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该项目主要用于在vnpy框架下扩展部分 Trade Blazer (TB) 的函数包,以方便部分TB程序的迁移使用。

Project description

vnpy_extra_tb

该项目主要用于在vnpy框架下扩展部分 Trade Blazer (TB) 的函数包,以方便部分TB程序的迁移使用。

1. 版本历史

  • 2021-09-16 v0.2.20210916.0

    refactor: transfer current_bar_daily and relative features to vnpy_extra.utils.enhancement.CtaSignal.

  • 2021-07-28 v0.2.20210728.0

    refactor: transfer strategy_obj param and relative features to vnpy_extra.utils.enhancement.CtaSignal.

  • 2021-06-16 v0.2.20210616.0

    fix: self.bg_daily is not None check.

  • 2021-05-10 v0.2.20210511.1

    fix: self.bg.win_bar is None.
    fix: self.current_bar_daily is None. \ fix: window=1 by default on bg_daily.

  • 2021-05-08 v0.2.20210508.0

    feat: add ohlcv _current properties for on-going bar value.

  • 2021-04-16 v0.2.20210416.0

    feat: add Daily ohlcv properties.
    feat: _his -> _array.
    feat: 将 Signal, ArrayManager 拆分成两个单独的模块

  • 2021-03-25 v0.1.20210325.0

    feat: new TBCtaSignal logic

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