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  • 1cb8233755 [Mod] flake8 code improve vn.py 2019-11-10 16:20:20 +0800
  • 9a5cdbe3e8 [Add] statitical arbitrage strategy, close #1382 vn.py 2019-11-10 16:11:05 +0800
  • 687bdbc66d [Add] backtesting function for spread trading vn.py 2019-11-10 16:09:43 +0800
  • ddbf62d47a [Add] start developing spread backtesting function vn.py 2019-11-09 14:53:56 +0800
  • f39859a546 [Del] remove sma_ohlc vn.py 2019-11-08 22:50:59 +0800
  • c75cf932c1
         Merge pull request #2182 from 1122455801/more_index vn.py 2019-11-08 23:39:38 +0900
  • b417efb241 [Fix] add TRADER_DIR to environment variables vn.py 2019-11-08 13:09:27 +0800
  • a3742a00de Update utility.py KeKe 2019-11-07 17:00:19 +0800
  • 111e1cabd8 [Del] remove debug print vn.py 2019-11-07 16:24:28 +0800
  • 09adbf5cf0 [Fix] close #2160 vn.py 2019-11-07 16:23:33 +0800
  • cb835d5932 [Mod] close #2126 vn.py 2019-11-07 16:08:34 +0800
  • b53a286295 [Mod] use auxPrice for IB stop order, close #2100 vn.py 2019-11-07 16:05:22 +0800
  • 11d94b9902 [Fix] use local time for tick data, close #2106 vn.py 2019-11-07 16:00:05 +0800
  • 4e966a4bdb [Mod] add depth volume for OesGateway, close #2112 vn.py 2019-11-07 15:58:53 +0800
  • 7e30f9fabc [Fix] close #2171 vn.py 2019-11-07 15:45:27 +0800
  • 3ed0131b44 [Mod] flake8 code quanlity improve vn.py 2019-11-07 15:33:48 +0800
  • 65fc733a02 [Mod] use utc time for ByBit gateway vn.py 2019-11-07 15:28:02 +0800
  • 2e01bef96f
         Merge pull request #2181 from vnpy/dev-spread-crypto vn.py 2019-11-07 16:08:00 +0900
  • daaadd8dca [Fix] close #2180 vn.py 2019-11-07 14:33:08 +0800
  • f0590678df [Mod] cache subscribe market data request before websocket api is connected vn.py 2019-11-07 14:31:24 +0800
  • 998045b7c8 [Mod] filter close position order data from web ui vn.py 2019-11-07 14:27:33 +0800
  • a67f32ae23 [Mod] save min_volume into spread setting vn.py 2019-11-07 11:20:04 +0800
  • b056901a38 [Mod] add combobox for setting spread min_volume vn.py 2019-11-07 11:03:05 +0800
  • 47b256ea90 [Mod] round float number position to desired decimals for inverse contracts vn.py 2019-11-07 10:41:35 +0800
  • 8ad0387204 [Del] remove local generated order time vn.py 2019-11-07 10:07:19 +0800
  • fde4c74ca5 [Mod] add average price for BitMEX position data vn.py 2019-11-07 09:50:10 +0800
  • f76952f979 Update bybit_gateway.py KeKe 2019-11-04 09:56:13 +0800
  • e1eedc063b [Fix] typo vn.py 2019-11-01 15:39:10 +0800
  • 08de86dede [Mod] add offset of SpreadAlgoTemplate to determine which price to use for inverse contract volume calculation vn.py 2019-11-01 15:19:41 +0800
  • d8d2506e7a [Mod] spread leg data now supports net_pos_price vn.py 2019-11-01 15:02:09 +0800
  • d065f6c352 [Add] position price data for BitmexGateway vn.py 2019-11-01 14:34:37 +0800
  • 18a1c6e247
         Merge pull request #2173 from 1122455801/max_drawdown_duration20191101 vn.py 2019-11-01 10:57:17 +0800
  • 020a35b4fb
         Merge pull request #2168 from 1122455801/data_analysis20191031 vn.py 2019-11-01 10:54:20 +0800
  • 7cedaf6a2f Update backtesting.py KeKe 2019-11-01 10:49:16 +0800
  • 523ff044c5
         Merge pull request #2172 from vnpy/dev-editor vn.py 2019-11-01 10:40:04 +0800
  • b18cb1baa4 [Mod] add QScintilla into requirements.txt vn.py 2019-11-01 10:39:32 +0800
  • efedb60a85 [Add] edit strategy code directly in cta-backtester vn.py 2019-11-01 10:38:19 +0800
  • 4f82f061ec [Mod] make CodeEditor singleton vn.py 2019-11-01 10:12:37 +0800
  • 99fbebbbdb [Mod] add CodeEditor function to main window vn.py 2019-11-01 09:48:10 +0800
  • 7d940f74f6 [Add] close editor function vn.py 2019-11-01 09:35:35 +0800
  • 21f525ac96 [Mod] improve find/replace function vn.py 2019-11-01 09:19:17 +0800
  • 31c7921c57 [Mod] complete general functions of editor vn.py 2019-10-31 23:12:27 +0800
  • 990db038ee [Mod] add open/save file function vn.py 2019-10-31 21:31:09 +0800
  • 5febee2aa3 [Add] new CodeEditor vn.py 2019-10-31 17:13:21 +0800
  • 2916cb4391 [Mod] lock mode close order volume reset vn.py 2019-10-31 12:15:32 +0800
  • 70b7e51c00 Create data_analysis.py KeKe 2019-10-31 11:48:08 +0800
  • 3ca6cf5a20 Create data_analysis.ipynb KeKe 2019-10-31 11:48:05 +0800
  • ccdde7ee22 [Add] support for Level 2 data of CtpGateway vn.py 2019-10-31 11:47:23 +0800
  • 8eca0abd13 [Add] support float number net pos vn.py 2019-10-29 21:13:49 +0800
  • bc489d9fab [Add] support for float spread bid/ask volume vn.py 2019-10-29 21:11:43 +0800
  • c1151dc8fc [Mod] add support for bitfinex margin trading vn.py 2019-10-29 16:15:43 +0800
  • af3e90c280 [Add] only keep stream after connected vn.py 2019-10-29 15:02:36 +0800
  • 6b11836816
         Merge pull request #2165 from vnpy/master vn.py 2019-10-29 13:44:36 +0800
  • a74a2247c9 Merge branch 'master' of https://github.com/vnpy/vnpy vn.py 2019-10-29 13:42:39 +0800
  • 3613e1c41d [Mod] only allow 1 thread to query rqdata vn.py 2019-10-29 13:42:33 +0800
  • 77fa4ae706
         Merge pull request #2164 from vnpy/master vn.py 2019-10-29 13:41:25 +0800
  • 0a1aa0fd81
         Merge pull request #2162 from lostleaf/master vn.py 2019-10-29 13:37:41 +0800
  • 766d705e7a [Mod] fix algo control bugs in BasicSpreadStrategy vn.py 2019-10-28 22:14:25 +0800
  • bacd74657f [Fix] 修复 init_cli_trading 的 type hint lostleaf 2019-10-28 19:51:24 +0800
  • 877c703e0f [Add] support for FOK and IOC order of HBDM vn.py 2019-10-28 14:43:34 +0800
  • 2147737169 [Del] remove query trade and history order function vn.py 2019-10-28 14:43:12 +0800
  • 6fc466aaf3 [Fix] bug in optimization with inverse mode vn.py 2019-10-27 09:42:14 +0800
  • f74af8bce1 [Mod] update mini api wrap vn.py 2019-10-25 19:54:00 +0800
  • 75f11862bc
         Merge pull request #2157 from xldistance/patch-33 vn.py 2019-10-25 14:56:12 +0800
  • eab5ba8d5b
         Update bybit_gateway.py xldistance 2019-10-25 08:24:44 +0800
  • 7b6d8f7982
         fix bybitgateway price typre error xldistance 2019-10-24 22:48:26 +0800
  • 07e0e0709a [Mod] support inverse contract with size not equal to 1 (like HBDM) vn.py 2019-10-22 15:45:27 +0800
  • 44bd65b502 [Mod] record coin (not contract) traded volume for inverse contract vn.py 2019-10-22 15:24:11 +0800
  • 7a72d5f63f [Mod] convert coin volume to contract volume for inverse contract vn.py 2019-10-22 15:17:13 +0800
  • 8781aa72d5 [Mod] calculate inverse leg net pos vn.py 2019-10-22 14:45:37 +0800
  • 66cf47db3d [Mod] calculate inverse bid/ask volume vn.py 2019-10-22 14:36:37 +0800
  • b5892b9607 [Add] SpreadData supports inverse contract leg vn.py 2019-10-22 11:40:47 +0800
  • 9e92d989d7 [Mod] DataRecorder: record spread data tick/bar vn.py 2019-10-21 16:29:52 +0800
  • 216a5d3f5a
         Merge pull request #2149 from vnpy/dev-bybit vn.py 2019-10-21 15:53:26 +0800
  • 5df4e6f738 [Mod] change code struction and complete test of BybitGateway vn.py 2019-10-21 15:52:39 +0800
  • 765bb5078a [Fix] update class combo after strategy classes loaded vn.py 2019-10-21 15:44:58 +0800
  • 2257f8318c [Mod] add query history data function vn.py 2019-10-21 15:38:28 +0800
  • 7a2007ddbd [Mod] simplify market data process vn.py 2019-10-21 11:01:50 +0800
  • 3c24365ae6 [Mod] move all bybit codes into bybit_gateway.py vn.py 2019-10-20 11:27:05 +0800
  • 6d6756ae4d [Mod] show exception message when loading strategy class in cta_backtester vn.py 2019-10-19 18:14:54 +0800
  • 73e893cfdb [Mod] query all instruments available from RQData server vn.py 2019-10-19 18:09:50 +0800
  • b117e84167 [Mod] add default value for pre_close price if zero vn.py 2019-10-19 00:04:52 +0800
  • 01fed04246 [Mod] add support for reverse contract in CtaBacktester vn.py 2019-10-18 23:05:09 +0800
  • da33b01f7b [Mod] add support for BitMEX inverse contract vn.py 2019-10-18 22:55:09 +0800
  • 90caa3a408 [Mod] add hook for cancel order function with LocalOrderManager vn.py 2019-10-18 20:17:31 +0800
  • afb31f382f
         Merge pull request #2146 from vnpy/dev-gateios vn.py 2019-10-18 20:11:56 +0800
  • 8f7ddd985a [Mod] complete test of gateio gateway vn.py 2019-10-18 20:10:35 +0800
  • 4336ccf065 [Mod] change function names vn.py 2019-10-18 19:22:35 +0800
  • d518566e55 [Mod] change gateio gateway name vn.py 2019-10-18 19:12:20 +0800
  • cd587127eb [Del] use only trade data timestamp for market tick data vn.py 2019-10-18 15:20:04 +0800
  • 9f8c0e87b7 [Fix] bug when calculating spread pos using net pos vn.py 2019-10-17 16:18:18 +0800
  • 1a054ae9ae [Add] query history data for BitstampGateway vn.py 2019-10-13 10:21:05 +0800
  • 95a5dc7298 [Mod] use logdata for EVENT_ALGO_LOG vn.py 2019-10-12 22:38:57 +0800
  • cd612e41d8 [Mod] use net position for TapGateway vn.py 2019-10-12 18:37:41 +0800
  • 48167ef755 Merge branch 'dev' of https://github.com/vnpy/vnpy into dev vn.py 2019-10-12 18:36:44 +0800
  • 801ca27c1d [Mod] add aysnc support for cancel bistamp order vn.py 2019-10-12 18:36:39 +0800
  • 9c5e2bb227
         Merge pull request #2134 from 1122455801/spread_trading_md vn.py 2019-10-12 12:29:37 +0800
  • 5185610838 [Mod] tap gateway only support futures for now vn.py 2019-10-12 12:22:43 +0800
  • 34544bb2f3 [Mod] add INE yd position support vn.py 2019-10-12 11:01:40 +0800
  • bbfee06a26 Create spread_trading.md KeKe 2019-10-10 23:45:50 +0800