vn.py
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07e0e0709a
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[Mod] support inverse contract with size not equal to 1 (like HBDM)
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2019-10-22 15:45:27 +08:00 |
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vn.py
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44bd65b502
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[Mod] record coin (not contract) traded volume for inverse contract
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2019-10-22 15:24:11 +08:00 |
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vn.py
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7a72d5f63f
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[Mod] convert coin volume to contract volume for inverse contract
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2019-10-22 15:17:13 +08:00 |
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vn.py
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8781aa72d5
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[Mod] calculate inverse leg net pos
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2019-10-22 14:45:37 +08:00 |
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vn.py
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66cf47db3d
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[Mod] calculate inverse bid/ask volume
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2019-10-22 14:36:37 +08:00 |
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vn.py
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b5892b9607
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[Add] SpreadData supports inverse contract leg
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2019-10-22 11:40:47 +08:00 |
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vn.py
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9e92d989d7
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[Mod] DataRecorder: record spread data tick/bar
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2019-10-21 16:29:52 +08:00 |
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vn.py
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216a5d3f5a
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Merge pull request #2149 from vnpy/dev-bybit
Dev bybit
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2019-10-21 15:53:26 +08:00 |
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vn.py
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5df4e6f738
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[Mod] change code struction and complete test of BybitGateway
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2019-10-21 15:52:39 +08:00 |
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vn.py
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765bb5078a
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[Fix] update class combo after strategy classes loaded
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2019-10-21 15:44:58 +08:00 |
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vn.py
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2257f8318c
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[Mod] add query history data function
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2019-10-21 15:38:28 +08:00 |
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vn.py
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7a2007ddbd
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[Mod] simplify market data process
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2019-10-21 11:01:50 +08:00 |
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vn.py
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3c24365ae6
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[Mod] move all bybit codes into bybit_gateway.py
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2019-10-20 11:27:05 +08:00 |
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vn.py
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6d6756ae4d
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[Mod] show exception message when loading strategy class in cta_backtester
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2019-10-19 18:14:54 +08:00 |
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vn.py
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73e893cfdb
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[Mod] query all instruments available from RQData server
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2019-10-19 18:09:50 +08:00 |
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vn.py
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b117e84167
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[Mod] add default value for pre_close price if zero
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2019-10-19 00:04:52 +08:00 |
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vn.py
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01fed04246
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[Mod] add support for reverse contract in CtaBacktester
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2019-10-18 23:05:09 +08:00 |
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vn.py
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da33b01f7b
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[Mod] add support for BitMEX inverse contract
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2019-10-18 22:55:09 +08:00 |
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vn.py
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90caa3a408
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[Mod] add hook for cancel order function with LocalOrderManager
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2019-10-18 20:17:31 +08:00 |
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vn.py
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afb31f382f
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Merge pull request #2146 from vnpy/dev-gateios
Dev gateios
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2019-10-18 20:11:56 +08:00 |
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vn.py
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8f7ddd985a
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[Mod] complete test of gateio gateway
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2019-10-18 20:10:35 +08:00 |
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vn.py
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4336ccf065
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[Mod] change function names
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2019-10-18 19:22:35 +08:00 |
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vn.py
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d518566e55
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[Mod] change gateio gateway name
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2019-10-18 19:12:20 +08:00 |
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vn.py
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cd587127eb
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[Del] use only trade data timestamp for market tick data
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2019-10-18 15:20:04 +08:00 |
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vn.py
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9f8c0e87b7
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[Fix] bug when calculating spread pos using net pos
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2019-10-17 16:18:18 +08:00 |
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vn.py
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1a054ae9ae
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[Add] query history data for BitstampGateway
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2019-10-13 10:21:05 +08:00 |
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vn.py
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95a5dc7298
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[Mod] use logdata for EVENT_ALGO_LOG
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2019-10-12 22:38:57 +08:00 |
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vn.py
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cd612e41d8
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[Mod] use net position for TapGateway
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2019-10-12 18:37:41 +08:00 |
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vn.py
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48167ef755
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2019-10-12 18:36:44 +08:00 |
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vn.py
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801ca27c1d
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[Mod] add aysnc support for cancel bistamp order
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2019-10-12 18:36:39 +08:00 |
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vn.py
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9c5e2bb227
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Merge pull request #2134 from 1122455801/spread_trading_md
【Add】 spread_trading.md
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2019-10-12 12:29:37 +08:00 |
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vn.py
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5185610838
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[Mod] tap gateway only support futures for now
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2019-10-12 12:22:43 +08:00 |
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vn.py
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34544bb2f3
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[Mod] add INE yd position support
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2019-10-12 11:01:40 +08:00 |
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KeKe
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bbfee06a26
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Create spread_trading.md
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2019-10-10 23:45:50 +08:00 |
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vn.py
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a267f63732
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[Mod] flake8 code quality improve
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2019-10-09 16:28:16 +08:00 |
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vn.py
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6a50362eec
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[Mod] process INE order in similar way with SHFE
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2019-10-09 16:24:27 +08:00 |
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vn.py
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5aadb46bef
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[Mod] initialize LegData with position when created
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2019-10-08 17:00:09 +08:00 |
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vn.py
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70b589ed52
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[Mod] convert order offset for INE contracts
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2019-10-08 16:53:12 +08:00 |
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vn.py
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b66e2a9dd2
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[Fix] add filter for duplicate ib contract update
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2019-09-30 12:10:43 +08:00 |
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vn.py
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61bf6bb81e
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[Fix] close #2099
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2019-09-30 11:56:38 +08:00 |
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vn.py
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3f364e408a
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Merge branch 'master' of https://github.com/vnpy/vnpy
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2019-09-30 11:53:54 +08:00 |
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vn.py
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98716eec55
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2019-09-30 11:49:04 +08:00 |
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vn.py
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ad38cd2215
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[Fix] add ssl support for ctp_gateway/ctptest_gateway, close #1997
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2019-09-30 11:46:35 +08:00 |
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vn.py
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e67d21c15e
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Merge pull request #2124 from vnpy/master
[Fix] rqdatac problem
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2019-09-30 11:35:23 +08:00 |
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vn.py
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c7dbed9b69
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[Fix] rqdatac max limit login problem
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2019-09-30 11:33:54 +08:00 |
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vn.py
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2274a29104
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Merge branch 'master' of https://github.com/vnpy/vnpy
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2019-09-30 11:23:02 +08:00 |
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vn.py
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746ac00854
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[Fix] max limit bug with rqdatac
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2019-09-30 11:22:16 +08:00 |
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vn.py
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142253c621
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Merge pull request #2123 from xldistance/patch-31
删除多余print
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2019-09-29 21:42:04 +08:00 |
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xldistance
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20722f6705
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删除多余print
删除多余print
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2019-09-29 10:29:42 +08:00 |
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vn.py
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99500a71fc
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Merge pull request #2111 from 1122455801/gateiof_gateway
[Add] Gateiof gateway
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2019-09-26 09:33:17 +08:00 |
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