Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.
Dokumentu skaits: 560
A VeighNa user investigates why a near-the-money copper futures call displays a delta above two, comparing it with a soybean meal option. The discussion traces the discrepancy to a change in OptionMaster’s Greek conventions across versions. Earlier versions…
This short forum exchange addresses an intermittent unsupported-order-status message when using VeighNa version 3.9 in no-UI mode for domestic futures. The reply suggests that the submitted order type is not supported by the vnpy_ctp gateway. This points…
This forum exchange discusses why holdings for standardized futures spread contracts may not appear consistently through a trading platform's position query. The question reports differing behavior across futures firms using CTP connections: one firm…
This brief forum exchange addresses whether VeighNa can support trading connections beyond those included by default. The response says that an additional interface can be built by following the implementation pattern used by existing interfaces whose names…
The document describes a daily screen for stocks in the metaverse sector that have a newly formed KDJ golden cross and an opening gain below a stated cap. It proposes running the screen before 10 a.m. and selecting stocks for trading that day. The…
The post explains why a VeighNa user may be able to retrieve an SHFE standard spread contract through contract lookup but fail to submit an order. It attributes the problem to a mismatch between exchange combination contracts and the spread trading module’s…
This short forum exchange explains why a minute-bar option strategy cannot simply schedule orders to run every few seconds. In the described framework, strategy callbacks are driven by incoming market data rather than by a clock. One reply says…
A user asks how to buy or sell at the close when a strategy has only daily bars. The forum response explains that VeighNa's bar-based strategy simulation matches orders on the next bar to avoid using information from a bar before that bar has finished. With…
A trader asks how to run a low-frequency strategy using daily bars, including whether the framework supports daily-bar aggregation and how to place orders at that interval. The practical suggestion is to record minute bars and have the strategy combine them…
This guide explains how to use MultiCharts as a historical data feed for VeighNa through the vnpy_mcdata module. It distinguishes this data service from a trading gateway, so users can connect the feed while continuing to trade through other interfaces. The…
This brief forum exchange discusses showing a strategy parameter’s Chinese name in a settings interface. One suggestion is to name the parameter in Chinese directly, so the interface displays that name. The original poster worries that the strategy code…
The discussion explains why a resting exchange limit order for profit-taking can freeze a position and prevent a locally managed stop order from closing it. It contrasts exchange orders with VeighNa stop orders, which remain local until their trigger…
A brief Chinese-language forum exchange addresses how to obtain real-time VIX data when a trading interface does not provide it. The questioner says the strategy requires live VIX values and asks about manually subscribing through a data service. A…
This discussion asks why a request to load ten days of bars appears to cover ten trading days during strategy initialization in backtesting but ten calendar days in live trading. It compares the two implementations: the live engine calculates a start…
This forum exchange concerns the historical data available through a Xuntou account for the IM futures contract on the China Financial Futures Exchange. A user reports that minute bars are available only from a particular date in 2022 onward, while tick data…
A VeighNa community post proposes creating a vnpy_pytdx module to connect the pytdx Python library with the trading framework. The author describes pytdx as a free, open library and says it can download live one-minute data for non-high-frequency use, as…
This brief forum exchange outlines the initial steps for connecting VeighNa to a broker’s convertible bond trading API. A user asks whether broker approval is needed and how to connect the API. A reply points to a third-party procurement route and an XTP…
This VeighNa CTA example shows how to build daily bars from incoming ticks and use them in a moving average crossover strategy. A BarGenerator aggregates ticks into daily bars, while an ArrayManager stores the resulting history. On each completed daily bar,…
A brief forum exchange addresses why a request for minute data on the IF888.CFFEX index futures symbol returns no records. A participant suggests using the vendor-specific symbol IFJQ00.CFFEX for the continuous IF futures contract and notes that symbol…
The forum discussion explains why a trading strategy may receive tick callbacks during initialization, before it is enabled to place orders. Initialization can process incoming ticks to calculate indicators and populate the bar history required by a…
The discussion addresses how a strategy’s reported position changes when its buy, sell, short, and cover orders use lock mode. A user asks whether opening a long position and opening a short position would leave the strategy’s position at zero. The reply…
This brief forum exchange concerns a backtest error described as an integer value too large to convert to a floating-point number. A respondent suggests that the strategy is submitting an excessively large order quantity and advises checking the order size.…
A VeighNa community discussion considers how to adapt a daily-bar backtest so a multi-factor stock portfolio is held for a week and rebalanced less often. The practical suggestion is to inspect each bar’s date inside the strategy’s bar handler and permit…
The document presents a question about why a futures order-conversion routine treats Shanghai Futures Exchange and Shanghai International Energy Exchange contracts differently when converting a request to lock a position. The included logic checks whether…