vn.py
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af3e90c280
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[Add] only keep stream after connected
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2019-10-29 15:02:36 +08:00 |
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vn.py
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6b11836816
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Merge pull request #2165 from vnpy/master
[Mod] change thread worker no
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2019-10-29 13:44:36 +08:00 |
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vn.py
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a74a2247c9
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Merge branch 'master' of https://github.com/vnpy/vnpy
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2019-10-29 13:42:39 +08:00 |
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vn.py
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3613e1c41d
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[Mod] only allow 1 thread to query rqdata
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2019-10-29 13:42:33 +08:00 |
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vn.py
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77fa4ae706
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Merge pull request #2164 from vnpy/master
[Fix] type error in init_cli_trading
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2019-10-29 13:41:25 +08:00 |
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vn.py
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0a1aa0fd81
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Merge pull request #2162 from lostleaf/master
[Fix] 修复 init_cli_trading 的 type hint
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2019-10-29 13:37:41 +08:00 |
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vn.py
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766d705e7a
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[Mod] fix algo control bugs in BasicSpreadStrategy
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2019-10-28 22:14:25 +08:00 |
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lostleaf
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bacd74657f
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[Fix] 修复 init_cli_trading 的 type hint
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2019-10-28 19:51:24 +08:00 |
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vn.py
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877c703e0f
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[Add] support for FOK and IOC order of HBDM
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2019-10-28 14:43:34 +08:00 |
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vn.py
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2147737169
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[Del] remove query trade and history order function
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2019-10-28 14:43:12 +08:00 |
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vn.py
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6fc466aaf3
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[Fix] bug in optimization with inverse mode
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2019-10-27 09:42:14 +08:00 |
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vn.py
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f74af8bce1
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[Mod] update mini api wrap
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2019-10-25 19:54:00 +08:00 |
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vn.py
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75f11862bc
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Merge pull request #2157 from xldistance/patch-33
fix bybit_gateway price type error
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2019-10-25 14:56:12 +08:00 |
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xldistance
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eab5ba8d5b
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Update bybit_gateway.py
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2019-10-25 08:24:44 +08:00 |
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xldistance
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7b6d8f7982
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fix bybitgateway price typre error
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2019-10-24 22:48:26 +08:00 |
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vn.py
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07e0e0709a
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[Mod] support inverse contract with size not equal to 1 (like HBDM)
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2019-10-22 15:45:27 +08:00 |
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vn.py
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44bd65b502
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[Mod] record coin (not contract) traded volume for inverse contract
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2019-10-22 15:24:11 +08:00 |
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vn.py
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7a72d5f63f
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[Mod] convert coin volume to contract volume for inverse contract
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2019-10-22 15:17:13 +08:00 |
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vn.py
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8781aa72d5
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[Mod] calculate inverse leg net pos
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2019-10-22 14:45:37 +08:00 |
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vn.py
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66cf47db3d
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[Mod] calculate inverse bid/ask volume
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2019-10-22 14:36:37 +08:00 |
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vn.py
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b5892b9607
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[Add] SpreadData supports inverse contract leg
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2019-10-22 11:40:47 +08:00 |
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vn.py
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9e92d989d7
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[Mod] DataRecorder: record spread data tick/bar
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2019-10-21 16:29:52 +08:00 |
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vn.py
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216a5d3f5a
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Merge pull request #2149 from vnpy/dev-bybit
Dev bybit
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2019-10-21 15:53:26 +08:00 |
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vn.py
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5df4e6f738
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[Mod] change code struction and complete test of BybitGateway
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2019-10-21 15:52:39 +08:00 |
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vn.py
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765bb5078a
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[Fix] update class combo after strategy classes loaded
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2019-10-21 15:44:58 +08:00 |
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vn.py
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2257f8318c
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[Mod] add query history data function
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2019-10-21 15:38:28 +08:00 |
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vn.py
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7a2007ddbd
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[Mod] simplify market data process
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2019-10-21 11:01:50 +08:00 |
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vn.py
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3c24365ae6
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[Mod] move all bybit codes into bybit_gateway.py
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2019-10-20 11:27:05 +08:00 |
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vn.py
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6d6756ae4d
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[Mod] show exception message when loading strategy class in cta_backtester
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2019-10-19 18:14:54 +08:00 |
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vn.py
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73e893cfdb
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[Mod] query all instruments available from RQData server
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2019-10-19 18:09:50 +08:00 |
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vn.py
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b117e84167
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[Mod] add default value for pre_close price if zero
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2019-10-19 00:04:52 +08:00 |
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vn.py
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01fed04246
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[Mod] add support for reverse contract in CtaBacktester
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2019-10-18 23:05:09 +08:00 |
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vn.py
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da33b01f7b
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[Mod] add support for BitMEX inverse contract
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2019-10-18 22:55:09 +08:00 |
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vn.py
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90caa3a408
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[Mod] add hook for cancel order function with LocalOrderManager
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2019-10-18 20:17:31 +08:00 |
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vn.py
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afb31f382f
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Merge pull request #2146 from vnpy/dev-gateios
Dev gateios
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2019-10-18 20:11:56 +08:00 |
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vn.py
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8f7ddd985a
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[Mod] complete test of gateio gateway
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2019-10-18 20:10:35 +08:00 |
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vn.py
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4336ccf065
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[Mod] change function names
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2019-10-18 19:22:35 +08:00 |
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vn.py
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d518566e55
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[Mod] change gateio gateway name
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2019-10-18 19:12:20 +08:00 |
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vn.py
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cd587127eb
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[Del] use only trade data timestamp for market tick data
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2019-10-18 15:20:04 +08:00 |
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vn.py
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9f8c0e87b7
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[Fix] bug when calculating spread pos using net pos
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2019-10-17 16:18:18 +08:00 |
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vn.py
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1a054ae9ae
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[Add] query history data for BitstampGateway
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2019-10-13 10:21:05 +08:00 |
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vn.py
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95a5dc7298
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[Mod] use logdata for EVENT_ALGO_LOG
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2019-10-12 22:38:57 +08:00 |
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vn.py
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cd612e41d8
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[Mod] use net position for TapGateway
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2019-10-12 18:37:41 +08:00 |
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vn.py
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48167ef755
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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
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2019-10-12 18:36:44 +08:00 |
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vn.py
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801ca27c1d
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[Mod] add aysnc support for cancel bistamp order
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2019-10-12 18:36:39 +08:00 |
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vn.py
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9c5e2bb227
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Merge pull request #2134 from 1122455801/spread_trading_md
【Add】 spread_trading.md
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2019-10-12 12:29:37 +08:00 |
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vn.py
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5185610838
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[Mod] tap gateway only support futures for now
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2019-10-12 12:22:43 +08:00 |
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vn.py
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34544bb2f3
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[Mod] add INE yd position support
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2019-10-12 11:01:40 +08:00 |
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KeKe
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bbfee06a26
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Create spread_trading.md
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2019-10-10 23:45:50 +08:00 |
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vn.py
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a267f63732
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[Mod] flake8 code quality improve
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2019-10-09 16:28:16 +08:00 |
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