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 |
|
vn.py
|
f3e7543f7a
|
[Add] da_gateway for Direct Access Futures
|
2019-09-01 22:40:29 +08:00 |
|
nanoric
|
daa174c27d
|
[Add] Okex Swap API.
most of the code is copied from okexf api.
|
2019-08-31 12:19:04 +08:00 |
|
nanoric
|
2a287dacfb
|
[Fix] OkexfGateway: Fixed typo
|
2019-08-31 06:27:44 +08:00 |
|
vn.py
|
8eb0553574
|
[Add] wrapper for da future and stock api
|
2019-08-29 14:48:40 +08:00 |
|
vn.py
|
e43df6d9e6
|
[Add] DA market api
|
2019-08-28 22:35:12 +08:00 |
|
nanoric
|
a87084ad2e
|
[Mod] RestClient: use shared thread pool.
|
2019-08-28 14:47:37 +08:00 |
|
vn.py
|
27b646a12b
|
[Add] process typedef of new struct
|
2019-08-26 23:18:12 +08:00 |
|
vn.py
|
374bb478df
|
[Mod] use generator script to genrate data_type and struct
|
2019-08-26 23:02:41 +08:00 |
|
vn.py
|
2b10d4d554
|
[Add] start to develop direct access futures api
|
2019-08-26 22:39:33 +08:00 |
|
vn.py
|
bdfa2bd895
|
[Add] support for stop order of ib gateway
|
2019-08-26 21:40:20 +08:00 |
|
vn.py
|
dd1039a880
|
[Add] rohon gateway
|
2019-08-26 17:54:57 +08:00 |
|
vn.py
|
7d05e9e6d1
|
[Add] xgj gateway
|
2019-08-26 15:14:37 +08:00 |
|
vn.py
|
409d33ed18
|
[Add] xgj trading api
|
2019-08-26 15:08:10 +08:00 |
|
nanoric
|
a0f1bc452e
|
[Add] RpcClient: Added send lock.
[Add] RcpClient: Added Heartbeat package
|
2019-08-20 18:04:39 +08:00 |
|
vn.py
|
8a685483df
|
[Add] aroon indicator for ArrayManager
|
2019-08-20 15:59:08 +08:00 |
|
vn.py
|
3077611e2d
|
[Fix] filter new event push for BinanceGateway
|
2019-08-19 14:47:22 +08:00 |
|
nanoric
|
2505f78c14
|
[Del] remove trailing white space
[Del] remove spaces in blank lines
|
2019-08-15 16:38:21 +08:00 |
|
vn.py
|
85603bb369
|
[Fix] bug in xtp_gateway direction map
|
2019-08-13 09:14:17 +08:00 |
|
vn.py
|
cf0fc8b66f
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-08-10 11:59:37 +08:00 |
|
vn.py
|
f8cdca8cb8
|
[Mod] use ThreadPoolExecutor to run cta strategy init task in parallel
|
2019-08-10 11:58:12 +08:00 |
|
LimingFang
|
ede33a2506
|
script md update 89
|
2019-08-09 13:59:42 +08:00 |
|
nanoric
|
e86f6db0a7
|
Oes: Reduce building memory usage
[Mod] oesapi: use c2py 0.5.4
|
2019-08-08 14:43:00 +08:00 |
|
vn.py
|
d151b13ef5
|
Merge pull request #2006 from LimingFang/dev
change sec2sopt
|
2019-08-07 16:36:24 +08:00 |
|
LimingFang
|
75147ffb80
|
change sec2sopt
|
2019-08-07 16:18:20 +08:00 |
|
vn.py
|
1397c86ae8
|
[Fix] typo in xtp_gateway
|
2019-08-07 15:43:40 +08:00 |
|
vn.py
|
a9a23cbb3f
|
Merge pull request #2003 from nanoric/tap_encoding
[Mod] tapapi: change encoding into GBK.
|
2019-08-07 15:25:25 +08:00 |
|
vn.py
|
3028e28b57
|
Merge pull request #2004 from LimingFang/dev
dev update sec_constant
|
2019-08-07 15:25:13 +08:00 |
|
vn.py
|
1171bf8d93
|
[Mod] convert xtp unknown ticker type to equity product
|
2019-08-07 15:03:17 +08:00 |
|
LimingFang
|
e93362a2c0
|
update sec 87(2)
|
2019-08-07 14:32:19 +08:00 |
|
LimingFang
|
7de8d69c63
|
sec update 87(1)
|
2019-08-07 14:32:02 +08:00 |
|
nanoric
|
e4336b6c20
|
[Mod] tapapi: change encoding into GBK.
|
2019-08-07 12:41:12 +08:00 |
|
vn.py
|
1a82f6caf9
|
[Add] ExceptionDialog for showing exception message
|
2019-08-07 11:37:15 +08:00 |
|
vn.py
|
b5e9bdb559
|
[Mod] change strategy import function of pyd files
|
2019-08-06 22:40:11 +08:00 |
|
1122455801
|
b17a26b508
|
Update engine.py
|
2019-08-06 20:02:16 +08:00 |
|
1122455801
|
8dfc72591a
|
Update engine.py
|
2019-08-06 18:52:33 +08:00 |
|
vn.py
|
73e8ebd132
|
[Mod] complete test of sec_gateway
|
2019-08-06 14:35:51 +08:00 |
|
vn.py
|
c2e87cfde1
|
[Mod] change prefix to lower case
|
2019-08-06 14:34:54 +08:00 |
|
LimingFang
|
71b0845c80
|
SecGateway and api
|
2019-08-06 13:53:53 +08:00 |
|
vn.py
|
c4dea3b440
|
Merge pull request #1996 from nanoric/oes_reduce_linux_building_memory
Oes: reduce linux building memory
|
2019-08-05 17:57:36 +08:00 |
|
nanoric
|
857b80f4f8
|
Reduce memory usage while building under Linux.
Changes:
[Mod] rename autocxxpy into c2py
[Mod] use c2py 0.5.1
|
2019-08-05 15:13:55 +08:00 |
|
vn.py
|
31e76df8a7
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-08-01 14:47:20 +08:00 |
|
vn.py
|
397c10e219
|
[Fix] position query pnl and price data switch
|
2019-08-01 14:47:14 +08:00 |
|
vn.py
|
2984d65f56
|
Merge pull request #1961 from xldistance/patch-28
修复本地停止单返回数据错误
|
2019-08-01 11:33:49 +08:00 |
|
vn.py
|
640150cdcb
|
[Mod] use primaryExchange when exchange data not available
|
2019-07-29 15:16:25 +08:00 |
|
vn.py
|
b755f9f1fa
|
[Mod] close #1969
|
2019-07-27 08:47:12 +08:00 |
|
vn.py
|
31bf3a7124
|
[Fix] convert position related str to float/int
|
2019-07-26 10:41:44 +08:00 |
|
xldistance
|
6ec7f301e4
|
修复本地停止单返回数据错误
修复本地停止单返回数据错误
|
2019-07-25 09:21:33 +08:00 |
|
vn.py
|
f85a7a54d5
|
[Fix] import sys module
|
2019-07-24 12:47:24 +08:00 |
|
vn.py
|
15de4c1e1b
|
[Mod] no throw when RestClient catches exception, only write log message
|
2019-07-24 12:36:23 +08:00 |
|
vn.py
|
81c7e105ab
|
[Fix] no vt_orderid return after sending order
|
2019-07-24 10:46:25 +08:00 |
|
LimingFang
|
f398e128b8
|
script trader md &
|
2019-07-23 20:42:55 +08:00 |
|
vn.py
|
ebc5e79be7
|
[Mod] change vt_positionid format
|
2019-07-21 22:55:31 +08:00 |
|
vn.py
|
0df4204d1e
|
[Mod] upgrade to ctp mini 1.4 api
|
2019-07-19 22:04:21 +08:00 |
|
vn.py
|
8e5854ac1c
|
[Add] MinitestGateway for CTP Mini test envrionment
|
2019-07-19 21:57:48 +08:00 |
|
vn.py
|
379b5df02e
|
[Mod] update version number
|
2019-07-19 21:57:25 +08:00 |
|
vn.py
|
575cb232b7
|
[Mod] add exception type
|
2019-07-19 21:57:10 +08:00 |
|
vn.py
|
5d4d5129a9
|
[Fix] closes #1918
|
2019-07-19 21:16:06 +08:00 |
|
vn.py
|
8a43b76c96
|
[Fix] potential bug of KeyError when item_info_text is empty
|
2019-07-19 17:34:08 +08:00 |
|
vn.py
|
6b8bf824c6
|
[Mod] use partial update to improve plotting speed
|
2019-07-19 16:04:24 +08:00 |
|
vn.py
|
585dedb314
|
[Fix] type hinting typo
|
2019-07-19 15:12:42 +08:00 |
|
vn.py
|
0c068768fb
|
[Fix] typo in typing
|
2019-07-19 14:06:42 +08:00 |
|
vn.py
|
af37ba8beb
|
[Mod] improve chart drawing performance
|
2019-07-19 00:26:58 +08:00 |
|
vn.py
|
66b46704e6
|
[Mod] add trade scatter to show all backtesting trades
|
2019-07-18 22:54:47 +08:00 |
|
vn.py
|
aedcf81d84
|
[Add] candle chart dialog to view backtesting history data
|
2019-07-18 21:14:28 +08:00 |
|
vn.py
|
85e10ddb8a
|
[Mod] improve chart appearance
|
2019-07-18 21:06:08 +08:00 |
|
vn.py
|
9fb8b1fc2b
|
Merge pull request #1931 from vnpy/pyqtgraph-chart
Pyqtgraph chart
|
2019-07-18 16:58:18 +08:00 |
|
vn.py
|
9d79112dd7
|
[Mod] update cursor info pos after new bar updated
|
2019-07-18 16:55:12 +08:00 |
|
vn.py
|
a6bd9f6ce0
|
[Add] key press related function
|
2019-07-18 16:41:40 +08:00 |
|
vn.py
|
5585d774d4
|
[Add] cursor for ChartWidget
|
2019-07-18 12:35:28 +08:00 |
|
vn.py
|
2f247d8ada
|
Merge pull request #1928 from lostleaf/master
修正 MainEngine 中 app_class, gateway_class 的 type hint
|
2019-07-18 09:52:30 +08:00 |
|
vn.py
|
7a23eaec1b
|
[Fix] bug in set price range
|
2019-07-17 15:51:05 +08:00 |
|
vn.py
|
35d9cacf33
|
[Add] candle chart module
|
2019-07-17 15:37:53 +08:00 |
|
lostleaf
|
f5469e5158
|
修正 MainEngine 中 app_class, gateway_class 的 type hint
|
2019-07-17 10:40:47 +08:00 |
|
vn.py
|
31f017e8a4
|
[Fix] flak8 code check
|
2019-07-16 18:37:35 +08:00 |
|
vn.py
|
fd4ba62838
|
[Add] query_history function for BitfinexGateway
|
2019-07-16 17:15:42 +08:00 |
|
vn.py
|
805cbc790a
|
[Add] query_history function for OkexGateway
|
2019-07-16 16:42:29 +08:00 |
|
vn.py
|
ecabe203c7
|
[Add] query_history function for OkexfGateway
|
2019-07-16 16:15:07 +08:00 |
|
vn.py
|
49f0af6889
|
[Add] level 2 broadcast market data support
|
2019-07-16 15:31:35 +08:00 |
|
vn.py
|
9ce85a0a95
|
Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
|
2019-07-16 14:44:27 +08:00 |
|
vn.py
|
4d36b5198b
|
[Add] query_history function for BinanceGateway
|
2019-07-16 14:43:20 +08:00 |
|
vn.py
|
d1df651b40
|
[Mod] improve code quality
|
2019-07-16 12:34:29 +08:00 |
|
vn.py
|
cf7b89365a
|
[Mod] complete test of mini_gateway
|
2019-07-16 12:31:01 +08:00 |
|
vn.py
|
c7621cbfa3
|
[Fix] bug when receiving empty offset flag
|
2019-07-16 11:19:22 +08:00 |
|
vn.py
|
07b51393dd
|
[Del] dulpicate vnctp code
|
2019-07-16 11:11:33 +08:00 |
|
vn.py
|
87f2f8141e
|
[Mod]add data filter when query trading account data
|
2019-07-16 09:10:45 +08:00 |
|
vn.py
|
fad935364a
|
[Add] mini_gateway for ctp mini system
|
2019-07-15 19:33:45 +08:00 |
|
vn.py
|
6a7346c42e
|
[Add]ctp mini api
|
2019-07-15 19:20:36 +08:00 |
|
vn.py
|
28b9ce6d8d
|
Merge pull request #1921 from vnpy/ws-reconnect
Ws reconnect
|
2019-07-13 13:25:44 +08:00 |
|
vn.py
|
de47e8eb02
|
[Add] request rate limit check for BitmexGateway
|
2019-07-13 13:22:28 +08:00 |
|
vn.py
|
33bd9c56c7
|
Merge pull request #1912 from nioss/dev
Dev 修改okex深度数据（ondepth）重复
|
2019-07-12 15:10:36 +08:00 |
|
vn.py
|
02c4a88f02
|
Merge pull request #1914 from nanoric/fix_unhandled_exception_in_websocket.reconnect
[Mod] Fixed: exception raised in WebsocketClient._reconnect() may not …
|
2019-07-12 14:24:49 +08:00 |
|
vn.py
|
09d99964e5
|
[Fix]ctp cancel order needs correct ExchangeID
|
2019-07-10 17:07:01 +08:00 |
|
nanoric
|
90592ecafb
|
[Mod] Fixed: exception raise in WebsocketClient._reconnect() may not be captured in some case.
|
2019-07-10 15:43:36 +08:00 |
|
vn.py
|
62a0451d41
|
[Fix]closes #1913
|
2019-07-10 10:15:15 +08:00 |
|
nio
|
5eab77cc9d
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okex 现货和合约深度数据重复修改
okex 现货和合约深度数据重复修改
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2019-07-09 22:00:54 +08:00 |
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vn.py
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7f7d12e4bf
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[Merge] pull request #1908 from vnpy/dev, closes #1906
Dev
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2019-07-09 16:16:11 +08:00 |
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vn.py
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36524511b2
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Merge pull request #1903 from nanoric/linux_no_oes
Linux no oes
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2019-07-05 17:41:38 +08:00 |
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nanoric
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a8f06a0139
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[Mod] autocxxpy: ignore types not exists under Linux
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2019-07-05 11:17:30 +08:00 |
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nanoric
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1e49a0aa1d
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[Mod] updated autocxxpy: generate caster for only classes and enums
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2019-07-05 09:58:10 +08:00 |
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nanoric
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9db0dfdcbb
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[Mod] updated autocxxpy: added noexcept for async_dispatch_exception::what()
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2019-07-05 09:04:13 +08:00 |
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