Add target-shares parity and rqalpha roadmap

docs/rqalpha-gap-roadmap.md

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+# RQAlpha Gap Roadmap
+
+This document tracks the remaining RQAlpha backtest capabilities that are not
+yet fully aligned in `fidc-backtest-engine`, and the implementation order we
+are following.
+
+## Scope
+
+This roadmap focuses on the China A-share stock backtest path first. Multi-asset
+coverage such as futures/options is tracked separately and is not part of the
+current alignment pass.
+
+## Remaining Gaps
+
+### Phase 1: Strategy API parity
+
+- [ ] `order_to` / target-shares style explicit order primitive
+- [ ] `order_target_portfolio(_smart)` style public API surface
+- [ ] richer explicit order styles exposed to platform scripts
+
+### Phase 2: Scheduling and execution surface
+
+- [ ] minute-level `time_rule` semantics like `market_open`, `market_close`,
+      `physical_time`
+- [ ] finer `1m` / `tick` strategy execution entrypoints beyond `open_auction`
+      and `on_day`
+- [ ] scheduled actions evaluated against explicit intraday times
+
+### Phase 3: Universe and subscription model
+
+- [ ] `update_universe`
+- [ ] `subscribe`
+- [ ] `unsubscribe`
+- [ ] tick-frequency subscription guards exposed at strategy API level
+
+### Phase 4: Algo order parity
+
+- [ ] `VWAPOrder`
+- [ ] `TWAPOrder`
+- [ ] `order_target_portfolio_smart(..., order_prices=AlgoOrder, valuation_prices=...)`
+
+### Phase 5: Position accounting parity
+
+- [ ] `trading_pnl`
+- [ ] `position_pnl`
+- [ ] `dividend_receivable`
+- [ ] richer position lifecycle fields exposed to strategy runtime
+
+## Execution Order
+
+1. Close the explicit order API gap with target-shares / `order_to` parity.
+2. Add public batch target-portfolio semantics.
+3. Expand scheduler to intraday time rules.
+4. Add dynamic universe APIs.
+5. Add algo-order styles.
+6. Finish position accounting parity.
+
+## Current Step
+
+Active implementation target: Phase 1, target-shares / `order_to` parity.