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Commits on Jul 19, 2021

• [mod]完善了readme和更新日志

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• [mod]WtPorter新增一个dump_bars接口，功能和WtBtPorter一致，用于导出实盘行情数据

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  committed
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• [mod]dump_bars修改为通过回调返回数据，而不是直接导出到csv

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  committed
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• [mod]WtBtCore/HisDataReplayer.cpp中cacheHisTicksFromBin中支持HOT和2ND后缀的dsb文件

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  committed
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• [mod]WtBtCore/HisDataReplayer.cpp中的cacheRawTicksFromBin支持HOT和2ND机制的文件名

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  committed
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Commits on Jul 16, 2021

• [mod]1、完善了回测框架CTA策略回测时对于数据的兼容性；2、完善了tick回测时对于tick数据不够时的兼容性；3、完善了回测框架条件单处理的细节

  wondertrader

  committed
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• [mod]配合WtCore的基类IEexecCommand调整

  wondertrader

  committed
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• [mod]新增了根据执行器过滤的风控逻辑

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  committed
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Commits on Jul 12, 2021

• [mod]完善了回测框架重采样的处理细节

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  committed
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Commits on Jul 9, 2021

• [mod]交易通道资金数据增加浮动盈亏字段的落地

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  committed
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Commits on Jul 8, 2021

• [mod]独立执行模块一些派生类重载接口适配

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  committed
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• [mod]完善了CTA引擎中对于历史交易合约的细节处理

  wondertrader

  committed
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• [mod]完善了实盘框架和回测框架对于次主力合约的兼容性处理的细节

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  committed
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Commits on Jul 7, 2021

• [mod]完善了回测数据回放器的一些细节

  wondertrader

  committed
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Commits on Jun 28, 2021

• [mod]修改内部逻辑，兼容处理次主力合约代码规则

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  committed
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• [mod]HFTMocker撮合逻辑中有一段代码可能引起一笔tick中重复撮合，已经去掉

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  committed
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Commits on Jun 27, 2021

• [mod]修改了WtDtHelper的CMakeLists.txt文件

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  committed
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• [mod]WtDtHelper模块新增一个resamle_bars接口，用于对K线进行重采样

  wondertrader

  committed
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• [mod]添加了一些接口注释

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  committed
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Commits on Jun 24, 2021

• [mod]优化了TraderAdapter中的锁的用法

  wondertrader

  committed
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Commits on Jun 11, 2021

• [mod]优化了执行器中getUnit方法，支持针对品种配置执行参数

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  committed
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Commits on Jun 8, 2021

• [mod]合约加载器，增加传入配置文件参数

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  committed
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• [add]增加一个LoaderRunner项目，用于调用合约加载模块

  wondertrader

  committed
  0a8c4d3

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• [mod]将CTPLoader、MiniLoader和CTPOptLoader改成动态库

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  committed
  e2a4077

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Commits on Jun 7, 2021

• [mod]修改了回测引擎调用get_price总是返回0的bug

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  committed
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• [mod]修正了回测引擎获取不大最新价的bug

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  committed
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Commits on Jun 1, 2021

• [mod]交易通道的流量风控，增加了一些容错处理的逻辑

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  committed
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• [mod]1、增加了dmb文件读取数据的接口；2、给读取数据的接口新增一个返回数据条数的回调

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  committed
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Commits on May 26, 2021

• [mod]优化了一些模块加载自动补全名称的细节

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  committed
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• [mod]优化了风控相关数据结构的类型

  wondertrader

  committed
  eaa5515

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• [mod]完善了一些交易通道合规风控的细节

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  committed
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Commits on May 25, 2021

• [mod]增加总下单次数的读取方法

  wondertrader

  committed
  5ac8e41

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• [mod]优化了模块加载的代码细节

  wondertrader

  committed
  6206a38

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• [fix]修正了CTA策略成交输出的数量不正确的bug

  wondertrader

  committed
  cce72e3

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• [mod]HFT策略增加下单通道风控逻辑

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  committed
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