Commit Graph

1643 Commits

Author SHA1 Message Date
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
2274a29104 Merge branch 'master' of https://github.com/vnpy/vnpy 2019-09-30 11:23:02 +08:00
vn.py
746ac00854 [Fix] max limit bug with rqdatac 2019-09-30 11:22:16 +08:00
xldistance
20722f6705
删除多余print
删除多余print
2019-09-29 10:29:42 +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
KeKe
4626deed62 Create gateiof_gateway.py 2019-09-25 17:13:11 +08:00
KeKe
04224b5e13 Update constant.py 2019-09-25 17:12:13 +08:00
KeKe
2f7cba2680 Create __init__.py 2019-09-25 17:10:30 +08:00
vn.py
d741221c41 [Mod] complete send/cancel order function 2019-09-25 15:34:13 +08:00
vn.py
04ad1cb981 [Mod] Reimplement BitstampGateway 2019-09-24 23:00:50 +08:00
nanoric
033740a215 [Mod] RestClient: restore logger 2019-09-24 10:35:12 +08:00
nanoric
2bf54862f4 Merge remote-tracking branch 'remotes/nanoric/oanda_gateway' into dev
# Conflicts:
#	vnpy/api/rest/rest_client.py
#	vnpy/trader/constant.py
2019-09-24 10:16:15 +08:00
vn.py
94ecc537c5
Merge branch 'dev' into bybit 2019-09-23 21:26:01 +08:00
vn.py
625513ac48
Merge pull request #2105 from nanoric/logger
[Add] logger for RestClient & WebsocketClient
2019-09-23 21:21:27 +08:00
vn.py
ff85ab7642
Merge pull request #2104 from nanoric/tap_wrappers
[Mod] TapGateway: roll back custom callback_wrapper to fix invalid po…
2019-09-23 21:15:47 +08:00
vn.py
5bb4a7135f [Fix] strategy_module_name may be not defined 2019-09-21 11:33:52 +08:00
nanoric
df2cbd52e4 [Add] logger for RestClient & WebsocketClient 2019-09-20 16:00:08 +08:00
nanoric
391d94411a [Mod] TapGateway: roll back custom callback_wrapper to fix invalid pointer BUG. 2019-09-20 14:33:58 +08:00
vn.py
846ea95093 [Fix] close #1997 2019-09-20 11:37:32 +08:00
vn.py
222475fdf9
Merge pull request #2103 from vnpy/dev
Dev
2019-09-19 22:25:02 +08:00
vn.py
7de6e0fb42 [Mod] add wmi into requirements 2019-09-19 21:55:33 +08:00
vn.py
2322406a93 [Fix] only subscribe if contract data found 2019-09-19 16:07:32 +08:00
vn.py
5e8a648874 [Fix] bug when __thread not created 2019-09-19 15:18:51 +08:00
vn.py
6f3a2b49c8 [Del] remove unused ci config files 2019-09-19 12:30:38 +08:00
vn.py
ad9676f242
Merge pull request #2098 from vnpy/dev
[Fix] typo of vt_symbol
2019-09-18 22:52:55 +08:00
vn.py
6967a825f2 [Fix] typo of vt_symbol 2019-09-18 22:51:25 +08:00
vn.py
1257f9a6b7
Merge pull request #2097 from vnpy/dev
Dev
2019-09-18 16:46:49 +08:00
vn.py
8ec0f439ee [Add] CFE exchange, close #2096 2019-09-18 13:03:13 +08:00
vn.py
99ea570b6c [Add] resubscribe logic to solve websocket data push stop problem, close #2045 2019-09-18 12:57:17 +08:00
vn.py
2448ef072d [Mod] use decimal.Decimal to ensure round_to precision, close #2002 2019-09-18 12:02:04 +08:00
vn.py
c02b37bde2 [Mod] auto subscribe market data when add new legs 2019-09-18 11:44:11 +08:00
vn.py
15bdeea400 [Mod] close #2060 2019-09-17 23:46:05 +08:00
vn.py
69f9a21c3e [Fix] close #2037 2019-09-17 23:41:10 +08:00
vn.py
38d090bed4 [Mod] close #2019 2019-09-17 23:30:30 +08:00
vn.py
0c1dc817b9 [Fic] close #2021 2019-09-17 23:28:36 +08:00
vn.py
8baafc5cf9 [Add] CBOE exchange enum 2019-09-17 23:14:43 +08:00
vn.py
1356aac894 [Mod] close #1937 2019-09-17 23:11:17 +08:00
vn.py
cf2a7ad2f7 [Mod] close #1950 2019-09-17 23:01:28 +08:00
vn.py
1053eb2d23 [Mod] close #1938 2019-09-17 22:56:40 +08:00
vn.py
06797b475f [Mod] update README.md 2019-09-17 22:48:20 +08:00
vn.py
6a5d04e61f [Add] BasicSpreadStrategy for demo 2019-09-17 22:35:40 +08:00
vn.py
80d89d1cb8 [Add] UI component for managing strategies 2019-09-17 17:41:20 +08:00
vn.py
3b9f1c3148 [Add] SpreadStrategyEngine for managing spread trading strategies 2019-09-17 16:26:48 +08:00
nanoric
9aa90f538f [Mod] make flake8 happy 2019-09-17 15:51:50 +08:00
nanoric
d805ed043c [Add] OandaGateway 2019-09-17 15:38:52 +08:00
vn.py
68090e4552 [Mod] add SpreadStrategyTemplate for creating spread strategies 2019-09-16 23:33:36 +08:00
vn.py
bbd62e02b7 [Mod] add EVENT_SPREAD_POS event type 2019-09-16 23:06:40 +08:00
vn.py
f46f796475 [Mod] move leg multiplier to SpreadData 2019-09-16 17:22:47 +08:00
vn.py
80c9dfe378 [Mod] complete test of algo trading function 2019-09-16 16:42:16 +08:00
vn.py
be9142e878 [Mod] add send/cancel order function of algo engine 2019-09-16 14:51:57 +08:00
vn.py
f94144b704 [Mod] remove test function 2019-09-15 23:53:49 +08:00
vn.py
d4cab7bfc2 [Add] stop algo by double click monitor cells 2019-09-15 21:46:49 +08:00
vn.py
b4081eb01e [Add] dialog ui for creating new spread 2019-09-15 21:34:47 +08:00
vn.py
2e4776eceb [Add] dialog ui for starting algo 2019-09-15 20:53:18 +08:00
vn.py
0ad86c8638 [Add] spread trading algo and engine 2019-09-15 17:44:08 +08:00
vn.py
0f4402833d [Add] template for spreading algo 2019-09-14 15:57:27 +08:00
vn.py
0ee582a12e [Mod] move OffsetConverter module to vnpy.trader 2019-09-14 14:39:24 +08:00
vn.py
98912462f6 [Add] spread price and pos calculation 2019-09-14 13:20:09 +08:00
vn.py
5a9dfa747d [Add] new spread trading app 2019-09-14 11:06:08 +08:00
vn.py
6b753f58a5 [Mod]simplify bitstamp gateway 2019-09-11 22:20:56 +08:00
vn.py
9dd329e4d5 [Mod] flake8 code quality improve 2019-09-11 20:59:49 +08:00
vn.py
27099ebb7a
Merge pull request #2087 from MarvelousPeach/bitstamp_gateway
Bitstamp gateway
2019-09-11 19:37:34 +08:00
K
0da8b784eb adding bitstamp gateway from Wudi 2019-09-10 10:19:59 +08:00
nanoric
29a39a258a [Mod] make flake8 happy 2019-09-09 10:59:34 +08:00
nanoric
0258a9b331 Merge remote-tracking branch 'remotes/origin/dev' into bybit
# Conflicts:
#	vnpy/trader/constant.py
2019-09-09 10:27:31 +08:00
nanoric
88a29c7bda [Add] BybitGateway 2019-09-08 23:13:02 +08:00
vn.py
afb079c9ca
Merge pull request #2071 from vnpy/dev-coinbase
Dev coinbase
2019-09-05 22:56:08 +08:00
vn.py
6b0bb3cbdb [Mod] change order lifecycle management detail of coinbase gateway 2019-09-05 22:55:03 +08:00
vn.py
8152682a2b [Add] query history data for coinbase gateway 2019-09-05 22:18:57 +08:00
vn.py
85f4fe9a3a [Add] query history bars from gateway if available for initing cta strategy 2019-09-05 13:20:15 +08:00
vn.py
eec5d0a769 [Mod] improve code quality of coinbase gateway 2019-09-05 13:13:39 +08:00
vn.py
77c2b52842 [Mod] complete general test of coinbase gateway 2019-09-05 11:23:37 +08:00
vn.py
019da35a55 [Fix] close #2055 2019-09-04 22:41:33 +08:00
LimingFang
2908442fd8 update constant coinbase 2019-09-04 15:52:41 +08:00
LimingFang
2ab2e49121 update coinbase 2019-09-04 15:51:35 +08:00
vn.py
851c22528f
Merge pull request #2066 from LimingFang/coinbase
coinbase_gateway
2019-09-04 11:27:24 +08:00
LimingFang
be039c314d coinbase_gateway 2019-09-03 10:55:27 +08:00
vn.py
3aab7b13db [Mod] flake8 code quality improvement 2019-09-03 10:20:36 +08:00
vn.py
32639a1ed7 [Fix] close #2046 2019-09-03 10:15:02 +08:00
vn.py
65e71ae66d
Merge pull request #2065 from vnpy/rpc-lock
Rpc lock
2019-09-03 10:04:26 +08:00
vn.py
238b59f112 [Add] filter for empty query trade/order data 2019-09-03 09:57:19 +08:00
vn.py
c89d2dff6b
Merge branch 'dev' into dev-okexs 2019-09-03 09:47:49 +08:00
vn.py
d4f9c7ca05 [Mod] complete test of okexs gateway 2019-09-03 09:45:40 +08:00
vn.py
1e804ad949
Merge pull request #2062 from vnpy/da
Direct Access Futures Gateway
2019-09-03 09:19:59 +08:00
vn.py
e43315f279 [Mod] add support for option 2019-09-02 16:56:48 +08:00
vn.py
fa6c9e9975 [Mod] complete function test of da gateway 2019-09-02 16:44:48 +08:00
vn.py
795eab7228 [Add] query function for da_gateway 2019-09-02 12:39:44 +08:00