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Add futures expiration schedule

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boris
2026-04-23 20:43:25 -07:00
parent 4755a59a5b
commit 5653278576
3 changed files with 165 additions and 3 deletions
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docs/rqalpha-gap-roadmap.md
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@@ -96,7 +96,9 @@ current alignment pass.
loop for account-level open/close execution
- [x] standalone futures expiration settlement closes all long/short contract
positions at settlement price
- [ ] futures intraday matching integration and data-driven expiration schedule
- [x] data-driven futures expiration schedule in `BacktestEngine` settlement
phase
- [ ] futures intraday matching integration
## Execution Order
@@ -117,4 +119,4 @@ account runtime view, core Portfolio fields, deposit/withdraw, financing
liability APIs, management-fee callbacks, stock account accessors, and the
standalone futures account/order execution model plus generic engine runtime
account visibility and account-level futures order intents; next gap is adding
futures intraday matching and a data-driven expiration schedule.
futures intraday matching semantics.