Commit Graph

2542 Commits

Author SHA1 Message Date
1122455801
cc1db0164f Create multi_signal_strategy.py 2019-02-21 10:05:46 +08:00
vn.py
760da8e7d2 [Mod]change filename of MultiTimeframStrategy 2019-02-21 09:22:59 +08:00
vn.py
d0ff8f904d
Merge pull request #1395 from 1122455801/Mod_double_ma_strategy
[Mod] double_ma_strategy
2019-02-21 08:54:36 +08:00
vn.py
54fb249564
Merge pull request #1396 from 1122455801/Add_dualthrust_strategy
Create dual_thrust_strategy.py
2019-02-21 08:54:21 +08:00
vn.py
3a8cfe35cc
Merge pull request #1397 from 1122455801/Add_multi_time_frame_strategy
Create multi_time_frame_strategy.py
2019-02-21 08:54:04 +08:00
vn.py
150a41d74f
Merge pull request #1399 from 1122455801/Mod_CTATEMPLATE
[Mod] template.py
2019-02-21 08:52:57 +08:00
vn.py
2124c504a6
Merge pull request #1401 from 1122455801/Add_atr_rsi_strategy
[Add] atr_rsi_strategy.py
2019-02-21 08:50:54 +08:00
1122455801
713ecc14b6 Create atr_rsi_strategy.py 2019-02-20 14:23:38 +08:00
1122455801
ce568ae3a6 Update template.py 2019-02-20 14:07:50 +08:00
1122455801
905bccf6f6 Create multi_time_frame_strategy.py 2019-02-20 11:30:19 +08:00
1122455801
0b93038f19 Create dual_thrust_strategy.py 2019-02-20 10:17:29 +08:00
1122455801
e64cfd7223 Update double_ma_strategy.py 2019-02-20 10:01:18 +08:00
vn.py
dfb85286d1
Merge pull request #1392 from 1122455801/Add_King_Keltner_strategy
[Add] king_keltner_strategy.py
2019-02-19 23:27:24 +08:00
vn.py
d5eb42b7d6
Merge pull request #1388 from nanoric/setup_py
Setup.py
2019-02-19 23:27:03 +08:00
vn.py
04dabc725f
Merge pull request #1391 from 1122455801/Add_boll_channel_strategy
[Add] boll_channel_strategy
2019-02-19 23:26:20 +08:00
1122455801
b3f421af70 Create king_keltner_strategy.py 2019-02-19 16:25:26 +08:00
1122455801
950e97544d Create boll_channel_strategy.py 2019-02-19 15:36:07 +08:00
vn.py
f467afcf5e [Mod]set all statistics to 0 if no trade in backtesting 2019-02-19 15:18:20 +08:00
nanoric
6690af6f99 [Mod] api.ctp.vnctp.vnctp.h: added some include for gcc(linux) support 2019-02-18 22:46:35 -04:00
nanoric
762e778199 [Add] setup.py: added linux support 2019-02-18 22:46:35 -04:00
nanoric
20e4ef6c6e [Add] added setup.py 2019-02-18 22:46:35 -04:00
nanoric
1d52c20e89 [Mod] requirements.txt: ta-lib for windows use whl from www.lfd.uci.edu 2019-02-18 22:46:35 -04:00
vn.py
38aabe1b09 [Mod]call exit function when destory MdApi/TdApi object 2019-02-18 22:32:34 +08:00
vn.py
c81bd01d8f
Merge pull request #1385 from nanoric/v2.0-DEV
api.ctp: terminate task queue when exit() is called
2019-02-18 17:56:57 +08:00
vn.py
835668ec31
[Mod]change requirements.txt 2019-02-18 17:56:31 +08:00
nanoric
b339e91289 [Mod] updated pyd: api.ctp 2019-02-18 05:11:53 -04:00
nanoric
66edd75a2b [Add] api.ctp: terminate task queue when exit() is called 2019-02-18 05:11:26 -04:00
nanoric
262eb2498f [Add] requirements.txt: add jupyter and ta-lib 2019-02-18 05:10:37 -04:00
nanoric
a62b6aba08 [Add] MT to MD 2019-02-18 05:10:15 -04:00
vn.py
07b0cd4f81
[Merge] pull request #1384 from nanoric/TaskQueue_terminate
[Add] TaskQueue增加terminate(),可以终止pop的等待
2019-02-18 16:01:57 +08:00
nanoric
3080101ba0 [Mod] Include的相对路径改为绝对路径(Python除外) 2019-02-18 03:42:06 -04:00
nanoric
4dc63db71c [Add] TaskQueue增加terminate(),可以终止pop的等待 2019-02-18 03:13:11 -04:00
vn.py
3618044b36 [Fix] bugs in cta backtesting 2019-02-18 13:42:16 +08:00
vn.py
144ca19b08 [Add] use rqdata client for query history data in cta engine 2019-02-18 13:10:00 +08:00
vn.py
d32c3100af [Add] load global setting from json file 2019-02-18 13:09:19 +08:00
vn.py
37f2a0c9b6 [Mod]simplify usage of ctp api and gateway 2019-02-18 11:15:51 +08:00
vn.py
cc236a918d
[Merge] pull request #1381 from nanoric/optimized_toUtf8 2019-02-17 23:11:38 +08:00
vn.py
f15bb91f29 [Mod] change get_path related functions 2019-02-17 22:59:41 +08:00
vn.py
6c91951e02 [Add] general functions of VN Trader
1. use json instead of shelve for setting/data storage
2. call original sys.__excepthook__ before showing exception with QMessageBox
2019-02-17 22:59:01 +08:00
vn.py
ae78a7f0c0 [Add] init cta strategy in thread to avoid ui block 2019-02-17 15:00:02 +08:00
vn.py
9df1cf9a74 [Add] load and sync cta strategy data function 2019-02-16 11:18:58 +08:00
vn.py
7ade45e37f [Add] load_json/save_json function 2019-02-16 10:51:32 +08:00
vn.py
95052ce822 [Add] add load history data function to cta live trading engine 2019-02-16 10:13:22 +08:00
vn.py
e29345503b [Fix] bug in calculating daily result of cta backtesting 2019-02-15 16:05:34 +08:00
nanoric
0f7a82c072 [Add] 若python中没实现对应的虚函数,则什么都不做。[1]
[Fix] 所有对dict的使用改为const &,减少不必要的复制

[1] PYBIND11_OVERLOAD默认会调用到C++原生实现。CTP的原生实现是什么都不做。
2019-02-14 03:21:35 -04:00
nanoric
92d488e640 [Fix] 去掉get...中的异常捕获
异常会被上层捕获,即pybind11.
pybind11会将异常转化为python异常然后回传到python之中。
2019-02-14 03:13:22 -04:00
nanoric
8c0d11d601 [Fix] 稍稍修改一下toUtf8 2019-02-14 00:38:04 -04:00
vn.py
cbdecf7edf
Merge pull request #1378 from nanoric/sphinx
sphinx init
2019-02-13 14:01:15 +08:00
nanoric
f826d77750 [Add] add sphinx files into docs/ 2019-02-13 01:51:50 -04:00
vn.py
19789c60a6 [Add] docs folder for project documentation 2019-02-13 09:50:00 +08:00