Commit Graph

3422 Commits

Author SHA1 Message Date
KeKe
70b7e51c00 Create data_analysis.py 2019-10-31 11:48:08 +08:00
KeKe
3ca6cf5a20 Create data_analysis.ipynb 2019-10-31 11:48:05 +08:00
vn.py
ccdde7ee22 [Add] support for Level 2 data of CtpGateway 2019-10-31 11:47:23 +08:00
vn.py
8eca0abd13 [Add] support float number net pos 2019-10-29 21:13:49 +08:00
vn.py
bc489d9fab [Add] support for float spread bid/ask volume 2019-10-29 21:11:43 +08:00
vn.py
c1151dc8fc [Mod] add support for bitfinex margin trading 2019-10-29 16:15:43 +08:00
vn.py
af3e90c280 [Add] only keep stream after connected 2019-10-29 15:02:36 +08:00
vn.py
6b11836816
Merge pull request #2165 from vnpy/master
[Mod] change thread worker no
2019-10-29 13:44:36 +08:00
vn.py
a74a2247c9 Merge branch 'master' of https://github.com/vnpy/vnpy 2019-10-29 13:42:39 +08:00
vn.py
3613e1c41d [Mod] only allow 1 thread to query rqdata 2019-10-29 13:42:33 +08:00
vn.py
77fa4ae706
Merge pull request #2164 from vnpy/master
[Fix] type error in init_cli_trading
2019-10-29 13:41:25 +08:00
vn.py
0a1aa0fd81
Merge pull request #2162 from lostleaf/master
[Fix] 修复 init_cli_trading 的 type hint
2019-10-29 13:37:41 +08:00
vn.py
766d705e7a [Mod] fix algo control bugs in BasicSpreadStrategy 2019-10-28 22:14:25 +08:00
lostleaf
bacd74657f [Fix] 修复 init_cli_trading 的 type hint 2019-10-28 19:51:24 +08:00
vn.py
877c703e0f [Add] support for FOK and IOC order of HBDM 2019-10-28 14:43:34 +08:00
vn.py
2147737169 [Del] remove query trade and history order function 2019-10-28 14:43:12 +08:00
vn.py
6fc466aaf3 [Fix] bug in optimization with inverse mode 2019-10-27 09:42:14 +08:00
vn.py
f74af8bce1 [Mod] update mini api wrap 2019-10-25 19:54:00 +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
07e0e0709a [Mod] support inverse contract with size not equal to 1 (like HBDM) 2019-10-22 15:45:27 +08:00
vn.py
44bd65b502 [Mod] record coin (not contract) traded volume for inverse contract 2019-10-22 15:24:11 +08:00
vn.py
7a72d5f63f [Mod] convert coin volume to contract volume for inverse contract 2019-10-22 15:17:13 +08:00
vn.py
8781aa72d5 [Mod] calculate inverse leg net pos 2019-10-22 14:45:37 +08:00
vn.py
66cf47db3d [Mod] calculate inverse bid/ask volume 2019-10-22 14:36:37 +08:00
vn.py
b5892b9607 [Add] SpreadData supports inverse contract leg 2019-10-22 11:40:47 +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