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Add futures order execution model

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boris
2026-04-23 20:29:14 -07:00
parent 68adc6b25c
commit 2669350154
4 changed files with 472 additions and 7 deletions
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docs/rqalpha-gap-roadmap.md
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@@ -87,9 +87,10 @@ current alignment pass.
`account_by_type("STOCK")`)
- [x] standalone futures account model with contract multiplier, long/short
margin, daily mark-to-market settlement, and short close cashflow
- [x] standalone futures order execution model with open, close, close-today,
close-yesterday, margin rejection, order/fill/position/account events
- [ ] wire futures account into the generic backtest engine runtime
- [ ] futures order intents, matching, close-today semantics, and expiration
settlement
- [ ] futures intraday matching integration and expiration settlement
## Execution Order
@@ -108,5 +109,6 @@ current alignment pass.
Active implementation target: continue account parity after exposing the stock
account runtime view, core Portfolio fields, deposit/withdraw, financing
liability APIs, management-fee callbacks, stock account accessors, and the
standalone futures account model; next gap is wiring futures into the generic
engine runtime and adding futures-specific order matching semantics.
standalone futures account/order execution model; next gap is wiring futures
into the generic engine runtime and adding futures intraday/expiration
semantics.