{"full_name":"vnpy/vnpy","owner":"vnpy","name":"vnpy","url":"https://github.com/vnpy/vnpy","description":"基于Python的开源量化交易平台开发框架","homepage":"http://www.vnpy.com","topics":[],"language":"Python","license":"MIT","avatar":"https://avatars.githubusercontent.com/u/11263900?u=7c76ce5e04cb90f40d1001834a171e5a0b6ada11&v=4","created_at":"2015-03-02T03:36:58Z","pushed_at":"2026-11-07T14:33:14Z","metrics":{"stars":46311,"forks":12594,"watchers":1419,"issues":2190,"prs":1587,"releases":68,"issues_open":null,"issues_closed":null,"prs_open":null,"prs_closed":null,"prs_merged":null,"discussions":0},"growth":{"day":{"stars":26,"forks":1,"base_day":"2026-11-09"}},"history":{"dates":["2026-11-09","2026-11-10"],"stars":[46285,46311],"forks":[12593,12594],"watchers":[1419,1419],"issues_open":[null,null],"prs_open":[null,null]},"boards":{},"same_owner":[],"issues":[{"number":3617,"title":"v4.0开发计划","comments":13,"created_at":"2025-03-28T01:42:06Z"},{"number":3536,"title":"想要交易加密货币的社区用户，欢迎关注VeighNa Evo项目！！！","comments":6,"created_at":"2024-05-15T08:14:35Z"},{"number":3764,"title":"为什么这么大的一个项目连个API Reference都没有","comments":2,"created_at":"2026-05-30T14:22:43Z"},{"number":3823,"title":"start_strategy 先回调 on_start 后置 trading=True，导致回调内的交易操作静默失效（与 stop_strategy 行为不对称）","comments":1,"created_at":"2026-11-03T13:04:08Z"},{"number":3816,"title":"新版vnpy4.5.1的BarGenerator的update_tick没有解决当self.last_tick == None的情形","comments":0,"created_at":"2026-10-16T07:10:06Z"},{"number":3815,"title":"ctptest里缺日志，导致ctp开通的测试报告中无法完成“展示柜台返回的市场状态错误码，需在期货交易所休盘时段发起委托，显示非交易时间错单截图”的测试项","comments":0,"created_at":"2026-10-14T06:23:21Z"},{"number":3812,"title":"quesval2 阈值比较方向与函数定义相反","comments":0,"created_at":"2026-10-12T07:09:10Z"},{"number":3732,"title":"给接口增加contract_inited变量方便统一管理","comments":0,"created_at":"2026-03-05T03:08:37Z"}],"discussions":[],"latest_release":{"name":"4.5.0","tag":"4.5.0","published_at":"2026-10-06T09:58:41Z","body":"1. vnpy_ctabacktester的回测配置按策略名分组保存，切换策略时自动恢复；没有历史配置时回到界面初始值\r\n\r\n## 调整\r\n\r\n1. 交易接口、功能模块、数据库和数据服务补充公开接口文档与类型注解，增加离线测试并纳入持续集成\r\n2. vnpy.alpha的cs_rank改为横截面百分位排名\r\n3. 重构vnpy.alpha的因子和信号绩效分析，移除alphalens-reloaded\r\n4. vnpy.alpha回测增加fill_price参数，新增vwap撮合模式支持\r\n5. 标签周期解析支持ts_delay的任意价格字段\r\n6. 重构vnpy.alpha的ts_mean、ts_std、ts_rank、ts_argmax、ts_argmin、ts_quantile函数，大幅优化性能\r\n7. vnpy_polygon改名为vnpy_massive，通过Massive REST获取美股K线\r\n8. vnpy_mini更新API至1.7.7、交易API至1.7.7\r\n9. vnpy_tap更新API至9.3.1.11、交易API至9.3.9.18\r\n10. vnpy_ctp增加登录时的ProductInfo产品信息传参支持\r\n11. vnpy_ctp的MdApi.subscribeMarketData支持一次传入合约列表\r\n12. vnpy_ctp的纯ASCII字符串的编码转换不再走GBK\r\n13. vnpy_ib更新API至10.45.1\r\n\r\n## 修复\r\n\r\n1. 修复界面时间列点击无法排序的问题（TimeCell写入时间戳）\r\n2. 修复vnpy.alpha的ta_rsi、ta_atr在多合约数据上串算的问题，改为按合约分别计算\r\n3. 修复BarGenerator.update_tick，最高价和最低价只反映相对上一笔Tick的变化\r\n4. 修复RPC的主题过滤，并保持心跳，避免发布套接字卡住\r\n5. vnpy_ctp在init、join、exit、release期间释放GIL，避免退出死锁\r\n6. vnpy_ctp行情毫秒不足三位时补零\r\n7. vnpy_ctp确保本地SUBMITTING先于该笔柜台回报入队\r\n8. vnpy_femas修正委托时间字段名\r\n9. vnpy_rohon补上Windows运行库，并修正Linux rpath\r\n10. vnpy_sqlite读取时把带时区的查询起止时间转成朴素时间\r\n11. vnpy_questdb将空的database.host和localhost改为127.0.0.1，避免Windows上连接超时\r\n12. vnpy_tushare日线下载使用trade_date\r\n13. vnpy_tushare分钟和小时数据满页后按最早时间再向前翻页，避免重复请求同一页\r\n14. vnpy_xt将深圳创业板合约识别为股票\r\n15. vnpy_portfoliostrategy的分钟K线按完整分钟切片\r\n"},"readme":true,"readme_zh":false,"news":[],"stale":false,"snapshot_at":"2026-11-10T09:35:25Z","history_start":"2026-09-06"}