Commit Graph

2542 Commits

Author SHA1 Message Date
1122455801
4c24b9a7ab Update cta_strategy.md 2019-06-13 15:53:57 +08:00
vn.py
6cfdeac8cb Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-06-13 13:12:58 +08:00
vn.py
7afbf720a5 [Add] open_interest in tick/bar data 2019-06-13 13:12:53 +08:00
vn.py
4e237d5894
Merge pull request #1825 from 1122455801/convert_mod_0613
[Mod] 修复converter的bug
2019-06-13 12:21:33 +08:00
1122455801
1f8cfa7548 Update converter.py 2019-06-13 10:57:01 +08:00
vn.py
48d1c71e8b
Merge pull request #1822 from xldistance/patch-25
修正StopOrder vt_orderids
2019-06-13 09:42:28 +08:00
xldistance
135b16dc44
Update engine.py 2019-06-12 18:44:07 +08:00
xldistance
099f832f48
修正StopOrder vt_orderids
修正StopOrder vt_orderids
2019-06-12 17:32:48 +08:00
vn.py
8fcccd8b1c [Add] support UserProductInfo in CtpGateway 2019-06-12 13:46:44 +08:00
vn.py
01e7a54f32
Merge pull request #1821 from vnpy/binance
Binance
2019-06-12 13:36:24 +08:00
vn.py
e90e1ee104 [Mod] complete test of BinanceGateway 2019-06-12 13:34:32 +08:00
vn.py
93b4ff40a3 [Del] remove _split_url 2019-06-11 23:46:54 +08:00
vn.py
4ae3b2acae [Mod] remove init_query function 2019-06-11 23:00:12 +08:00
vn.py
ebf49abfcb [Mod] remove unecessary code 2019-06-11 22:59:10 +08:00
vn.py
719aa2ac49
Merge pull request #1820 from 1122455801/binance_gateway_0611
[Add] Binance gateway
2019-06-11 22:29:52 +08:00
vn.py
2611e84393
Merge branch 'binance' into binance_gateway_0611 2019-06-11 22:28:21 +08:00
vn.py
24ec262bef
Merge pull request #1796 from uelin/dev
add binance gateway
2019-06-11 22:24:03 +08:00
vn.py
5eb0ba9348
Merge branch 'binance' into dev 2019-06-11 22:22:49 +08:00
vn.py
ce7c4ea6a8
Merge pull request #1817 from 1122455801/portafolio_md
[Add] 投资组合使用文档
2019-06-11 22:19:13 +08:00
1122455801
7abd9b9773 Update constant.py 2019-06-11 17:02:48 +08:00
1122455801
9d8db0fbfd Create binance_gateway.py 2019-06-11 17:02:43 +08:00
1122455801
0f841ece0e Create __init__.py 2019-06-11 17:02:38 +08:00
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
bcaa64498f Update cta_strategy.md 2019-06-11 09:58:32 +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