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Add bar and tick strategy lifecycle

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boris
2026-04-23 19:17:04 -07:00
parent 86e4db6272
commit 1760fc6cd1
9 changed files with 525 additions and 10 deletions
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7
docs/rqalpha-gap-roadmap.md
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@@ -22,7 +22,7 @@ current alignment pass.
- [x] minute-level `time_rule` semantics like `market_open`, `market_close`,
`physical_time`
- [ ] finer `1m` / `tick` strategy execution entrypoints beyond `open_auction`
- [x] finer `1m` / `tick` strategy execution entrypoints beyond `open_auction`
and `on_day`
- [x] scheduled actions evaluated against explicit intraday times
@@ -57,5 +57,6 @@ current alignment pass.
## Current Step
Active implementation target: Phase 2 follow-up, finer `1m`/`tick`
strategy execution entrypoints beyond the current explicit intraday schedules.
Active implementation target: Phase 5 follow-up plus strategy data API parity:
expose richer position lifecycle fields and RQAlpha-style data helpers such as
`history_bars`, `current_snapshot`, instruments, and trading-date access.