Commit Graph

845 Commits

Author SHA1 Message Date
nanoric
b90d997456 [Fix] 修复start后响应两次onConnected的错误 2018-10-17 05:46:03 -04:00
nanoric
1f37a5ebeb [Add] 增加okexFutureApi.trade
[Add] okexFutureApi:增加自动登录
2018-10-17 05:45:13 -04:00
nanoric
46dda98d07 [Add] 增加VtTradeData.createFromGateway 2018-10-17 05:26:28 -04:00
vn.py
9d124ed196 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-10-17 14:22:18 +08:00
vn.py
72bba04d5d [Add]增加BitmexGateway的主动行情订阅功能 2018-10-17 14:22:15 +08:00
nanoric
04068256d3 Merge branch 'dev' of https://github.com/vnpy/vnpy into okex.websocket 2018-10-16 22:01:05 -04:00
nanoric
c141360847 [Add] OkexFutureGateway.subscribe
[Add] OkexFutureApi增加WebSocket客户端实现
2018-10-16 05:49:36 -04:00
nanoric
e8ded9edf5 [Add] 增加VtTickData的静态初始化函数
[Fix] 修复一个潜在BUG:仅仅载入vtObject.py并初始化VtLogData时有可能提示INFO字段不存在
2018-10-16 05:48:44 -04:00
nanoric
eb844d4b9b [Mod] 将WebSocketClient.init(host)函数提前到__init__中调用 2018-10-16 05:46:42 -04:00
nanoric
1cc5c8b16e [Fix] 修复一个BUG:WebSocketClient无法初始化:onDisconnected赋值错误 2018-10-16 05:45:45 -04:00
vn.py
663f699537
Merge pull request #1169 from nanoric/okex.websocketclient.devel
Okex.websocketclient.devel
2018-10-16 14:43:25 +08:00
nanoric
995d994e8e [Mod] 不用简写:req改名为request 2018-10-16 02:19:30 -04:00
nanoric
713c183a14 [Mod] 将RestClient和WebSocketClient的默认回调改为可赋值的函数 2018-10-16 01:15:43 -04:00
nanoric
a5fc1bdba0 准备写okex的websocket api 2018-10-15 05:58:30 -04:00
nanoric
4cec0f6540 [Fix] okex:修复一个BUG:在传参的时候不应传apiSecret 2018-10-15 05:42:33 -04:00
nanoric
dc340d19b6 [Add] WebSocketClient:增加setCreateConnection
[Add] WebSocketClient:增加一些注释
2018-10-15 04:58:27 -04:00
nanoric
788677370f [Mod] WebsocketClient改名为WebSocketClient 2018-10-15 04:45:57 -04:00
nanoric
90d25fa536 Merge branch 'refactor.network.devel' into okex.devel 2018-10-15 04:39:39 -04:00
nanoric
562fae9a25 [Mod] WebSocketClient:非纯虚函数不使用abstractmethod 2018-10-15 04:39:09 -04:00
nanoric
c50c31a6bd [Mod] sendRequest改名为sendPacket
和onPacket对应。
2018-10-15 04:37:55 -04:00
nanoric
b8c6c92c43 [Mod] 使用一些VtObject相关的静态函数 2018-10-15 04:36:37 -04:00
nanoric
4d7c3bf417 [Add] WebSocketClient:增加onDisconnected 2018-10-15 04:35:55 -04:00
nanoric
a55246eb77 [Mod] WebSocketClient.onMessage改名为onPacket,以免和正常WebSocket的onMessage搞混。 2018-10-15 04:30:06 -04:00
nanoric
66cb55ef26 [Add] 增加一些用于创建VtObject的静态方法 2018-10-15 03:56:20 -04:00
nanoric
f2f4669123 [Fix] 修正错误的对websocket的引用 2018-10-15 03:20:54 -04:00
nanoric
a3129a8007 [Mod] sendReq改名为sendRequest(同步),addReq改名为addRequest(异步) 2018-10-15 03:12:05 -04:00
nanoric
c8a071f38e [Mod] 整理格式 2018-10-12 03:11:10 -04:00
nanoric
7cf5825bbe [Add] OkexFutureGateway:增加持仓查询接口 2018-10-12 03:08:12 -04:00
vn.py
449c0284de
Merge pull request #1164 from nanoric/refactor.network.devel
Refactor.network.devel 2018-10-11
2018-10-12 14:42:44 +08:00
nanoric
e51e03f910 [Fix] 修正对齐 2018-10-12 02:21:44 -04:00
nanoric
86586a71c7 [Add] OkexFutureGateway增加了queryOrders的接口 2018-10-12 02:19:57 -04:00
nanoric
c88f5b497a [Mod] errorCode2String改名为errorCodeToString 2018-10-12 02:04:39 -04:00
nanoric
abc82ecd96 [Fix] 修改一下typeHint 2018-10-12 01:30:58 -04:00
nanoric
aad3b6c51e [Fix] 将OkexzFutureRestClient.queryOrders变为可用
[Mod] 修改一些注释
2018-10-12 00:02:44 -04:00
nanoric
63c8401931 [Fix] 修复OkexFutureClient缺少签名的错误 2018-10-12 00:02:36 -04:00
nanoric
4878b3291b [Mod] 将Enum改为普通的object
[Mod] onFailed增加一个errorCode参数
2018-10-11 23:39:01 -04:00
nanoric
8c971c7d81 [Add] 增加OkexFutureSymbol类以表示可支持的合约(无法直接从API查询) 2018-10-11 23:10:00 -04:00
nanoric
6e0e1c116b [Mod] 将RestClient和WebClient移动到api文件夹中,并修改import方式 2018-10-11 22:53:48 -04:00
nanoric
a396b55f8e [Add] 完成OkexFutureApi.queryOrders 2018-10-11 22:50:04 -04:00
nanoric
0ee13bf862 [Add] RestClient:增加了Join函数
[Mod] 将processReq改为保护方法:改名为_processReq
2018-10-11 22:06:30 -04:00
vn.py
051f00f051
Merge pull request #1161 from raycool/raycool-dev
套利交易逻辑对冲函数逻辑被动腿错误
2018-10-12 09:08:39 +08:00
vn.py
9d834b040e
Merge pull request #1159 from nanoric/refactor.network
Refactor.network
2018-10-12 09:04:26 +08:00
huguanghui
100700257b fix symbol error 2018-10-11 20:34:27 +08:00
huguanghui
72fef7f1ff fix symbol error 2018-10-11 20:30:59 +08:00
nanoric
d9b5de31f3 [Add] 准备增加queryOrders 2018-10-11 06:13:40 -04:00
nanoric
0749007dc7 [Add] 修改部分注释 2018-10-11 06:12:41 -04:00
nanoric
694317b663 [Mod] 修改order的字段获取顺序:按字母顺序排列 2018-10-11 05:50:28 -04:00
nanoric
cf546672fd [Add] 完成okexFutureGateway.sendOrder 2018-10-11 04:05:26 -04:00
nanoric
a4859a94eb [Fix] OkexFutureApi:将onFailed参数变为真的可选 2018-10-11 04:04:33 -04:00
nanoric
26cfc17255 [Mod] OkexFutureApi:修改部分onFailed的智能提示 2018-10-11 03:52:03 -04:00
nanoric
fe99a3ddd8 [Fix] Fix:如果没有杠杆倍数,就不传这个参数 2018-10-11 03:46:32 -04:00
nanoric
f5755b222a [Add] 将OkexFutureRestClient做成独立的API分离出来 2018-10-11 03:37:25 -04:00
nanoric
6e71c59c06 [Mod] onFailed只接收两个参数,原来的data参数可以从req.response.raw读出 2018-10-10 22:09:20 -04:00
nanoric
e6f7781a47 [Mod] HttpClient改名为RestClient 2018-10-10 05:36:14 -04:00
nanoric
f0aa9c7172 [Add] okexFutureGateway:增加cancelOrder 2018-10-10 04:53:09 -04:00
nanoric
ab72e0303b [Mod] 改了一下注释 2018-10-10 04:52:30 -04:00
vn.py
c530a0a1b1 [Fix]Close #1153 2018-10-10 16:40:00 +08:00
vn.py
78446b2c25
Merge pull request #1158 from vnpy/master
合并BitmexGateway市价单修改
2018-10-10 16:13:43 +08:00
nanoric
486e6055e6 [Mod] HttClient:修改对应的测试
[Del] 删除了HeadersAuthenticateHttpClient,因为不再需要了

该版本的测试可以通过
2018-10-10 03:59:13 -04:00
nanoric
5d0de90e60 [Mod] HttpClient:HTTP请求成功的标准从status_code==200修改为status_code==2xx 2018-10-10 03:53:09 -04:00
nanoric
6b19abc875 [Mod] HttpClient:将和HTTP请求相关的东西都进了Request
[Add] HttpClient.addReq:增加onFailed参数
2018-10-10 03:44:57 -04:00
nanoric
c04850c9a0 [Add] okexFuture相关修改。
我决定了,每一点小修改都commit,无论是否能运行。所以我把修改都提交上来了。
2018-10-09 06:08:39 -04:00
nanoric
54b93a89b5 [Add] 我觉得还是有onFail好,不过不再是用自定义callback的形式,而是重载的形式。对应的,RequestStatus中的状态也增加了。 2018-10-09 06:07:50 -04:00
nanoric
7d65170e53 [Mod] restful包改名为network
[Mod] RestfulClient改名为HttpClient
2018-10-07 22:31:34 -04:00
nanoric
0236fcb864 [Fix] WebSocketClient:修正一个潜在Bug:因网络问题导致重连的exception不会被onError捕获 2018-10-07 04:10:38 -04:00
nanoric
85c64b00e4 [Mod] WebSocketClient隐藏一些内部变量 2018-10-07 04:07:03 -04:00
nanoric
c4d1da3045 [Mod] 将RestfulClient和WebSocketClient的构造和初始化分离开来。 2018-10-07 03:59:31 -04:00
nanoric
142a40652d [Mod] WebsocketClient改名为WebSocketClient 2018-10-07 03:38:55 -04:00
nanoric
2c626dbdaf [Add] 增加WebSocketClient 2018-10-07 03:33:27 -04:00
nanoric
b64338d272 [Mod] 修改RestfulClient的调用方法 2018-10-07 03:32:42 -04:00
vn.py
e690c65ea8 [Del]移除自动连接MongoDB的操作 2018-10-07 09:24:12 +08:00
nanoric
84b99010cb [Add] 将RESTFulApi的底层接口抽象化
[Add] 增加Request类,用以查询某个请求的状态
2018-10-06 06:03:31 -04:00
vn.py
97bf7e0cf5 [Fix]修复多进程优化的bug 2018-10-06 08:58:35 +08:00
vn.py
8a42c610bb
Merge pull request #1141 from raycool/dev
[mod] 修复火币中tick和newtick混用错误
2018-10-05 10:52:00 +08:00
vn.py
932e5e2773 [Fix]修复参数优化的bug 2018-10-02 13:55:47 +08:00
vn.py
0d4b12cfd7 [Fix]Close #1142 2018-10-01 22:42:29 +08:00
vn.py
da5455740e [Del]移除import pandas 2018-09-30 22:44:21 +08:00
vn.py
145d5215e7 [Mod]移除ctaBacktesting中对pandas的依赖 2018-09-30 22:23:51 +08:00
vn.py
3f8039f34e [Fix]Close #1114 2018-09-30 18:39:38 +08:00
vn.py
3792bb05a9 [Fix]修复bitmexGateway中合约大小取值字段错误的bug 2018-09-30 18:37:07 +08:00
huguanghui
bb694e3890 fix newtick and tick bug 2018-09-28 19:54:23 +08:00
vn.py
fe3b16c1b2 [Add]添加VtBarData的K线周期字段 2018-09-25 10:35:46 +08:00
nanoric
27fab6bfba [Fix] 修正市价单无法下单的问题 2018-09-20 02:43:21 -04:00
nanoric
b9d41a1d55 [Add] 新增openApp系列函数 2018-09-19 05:35:35 -04:00
vn.py
0e28c30b31
Merge pull request #1119 from nanoric/extract_outputOptimizeResult
[Add] 将ctaBacktesting.outputOptimizeResult分离了出来
2018-09-19 11:01:36 +08:00
nanoric
c1c9d93c8f
Update ctaBacktesting.py 2018-09-17 23:16:24 -03:00
nanoric
2c266f1309 [Add] 将ctaBacktesting.outputOptimizeResult分离了出来 2018-09-17 21:30:50 -04:00
vn.py
6ae4fc6727 [Fix]修复vnbitmex中的签名bug 2018-09-16 16:33:10 +08:00
vn.py
ed3ffd9ac2 [Add]bitmexGateway增加仿真环境testnet的支持 2018-09-16 14:19:40 +08:00
vn.py
0a2d54e826 [Add]新增历史数据相关类和函数 2018-09-14 17:54:02 +08:00
vn.py
23a14a7a19 [Add]BitMEX接口增加对testnet仿真环境的支持 2018-09-14 17:35:11 +08:00
vn.py
4bf6f333fa
Merge pull request #1108 from nanoric/AlgoUiHelper
[Add] 为AlgoTrading增加能够自动生成UI的辅助代码
2018-09-14 17:11:41 +08:00
nanoric
24198b82be [Fix] ctpGateway: 修正一个在查询持仓时,若未查询过该合约大小则出错的BUG 2018-09-13 21:32:08 -04:00
nanoric
20c77110bd [Add] 为AlgoTrading增加能够自动生成UI的辅助代码 2018-09-12 05:16:23 -03:00
vn.py
904895899a [Fix]Close #1089 2018-09-06 14:23:33 +08:00
vn.py
d5f09bdf33
Merge pull request #1093 from nanoric/ctp_types_correction
[Fix] 某些时候往CTP接口下单,会产生报单字段有误的错误。
2018-09-06 13:38:29 +08:00
nanoric
240c3fbded [Fix] 某些时候往CTP接口下单,会产生参数不合法的错误。
Signed-off-by: nanoric <nanoric@qq.com>
2018-09-05 05:02:59 -04:00
nanoric
b98b55cf23 [Fix] 改回丢失的状态按钮
Signed-off-by: nanoric <nanoric@qq.com>
2018-09-04 01:34:03 -04:00
vn.py
4f2e04c776
Merge pull request #1076 from studynon/dev
[Mod]gateway相关的python3兼容性修改
2018-08-29 12:59:34 +08:00
vn.py
89636da025
Merge pull request #1075 from cooooo/dev
[Mod]统一使用queue
2018-08-29 12:41:53 +08:00
studynon
c77d133d51 [Mod]gateway相关的python3兼容性修改 2018-08-28 23:15:32 +08:00
vn.py
c6794f8ba9 [Fix]Close #1047 2018-08-28 22:53:23 +08:00
vn.py
0aec6c90be Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-28 22:49:53 +08:00
vn.py
6fa8688b2c [Fix]Close #1066 6 2018-08-28 22:49:41 +08:00
cooooo
325717a9c6 [Mod]统一使用queue 2018-08-28 21:56:32 +08:00
Tom
f605478654
Update ctpGateway.py
add f.close()
2018-08-26 22:46:19 +08:00
studynon
8e4f9121a1 [Mod]ctpGateway的Python3兼容性修改 2018-08-25 10:33:54 +08:00
vn.py
cd1d939c58 [Fix]Close #1035 2018-08-13 00:54:32 +08:00
vn.py
97bfabe191 [Fix]Close #1034 2018-08-13 00:45:28 +08:00
vn.py
09b74d5d4f [Add]v1.9.0发布前的文档修改 2018-08-12 23:13:32 +08:00
vn.py
e1906094dc [Add]增加CTA回测模块的历史数据缓存服务器进程功能 #847 2018-08-06 15:04:24 +08:00
vn.py
672353f369 [Del]移除OANDA接口 2018-08-06 14:16:30 +08:00
vn.py
5cfb62fd31 [Add]DrEngine新增收盘时间功能,解决部分交易所没有收盘Tick推送导致最后一根K线缺失的问题 #957 #888 2018-08-06 13:56:12 +08:00
vn.py
da597b704a [Fix]Close #761 2018-08-06 12:01:19 +08:00
vn.py
8137b6af14 [Fix]Close #801 #748 2018-08-06 00:01:10 +08:00
vn.py
d89170a605 [Mod]增加引擎层的标准化接口 Close #787 2018-08-05 23:40:56 +08:00
vn.py
c33c45c381 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 23:40:01 +08:00
vn.py
ddf07c8b26 [Del]移除vnp/trader/app/jaqsService 2018-08-05 23:39:56 +08:00
vn.py
9eca6a96e6
Merge pull request #1025 from cclauss/print_function_python3
Print() is a function in Python 3
2018-08-05 23:22:09 +08:00
cclauss
fddcb45481 print() is a function in Python 3 2018-08-05 17:13:40 +02:00
vn.py
407c34df61 Revert "Merge pull request #999 from nanoric/optimize_ctp_performance"
This reverts commit 8970554c2c, reversing
changes made to 27e2159f4e.
2018-08-05 23:09:17 +08:00
vn.py
5001d6ef9d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 23:06:43 +08:00
vn.py
8970554c2c
Merge pull request #999 from nanoric/optimize_ctp_performance
[Fix] 优化了ctp接口py转换层的性能
2018-08-05 22:56:03 +08:00
vn.py
5dd17111d7 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-08-05 22:44:07 +08:00
vn.py
c430bc93c6 [Fix]Close #1002 2018-08-05 22:44:00 +08:00
vn.py
a674c1c72b [Fix]Close #1019 2018-08-05 22:03:43 +08:00
vn.py
1cba50e41c [Add]增加价差交易组件中算法部分的持仓监控,Close #977 2018-08-05 01:18:45 +08:00
vn.py
fcb039eee6 [Mod]Close #1008 2018-08-05 00:45:18 +08:00
vn.py
10306d286a [Add]新增套利算法ArbitrageAlgo 2018-08-05 00:38:49 +08:00
vn.py
db905149d6 [Fix]Close #1004 2018-08-04 22:08:21 +08:00
vn.py
1d5d7af64b [Fix]Close #995 2018-08-04 22:05:24 +08:00
vn.py
438bab3fff [Fix]Close #992 2018-08-04 21:57:09 +08:00
vn.py
030e448d37 [Fix]Close #1013 2018-08-04 21:53:18 +08:00
vn.py
176c4f26b1 [Add]增加停止单触发时对于委托失败的检查处理 2018-08-03 20:57:48 +08:00
vn.py
111f173aa0 [Add]增加算法交易RPC服务的数据推送功能 2018-07-25 22:57:15 +08:00
nanoric
f4f6d6742c [Fix] 优化了ctp接口py转换层的性能
1.使用特化版的strcpy_s,提升拷贝性能
      2.避免重复的string拷贝
2018-07-25 05:31:17 -04:00
vn.py
2b9d165e86 [Mod]修改数字货币接口查询资金的数据使用VtAccountData 2018-07-25 16:07:08 +08:00
vn.py
f3dcc0bf20 [Add]新增算法交易RPC服务功能 2018-07-25 10:03:34 +08:00
vn.py
76fd43dcd4 [Mod]改进Iceberg算法的护盘功能 2018-07-25 09:13:25 +08:00
vn.py
c2a7c2942e [Add]新增BestLimit算法 2018-07-24 19:09:44 +08:00
vn.py
bdec2398de [Add]新增Iceberg算法 2018-07-24 19:09:31 +08:00
vn.py
71eb543f24 [Add]新增Sniper算法 2018-07-24 19:09:19 +08:00
vn.py
ca4a0cdafb [Mod]调整算法交易组件目录结构,增加自动加载运行时目录下算法的功能 2018-07-24 09:16:46 +08:00
vn.py
1a75ef084a Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-23 23:31:20 +08:00
vn.py
04bdbf9f4e [Mod]AlgoEngine的算法加载改为自动扫描目录下算法文件的方式 2018-07-23 23:31:17 +08:00
vn.py
d43969ca1d [Mod]修改部分futuGateway的数据类型 2018-07-23 22:16:44 +08:00
vn.py
81ad791747 [Mod]修改DataRecording功能对于Tick时间戳的处理,兼容某些行情源Tick时间戳没有毫秒的情况 2018-07-23 17:55:36 +08:00
vn.py
384eb71b28 [Mod]完成futuGateway的测试 2018-07-23 15:39:00 +08:00
vn.py
65ed41fcf5 [Mod]使用text_type代替字符串函数unicode 2018-07-22 20:43:01 +08:00
vn.py
1c5abeb986 [Add]新增FutuTrader,修改futuGateway兼容Python3新版 2018-07-22 20:42:32 +08:00
vn.py
9f5b786d1e Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-22 19:20:04 +08:00
vn.py
def7751581 [Fix]修复StopAlgo缺乏若干常量的bug 2018-07-22 19:19:58 +08:00
nanoric
656392f1b6 [Fix] 移除调试用的代码 2018-07-19 23:31:32 -04:00
nanoric
0a1fe3067e [Fix] 修改错误的命名方式 2018-07-19 23:30:53 -04:00
nanoric
317514a795 Merge branch 'dev' of https://github.com/vnpy/vnpy into bithumb_api 2018-07-19 23:21:24 -04:00
nanoric
5906664de2 [Add] 增加Bithumb Gateway 2018-07-19 23:20:19 -04:00
nanoric
e2ed59c5d1 [Fix] 修改onQryTickers中tick.date的拼写错误 2018-07-19 23:01:03 -04:00
nanoric
ffb0a33c44 [Fix] 修改test中的函数命名 2018-07-19 23:00:03 -04:00
vn.py
9cb8b2be43 [Del]移除vnpy/api/ib下的build编译结果目录 close #917 2018-07-17 17:20:05 +08:00
vn.py
06ceccc3c3 [Fix]Close #927 2018-07-17 16:41:52 +08:00
vn.py
a835a7ab2c [Fix]Close #928 2018-07-17 16:40:56 +08:00
vn.py
aced9cfbd2 [FIX]Close #936 2018-07-17 16:39:17 +08:00
vn.py
65f6716089 [Del]移除QuantOS相关内容(暂时放到beta目录) 2018-07-17 16:27:50 +08:00
vn.py
c998cf9e7a [Fix]修改委托数量为float导致部分接口委托报错的bug 2018-07-17 14:05:01 +08:00
vn.py
988d432846 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-13 19:58:17 +08:00
vn.py
7fea0f862a [Add]新增CCXT通用接口 2018-07-13 19:58:12 +08:00
nanoric
1e98c96a4a [Add]新增Bithumb API 2018-07-12 08:54:53 -04:00
vn.py
bb2f45432f [Add]新增Coinbase接口 2018-07-11 22:07:14 +08:00
vn.py
1dd5eaceae [Mod]修改下单组件的价格和数量输入使用QLineEdit 2018-07-10 17:13:38 +08:00
vn.py
8e988caf5c [Del]移除无关信息 2018-07-09 10:40:17 +08:00
vn.py
1c0a2cf758 [Fix]修复Bitfinex接口的下单本地委托号字段错误 2018-07-07 17:58:22 +08:00
vn.py
5d046d360c [Add]重新实现Lbank接口 2018-07-05 14:03:04 +08:00
vn.py
04065369e3 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-07-02 17:52:20 +08:00
vn.py
a5e972ce5a [Add]新增刷单算法StAlgo 2018-07-02 17:52:16 +08:00
vn.py
69310cf420 [Add]新增fcoinGateway 2018-07-02 08:47:44 +08:00
vn.py
e968c3e583 [Add]新增bigoneGateway 2018-07-02 08:47:34 +08:00
vn.py
9ac6dc4642 [Add]新增api/vnbigone 2018-07-02 08:47:06 +08:00
vn.py
df89da1e6b [Add]新增api/vnfcoin 2018-07-02 08:46:50 +08:00
vn.py
a302054c72
Merge pull request #938 from cclauss/modernize-vnpy-yet-again
Modernize recent changes
2018-06-27 10:08:28 +08:00
vn.py
8db7b42f34 [Add]新增部分基础函数和常量 2018-06-26 23:56:50 +08:00
cclauss
ecb86676c1
Update dmaAlgo.py 2018-06-20 09:34:19 +02:00
cclauss
10e9be7c03
Update stopAlgo.py 2018-06-20 09:33:47 +02:00
cclauss
6b85efa3d9 Modernize recent changes 2018-06-20 09:29:28 +02:00
vn.py
30be00063c Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-19 13:48:58 +08:00
vn.py
2742de7d4b [Fix]修复TWAP日志输出格式化typo 2018-06-19 13:48:52 +08:00
vn.py
a7f5e8307b [Mod]处理部分FutuOpenD的Python3兼容性问题 2018-06-18 21:20:24 +08:00
vn.py
0f2a28dc14
Merge pull request #914 from cclauss/modernize-vnpy-again
Modernize Python 2 code to get ready for Python 3
2018-06-17 22:59:57 +08:00
vn.py
f408cb30ca [Add]初步完成BitMEX接口 2018-06-16 22:10:36 +08:00
cclauss
8db91fa523
Align comment 2018-06-16 08:32:44 +02:00
vn.py
f00aee3325
Merge pull request #925 from vnpy/master
合并XTP修改
2018-06-16 11:44:12 +08:00
vn.py
fb91279b62 [Mod]vnbitmex默认连接数修改 2018-06-16 11:30:59 +08:00
vn.py
1befa5c16b [Fix]Close #915 2018-06-16 11:30:11 +08:00
vn.py
c3d482bfd7 [Add]初步完成vnbitmex 2018-06-14 20:03:53 +08:00
vn.py
c14ae4d5e0 [Fix]修改委托量负号错误 2018-06-14 13:12:05 +08:00
Neil
9d0261e893 [Fix]typo in CMakeLists.txt #916 2018-06-12 22:10:16 -07:00
vn.py
17f777b84c [Fix]修复算法交易引擎的委托号和算法对象映射缺失的bug 2018-06-13 11:55:33 +08:00
vn.py
6eaf19d5a5 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 23:27:00 +08:00
vn.py
584990a7ed [Add]新增停止单算法StopAlgo 2018-06-11 23:26:53 +08:00
vn.py
d4aa4f6e4d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 22:18:47 +08:00
vn.py
11a69f79ce [Add]BitfinexGateway增加对深度行情更新时没有BID或者ASK挂单情况的过滤 2018-06-11 22:18:45 +08:00
vn.py
2d94151efe [Add]HuobiGateway新增行情数据字段强制类型转换 2018-06-11 22:16:26 +08:00
vn.py
70092a628f Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 22:07:16 +08:00
vn.py
799e47407d [Add]新增直接执行委托的DMA算法 2018-06-11 22:07:12 +08:00
vn.py
8d1e429d65 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 17:12:55 +08:00
cclauss
93ebff5e43 Modernize Python 2 code to get ready for Python 3 2018-06-11 10:03:50 +02:00
vn.py
7563209130
Merge pull request #867 from cclauss/modernize-vnpy_trader_app
Modernize vnpy/trader/app
2018-06-11 14:43:19 +08:00
vn.py
ccae1d709c
Merge pull request #868 from cclauss/modernize-vnpy_trader_gateway
Modernize vnpy/trader/gateway
2018-06-11 14:38:57 +08:00
vn.py
920ee7fbb1 [Add]新增从CSV启动篮子算法或者加载算法配置到数据库 2018-06-11 14:09:16 +08:00
vn.py
6ae70b391d Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2018-06-11 13:06:46 +08:00
vn.py
49d22b47be [Mod]增加BitfinexGateway行情数据的强制数字类型转换 2018-06-11 13:06:41 +08:00
vn.py
9b076e2a0a [Add]新增AlgoTrading算法历史入库 2018-06-10 21:45:31 +08:00
vn.py
252e78996c [Mod]AlgoSettingMonitor增加更新templateName 2018-06-10 21:13:21 +08:00
vn.py
893940de6f [Mod]修改AlgoName生成规则,使用时间机制保证全局唯一性 2018-06-10 21:12:59 +08:00
vn.py
ff8a6c9602 [Mod]升级数字货币接口使用的websocket-client到最新版 2018-06-10 16:19:36 +08:00
vn.py
50609547e8 [Mod]HuobiGateway过滤由于请求超时导致的API签名错误 2018-06-10 16:09:25 +08:00
vn.py
603d9e855f [Mod]vnhuobi的默认请求超时改为10秒 2018-06-10 16:08:57 +08:00
vn.py
8ba6206be0 [Mod]火币借口过滤请求超时429报错 2018-06-10 16:06:12 +08:00
vn.py
a80f44100f [Mod]HuobiGateway只查询现货交易账户信息 2018-06-10 16:03:31 +08:00
vn.py
8cdfcef62b [Mod]火币接口移除代理支持,增加自动订阅行情 2018-06-10 15:00:39 +08:00
vn.py
bbabd742ff [Add]BitfinexApi新增close函数 2018-06-10 14:59:33 +08:00
vn.py
c42ecb6ec8 [Fix]修复币安API关闭时的线程池关闭问题 2018-06-10 14:59:03 +08:00
vn.py
70ed2dfd66 [Fix]Close #906,Bitfinex接口新增onConnect回调函数 2018-06-10 11:53:09 +08:00
vn.py
dfe0304f74 [Fix]Close #907 2018-06-10 11:47:08 +08:00
vn.py
5fb1cafc0d [Fix]Close #909 2018-06-10 11:18:35 +08:00
vn.py
d33a585b0f [Add]新增交易算法配置管理组件 2018-06-09 22:03:42 +08:00
vn.py
b92eea8978 [Add]MainEngine增加dbDelete功能 2018-06-09 22:03:10 +08:00
vn.py
19f559f36a [Add]抽象剥离算法控制组件父类 2018-06-09 18:55:31 +08:00
vn.py
08253b087b [Add]新增算法配置保存和加载功能 2018-06-09 18:55:04 +08:00
vn.py
143ab33068 [ADD]TWAP算法新增委托深度档位的设置 2018-06-09 16:40:13 +08:00
vn.py
f0c9500a0e [Mod]简化大商所的Tick日期计算逻辑 2018-06-09 15:12:30 +08:00
vn.py
8b1bc4e2ea [Add]新增AlgoTrading算法交易模块 2018-06-05 21:23:56 +08:00
vn.py
08e836b070 [Add]Bitfinex接口增加自动重连和持仓更新逻辑 2018-06-05 14:26:17 +08:00
vn.py
98dcecb470 [Mod]修改vnokex的断线重连逻辑 2018-06-05 14:25:35 +08:00
vn.py
c578d4e04d [Add]新增Bitfinex数字货币交易所接口 2018-06-05 09:03:55 +08:00
vn.py
ba647a1b63 [Add]新增币安接口 2018-06-04 14:12:25 +08:00
vn.py
5374829224 [Mod]解决OkexGateway中深度价格数据默认类型为unicode的问题 2018-06-02 22:29:10 +08:00
vn.py
e587d4cf3b [Mod]修改API部分说明信息 2018-06-02 21:26:04 +08:00
vn.py
fe211876da [Del]移除okexGateway测试时的强制数量代码 2018-06-02 21:21:19 +08:00
vn.py
653357e582 [Add]OKEX接口完善自动重连机制 2018-06-01 12:31:12 +08:00
vn.py
230688dea8 [Del]移除beta目录下的OKEX接口 2018-06-01 12:27:36 +08:00
vn.py
762a838b3d [Add]初步完成更新后的OKEX接口 2018-06-01 09:34:01 +08:00
cclauss
314dece44b Modernize vnpy/trader/gateway 2018-05-30 12:52:58 +02:00
cclauss
7a13aec4ec Modernize vnpy/trader/app 2018-05-30 12:41:09 +02:00
cclauss
7a4432e02e Modernize vnpy/api/h* and vnpy/api/i* 2018-05-30 12:37:35 +02:00
vn.py
29eb606e1c
Merge pull request #899 from cclauss/modernize-vnpy_api_sec
Modernize vnpy/api/sec
2018-05-30 09:37:43 +08:00
vn.py
ab7398c4f5
Merge pull request #895 from cclauss/modernize-vnpy_api_xspeed
Modernize vnpy/api/xspeed
2018-05-30 09:36:24 +08:00
vn.py
d22c6b0e49
Merge pull request #897 from cclauss/modernize-vnpy_api_xtpp
Modernize vnpy/api/xtp
2018-05-30 09:35:35 +08:00
cclauss
0594e6dc46 Modernize vnpy/api/sec 2018-05-29 13:43:06 +02:00
cclauss
6f91673037 Modernize vnpy/api/shzd 2018-05-29 13:21:14 +02:00
cclauss
fc4699bc39 Modernize vnpy/api/xtp 2018-05-29 13:14:33 +02:00