boris
|
7dbd66b467
|
修复止盈关闭时的延迟卖出误触发
v2026.5.20.1
|
2026-05-20 17:51:29 +08:00 |
|
boris
|
db8b0bf142
|
修复AiQuant回测撮合一致性
v2026.5.20
|
2026-05-20 12:09:01 +08:00 |
|
boris
|
6e54471e57
|
修复回测撮合与AiQuant兼容语义
v2026.5.18.10
|
2026-05-18 23:06:47 +08:00 |
|
boris
|
3f383c1a88
|
修复平台策略撮合限价与回补语义
v2026.5.18
|
2026-05-18 11:14:51 +08:00 |
|
boris
|
4577657c90
|
对齐 AiQuant RQAlpha 回测语义
v2026.5.15
|
2026-05-15 11:48:10 +08:00 |
|
boris
|
94662b6e75
|
chore: 更新 fidc-backtest-engine - 2026-05-13
v2026.05.13.1
|
2026-05-13 23:48:16 +08:00 |
|
boris
|
616cab0e7e
|
chore: 更新 fidc-backtest-engine - 2026-05-13
v2026.05.13
|
2026-05-13 21:57:57 +08:00 |
|
boris
|
db72f6f515
|
修复 AiQuant 微盘回测撮合语义
v2026.5.13
|
2026-05-13 18:43:02 +08:00 |
|
boris
|
2165831708
|
使用前一交易日指数价格计算市值区间，模拟实盘场景
- 修改trading_ratio()返回5个值，包含prev_level
- 使用prev_level计算市值区间，符合实盘决策逻辑
- 调整默认参数对齐AiQuant实际运行版本(xs=0.008, cap_span=10)
- 增强MA过滤调试日志，输出首个决策日所有股票的过滤详情
- 添加市值区间计算调试日志
v2026.5.12
|
2026-05-12 18:03:56 +08:00 |
|
boris
|
1a402f2048
|
实现市值区间padding机制
- 添加padding_ratio、min_padding、max_padding配置参数
- 在市值区间计算中应用padding扩大选股范围
- 更新OmniMicroCapConfig、CnSmallCapRotationConfig和DynamicMarketCapBandSelector
- AiQuant V1.0.4默认padding: ratio=0.5, min=12.5, max=30.0
- 目标：增加候选股票数量，匹配AiQuant行为
v2026.5.11.2
|
2026-05-11 20:38:12 +08:00 |
|
boris
|
bbe60537ff
|
修复MA过滤器逻辑错误和成交量过滤器策略名称匹配
- 修复MA过滤器：第二个比较添加 * rsi_rate (ma10 * rsi_rate > ma30)
- 修复成交量过滤器：使用contains匹配策略名称而非精确匹配
- 添加调试日志用于诊断MA过滤问题
- 同时修复strategy.rs和platform_strategy_spec.rs中的逻辑
v2026.5.11.1
|
2026-05-11 20:13:52 +08:00 |
|
boris
|
3b033fd294
|
修复 core 执行层默认添加 new_listing 的问题
问题：
- platform expr 选股从 eligible_universe_on 开始
- eligible_universe_on 无条件过滤新股
- 导致即使 strategy_spec.universe.exclude 不含 new_listing，仍会过滤新股
修复：
- StrategyRuntimeSpec 补 universe_exclude 字段
- platform expr 选股从 factor/candidate/market 合并开始
- 按 strategy_spec.universe.exclude 自己决定是否排除 new_listing
- 补回归测试
相关：
- 保持旧策略默认排除不变
- 新策略可以显式不排除新股
v2026.5.10
|
2026-05-09 02:08:36 -07:00 |
|
boris
|
d9de9715ef
|
chore: 更新 fidc-backtest-engine - 2026-05-08
v2026.05.08.1
|
2026-05-08 19:57:49 -07:00 |
|
boris
|
65742d4d5e
|
chore: 更新 fidc-backtest-engine - 2026-05-08
v2026.05.08
|
2026-05-08 07:34:04 -07:00 |
|
boris
|
a47c7c3e49
|
chore: 更新 fidc-backtest-engine - 2026-05-07
v2026.05.07.1
|
2026-05-07 17:12:49 -07:00 |
|
boris
|
adc2f12ddf
|
chore: 更新 fidc-backtest-engine - 2026-05-07
v2026.05.07
|
2026-05-07 03:49:26 -07:00 |
|
boris
|
e06a1e88e5
|
完善AI策略手册防未来函数规则
v2026.4.30.1
|
2026-04-30 09:24:05 -07:00 |
|
boris
|
ce49301b98
|
修复平台策略次日开盘未来函数
v2026.4.30
|
2026-04-30 00:53:45 -07:00 |
|
boris
|
e5439956eb
|
修复平台表达式嵌套三元执行
v2026.4.29
|
2026-04-30 03:57:43 +08:00 |
|
boris
|
8e4e0cd86f
|
完善平台表达式因子执行能力
v2026.4.28.2
|
2026-04-28 23:22:21 +08:00 |
|
boris
|
c73649012f
|
扩展策略指标因子与滚动函数
v2026.4.28.1
|
2026-04-28 21:01:43 +08:00 |
|
boris
|
236ec62e44
|
补充策略规格解析能力
v2026.4.28
|
2026-04-28 19:40:09 +08:00 |
|
boris
|
52a8bced13
|
chore: 更新 fidc-backtest-engine - 2026-04-28
v2026.04.28.1
|
2026-04-28 10:37:11 +08:00 |
|
boris
|
692cb666a0
|
chore: 从版本管理中移除 .DS_Store 文件
|
2026-04-28 10:36:07 +08:00 |
|
boris
|
67b0c1bed4
|
chore: 更新 fidc-backtest-engine - 2026-04-28
v2026.04.28
|
2026-04-28 10:30:29 +08:00 |
|
boris
|
60f0f73076
|
fix: tolerate missing holding market rows
|
2026-04-24 12:51:47 -07:00 |
|
boris
|
bd9b26deb3
|
fix: tighten strategy AI prompt contract
|
2026-04-24 09:15:45 -07:00 |
|
boris
|
05418be4d5
|
docs: align strategy ai skill constraints
|
2026-04-24 08:21:15 -07:00 |
|
boris
|
8fe2fdec04
|
docs: tighten strategy ai generation prompt
|
2026-04-24 07:27:32 -07:00 |
|
boris
|
184074dcfe
|
fix: normalize dynamic factor lookups
|
2026-04-24 05:05:03 -07:00 |
|
boris
|
99188487b8
|
perf: cache daily history by symbol
|
2026-04-24 04:24:32 -07:00 |
|
boris
|
cd39d15a27
|
fix: use indicator wording in strategy manual
|
2026-04-24 03:50:41 -07:00 |
|
boris
|
7cbf2af99a
|
fix: present manual as usable indicators
|
2026-04-24 03:28:38 -07:00 |
|
boris
|
1a6cd44d57
|
feat: expose daily amount and price fields to strategy DSL
|
2026-04-24 03:13:36 -07:00 |
|
boris
|
d7c7f319d5
|
docs: expand strategy AI manual workflow
|
2026-04-24 01:28:22 -07:00 |
|
boris
|
55e8a59866
|
Fix decision-time rolling factor semantics
|
2026-04-24 01:00:28 -07:00 |
|
boris
|
e6621c1719
|
fix benchmark return baseline
|
2026-04-24 00:17:20 -07:00 |
|
boris
|
47988cd7e7
|
Add string factor support
|
2026-04-23 23:05:43 -07:00 |
|
boris
|
0b0b9333fa
|
Rename engine strategy surfaces
|
2026-04-23 22:13:14 -07:00 |
|
boris
|
882053e12b
|
Add RQData factor helper APIs
|
2026-04-23 22:04:55 -07:00 |
|
boris
|
f056aa3468
|
Add futures exchange validators
|
2026-04-23 21:58:38 -07:00 |
|
boris
|
895aee1388
|
Add futures depth matching and mod loader
|
2026-04-23 21:51:45 -07:00 |
|
boris
|
ed8ac385e4
|
Add remaining RQAlpha extension helpers
|
2026-04-23 21:44:42 -07:00 |
|
boris
|
beb9c7a7ae
|
Close RQAlpha P0-P2 parity gaps
|
2026-04-23 21:07:59 -07:00 |
|
boris
|
6be87c9982
|
Document remaining RQAlpha parity gaps
|
2026-04-23 20:49:17 -07:00 |
|
boris
|
5653278576
|
Add futures expiration schedule
|
2026-04-23 20:43:25 -07:00 |
|
boris
|
4755a59a5b
|
Emit futures order process events
|
2026-04-23 20:41:37 -07:00 |
|
boris
|
dfd39fd8a3
|
Add futures expiration settlement
|
2026-04-23 20:39:40 -07:00 |
|
boris
|
3439b5d8d0
|
Wire futures order intents into engine
|
2026-04-23 20:38:36 -07:00 |
|
boris
|
db4e385308
|
Expose futures account runtime view
|
2026-04-23 20:35:32 -07:00 |
|