159 Commits

Author SHA1 Message Date
boris
2669350154 Add futures order execution model 2026-04-23 20:29:14 -07:00
boris
68adc6b25c Add futures account model 2026-04-23 20:25:50 -07:00
boris
8e53c995cd Expose stock account accessors 2026-04-23 20:22:19 -07:00
boris
8bbca8c3a0 Add position runtime aliases 2026-04-23 20:21:04 -07:00
boris
c843de078f Add management fee callbacks 2026-04-23 20:18:31 -07:00
boris
85feee6dac Add account cash flow intents 2026-04-23 20:14:05 -07:00
boris
e0a5d0c945 Expose account runtime metrics 2026-04-23 20:03:49 -07:00
boris
9f10afddec Add order runtime lookup 2026-04-23 19:57:02 -07:00
boris
c12a883d28 Expose open order runtime fields 2026-04-23 19:47:56 -07:00
boris
f4030f2607 Add instrument history helpers 2026-04-23 19:43:36 -07:00
boris
ca49b6dbb3 Add get price data helper 2026-04-23 19:41:01 -07:00
boris
bb8f40f33c Add suspended and ST data helpers 2026-04-23 19:37:50 -07:00
boris
6106297a97 Expose position lifecycle fields 2026-04-23 19:34:47 -07:00
boris
c3ef0bd49a Expose strategy runtime data APIs 2026-04-23 19:29:12 -07:00
boris
1760fc6cd1 Add bar and tick strategy lifecycle 2026-04-23 19:17:04 -07:00
boris
86e4db6272 Add subscription guards for platform trading actions 2026-04-23 19:02:25 -07:00
boris
58836a1c37 Support algo order pricing in smart portfolio rebalances 2026-04-23 18:48:14 -07:00
boris
ac308c8d68 Add algo-order platform actions 2026-04-23 07:36:20 -07:00
boris
152b5c3141 Add dynamic universe and subscription controls 2026-04-23 07:12:56 -07:00
boris
5265f82fef Add rqalpha-style scheduler time rules 2026-04-23 06:34:07 -07:00
boris
fae09afb86 Add rqalpha-style position pnl runtime fields 2026-04-23 06:12:25 -07:00
boris
f17aabc9d3 Expose smart target-portfolio platform actions 2026-04-23 06:05:56 -07:00
boris
48f8486e1a Add smart target-portfolio order intent 2026-04-23 05:57:29 -07:00
boris
f805a4b26d Add target-shares parity and rqalpha roadmap 2026-04-23 05:49:17 -07:00
boris
2857f72d84 Expose process event context to strategy runtime 2026-04-23 05:12:07 -07:00
boris
4d43d1b176 Expose latest open order ids to platform runtime 2026-04-23 04:55:44 -07:00
boris
4fdcfdae7d Expose open order state to strategy runtime 2026-04-23 04:52:43 -07:00
boris
9fca6e0011 Schedule platform explicit trading actions 2026-04-23 04:42:52 -07:00
boris
cbb6af3f29 Add platform explicit action stages 2026-04-23 04:33:00 -07:00
boris
6e5d4cca3b Expose explicit platform trading actions 2026-04-23 04:22:11 -07:00
boris
2e418f93d3 Add process event bus to backtest engine 2026-04-23 04:02:22 -07:00
boris
6b5112a363 Add scheduled process hooks to strategy engine 2026-04-23 03:57:10 -07:00
boris
2bbfa35187 Add rqalpha-style order reject lifecycle events 2026-04-23 03:45:46 -07:00
boris
b657205103 Align order lifecycle with rqalpha close semantics 2026-04-23 03:41:49 -07:00
boris
8906490a40 Expand limit order intent coverage 2026-04-23 03:28:14 -07:00
boris
a7bb29ce2a Add limit price slippage support 2026-04-23 03:21:50 -07:00
boris
f65267accf Reserve sellable quantity for open orders 2026-04-23 03:17:09 -07:00
boris
14326c0847 Add persistent limit orders and cancel semantics 2026-04-23 03:13:26 -07:00
boris
8aae4941a5 Document dividend reinvestment platform rule 2026-04-23 02:47:09 -07:00
boris
e400dec464 Expose weekly and monthly platform rebalance schedules 2026-04-23 02:42:28 -07:00
boris
948aca21e8 Add tick best-price matching modes 2026-04-23 02:24:29 -07:00
boris
252ba75f50 Add VWAP matching mode 2026-04-23 02:18:17 -07:00
boris
b6ddd14d94 Support dividend reinvestment 2026-04-23 02:11:06 -07:00
boris
0bc224f703 Add share and percent order intents 2026-04-23 02:03:24 -07:00
boris
23ba74909d Add process event stream for backtests 2026-04-23 01:58:40 -07:00
boris
e5fe1f0432 Add rqalpha-style scheduler primitives 2026-04-23 01:49:24 -07:00
boris
452eb3324d Use intraday quotes before snapshot fallback 2026-04-23 01:26:58 -07:00
boris
a076e8d0ff Cancel blocked buy orders like rqalpha 2026-04-23 01:01:12 -07:00
boris
16ae826724 Align market order cancellation semantics 2026-04-23 00:52:50 -07:00
boris
1b4d68406c Use prev close for open auction rebalances 2026-04-23 00:49:17 -07:00