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Expose futures account runtime view

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boris
2026-04-23 20:35:32 -07:00
parent 2669350154
commit db4e385308
7 changed files with 191 additions and 9 deletions
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docs/rqalpha-gap-roadmap.md
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@@ -89,7 +89,10 @@ current alignment pass.
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
- [x] wire futures account runtime view into `BacktestEngine` and
`StrategyContext` (`future_account`, `account_by_type("FUTURE")`,
`accounts`)
- [ ] wire futures order intents into the generic `BacktestEngine` execution loop
- [ ] futures intraday matching integration and expiration settlement
## Execution Order
@@ -109,6 +112,6 @@ 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/order execution model; next gap is wiring futures
into the generic engine runtime and adding futures intraday/expiration
semantics.
standalone futures account/order execution model plus generic engine runtime
account visibility; next gap is wiring futures order intents into the generic
engine execution loop and adding futures intraday/expiration semantics.