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vnpy
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vnpy_ctastrategy
VeighNa框架的CTA策略模块
https://www.vnpy.com
MIT License
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策略类中代表仓位的pos变量为小数的时候存在误差，使得DoubleMaStrategy案例中的if self.pos == 0:语句变得不适用
#58
wuliehan
closed
13 hours ago
1
建议把线性年化收益计算方式 改为 复利增长的年化收益计算方式
#57
szshower
opened
1 day ago
0
highlevel 应该和 capital 再比较一次
#56
szshower
opened
1 day ago
0
dual thrust示例中, on_bar是1min频率回调, 里面却判断了日期
#55
junfx
closed
3 weeks ago
0
[Fix]修正变量daily_trade_count的类型
#54
wuliehan
closed
1 month ago
1
slippage 计算问题
#53
szshower
closed
1 month ago
1
[Mod] i18n update
#52
noranhe
closed
2 months ago
0
widget的find_strategy函数需要过滤一下没有策略实例的情况
#51
noranhe
opened
2 months ago
0
I18n
#50
vnpy
closed
2 months ago
0
[Fix] issue 48
#49
noranhe
closed
2 months ago
0
variables重复添加target_pos？
#48
lanceyliao
closed
2 months ago
1
实盘换月可能部分成交、单腿成交，应维护未成交手数、增加撤未成交单功能
#47
lanceyliao
closed
2 months ago
1
[Mod] 完善i18n支持
#46
noranhe
closed
2 months ago
0
回测成交为空报错
#45
noranhe
closed
2 months ago
0
[Fix] DoubleMaStrategy没有调用cancel_all函数的问题
#44
noranhe
closed
5 months ago
0
简化最大回撤算法；保留历史sharpe序列；兼容HHI.HK-20240429-HKD-FUT.HKFE
#43
lanceyliao
closed
2 months ago
0
callback(data)重复调用
#42
noranhe
closed
5 months ago
0
回测停止单被错误触发
#41
cloudseasail
opened
5 months ago
0
i18n
#40
bug-or-feature
closed
5 months ago
0
可变对象在类实例化时不会重复创建，但单策略运行在多品种时需要对同一个类进行多次实例化，如何修改或避免？
#39
lanceyliao
closed
8 months ago
3
show_chart返回fig;ewm_sharpe_series
#38
lanceyliao
closed
5 months ago
0
[Mod] 增加ngen_size参数
#37
noranhe
closed
9 months ago
0
bug: array mananger 计算 bollingerbands
#36
xyztrader
closed
9 months ago
1
[Fix] 修复成交记录为空时的报错
#35
noranhe
closed
1 year ago
0
[Fix] issue 32
#34
noranhe
closed
1 year ago
1
[FIX] strategy_orderids的type hint从list修正为set
#33
ieachen
closed
1 year ago
0
callback(bar) 重复调用
#32
szshower
closed
1 year ago
2
[fix]issue 30
#31
wangtao-hengru
closed
1 year ago
0
文件template中，函数sell和cover注释代码不一致
#30
wangtao-hengru
closed
1 year ago
0
[Fix] 将 TargetPosTemplate 等以Template结尾的类从策略列表里剔除
#29
kkqy
closed
1 year ago
1
加载策略的时候会把 TargetPosTemplate 也加载进来
#28
kkqy
closed
1 year ago
1
删除策略以后，只会删除cta_strategy_setting.json而不会删除cta_strategy_data.json里的数
#27
kkqy
closed
1 year ago
1
[Mod] 用DB_TZ替换LOCAL_TZ
#26
noranhe
closed
1 year ago
0
Feat basket
#25
ruyisee
closed
1 year ago
0
[Fix] typo
#24
noranhe
closed
1 year ago
0
[Fix] issue 3312
#23
noranhe
closed
1 year ago
0
修复了策略初始化过程中，策略触发异常后仍然会继续运行的问题
#22
lin-ww
closed
1 year ago
2
策略参数优化时需要一个进度或者时间
#21
sowans
closed
1 year ago
1
[Mod] replace pytz + 更新版本号到1.1.1
#20
noranhe
closed
2 years ago
0
完善两个策略加载过程中的处理逻辑，减少vnpy主进程的重启操作
#19
iamideas
closed
1 year ago
1
[Fix] vnpy_ctabacktester issue 15
#18
noranhe
closed
2 years ago
0
[Del] inverse related code
#17
noranhe
closed
2 years ago
0
https://github.com/vnpy/vnpy/issues/3295#issue-1229396214
#16
xuxin3101
closed
2 years ago
1
需要一个“查找策略”或者“定位策略”的按钮
#15
adriancobb
closed
2 years ago
0
[Add] 类型声明
#14
noranhe
closed
2 years ago
0
建议使用show启动移仓助手RolloverTool
#13
noranhe
closed
2 years ago
1
Dev
#12
vnpy
closed
2 years ago
0
[Mod] 更新文档
#11
Edanflame
closed
2 years ago
0
init_strategy返回Future，这样开发者可以自主决定是否需要等待
#10
pluspku
closed
2 years ago
0
在返回成交信息很多时候，sync_strategy_data写入卡住
#9
BillyZhangGuoping
closed
2 years ago
3
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