Expose strategy runtime data APIs

This commit is contained in:
boris
2026-04-23 19:29:12 -07:00
parent 1760fc6cd1
commit c3ef0bd49a
9 changed files with 678 additions and 6 deletions

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@@ -46,6 +46,16 @@ current alignment pass.
- [x] `dividend_receivable`
- [ ] richer position lifecycle fields exposed to strategy runtime
### Phase 6: Strategy data API parity
- [x] `history_bars` numeric helper for daily, intraday, and tick fields
- [x] `current_snapshot`
- [x] `instrument` / `instruments` / `all_instruments`
- [x] `get_trading_dates` / `get_previous_trading_date` /
`get_next_trading_date`
- [x] phase-aware minute/tick history cursor semantics matching the active
bar or tick callback
## Execution Order
1. Close the explicit order API gap with target-shares / `order_to` parity.
@@ -54,9 +64,10 @@ current alignment pass.
4. Add dynamic universe APIs.
5. Add algo-order styles.
6. Finish position accounting parity.
7. Expose richer position lifecycle fields to strategy runtime.
## Current Step
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.
Active implementation target: Phase 5 follow-up: expose richer position
lifecycle fields to strategy runtime beyond quantity, sellable quantity,
average cost, trading pnl, position pnl, and dividend receivable.