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Close RQAlpha P0-P2 parity gaps

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boris
2026-04-23 21:07:59 -07:00
parent 6be87c9982
commit beb9c7a7ae
8 changed files with 1830 additions and 86 deletions
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14
crates/fidc-core/src/lib.rs
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@@ -21,12 +21,13 @@ pub use calendar::TradingCalendar;
pub use cost::{ChinaAShareCostModel, CostModel, TradingCost};
pub use data::{
BenchmarkSnapshot, CandidateEligibility, CorporateAction, DailyFactorSnapshot,
DailyMarketSnapshot, DailySnapshotBundle, DataSet, DataSetError, EligibleUniverseSnapshot,
IntradayExecutionQuote, PriceBar, PriceField,
DailyMarketSnapshot, DailySnapshotBundle, DataSet, DataSetError, DividendRecord,
EligibleUniverseSnapshot, FactorValue, IntradayExecutionQuote, PriceBar, PriceField,
SecuritiesMarginRecord, SplitRecord, YieldCurvePoint,
};
pub use engine::{
BacktestConfig, BacktestDayProgress, BacktestEngine, BacktestError, BacktestResult,
DailyEquityPoint,
AnalyzerPositionRow, AnalyzerReport, AnalyzerTradeRow, BacktestConfig, BacktestDayProgress,
BacktestEngine, BacktestError, BacktestResult, DailyEquityPoint,
};
pub use event_bus::ProcessEventBus;
pub use events::{
@@ -34,8 +35,9 @@ pub use events::{
ProcessEventKind,
};
pub use futures::{
FuturesAccountState, FuturesContractSpec, FuturesDirection, FuturesExecutionReport,
FuturesOrderIntent, FuturesPosition, FuturesPositionEffect,
FuturesAccountState, FuturesCommissionType, FuturesContractSpec, FuturesDirection,
FuturesExecutionReport, FuturesOrderIntent, FuturesPosition, FuturesPositionEffect,
FuturesTradingParameter, FuturesTransactionCostModel,
};
pub use instrument::Instrument;
pub use metrics::{BacktestMetrics, compute_backtest_metrics};