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Author SHA1 Message Date
vn.py
b4bea24802 [Mod] relpace bar second/microsecond to 0 when force generated, #1815 2019-06-11 11:21:03 +08:00
vn.py
1ba27ca5e3
Merge pull request #1816 from 1122455801/portafolio_test_0610 
[Add] cta投资组合回测示例
 2019-06-11 11:10:56 +08:00
1122455801
bd5c7bf9bb Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-06-10 23:45:16 +08:00
1122455801
127e863c3b Update backtesting.py 2019-06-10 23:45:08 +08:00
1122455801
ace002609a Create backtesting_portfolio.ipynb 2019-06-10 23:44:46 +08:00
vn.py
3d1c794d5a
Merge pull request #1814 from vnpy/issue-fix 
Issue fix
 2019-06-10 14:56:42 +08:00
vn.py
fa9f06b2aa [Mod] Close #1708 2019-06-10 14:54:41 +08:00
vn.py
65133141f8 [Add] HbdmGateway auto resubscribe market data when connected 2019-06-10 14:46:36 +08:00
vn.py
a833576ebb [Mod] update gateway document for using ConId as contract symbol at IB Gateway 2019-06-10 14:15:08 +08:00
vn.py
8f5f187fcd [Mod] clear previously loaded history data 2019-06-10 13:29:03 +08:00
vn.py
4fadcd9016 [Mod] add comment for round_to 2019-06-10 13:25:06 +08:00
vn.py
2cfb18b7bb
Merge pull request #1806 from xldistance/patch-23 
ctaengine价格取整到最小价格变动
 2019-06-10 13:22:08 +08:00
vn.py
acdebea589
Merge pull request #1813 from 1122455801/risk_manager_0610 
[Add] risk_manager.md
 2019-06-10 12:27:39 +08:00
1122455801
1ece242624 Create risk_manager.md 2019-06-10 11:16:11 +08:00
vn.py
2ae5cf6ce6
Merge pull request #1812 from vnpy/tap-gateway 
Tap gateway
 2019-06-09 10:42:37 +08:00
vn.py
e6f2ff010e [Mod] change log path 2019-06-09 10:39:54 +08:00
vn.py
cf6b52cae3 [Add] tap gateway comment 2019-06-09 10:22:06 +08:00
vn.py
4450ccd2be [Mod] flake8 code improve 2019-06-09 10:21:44 +08:00
xldistance
b79212c4d9
Update engine.py 2019-06-09 08:49:27 +08:00
vn.py
2e2b2f7510 [Mod] improve code style 2019-06-09 08:45:43 +08:00
vn.py
981c666f4d [Mod] change to use position summary instead of indvidual position 2019-06-08 22:34:46 +08:00
vn.py
d072543dd6 [Mod] use ClientOrderNo for orderid (local) 2019-06-08 22:25:23 +08:00
vn.py
5febb801aa
Merge pull request #1810 from nanoric/tap_gateway 
Tap gateway
 2019-06-08 21:22:16 +08:00
vn.py
e5108bdf61
Merge pull request #1811 from 1122455801/algo_trade_0608 
[Mod] algo_trader.md
 2019-06-08 21:22:11 +08:00
1122455801
3828834be1 Update algo_trader.md 2019-06-08 19:23:41 +08:00
nanoric
6e0e23d999 Merge remote-tracking branch 'remotes/origin/tap-gateway' into tap 2019-06-08 17:11:09 +08:00
nanoric
64e3be33fc [Fix] TapGateway: make send_order not to crash. 2019-06-08 17:08:55 +08:00
nanoric
1c661d07c4 [Mod] TapApi: use autocxxpy 0.3.1 
detail:
[Fix] Fixed: return value of API which applied output_argument_transform is always empty(default value)
[Fix] Fixed: crash while calling some API which returns packaged str. Such as InsertOrder.
[Mod] Some types of constant was changed to str, which has a type of int originally. (these variables has a type of 'char' in c++)
 2019-06-08 17:07:56 +08:00
nanoric
fa590bf1f3 [Mod] use autocxxpy 0.2.6 
detail:
[Fix] fixed: failed to construct(call __init__) of some structure from tap api
[Del] remove gtest headers.
 2019-06-08 00:10:55 +08:00
vn.py
8ec5a8d4eb [Mod] complete test of tick data update 2019-06-07 23:48:41 +08:00
vn.py
7d45da8d41
Merge pull request #1807 from 1122455801/install_0607 
[Update] install.md
 2019-06-07 23:21:05 +08:00
vn.py
b97082762a
Merge pull request #1808 from 1122455801/gateway_0607 
[Update] gateway.md
 2019-06-07 23:20:50 +08:00
vn.py
dbdb099a95
Merge pull request #1809 from nanoric/tap 
[Fix] TapApi: fixed nullptr error.
 2019-06-07 23:20:46 +08:00
vn.py
0efee692a5 [Mod] upgrade QuoteAPI dll 2019-06-07 23:20:13 +08:00
nanoric
a5e545ba0c [Mod] updated TapQuoteApi.dll: use newer official provided x64 dll. 
[Fix] fixed nullptr error.
 2019-06-07 23:11:39 +08:00
vn.py
a20eee2d44 [Fix] typo in update_order 2019-06-07 22:52:10 +08:00
vn.py
8cb4abcf9d [Add] send/cancel order function 2019-06-07 22:42:36 +08:00
vn.py
bec7bb2fee [Add] query order/trade data 2019-06-07 21:56:21 +08:00
vn.py
49579568f2 [Add] query position function 2019-06-07 18:37:37 +08:00
vn.py
c990f553e1 [Add] support for more exchanges 2019-06-07 18:22:45 +08:00
vn.py
18b4162f4f [Mod] complete test of QuoteApi 2019-06-07 17:33:19 +08:00
1122455801
db038c9e95 Update gateway.md 2019-06-07 17:04:45 +08:00
1122455801
93d1499cd6 Update install.md 2019-06-07 17:02:21 +08:00
xldistance
4f94988a6e
ctaengine价格取整到最小价格变动 
ctaengine价格取整到最小价格变动
 2019-06-07 16:00:13 +08:00
vn.py
5d9802b703
Merge pull request #1800 from 1122455801/tiger_update_push_client 
[Update] tiger_gateway.py
 2019-06-07 14:20:32 +08:00
vn.py
260e270c22 [Mod] allow writing log when strategy not inited 2019-06-06 23:15:38 +08:00
1122455801
fa30e8a99b Update tiger_gateway.py 2019-06-06 11:49:56 +08:00
vn.py
c83a762015
Merge pull request #1795 from vnpy/bug-fix 
Bug fix
 2019-06-05 19:30:39 +08:00
vn.py
b0edd7fe88 [Mod] change init function of RqDataClient 2019-06-05 19:24:44 +08:00
vn.py
be315e4bc1 [Mod] use no adjustment type of equity history data 2019-06-05 19:17:23 +08:00