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Add futures expiration settlement

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boris
2026-04-23 20:39:40 -07:00
parent 3439b5d8d0
commit dfd39fd8a3
3 changed files with 86 additions and 2 deletions
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docs/rqalpha-gap-roadmap.md
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@@ -94,7 +94,9 @@ current alignment pass.
`accounts`)
- [x] wire futures order intents into the generic `BacktestEngine` execution
loop for account-level open/close execution
- [ ] futures intraday matching integration and expiration settlement
- [x] standalone futures expiration settlement closes all long/short contract
positions at settlement price
- [ ] futures intraday matching integration and data-driven expiration schedule
## Execution Order
@@ -115,4 +117,4 @@ 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 expiration settlement semantics.
futures intraday matching and a data-driven expiration schedule.