vn.py
|
9a5cdbe3e8
|
[Add] statitical arbitrage strategy, close #1382
|
2019-11-10 16:11:05 +08:00 |
|
vn.py
|
687bdbc66d
|
[Add] backtesting function for spread trading
|
2019-11-10 16:09:43 +08:00 |
|
vn.py
|
ddbf62d47a
|
[Add] start developing spread backtesting function
|
2019-11-09 14:53:56 +08:00 |
|
vn.py
|
f39859a546
|
[Del] remove sma_ohlc
|
2019-11-08 22:50:59 +08:00 |
|
vn.py
|
c75cf932c1
|
Merge pull request #2182 from 1122455801/more_index
[Add] more index from talib
|
2019-11-08 23:39:38 +09:00 |
|
vn.py
|
b417efb241
|
[Fix] add TRADER_DIR to environment variables
|
2019-11-08 13:09:27 +08:00 |
|
KeKe
|
a3742a00de
|
Update utility.py
|
2019-11-07 17:00:19 +08:00 |
|
vn.py
|
111e1cabd8
|
[Del] remove debug print
|
2019-11-07 16:24:28 +08:00 |
|
vn.py
|
09adbf5cf0
|
[Fix] close #2160
|
2019-11-07 16:23:33 +08:00 |
|
vn.py
|
cb835d5932
|
[Mod] close #2126
|
2019-11-07 16:08:34 +08:00 |
|
vn.py
|
b53a286295
|
[Mod] use auxPrice for IB stop order, close #2100
|
2019-11-07 16:05:22 +08:00 |
|
vn.py
|
11d94b9902
|
[Fix] use local time for tick data, close #2106
|
2019-11-07 16:00:05 +08:00 |
|
vn.py
|
4e966a4bdb
|
[Mod] add depth volume for OesGateway, close #2112
|
2019-11-07 15:58:53 +08:00 |
|
vn.py
|
7e30f9fabc
|
[Fix] close #2171
|
2019-11-07 15:45:27 +08:00 |
|
vn.py
|
3ed0131b44
|
[Mod] flake8 code quanlity improve
|
2019-11-07 15:33:48 +08:00 |
|
vn.py
|
65fc733a02
|
[Mod] use utc time for ByBit gateway
|
2019-11-07 15:28:02 +08:00 |
|
vn.py
|
2e01bef96f
|
Merge pull request #2181 from vnpy/dev-spread-crypto
Dev spread crypto
|
2019-11-07 16:08:00 +09:00 |
|
vn.py
|
daaadd8dca
|
[Fix] close #2180
|
2019-11-07 14:33:08 +08:00 |
|
vn.py
|
f0590678df
|
[Mod] cache subscribe market data request before websocket api is connected
|
2019-11-07 14:31:24 +08:00 |
|
vn.py
|
998045b7c8
|
[Mod] filter close position order data from web ui
|
2019-11-07 14:27:33 +08:00 |
|
vn.py
|
a67f32ae23
|
[Mod] save min_volume into spread setting
|
2019-11-07 11:20:04 +08:00 |
|
vn.py
|
b056901a38
|
[Mod] add combobox for setting spread min_volume
|
2019-11-07 11:03:05 +08:00 |
|
vn.py
|
47b256ea90
|
[Mod] round float number position to desired decimals for inverse contracts
|
2019-11-07 10:41:35 +08:00 |
|
vn.py
|
8ad0387204
|
[Del] remove local generated order time
|
2019-11-07 10:07:19 +08:00 |
|
vn.py
|
fde4c74ca5
|
[Mod] add average price for BitMEX position data
|
2019-11-07 09:50:10 +08:00 |
|
KeKe
|
f76952f979
|
Update bybit_gateway.py
|
2019-11-04 09:56:13 +08:00 |
|
vn.py
|
e1eedc063b
|
[Fix] typo
|
2019-11-01 15:39:10 +08:00 |
|
vn.py
|
08de86dede
|
[Mod] add offset of SpreadAlgoTemplate to determine which price to use for inverse contract volume calculation
|
2019-11-01 15:19:41 +08:00 |
|
vn.py
|
d8d2506e7a
|
[Mod] spread leg data now supports net_pos_price
|
2019-11-01 15:02:09 +08:00 |
|
vn.py
|
d065f6c352
|
[Add] position price data for BitmexGateway
|
2019-11-01 14:34:37 +08:00 |
|
vn.py
|
18a1c6e247
|
Merge pull request #2173 from 1122455801/max_drawdown_duration20191101
[Add] max drawdown duration index
|
2019-11-01 10:57:17 +08:00 |
|
vn.py
|
020a35b4fb
|
Merge pull request #2168 from 1122455801/data_analysis20191031
[Add] Data analysis
|
2019-11-01 10:54:20 +08:00 |
|
KeKe
|
7cedaf6a2f
|
Update backtesting.py
|
2019-11-01 10:49:16 +08:00 |
|
vn.py
|
523ff044c5
|
Merge pull request #2172 from vnpy/dev-editor
Dev editor
|
2019-11-01 10:40:04 +08:00 |
|
vn.py
|
b18cb1baa4
|
[Mod] add QScintilla into requirements.txt
|
2019-11-01 10:39:32 +08:00 |
|
vn.py
|
efedb60a85
|
[Add] edit strategy code directly in cta-backtester
|
2019-11-01 10:38:19 +08:00 |
|
vn.py
|
4f82f061ec
|
[Mod] make CodeEditor singleton
|
2019-11-01 10:12:37 +08:00 |
|
vn.py
|
99fbebbbdb
|
[Mod] add CodeEditor function to main window
|
2019-11-01 09:48:10 +08:00 |
|
vn.py
|
7d940f74f6
|
[Add] close editor function
|
2019-11-01 09:35:35 +08:00 |
|
vn.py
|
21f525ac96
|
[Mod] improve find/replace function
|
2019-11-01 09:19:17 +08:00 |
|
vn.py
|
31c7921c57
|
[Mod] complete general functions of editor
|
2019-10-31 23:12:27 +08:00 |
|
vn.py
|
990db038ee
|
[Mod] add open/save file function
|
2019-10-31 21:31:09 +08:00 |
|
vn.py
|
5febee2aa3
|
[Add] new CodeEditor
|
2019-10-31 17:13:21 +08:00 |
|
vn.py
|
2916cb4391
|
[Mod] lock mode close order volume reset
|
2019-10-31 12:15:32 +08:00 |
|
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 |
|