Commit Graph

1926 Commits

Author SHA1 Message Date
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
vn.py
8195da1444
[Merge] pull request #1377 from vnpy/v2.0-DEV-CTP
V2.0 dev ctp
2019-02-10 11:54:43 +08:00
vn.py
cb23935ac6 [Add] new ctp gateway 2019-02-10 11:49:09 +08:00
vn.py
1bf01b2377 [Add] new python 3 ctp api 2019-02-09 12:04:56 +08:00
vn.py
6b49cdb2ad [Del] remove binding related code 2019-02-01 13:36:30 +08:00
vn.py
a302bc93c5 [Mod] format code with autopep8 2019-01-30 13:07:23 +08:00
vn.py
d7c79327dc [Mod] reverse certain code formatting caused by black 2019-01-30 12:40:49 +08:00
vn.py
d05b558f87 [Fix] check typo bug with flake8 2019-01-30 09:54:51 +08:00
vn.py
346368cd2e [Fix] bug in calculating daily backtesting pnl result 2019-01-30 04:39:04 +08:00
vn.py
be8f57d039 [Add] download history data from rqdata into sqlite 2019-01-29 15:37:06 +08:00
vn.py
b99c5ff590 [Add]backtesting function for cta strategy 2019-01-29 15:35:37 +08:00
vn.py
2dc8057de0 [Add] TurtleSignalStrategy for cta strategy app 2019-01-26 21:43:07 +08:00
vn.py
fdf2d4cf13 [Fix] some code mistakes caused by previous merge 2019-01-26 19:45:23 +08:00
vn.py
91678e0de2 Merge branch 'v2.0-DEV' of https://github.com/vnpy/vnpy into v2.0-DEV 2019-01-26 17:41:33 +08:00
vn.py
5d4e975ff4 [Mod]change formatting tools to black 2019-01-26 17:24:38 +08:00
vn.py
901664c10a
Merge pull request #1360 from nanoric/autocxxparser
generator.binding:CXXParser:增加include路径的设置
2019-01-26 12:19:44 +08:00
nanoric
31b6e230b6 [Mod] 更新binding的编译教程 2019-01-24 23:28:39 -04:00