msincenselee
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347658abf5
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update logger
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2018-01-17 16:48:16 +08:00 |
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vn.py
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f6a2623720
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[Fix]修复持仓价格计算可能出错的bug
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2018-01-17 10:48:13 +08:00 |
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vn.py
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e1f9d3966f
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Merge pull request #691 from vnpy/dev
Dev
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2018-01-16 13:38:33 +08:00 |
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vn.py
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7e62a7cf2f
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Merge pull request #687 from JaysonAlbert/dev
增加回测结果返回的数据
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2018-01-16 13:35:18 +08:00 |
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vn.py
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62fc0bf751
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[Add]添加期权策略交易界面的参数修改功能
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2018-01-16 13:27:08 +08:00 |
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vn.py
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33a65208e5
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[Add]增加OM策略模块的GUI组件
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2018-01-16 11:37:39 +08:00 |
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msincenselee
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5868c55908
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增加开始时间的过滤
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2018-01-15 19:55:34 +08:00 |
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msincenselee
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f1850175cc
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修正写日志的bug
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2018-01-15 19:54:59 +08:00 |
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msincenselee
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dae5201029
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修正写日志的bug
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2018-01-15 19:54:42 +08:00 |
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vn.py
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32cfd415e3
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[Add]自动安装脚本中增加python-snappy模块
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2018-01-15 18:01:59 +08:00 |
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msincenselee
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f6e9dcd3bd
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update
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2018-01-15 17:35:09 +08:00 |
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vn.py
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257b519981
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-15 17:31:26 +08:00 |
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vn.py
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5cd3411895
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[Add]新增OptionMaster模块的策略交易引擎
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2018-01-15 17:31:09 +08:00 |
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vn.py
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b0902d2c65
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[Add]添加BasicMonitor组件调整列宽功能
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2018-01-15 14:46:26 +08:00 |
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JaysonAlbert
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d2f11eba3b
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Merge branch 'dev' of https://github.com/JaysonAlbert/vnpy into dev
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2018-01-15 09:55:47 +08:00 |
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JaysonAlbert
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36f6f2befa
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add resultList to result.
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2018-01-15 09:53:38 +08:00 |
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vn.py
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1c9871dc7d
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Merge pull request #685 from shaoupipi/patch-1
Update eventEngine.py
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2018-01-15 09:24:28 +08:00 |
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shaoupipi
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d2a3d05384
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Update eventEngine.py
事件引擎测试函数也去掉qt4,采用qtpy
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2018-01-14 11:05:01 +08:00 |
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vn.py
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010bd71dd4
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[Fix]修复CRR定价公式的错误
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2018-01-13 17:31:30 +08:00 |
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msincenselee
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43b07416da
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修改logger,支持多进程日志
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2018-01-11 17:18:57 +08:00 |
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vn.py
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a7bbeb73bc
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[Mod]修改CTA_Setting.json配置
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2018-01-11 16:03:42 +08:00 |
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vn.py
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53b8aa058e
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[Add]新增无界面的JaqsService服务程序
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2018-01-11 16:02:59 +08:00 |
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vn.py
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ccbec40abe
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[Mod]CtaEngine改为策略初始化完成后再订阅行情推送,Close #678
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2018-01-09 21:50:49 +08:00 |
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vn.py
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71c9db3e47
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[Fix]修复runCtaTrading潜在编码错误的问题
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2018-01-09 17:55:07 +08:00 |
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vn.py
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5afb45e306
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[Fix]修复QuantosDataService夜盘行情时间戳问题
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2018-01-09 10:28:07 +08:00 |
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vn.py
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c842281d47
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[Add]新增CTA回测的百分比最大回撤和年化收益率
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2018-01-09 10:02:42 +08:00 |
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vn.py
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5a954875d0
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[Add]增加参数优化的其他统计数据输出
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2018-01-08 17:28:30 +08:00 |
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vn.py
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132e08e281
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[Mod]修改loadSyncData的时间点,在完成策略初始化后
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2018-01-08 17:08:39 +08:00 |
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vn.py
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e15b682b13
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[Fix]Close #660 保证金限制只针对开仓委托
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2018-01-08 17:04:05 +08:00 |
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vn.py
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945c31fdde
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-08 16:46:55 +08:00 |
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vn.py
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2c305e8496
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[Fix]Close #650
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2018-01-08 16:46:21 +08:00 |
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vn.py
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2bb0947a85
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Merge pull request #676 from tanzedan/dev
上海中期接口升级
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2018-01-08 16:28:49 +08:00 |
|
Zedan Tan
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c2b96c0444
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上海中期接口升级
1. 端口更改
2. 路劲更改
3. 持仓量str->float->int
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2018-01-08 12:23:41 +08:00 |
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vn.py
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c320ce844f
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[Add]新增CRR期权定价模型,针对国内美式商品期权
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2018-01-07 12:34:46 +08:00 |
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vn.py
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ebc748259e
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[Add]新增Black-Scholes期权定价公式(欧式股票期权)
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2018-01-07 12:16:36 +08:00 |
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vn.py
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46f43ee834
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[Add]增加PositionDetail中的持仓均价和持仓盈亏计算
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2018-01-06 17:41:19 +08:00 |
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vn.py
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d519cfbdfe
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[Add]添加xtpGateway的断线重连功能
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2018-01-06 13:30:58 +08:00 |
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vn.py
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61608dd20d
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2018-01-05 15:16:28 +08:00 |
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vn.py
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9b493d609f
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[Fix]futuGateway过滤尚未有datetime的Tick推送
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2018-01-05 15:16:16 +08:00 |
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vn.py
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b486658fb0
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[Fix]Close #646
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2018-01-05 12:33:35 +08:00 |
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vn.py
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5b92888b6d
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Merge pull request #671 from tesla1060/master
black formula was incorrect.
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2018-01-05 09:30:34 +08:00 |
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vn.py
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d98163f034
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[Add]增加IB接口对现货贵金属的支持
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2018-01-04 11:38:42 +08:00 |
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shuo_at_work
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9dcdd91457
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black formula was incorrect.
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2018-01-04 10:22:22 +08:00 |
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msincenselee
|
7d91bcb158
|
修复load()中type=False的bug
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2017-12-28 08:42:37 +08:00 |
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msincenselee
|
babf53b8a3
|
增加策略内,获取合约保证金率、Size等支持
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2017-12-27 23:35:25 +08:00 |
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msincenselee
|
5c3ce01326
|
每天净值记录
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2017-12-21 20:16:16 +08:00 |
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vn.py
|
48cfae3222
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[Mod]更新中泰证券XTP接口
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2017-12-21 15:18:18 +08:00 |
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vn.py
|
777c0d93aa
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[Fix]修复JaqsService模块的bug
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2017-12-21 15:16:31 +08:00 |
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vn.py
|
2dcdcdf4e9
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[Fix]移除错误信息
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2017-12-20 08:35:39 +08:00 |
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vn.py
|
4e7b64eb39
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[Mod]增加jaqsService的queryAccount和queryUniverse功能
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2017-12-20 08:16:57 +08:00 |
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