149 matches across 9 categories. Click a row to expand file-level details.
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | vnpy/trader/event.py | 5 | |
| LOW | vnpy/trader/utility.py | 16 | |
| LOW | vnpy/trader/utility.py | 16 | |
| LOW | vnpy/trader/converter.py | 14 | |
| LOW | vnpy/trader/logger.py | 4 | |
| LOW | vnpy/trader/logger.py | 4 | |
| LOW | vnpy/trader/logger.py | 4 | |
| LOW | vnpy/trader/logger.py | 4 | |
| LOW | vnpy/trader/logger.py | 4 | |
| LOW | vnpy/trader/app.py | 7 | |
| LOW | vnpy/trader/ui/__init__.py | 1 | |
| LOW | vnpy/trader/ui/__init__.py | 1 | |
| LOW | vnpy/trader/ui/__init__.py | 1 | |
| LOW | vnpy/trader/ui/__init__.py | 1 | |
| LOW | vnpy/trader/ui/__init__.py | 1 | |
| LOW | vnpy/trader/ui/__init__.py | 2 | |
| LOW | vnpy/chart/__init__.py | 1 | |
| LOW | vnpy/chart/__init__.py | 2 | |
| LOW | vnpy/chart/__init__.py | 2 | |
| LOW | vnpy/rpc/__init__.py | 1 | |
| LOW | vnpy/rpc/__init__.py | 2 | |
| LOW | vnpy/alpha/__init__.py | 1 | |
| LOW | vnpy/alpha/__init__.py | 2 | |
| LOW | vnpy/alpha/__init__.py | 2 | |
| LOW | vnpy/alpha/__init__.py | 2 | |
| LOW | vnpy/alpha/__init__.py | 2 | |
| LOW | vnpy/alpha/__init__.py | 3 | |
| LOW | vnpy/alpha/__init__.py | 4 | |
| LOW | vnpy/alpha/__init__.py | 4 | |
| LOW | vnpy/alpha/__init__.py | 5 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 206 | |
| LOW | vnpy/alpha/dataset/utility.py | 221 | |
| LOW | vnpy/alpha/dataset/utility.py | 221 | |
| LOW | vnpy/alpha/dataset/utility.py | 221 | |
| LOW | vnpy/alpha/dataset/utility.py | 221 | |
| LOW | vnpy/alpha/dataset/utility.py | 221 | |
| LOW | vnpy/alpha/dataset/utility.py | 228 | |
| LOW | vnpy/alpha/dataset/utility.py | 228 | |
| LOW | vnpy/alpha/dataset/utility.py | 232 | |
| 26 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| HIGH | docs/community/app/portfolio_strategy.md | 0 | load historical bar data for initializing strategy. |
| HIGH | docs/community/app/cta_strategy.md | 0 | load historical bar data for initializing strategy. |
| HIGH | docs/community/app/spread_trading.md | 0 | load historical bar data for initializing strategy. |
| HIGH | docs/elite/strategy/elite_spreadtrading.md | 0 | load historical bar data for initializing strategy. |
| HIGH | vnpy/chart/item.py | 0 | get range of y-axis with given x-axis range. if min_ix and max_ix not specified, then return range with whole data set. |
| HIGH | vnpy/chart/item.py | 0 | get range of y-axis with given x-axis range. if min_ix and max_ix not specified, then return range with whole data set. |
| HIGH | vnpy/chart/item.py | 0 | get range of y-axis with given x-axis range. if min_ix and max_ix not specified, then return range with whole data set. |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | vnpy/trader/utility.py | 304 | # Check if window bar completed |
| LOW | vnpy/trader/utility.py | 460 | # Check if daily bar completed |
| LOW | vnpy/alpha/lab.py | 120 | # Check if file exists |
| LOW | vnpy/alpha/lab.py | 126 | # Open file |
| LOW | vnpy/alpha/lab.py | 188 | # Check if file exists |
| LOW | vnpy/alpha/lab.py | 194 | # Open file |
| LOW | vnpy/alpha/model/models/lasso_model.py | 96 | # Check if model exists |
| LOW | vnpy/alpha/model/models/lgb_model.py | 134 | # Check if model exists |
| LOW | vnpy/alpha/model/models/mlp_model.py | 196 | # Check if early stopping condition is met |
| LOW | vnpy/alpha/strategy/backtesting.py | 257 | # Check if bankruptcy occurred |
| LOW | vnpy/alpha/strategy/backtesting.py | 279 | # Check if bankruptcy occurred |
| LOW | vnpy/alpha/strategy/backtesting.py | 335 | # Output results |
| LOW | vnpy/alpha/strategy/backtesting.py | 592 | # Check if historical data for the specified time of the contract is obtained |
| LOW | vnpy/alpha/strategy/strategies/equity_demo_strategy.py | 71 | if self.holding_days[vt_symbol] < self.min_days: # Check if holding period exceeds threshold |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | tests/test_alpha101.py | 9 | |
| LOW | vnpy/trader/converter.py | 71 | |
| LOW | vnpy/trader/converter.py | 112 | |
| LOW | vnpy/trader/converter.py | 367 | |
| LOW | vnpy/trader/wechat.py | 145 | |
| LOW | vnpy/trader/engine.py | 621 | |
| LOW | vnpy/trader/engine.py | 783 | |
| LOW | vnpy/trader/ui/widget.py | 369 | |
| LOW | vnpy/trader/ui/widget.py | 628 | |
| LOW | vnpy/trader/ui/widget.py | 1034 | |
| LOW | vnpy/trader/ui/widget.py | 1148 | |
| LOW | vnpy/trader/ui/widget.py | 1328 | |
| LOW | vnpy/chart/widget.py | 237 | |
| LOW | vnpy/alpha/lab.py | 301 | |
| LOW | vnpy/alpha/strategy/template.py | 133 |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | tests/alpha/test_dataproxy.py | 40 | def test_dataproxy_scalar_and_reverse_operations() -> None: |
| LOW | tests/alpha/test_dataproxy.py | 58 | def test_dataproxy_between_proxy_operations() -> None: |
| LOW | tests/alpha/test_dataproxy.py | 73 | def test_dataproxy_unary_operations() -> None: |
| LOW | tests/alpha/test_dataproxy.py | 82 | def test_dataproxy_scalar_comparisons() -> None: |
| LOW | tests/alpha/test_dataproxy.py | 95 | def test_dataproxy_between_proxy_comparisons() -> None: |
| LOW | vnpy/trader/optimize.py | 83 | def check_optimization_setting( |
| LOW | vnpy/trader/converter.py | 168 | def convert_order_request_shfe(self, req: OrderRequest) -> list[OrderRequest]: |
| LOW | vnpy/trader/converter.py | 202 | def convert_order_request_lock(self, req: OrderRequest) -> list[OrderRequest]: |
| LOW | vnpy/trader/converter.py | 242 | def convert_order_request_net(self, req: OrderRequest) -> list[OrderRequest]: |
| LOW | vnpy/alpha/dataset/processor.py | 153 | def process_robust_zscore_norm( |
| LOW | vnpy/alpha/model/models/mlp_model.py | 458 | def _calculate_feature_importance(self) -> pd.DataFrame: |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | docs/conf.py | 1 | # Configuration file for the Sphinx documentation builder. |
| LOW | docs/conf.py | 61 | # The language for content autogenerated by Sphinx. Refer to documentation |
| LOW | docs/conf.py | 101 | 'show_related': True |
| LOW | docs/conf.py | 141 | latex_elements = { |
| LOW | examples/veighna_trader/run.py | 1 | from vnpy.event import EventEngine |
| LOW | examples/veighna_trader/run.py | 21 | from vnpy_ctastrategy import CtaStrategyApp |
| LOW | examples/veighna_trader/run.py | 41 | |
| LOW | examples/veighna_trader/run.py | 61 | |
| LOW | vnpy/__init__.py | 1 | # The MIT License (MIT) |
| LOW | vnpy/alpha/dataset/datasets/alpha_101.py | 281 | # Alpha86 |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | vnpy/trader/engine.py | 637 | except Exception: |
| LOW | vnpy/trader/ui/widget.py | 1371 | except Exception as exc: |
| LOW | vnpy/rpc/server.py | 106 | except Exception as e: # noqa |
| LOW | vnpy/alpha/strategy/backtesting.py | 163 | except Exception: |
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | vnpy/alpha/dataset/processor.py | 36 | method: str, # robust/zscore |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | vnpy/alpha/dataset/template.py | 159 | def process_data(self) -> None: |