159 Commits

Author SHA1 Message Date
boris
c27901306d Execute open auction strategy decisions 2026-04-23 00:41:32 -07:00
boris
f0eec05b88 Split intraday fills across execution quotes 2026-04-23 00:34:35 -07:00
boris
406cb05146 Expose partial fill denial reasons 2026-04-23 00:26:54 -07:00
boris
c7a5bedf02 Explain rebalance denial reasons 2026-04-23 00:17:39 -07:00
boris
3c0ced89bf Align open auction volume semantics 2026-04-23 00:14:11 -07:00
boris
ec7085d10a Emit rebalance clipping diagnostics 2026-04-23 00:10:49 -07:00
boris
df1054ab8a Refine open auction execution semantics 2026-04-23 00:05:41 -07:00
boris
fa4126a662 Add open auction matching mode 2026-04-23 00:00:26 -07:00
boris
1b4ce9826a Iterate rebalance safety like rqalpha 2026-04-22 23:50:15 -07:00
boris
c4967c3711 Format related strategy and test files 2026-04-22 23:36:56 -07:00
boris
ea2871a0f2 Align order costs and rebalance priority with rqalpha 2026-04-22 23:36:20 -07:00
boris
c85116c59d Add open auction strategy hook 2026-04-22 23:23:51 -07:00
boris
2b5241c2e6 Expose board order sizing runtime fields 2026-04-22 23:21:17 -07:00
boris
3925c0fa38 Align projected stock order sizing semantics 2026-04-22 23:19:15 -07:00
boris
d4f4af6221 Align board-specific stock order sizing 2026-04-22 23:12:23 -07:00
boris
7a67e815d7 Allow odd-lot full liquidation sells 2026-04-22 23:05:34 -07:00
boris
34e16520fa Add daily strategy lifecycle hooks 2026-04-22 22:15:55 -07:00
boris
32e29fdf9a Support successor conversions for delisted holdings 2026-04-22 22:13:32 -07:00
boris
6606ef86bc Drop stale broker sizing helpers 2026-04-22 22:00:09 -07:00
boris
aca8292c72 Align China A-share costs with rqalpha rules 2026-04-22 21:57:24 -07:00
boris
650e2e8319 Clip portfolio targets before rebalance orders 2026-04-22 21:48:49 -07:00
boris
081686185a Add matching and slippage execution options 2026-04-22 21:39:26 -07:00
boris
8db0f37cae Clarify arbitrary moving average usage in manual 2026-04-22 21:11:31 -07:00
boris
0de6a87707 Clarify strategy entry semantics in AI manual 2026-04-22 20:51:30 -07:00
boris
06dd588e10 Add AI generated cap-band strategy example 2026-04-22 20:33:47 -07:00
boris
03062b849b Expose signal open to platform strategies 2026-04-22 08:43:46 -07:00
boris
67b099d6e7 Add shared strategy AI manual helpers 2026-04-22 06:25:46 -07:00
boris
0ec36dbcc5 Gate empty-result warnings on true empty runs 2026-04-22 05:11:11 -07:00
boris
c57d75878f Adjust 000852 market-cap band and volume filter 2026-04-22 04:43:08 -07:00
boris
1a12c46589 Support buy scaling from platform factors 2026-04-22 04:04:13 -07:00
boris
7f54309d53 Parameterize 000852 band range helpers 2026-04-22 03:03:23 -07:00
boris
17fb4a3836 Add 000852 volume trend platform strategy example 2026-04-22 02:46:44 -07:00
boris
29ba97f471 Add generic rolling factor helpers 2026-04-22 00:59:44 -07:00
boris
f809399f8e Add volume moving averages to platform runtime 2026-04-22 00:45:55 -07:00
boris
6d3017ca56 Support sparse factor aliases in platform runtime 2026-04-22 00:31:42 -07:00
boris
e838629c58 Support dynamic source factors in platform runtime 2026-04-22 00:01:12 -07:00
boris
5815379da2 chore: sync local changes 2026-04-22 14:46:06 +08:00
boris
44bcdef920 Expose richer factor maps to platform expressions 2026-04-21 23:43:49 -07:00
boris
d739e141fd Expose richer calendar fields to platform expressions 2026-04-21 23:35:37 -07:00
boris
14c6ba114c Add string helpers for platform expressions 2026-04-21 22:48:50 -07:00
boris
2100cd1995 Expand platform DSL expression selection 2026-04-21 22:19:33 -07:00
boris
1ba3264990 Expand platform strategy runtime helpers 2026-04-21 21:45:18 -07:00
boris
8b55fdabc7 Add platform expression strategy runtime 2026-04-21 21:17:30 -07:00
boris
6c353d5441 Allow jq sells when snapshot last stays above limit 2026-04-21 18:59:48 -07:00
boris
20af824545 Respect commissions in jq buy sizing 2026-04-21 18:47:26 -07:00
boris
5be836423a Use snapshot last price for jq intraday execution 2026-04-21 18:35:02 -07:00
boris
c67932a2c9 Tighten market order residual fill semantics 2026-04-21 08:12:21 -07:00
boris
3652f80d85 Align jq microcap sizing and snapshot pricing 2026-04-21 06:36:17 -07:00
boris
ba36bd5981 Tighten jq microcap stop-loss trigger 2026-04-21 06:15:31 -07:00
boris
b0c8ea1a51 Refine jq microcap execution alignment 2026-04-21 05:45:27 -07:00