vnpy/vnpy_ctastrategy

Issues

• Tick级回测中，限价单成交是否考虑市场深度的因素？

  #59 opened a month ago by ZhongHaoAustin
  0

• 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 opened 2 months ago by wuliehan
  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 opened 2 months ago by szshower
  0

• highlevel 应该和 capital 再比较一次

  #56 opened 2 months ago by szshower
  0

• dual thrust示例中, on_bar是1min频率回调, 里面却判断了日期

  #55 opened 3 months ago by junfx
  0

• slippage 计算问题

  #53 opened 3 months ago by szshower
  1

• widget的find_strategy函数需要过滤一下没有策略实例的情况

  #51 opened 4 months ago by noranhe
  0

• 回测停止单被错误触发

  #41 opened 7 months ago by cloudseasail
  0

• 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 opened 4 months ago by lanceyliao
  1

• variables重复添加target_pos？

  #48 opened 4 months ago by lanceyliao
  1

• 回测成交为空报错

  #45 opened 4 months ago by noranhe
  0

• callback(data)重复调用

  #42 opened 7 months ago by noranhe
  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 opened 10 months ago by lanceyliao
  3

• bug: array mananger 计算 bollingerbands

  #36 opened a year ago by xyztrader
  1

• callback(bar) 重复调用

  #32 opened a year ago by szshower
  2

• 文件template中，函数sell和cover注释代码不一致

  #30 opened a year ago by wangtao-hengru
  0

• 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 opened 2 years ago by kkqy
  1

• 加载策略的时候会把 TargetPosTemplate 也加载进来

  #28 opened 2 years ago by kkqy
  1

• 策略参数优化时需要一个进度或者时间

  #21 opened 2 years ago by sowans
  1

• 在返回成交信息很多时候，sync_strategy_data写入卡住

  #9 opened 3 years ago by BillyZhangGuoping
  3

• 需要一个“查找策略”或者“定位策略”的按钮

  #15 opened 2 years ago by adriancobb
  0

• 建议使用show启动移仓助手RolloverTool

  #13 opened 3 years ago by noranhe
  1

• 如果在子线程使用roll_over, 因为直接调用了 QTextEdit 的append函数，会报错。

  #8 opened 3 years ago by BillyZhangGuoping
  2

• load_strategy_class_from_folder不能识别linux目录下的策略文件

  #5 opened 3 years ago by sailorgege
  3