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Code Issues Actions 6 Packages Projects Releases Wiki Activity
1,313 Commits 9 Branches 46 Tags 193 MiB
880c36a654
Commit Graph

595 Commits

Author SHA1 Message Date
fasiondog
fdfadc8d9f 清理H5KDataDriver锁 2021-01-23 00:23:45 +08:00
fasiondog
9dae10b810 driver pool 2021-01-22 23:50:46 +08:00
fasiondog
e923d39808 DriverPool (continue) 2021-01-22 00:39:37 +08:00
fasiondog
ff30c6e1a0 driver pool (continue) 2021-01-20 00:32:01 +08:00
fasiondog
21c9f7f4de HKU_CHECK/THROW改为不提前打印错误信息，方便程序自行控制输出 2021-01-18 23:45:42 +08:00
fasiondog
521471128c 清除无用代码 2021-01-18 23:13:17 +08:00
fasiondog
e6ecf778d4 0点重加载 2021-01-18 00:26:20 +08:00
fasiondog
b0f4134892 优化TimerManager Dll 退出时异常 2021-01-17 21:28:16 +08:00
fasiondog
7c1c6ec018 update 加载优化 2021-01-17 00:27:09 +08:00
fasiondog
cd59ab2f80 fixed dll退出时线程死锁 2021-01-16 00:15:28 +08:00
fasiondog
45e645be53 添加定时调度 2021-01-15 00:19:38 +08:00
fasiondog
5fe086e896 TimeManager增加线程数参数 2021-01-14 22:44:34 +08:00
fasiondog
e76e84d9c9 优化log, 异常前先打印 2021-01-13 23:23:59 +08:00
fasiondog
9b6de24019 add TImerManager end 2021-01-12 23:48:43 +08:00
fasiondog
30eef43c87 TimerManager (continue) 2021-01-12 00:37:00 +08:00
fasiondog
8e550252f3 TimerManager (continue) 2021-01-11 00:22:08 +08:00
fasiondog
d3b2e3d07d TimerManager (continue) 2021-01-10 17:41:06 +08:00
fasiondog
288f795b6f log trace release编译时计划，程序内默认设为INFO，test默认设为TRACE 2021-01-10 17:40:41 +08:00
fasiondog
f2dd9dcb5c TimeManager (continue) 2021-01-10 00:19:12 +08:00
fasiondog
c3ee306add add TimerManager (continue) 2021-01-09 00:11:16 +08:00
fasiondog
f7f75a1af5 SpotAgent增加交易时间判断 2021-01-06 00:06:58 +08:00
fasiondog
9541cd5bbf 补充 SpotAgent process 2021-01-05 00:02:40 +08:00
fasiondog
9346ecf74c 完善并行加载 2021-01-04 23:10:06 +08:00
fasiondog
89458028e4 fixed 并行加载错误 2021-01-04 00:16:19 +08:00
fasiondog
39e5d03aa6 SpotAgent add min data process 2021-01-04 00:15:45 +08:00
fasiondog
d77df6d52c Add SpotAgent Process function 2021-01-03 00:05:01 +08:00
fasiondog
6e4977f0b4 fixes Stock::_isTransactionTime 2021-01-01 23:26:16 +08:00
fasiondog
5650922bd3 完善SpotAgent; Stock添加判断时间是否在交易时间段内的方法 2020-12-30 00:21:29 +08:00
fasiondog
26cf444d82 use threadsafe hdf5 2020-12-29 00:18:57 +08:00
fasiondog
40b8adb38d fixed H5KDataDriver for mutex 2020-12-28 00:16:36 +08:00
fasiondog
f14f840898 hdf支持多线程读取 2020-12-27 19:11:18 +08:00
fasiondog
08c575b1df 预加载支持最大数量限制，以便加载分钟线级别数据至内存 2020-12-27 00:23:58 +08:00
fasiondog
1a056139aa 预加载增加数量设置(continue) 2020-12-26 18:33:57 +08:00
fasiondog
5442ee1966 Adjust directory structure 2020-12-26 13:05:15 +08:00
fasiondog
2e2f23186f Modify help notes 2020-12-26 12:48:45 +08:00
fasiondog
6160e14db8 Document annotation and cppcheck prompt modification 2020-12-26 11:38:03 +08:00
fasiondog
c612323231 SpotAgent补充注释帮助 2020-12-26 00:14:33 +08:00
fasiondog
83823c24f1 修改错误单词 2020-12-25 23:51:36 +08:00
fasiondog
1025719279 SpotAgent continue 2020-12-25 00:15:45 +08:00
fasiondog
eb2944438e SpotAgent conitnue 2020-12-24 00:20:43 +08:00
fasiondog
c00a62b9d3 SpotAgent continue 2020-12-23 00:25:39 +08:00
fasiondog
6de1b60d90 Spot数据接收agent 2020-12-22 00:17:29 +08:00
fasiondog
b721c5aecf 实时数据更新（continue） 2020-12-19 23:57:24 +08:00
fasiondog
1865e9f172 实时数据采集(continue) 2020-12-19 00:15:39 +08:00
fasiondog
1eab1d18ce 实时数据接收 2020-12-17 00:03:56 +08:00
fasiondog
e7467ece44 flatbuffer内部通信接口 2020-12-15 00:13:37 +08:00
fasiondog
da14e58df6 实时数据内存缓存驱动（continue） 2020-12-12 00:11:36 +08:00
fasiondog
a9fdca3fbd 实时数据采集至sqlite共享内存数据库 2020-12-10 00:03:43 +08:00
fasiondog
76654b9350 继续定时采集 2020-12-06 19:18:50 +08:00
fasiondog
1c803c974d 代码优化 2020-11-22 18:34:37 +08:00
fasiondog
41a97a3932 增加基础编程工具宏，优化代码提升可读性及后续编写效率 2020-11-22 00:12:09 +08:00
fasiondog
cf3d6ce028 fixed Mysql无法通过QueryByDate获取K线数据 2020-11-21 20:18:34 +08:00
fasiondog
51a28de40b Stock::realtimeUpdate 增加写锁及其他非日线类型支持 2020-11-12 23:54:01 +08:00
fasiondog
ad766797eb update real data in c++ (continue) 2020-11-11 23:58:08 +08:00
fasiondog
17d42a79c5 read_write_lock for stock (continue) 2020-11-11 00:07:56 +08:00
fasiondog
8e3bd9e1c5 fixed update from sina 2020-11-04 23:53:02 +08:00
fasiondog
f5fdda79e2 fixed 数据库连接getStatement缺失保护 2020-11-03 00:04:41 +08:00
fasiondog
0805207c6d clear cppcheck 2020-11-02 23:47:15 +08:00
fasiondog
8c431ba6da clear cppcheck warns 2020-11-01 14:01:08 +08:00
fasiondog
d40ec7abf6 fixed over boudary 2020-11-01 11:41:07 +08:00
fasiondog
06df131319 MarketInfo增加开闭市时间段 2020-10-31 00:07:18 +08:00
fasiondog
966391af01 Market增加开闭市时间 2020-10-30 00:03:43 +08:00
fasiondog
6bc79b79ed StockWeight支持从数据库获取最新数据 2020-10-29 00:03:25 +08:00
fasiondog
66b6579472 StockWeight支持从数据库获取最新数据(continue) 2020-10-28 00:03:04 +08:00
fasiondog
5d8794e529 StockWeight支持从数据库获取最新数据(continue) 2020-10-27 00:01:40 +08:00
fasiondog
fc20ba4c3f fixed MySQLKDataDriver _getTabelName 2020-10-26 23:39:10 +08:00
fasiondog
14edaa5186 更新mysql数据导入 2020-10-26 00:01:28 +08:00
fasiondog
978c49e7ee fixed compile on linux; clear warning 2020-10-14 00:18:18 +08:00
fasiondog
1b9d9081c9 update 2020-10-13 01:57:48 +08:00
fasiondog
2b673f070b update 2020-10-12 01:14:16 +08:00
fasiondog
4ec1ce14cc update 2020-10-11 01:37:19 +08:00
fasiondog
05a5a8cc72 fixed Stock::getKRecord 2020-10-10 01:33:43 +08:00
fasiondog
a46d37857c Stock::getKRecordByDate -> getKRecord 2020-10-09 01:02:52 +08:00
fasiondog
7650cd3489 KDataDriver 取消 getKRecord 接口 2020-10-08 23:56:43 +08:00
fasiondog
a1bd25ed74 Optimize data reading (continue) 2020-10-08 15:46:41 +08:00
fasiondog
5b1c007002 Optimize data reading (continue) 2020-10-08 02:26:02 +08:00
fasiondog
06b64d3c7b update for stock.cpp 2020-10-06 17:56:10 +08:00
fasiondog
e2131af632 Optimize data reading (continue) 2020-10-05 18:04:53 +08:00
fasiondog
e9e3ae764d Optimize data reading (continue) 2020-10-05 00:07:29 +08:00
fasiondog
e3957b180e Optimize data reading (continue) 2020-10-03 23:58:04 +08:00
fasiondog
0a2f25fe46 Optimize data reading (continue) 2020-10-03 00:02:03 +08:00
fasiondog
0a23e98b12 Optimize data reading (continue) 2020-10-02 23:29:06 +08:00
fasiondog
690824e93f Optimize data reading (continue) 2020-10-02 17:31:33 +08:00
fasiondog
f67352d76d update for kdatadriver 2020-10-01 23:58:02 +08:00
fasiondog
3fe0519bc1 int64/int32/int8和c++11保持一致改为int64_t/int32_t/int8_t 2020-10-01 22:52:50 +08:00
fasiondog
2dd7e1b54f refactor kdata driver(continue) 2020-10-01 00:06:58 +08:00
fasiondog
0cf93e77dd fixed compile error on linux 2020-09-30 21:56:01 +08:00
fasiondog
49bd1aae15 更新 mysql k线读取 2020-09-30 00:15:38 +08:00
fasiondog
b7674ce567 update for mysql kdata (continue) 2020-09-29 00:57:41 +08:00
pchaos
ee287b8c1e
Merge branch 'master' into master 2020-09-28 17:24:22 +08:00
pchaos
be7713ca32 支持fedora 2020-09-28 17:17:37 +08:00
fasiondog
f17115e779 update MySQLBaseInfoDriver 2020-09-27 23:53:26 +08:00
fasiondog
73a0208967 fixed HDF低版本不存在exists函数 2020-09-26 14:13:24 +08:00
fasiondog
1e0be08a87 优化hdf5 2020-09-26 00:52:41 +08:00
fasiondog
6264ff7a08 优化HDF5处理，减少HDF5异常导致的内存泄漏误报 2020-09-26 00:19:57 +08:00
fasiondog
1e892eb95e test mysql update 2020-09-25 23:05:57 +08:00
fasiondog
0eb73bd8e7 fixed MySQL (continue) 2020-09-24 00:43:24 +08:00
fasiondog
e0f491a0f5 test MySQL (continue) 2020-09-23 00:56:17 +08:00
fasiondog
270c72b115 fixed MySQLStatement 2020-09-22 00:05:46 +08:00
fasiondog
045f6ce475 临时注释掉失败的测试代码 2020-09-19 23:46:24 +08:00
fasiondog
cf12a450f8 完善 MySQL 驱动 (continue) 2020-09-19 23:45:28 +08:00
fasiondog
dc3ac4bc48 for MySQL (continue) 2020-09-19 00:48:05 +08:00
fasiondog
5ecd2e328f 完善MySQL(continue) 2020-09-18 00:33:39 +08:00
fasiondog
dd36415075 继续MySQL连接实现 2020-09-17 00:32:23 +08:00
fasiondog
cc9363fd09 完善portfolio 2020-09-13 21:41:39 +08:00
fasiondog
e3da64e5eb 清理兼容python2导致的内部字符串格式问题 2020-09-13 00:10:22 +08:00
fasiondog
5672613d0d 屏蔽VS2019告警 2020-09-12 17:49:04 +08:00
fasiondog
8e9e20d93a update system.runMoment 返回交易记录 2020-09-06 17:21:24 +08:00
fasiondog
a037dfaeb6 修正资产分配算法与资产组合 2020-09-05 23:55:26 +08:00
fasiondog
dcc644e743 TradeManager添加 getProfitCurve() 快捷方法 2020-09-05 23:54:32 +08:00
fasiondog
cd9ee52829 修复test -all debug模型编译失败问题 2020-09-05 23:53:36 +08:00
fasiondog
07ae8a4db1 Portfolio添加python引出函数；TradeManager添加getFundsCurve重载 2020-09-04 00:12:04 +08:00
fasiondog
f604f104ff 修正资产分配算法 2020-09-02 00:17:02 +08:00
fasiondog
880bf40b33 修正资产分配算法 2020-08-31 23:52:25 +08:00
fasiondog
5e0050c6d7 modified system 实例打印信息 2020-08-31 23:52:01 +08:00
fasiondog
0e866a7112 fixed Selector 2020-08-31 23:51:24 +08:00
fasiondog
0463529082 fixed linux下PriceList无法特化序列化 2020-08-29 23:50:42 +08:00
fasiondog
412c20165b 完善 se 2020-08-28 00:30:03 +08:00
fasiondog
04600b0c27 linux也关闭序列化，nan暂时无法解决 2020-08-27 23:41:12 +08:00
fasiondog
22332dabba house continue 2020-08-24 02:00:38 +08:00
fasiondog
ca03088302 Minor modifications. 2020-08-23 18:28:11 +08:00
fasiondog
7e2302fce7 continue for Portfolio 2020-08-13 00:35:19 +08:00
fasiondog
1e2ec115c3 完善资金分配算法 2020-08-12 00:37:56 +08:00
fasiondog
9e2bf6fa3d 修改System.clone，保持原始语义；修改屏蔽AF，PF配套测试用例(continue) 2020-08-11 01:43:43 +08:00
fasiondog
202dc2a7c0 补充注释帮助 2020-08-10 00:27:23 +08:00
fasiondog
7145dfdb66 完善资产组合 2020-08-09 16:51:01 +08:00
fasiondog
70ccca946c 资金分配算法完善 2020-08-09 00:06:35 +08:00
fasiondog
52a3793c58 组合交易实现(continue) 2020-08-08 00:43:51 +08:00
fasiondog
4052bf1689 fixed for my_bool 2020-08-07 22:31:22 +08:00
fasiondog
71ccf6652c fixed for MySQL my_bool 2020-08-07 22:06:45 +08:00
fasiondog
aa1b73cf67 MySQL8.0驱动Linux编译 2020-08-05 22:37:46 +08:00
fasiondog
5a29b47c6c 连接池支持最大连接数设置 2020-08-05 22:37:04 +08:00
fasiondog
f13afe26ea 修改打印提示 2020-08-04 00:03:54 +08:00
fasiondog
6fefc66c57 fixed Ubuntu下wheel安装包制作 2020-08-02 18:48:29 +08:00
fasiondog
8c4ae3b8c9 解决ubuntu20.04编译问题 2020-08-01 18:52:56 +08:00
fasiondog
fbf8c5212c 增加 Datetime 互减运算 2020-07-29 00:28:04 +08:00
fasiondog
d12fa51ab0 fixed 缺失指标名称 2020-07-26 21:29:07 +08:00
fasiondog
cf533ac4fc fixed msvc 支持 utf8 后导致的 TradeManager.tocsv 失效 2020-07-18 16:42:55 +08:00
fasiondog
1086978471 规整 python 接口 2020-07-16 00:38:06 +08:00
fasiondog
c69851f8ff continue 2020-07-07 00:34:25 +08:00
fasiondog
f9173dc212 continue 2020-07-04 00:15:54 +08:00
fasiondog
7f3ede505b continue 2020-06-30 23:27:23 +08:00
fasiondog
eb6c85322d fixed IniParser.getInt 2020-06-27 19:04:15 +08:00
fasiondog
20e83daf36 continue 2020-06-27 00:43:47 +08:00
fasiondog
f2b93b24c5 continue 2020-06-26 21:39:53 +08:00
fasiondog
778cff1787 ktype不区分大小写 2020-06-10 00:17:24 +08:00
fasiondog
e89ada748f fixed Datetime 2020-05-24 00:34:30 +08:00
fasiondog
9d85b9086f fix Datetime.str 2020-05-23 22:48:04 +08:00
fasiondog
98bd956cd3 删除pytask无效代码；fixed StealGroup 2020-05-17 21:58:25 +08:00
fasiondog
c88fed139f fixed compile on linux 2020-05-17 21:03:25 +08:00