Giters
vnpy
/
vnpy_spreadtrading
VeighNa框架的价差交易模块
Home Page:
https://www.vnpy.com
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Stargazers:
26
Watchers:
3
Issues:
12
Forks:
33
vnpy/vnpy_spreadtrading Issues
建议在spread_data对象里加上对合约手续费的合并计算
Updated
4 months ago
Comments count
1
增加动态调整价差参数的功能
Closed
4 months ago
Comments count
1
价差交易模块数据导入问题
Closed
9 months ago
Comments count
1
evaluate 方法中 setting 返回值的格式
Closed
9 months ago
Comments count
1
缺少类属性 engine_type
Closed
9 months ago
Comments count
1
建议在价差交易UI界面显示变量值,方便实盘策略状态跟踪
Closed
9 months ago
增加价差回测中的爆仓检查逻辑
Closed
a year ago
Comments count
1
参数优化报错
Closed
a year ago
Comments count
1
增加主动腿和被动腿因为比例差,无法完全对冲时,被动腿的特殊追平逻辑
Closed
a year ago
Comments count
1
图形界面增加修改价差策略变量的对话框
Closed
2 years ago
parser库移除
Closed
2 years ago
回测模式bardata的open close high low都是一样价格!
Closed
2 years ago