Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.
560 dokument
This brief forum exchange answers whether VeighNa, also known as vn.py, requires Tushare as the sole source of historical A-share data for backtesting. The response says the framework supports multiple data services and points readers to its documentation…
This forum exchange addresses two practical VeighNa questions: removing subscribed market contracts and closing an open futures position. A reply says the framework does not support unsubscribing, suggesting a restart and re-adding only the desired contracts…
The post questions whether the minimum option price checks used before implied volatility calculations are correct in the Black–Scholes and Black–76 models. It observes that the two implementations use the same expressions, even though Black–76 uses a…
This short forum exchange concerns order and trade events that are not appearing inside callbacks in a spread strategy template. The questioner says the template passes those events to the relevant callback methods, but receives no visible output from the…
A short VeighNa forum exchange addresses whether users running strategies in the SimNow environment must manually download underlying contract data before initializing and starting a strategy, including a spread strategy. The reply says they do not: trading…
A forum user reports that starting VeighNa’s DataManager fails while retrieving the configured data service. The traceback shows that the application attempts to print a Chinese warning because no datafeed has been configured, then crashes when the Windows…
This brief forum exchange answers a question about where log messages go during a backtest when using the BacktestingEngine. The questioner observes that the engine stores messages in a logs collection and asks how to access them. The reply says the messages…
The discussion addresses whether a VeighNa strategy continues trading after the market closes and reopens the next day. The question assumes the trading interface remains open and asks whether the platform will automatically log in and resume the prior…
This short forum exchange addresses whether users can add their own trading strategies to the VeighNa community edition. A user with little programming experience asks how to implement a strategy already used by a friend. The reply says custom development is…
This forum post raises implementation questions about historical data warm-up in VeighNa portfolio strategies. The author considers a strategy whose longest signal period is 20 days and asks whether an ArrayManager size of 25 is sufficient, and whether that…
This forum question examines why changing the initialization length of a trading system’s ArrayManager can materially alter a backtest. The strategy uses RSI generated through TA-Lib, and the author suspects that the indicator’s path dependence makes its…
This Chinese-language forum post concerns calculating higher-timeframe indicators in real time from a lower-timeframe bar callback, such as updating 30- or 60-minute KDJ or RSI while processing five-minute bars. The example creates separate bar generators…
This short forum exchange clarifies how VeighNa’s live market recording module stores data. The recording interval determines how often data is written; the feature records incoming real-time bars or ticks to a database rather than downloading historical…
A forum exchange clarifies whether a strategy can retrieve tick data for futures product indices or weighted continuous contracts, using iron ore and an example continuous symbol. The reply explains that symbols ending in a continuous-contract convention are…
This VeighNa forum exchange discusses how to obtain current account funds through the CTP trading interface. A user asks whether account balances can be retrieved synchronously, like an HTTP request, rather than through asynchronous updates. A reply points…
This forum exchange explains why a VeighNa Trader account balance may stay unchanged when orders are routed through the PaperAccount module. PaperAccount simulates orders and fills locally, so activity handled by it does not reach a live trading server and…
This release overview describes VeighNa 4.0 and its new vnpy.alpha module for developing machine-learning, multi-factor strategies. The module is organized around feature datasets, model training, strategy research, workflow management, and example…
A forum user asks how to check whether enough funds are available before starting a spread-arbitrage order algorithm. The stated motivation is to avoid opening only one leg of a paired trade when the account cannot support both sides. A reply points to…
A forum exchange discusses why VeighNa’s StatisticalArbitrageStrategy example uses a ten-unit price offset when starting its spread-trading algorithm. The questioner describes the order logic: a leg order is sent when the spread order price would otherwise…
A user describes running one VeighNa process and one strategy connected to two SimNow futures accounts through separate CTP gateways. Both accounts return order acknowledgements, and the second account appears to have executed trades when checked in another…
A user asks whether the Guotai Junan edition of the VeighNa trading platform supports immediate-or-cancel orders. The reply says that this edition does not provide IOC support. This is a concise platform capability detail that may matter when configuring…
A trading-system forum discussion explains why a conventional CTA strategy that works on outright futures may fail when applied directly to exchange-listed spread contracts. The reported symptoms include missing backtest data and occasional trades with…
A VeighNa forum user asks how to keep a displayed value C synchronized with inputs A and B. C is initially calculated as the difference between A and B, but editing either input leaves C at its previous value. The user also wants C to remain editable like…
This forum post reports a VeighNa CTA backtest that reaches the historical-data loading stage but loads zero records. The script then completes initialization and replay with no trades, before result calculation fails because the daily results table lacks a…