Commit Graph

2860 Commits

Author SHA1 Message Date
vn.py
ccdde7ee22 [Add] support for Level 2 data of CtpGateway 2019-10-31 11:47:23 +08:00
vn.py
75f11862bc
Merge pull request #2157 from xldistance/patch-33
fix bybit_gateway price type error
2019-10-25 14:56:12 +08:00
xldistance
eab5ba8d5b
Update bybit_gateway.py 2019-10-25 08:24:44 +08:00
xldistance
7b6d8f7982
fix bybitgateway price typre error 2019-10-24 22:48:26 +08:00
vn.py
9e92d989d7 [Mod] DataRecorder: record spread data tick/bar 2019-10-21 16:29:52 +08:00
vn.py
216a5d3f5a
Merge pull request #2149 from vnpy/dev-bybit
Dev bybit
2019-10-21 15:53:26 +08:00
vn.py
5df4e6f738 [Mod] change code struction and complete test of BybitGateway 2019-10-21 15:52:39 +08:00
vn.py
765bb5078a [Fix] update class combo after strategy classes loaded 2019-10-21 15:44:58 +08:00
vn.py
2257f8318c [Mod] add query history data function 2019-10-21 15:38:28 +08:00
vn.py
7a2007ddbd [Mod] simplify market data process 2019-10-21 11:01:50 +08:00
vn.py
3c24365ae6 [Mod] move all bybit codes into bybit_gateway.py 2019-10-20 11:27:05 +08:00
vn.py
6d6756ae4d [Mod] show exception message when loading strategy class in cta_backtester 2019-10-19 18:14:54 +08:00
vn.py
73e893cfdb [Mod] query all instruments available from RQData server 2019-10-19 18:09:50 +08:00
vn.py
b117e84167 [Mod] add default value for pre_close price if zero 2019-10-19 00:04:52 +08:00
vn.py
01fed04246 [Mod] add support for reverse contract in CtaBacktester 2019-10-18 23:05:09 +08:00
vn.py
da33b01f7b [Mod] add support for BitMEX inverse contract 2019-10-18 22:55:09 +08:00
vn.py
90caa3a408 [Mod] add hook for cancel order function with LocalOrderManager 2019-10-18 20:17:31 +08:00
vn.py
afb31f382f
Merge pull request #2146 from vnpy/dev-gateios
Dev gateios
2019-10-18 20:11:56 +08:00
vn.py
8f7ddd985a [Mod] complete test of gateio gateway 2019-10-18 20:10:35 +08:00
vn.py
4336ccf065 [Mod] change function names 2019-10-18 19:22:35 +08:00
vn.py
d518566e55 [Mod] change gateio gateway name 2019-10-18 19:12:20 +08:00
vn.py
cd587127eb [Del] use only trade data timestamp for market tick data 2019-10-18 15:20:04 +08:00
vn.py
9f8c0e87b7 [Fix] bug when calculating spread pos using net pos 2019-10-17 16:18:18 +08:00
vn.py
1a054ae9ae [Add] query history data for BitstampGateway 2019-10-13 10:21:05 +08:00
vn.py
95a5dc7298 [Mod] use logdata for EVENT_ALGO_LOG 2019-10-12 22:38:57 +08:00
vn.py
cd612e41d8 [Mod] use net position for TapGateway 2019-10-12 18:37:41 +08:00
vn.py
48167ef755 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-10-12 18:36:44 +08:00
vn.py
801ca27c1d [Mod] add aysnc support for cancel bistamp order 2019-10-12 18:36:39 +08:00
vn.py
9c5e2bb227
Merge pull request #2134 from 1122455801/spread_trading_md
【Add】 spread_trading.md
2019-10-12 12:29:37 +08:00
vn.py
5185610838 [Mod] tap gateway only support futures for now 2019-10-12 12:22:43 +08:00
vn.py
34544bb2f3 [Mod] add INE yd position support 2019-10-12 11:01:40 +08:00
KeKe
bbfee06a26 Create spread_trading.md 2019-10-10 23:45:50 +08:00
vn.py
a267f63732 [Mod] flake8 code quality improve 2019-10-09 16:28:16 +08:00
vn.py
6a50362eec [Mod] process INE order in similar way with SHFE 2019-10-09 16:24:27 +08:00
vn.py
5aadb46bef [Mod] initialize LegData with position when created 2019-10-08 17:00:09 +08:00
vn.py
70b589ed52 [Mod] convert order offset for INE contracts 2019-10-08 16:53:12 +08:00
vn.py
b66e2a9dd2 [Fix] add filter for duplicate ib contract update 2019-09-30 12:10:43 +08:00
vn.py
61bf6bb81e [Fix] close #2099 2019-09-30 11:56:38 +08:00
vn.py
98716eec55 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev 2019-09-30 11:49:04 +08:00
vn.py
ad38cd2215 [Fix] add ssl support for ctp_gateway/ctptest_gateway, close #1997 2019-09-30 11:46:35 +08:00
vn.py
e67d21c15e
Merge pull request #2124 from vnpy/master
[Fix] rqdatac problem
2019-09-30 11:35:23 +08:00
vn.py
c7dbed9b69 [Fix] rqdatac max limit login problem 2019-09-30 11:33:54 +08:00
vn.py
142253c621
Merge pull request #2123 from xldistance/patch-31
删除多余print
2019-09-29 21:42:04 +08:00
xldistance
20722f6705
删除多余print
删除多余print
2019-09-29 10:29:42 +08:00
vn.py
99500a71fc
Merge pull request #2111 from 1122455801/gateiof_gateway
[Add] Gateiof gateway
2019-09-26 09:33:17 +08:00
vn.py
cb4e1106ab
Merge branch 'dev-gateios' into gateiof_gateway 2019-09-26 09:33:09 +08:00
vn.py
b433d54446 [Mod] improve code quality 2019-09-25 23:27:25 +08:00
vn.py
cdbbb7867e
Merge pull request #2114 from vnpy/dev-bitstamp-gateway
Dev bitstamp gateway
2019-09-25 23:20:32 +08:00
vn.py
9139d3b01e [Mod] continuous query account data 2019-09-25 23:08:33 +08:00
vn.py
e0c15d4eee [Mod] complete test of order/trade push update 2019-09-25 22:53:13 +08:00