 07:35:17 -04:00
nanoric
e2e93cef3b [Fix] oes.MdApi: 修复退出时还在重连的BUG 2019-03-08 07:35:17 -04:00
nanoric
ee3731f21c [Mod] 去除不必要的订阅 2019-03-08 07:35:16 -04:00
nanoric
cad96b95fc [Add] gateway.oes: reconnect 2019-03-08 07:35:16 -04:00
nanoric
a280758809 dev 2019-03-08 07:35:09 -04:00
1122455801
5e753f5003 Update futu_gateway.py 2019-03-08 17:25:52 +08:00
vn.py
67a8e5bdd2 [Mod]Use thread pool for changing sync call to async in tiger_gateway 2019-03-08 16:42:21 +08:00
vn.py
a30766bc72
Merge pull request #1457 from 1122455801/tiger_gateway_version_03 
[Mod] tiger_gateway.py
 2019-03-08 15:51:15 +08:00
1122455801
63d88de2b3 Update tiger_gateway.py 2019-03-08 15:46:56 +08:00
vn.py
a54699b11d [Fix]Close #1454 2019-03-08 10:12:21 +08:00
vn.py
0ac6034fd7 [Fix]Close #1451 2019-03-08 09:44:38 +08:00
vn.py
08a82f3dd2 [Fix]Close #1450 2019-03-08 09:43:45 +08:00
vn.py
bd43538a31
Merge pull request #1449 from 1122455801/tiger_gateway_version_02 
[Add] Tiger gateway
 2019-03-07 15:03:50 +08:00
1122455801
30a65dfd43 Update tiger_gateway.py 2019-03-07 14:58:44 +08:00