Commit Graph

3657 Commits

Author SHA1 Message Date
LiuXiangyu
2898169b9b fix build.sh error
fix build.sh error:  cp: 目标 '../../vn.trader/ctpGateway/ ' 不是目录
2017-04-16 11:14:51 +08:00
msincenselee
d19a5d721e 增加回测非标准套利合约的方法。 2017-04-16 10:58:50 +08:00
vn.py
234fd5dc44 Merge pull request #294 from vnpy/beta
v1.6发布
2017-04-15 15:07:49 +08:00
vn.py
c18b8f6236 Merge pull request #292 from vnpy/dev
Dev
2017-04-15 11:37:32 +08:00
chenxy123
d5fc1fc12d Merge branch 'dev' of https://github.com/vnpy/vnpy 2017-04-14 22:52:15 +08:00
chenxy123
6b4bd355d6 1. 增加国际能源交易中心
2. 解决ctpGateway的onRspQryInvestorPostion的持仓数据为空过滤问题
2017-04-14 22:51:55 +08:00
msincenselee
a56b0524e9 bug fix 2017-04-13 23:54:24 +08:00
chenxy123
a86c586281 修改 2017-04-13 22:41:33 +08:00
vn.py
41a8d2f7df Merge pull request #288 from vnpy/dev
Dev
2017-04-12 22:39:53 +08:00
msincenselee
57b095f204 建立个日志文件保存的目录 2017-04-12 22:22:02 +08:00
msincenselee
57de269d94 建立个日志文件保存的目录 2017-04-12 21:52:49 +08:00
vn.py
ff3dd7abfb Merge pull request #287 from cooooo/dev
添加导入TradeBlazer导出到csv数据
2017-04-12 17:12:00 +08:00
cooooo
adb146ac20 添加导入TradeBlazer导出到csv数据 2017-04-12 16:49:14 +08:00
vn.py
83423dc93b Merge pull request #285 from cooooo/dev
typo
2017-04-11 09:24:02 +08:00
cooooo
126431c7b0 typo 2017-04-10 23:12:39 +08:00
msincenselee
abf8e95e4e 修复loadMongoSetting的返回项多了一个log返回值的bug 2017-04-10 23:05:49 +08:00
chenxy123
d9401ba055 增加主引擎内的英文翻译,修复ctpGateway中onRspQryInvestorPosition的zerodivision问题 2017-04-10 21:40:18 +08:00
msincenselee
1f0b500559 修复回测使用MongoDB的bug 2017-04-10 11:15:45 +08:00
msincenselee
e8f9f8ac70 套利网格 2017-04-09 20:25:20 +08:00
vn.py
87b3d78ede Merge pull request #282 from vnpy/dev
Dev
2017-04-09 09:44:19 +08:00
chenxy123
f0179c410d 增加seaborn优化回测显示效果 2017-04-09 09:42:00 +08:00
vn.py
273471372b Merge pull request #281 from hackerwei/dev
result figure update
2017-04-09 09:29:24 +08:00
hackerwei
854b04dec9 result figure update 2017-04-09 00:12:30 +08:00
chenxy123
b8f66d66cc 增加英文README 2017-04-08 23:40:14 +08:00
chenxy123
154fecbb3d Merge branch 'dev' of https://github.com/vnpy/vnpy 2017-04-08 10:43:16 +08:00
chenxy123
d5e5cfc1c9 增加tick模式下,回测撮合时,对于涨跌停的过滤处理 2017-04-08 10:42:41 +08:00
vn.py
d426e4124f Merge pull request #278 from hackerwei/dev
typo & error in kk strategy
2017-04-08 08:56:26 +08:00
chenxy123
8576b91c43 1. 修改vn.how目录名为vn.tutorial
2. 修改readme.md
2017-04-07 23:13:09 +08:00
chenxy123
f5dc13398f 增加IB和CTP接口的英文翻译 2017-04-07 23:00:25 +08:00
chenxy123
97b16cf362 修复一个逻辑错误 2017-04-07 22:32:12 +08:00
chenxy123
6d333629cc 修改ctpGateway的持仓查询回报为更加简洁的实现 2017-04-07 22:28:28 +08:00
chenxy123
e65ce91b55 增加委托拒单状态 2017-04-07 21:58:52 +08:00
chenxy123
e80702042f Merge branch 'dev' of https://github.com/vnpy/vnpy 2017-04-07 21:46:35 +08:00
chenxy123
d8df4db277 修复typo 2017-04-07 21:46:14 +08:00
hackerwei
f12445f88b typo & error in kk strategy 2017-04-07 20:30:44 +08:00
vn.py
9cb4274ee4 Merge pull request #276 from hackerwei/dev
typo
2017-04-07 09:34:25 +08:00
hackerwei
05212ea91e typo 2017-04-07 00:12:16 +08:00
chenxy123
0694738fe2 1. 增加CTA模块退出时保存持仓的询问
2. 增加DualThrust策略
2017-04-04 20:17:38 +08:00
msincenselee
91c461a053 回测样本数据 2017-04-02 22:34:10 +08:00
msincenselee
3e0970e219 更新 2017-04-02 22:32:36 +08:00
msincenselee
e50257e101 自定义的事件类型 2017-04-02 22:32:13 +08:00
msincenselee
9b2af3e898 增加了三均线的支持 2017-04-02 22:31:47 +08:00
msincenselee
60028924f5 更新 2017-04-02 22:31:26 +08:00
msincenselee
a72d6806e4 根据v1.5更新回测引擎的统计方式 2017-04-02 22:31:05 +08:00
chenxy123
1b7f15f459 修复CTP接口认证部分的bug 2017-04-02 22:26:36 +08:00
msincenselee
fea6ce4aa9 更新回测引擎 2017-04-01 12:24:52 +08:00
msincenselee
0af79fc28b 一个简单的SINA数据客户端,供程序初始化时使用 2017-04-01 12:22:00 +08:00
msincenselee
840e02cebf 一个简单的SINA数据客户端,供程序初始化时使用 2017-04-01 12:21:03 +08:00
chenxy123
5b6a4a88ae 增加CTA引擎和回测引擎中发送委托时对合约最小价格变动的取整 2017-03-27 06:49:28 +08:00
chenxy123
f2e15cba65 完成CTA策略模块的翻译 2017-03-20 22:51:43 +08:00