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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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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vn.py
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18a1c6e247
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Merge pull request #2173 from 1122455801/max_drawdown_duration20191101
[Add] max drawdown duration index
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2019-11-01 10:57:17 +08:00 |
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vn.py
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020a35b4fb
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Merge pull request #2168 from 1122455801/data_analysis20191031
[Add] Data analysis
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2019-11-01 10:54:20 +08:00 |
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KeKe
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7cedaf6a2f
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Update backtesting.py
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2019-11-01 10:49:16 +08:00 |
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vn.py
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523ff044c5
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Merge pull request #2172 from vnpy/dev-editor
Dev editor
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2019-11-01 10:40:04 +08:00 |
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vn.py
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b18cb1baa4
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[Mod] add QScintilla into requirements.txt
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2019-11-01 10:39:32 +08:00 |
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vn.py
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efedb60a85
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[Add] edit strategy code directly in cta-backtester
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2019-11-01 10:38:19 +08:00 |
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vn.py
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4f82f061ec
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[Mod] make CodeEditor singleton
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2019-11-01 10:12:37 +08:00 |
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vn.py
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99fbebbbdb
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[Mod] add CodeEditor function to main window
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2019-11-01 09:48:10 +08:00 |
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vn.py
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7d940f74f6
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[Add] close editor function
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2019-11-01 09:35:35 +08:00 |
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vn.py
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21f525ac96
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[Mod] improve find/replace function
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2019-11-01 09:19:17 +08:00 |
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vn.py
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31c7921c57
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[Mod] complete general functions of editor
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2019-10-31 23:12:27 +08:00 |
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vn.py
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990db038ee
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[Mod] add open/save file function
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2019-10-31 21:31:09 +08:00 |
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vn.py
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5febee2aa3
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[Add] new CodeEditor
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2019-10-31 17:13:21 +08:00 |
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vn.py
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2916cb4391
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[Mod] lock mode close order volume reset
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2019-10-31 12:15:32 +08:00 |
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KeKe
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70b7e51c00
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Create data_analysis.py
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2019-10-31 11:48:08 +08:00 |
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KeKe
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3ca6cf5a20
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Create data_analysis.ipynb
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2019-10-31 11:48:05 +08:00 |
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vn.py
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ccdde7ee22
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[Add] support for Level 2 data of CtpGateway
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2019-10-31 11:47:23 +08:00 |
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vn.py
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8eca0abd13
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[Add] support float number net pos
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2019-10-29 21:13:49 +08:00 |
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