boris
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6e54471e57
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修复回测撮合与AiQuant兼容语义
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2026-05-18 23:06:47 +08:00 |
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boris
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4577657c90
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对齐 AiQuant RQAlpha 回测语义
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2026-05-15 11:48:10 +08:00 |
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boris
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616cab0e7e
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chore: 更新 fidc-backtest-engine - 2026-05-13
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2026-05-13 21:57:57 +08:00 |
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boris
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db72f6f515
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修复 AiQuant 微盘回测撮合语义
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2026-05-13 18:43:02 +08:00 |
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boris
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2165831708
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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
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2026-05-12 18:03:56 +08:00 |
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boris
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1a402f2048
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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
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2026-05-11 20:38:12 +08:00 |
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boris
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bbe60537ff
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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
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2026-05-11 20:13:52 +08:00 |
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boris
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236ec62e44
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补充策略规格解析能力
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2026-04-28 19:40:09 +08:00 |
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boris
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47988cd7e7
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Add string factor support
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2026-04-23 23:05:43 -07:00 |
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boris
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0b0b9333fa
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Rename engine strategy surfaces
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2026-04-23 22:13:14 -07:00 |
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boris
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882053e12b
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Add RQData factor helper APIs
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2026-04-23 22:04:55 -07:00 |
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boris
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beb9c7a7ae
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Close RQAlpha P0-P2 parity gaps
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2026-04-23 21:07:59 -07:00 |
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boris
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3439b5d8d0
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Wire futures order intents into engine
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2026-04-23 20:38:36 -07:00 |
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boris
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db4e385308
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Expose futures account runtime view
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2026-04-23 20:35:32 -07:00 |
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boris
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8e53c995cd
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Expose stock account accessors
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2026-04-23 20:22:19 -07:00 |
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boris
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c843de078f
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Add management fee callbacks
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2026-04-23 20:18:31 -07:00 |
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boris
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85feee6dac
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Add account cash flow intents
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2026-04-23 20:14:05 -07:00 |
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boris
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e0a5d0c945
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Expose account runtime metrics
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2026-04-23 20:03:49 -07:00 |
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boris
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9f10afddec
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Add order runtime lookup
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2026-04-23 19:57:02 -07:00 |
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boris
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c12a883d28
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Expose open order runtime fields
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2026-04-23 19:47:56 -07:00 |
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boris
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f4030f2607
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Add instrument history helpers
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2026-04-23 19:43:36 -07:00 |
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boris
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ca49b6dbb3
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Add get price data helper
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2026-04-23 19:41:01 -07:00 |
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boris
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bb8f40f33c
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Add suspended and ST data helpers
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2026-04-23 19:37:50 -07:00 |
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boris
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c3ef0bd49a
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Expose strategy runtime data APIs
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2026-04-23 19:29:12 -07:00 |
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boris
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1760fc6cd1
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Add bar and tick strategy lifecycle
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2026-04-23 19:17:04 -07:00 |
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boris
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58836a1c37
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Support algo order pricing in smart portfolio rebalances
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2026-04-23 18:48:14 -07:00 |
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boris
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ac308c8d68
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Add algo-order platform actions
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2026-04-23 07:36:20 -07:00 |
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boris
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152b5c3141
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Add dynamic universe and subscription controls
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2026-04-23 07:12:56 -07:00 |
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boris
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48f8486e1a
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Add smart target-portfolio order intent
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2026-04-23 05:57:29 -07:00 |
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boris
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f805a4b26d
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Add target-shares parity and rqalpha roadmap
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2026-04-23 05:49:17 -07:00 |
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boris
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2857f72d84
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Expose process event context to strategy runtime
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2026-04-23 05:12:07 -07:00 |
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boris
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4d43d1b176
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Expose latest open order ids to platform runtime
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2026-04-23 04:55:44 -07:00 |
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boris
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4fdcfdae7d
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Expose open order state to strategy runtime
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2026-04-23 04:52:43 -07:00 |
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boris
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6b5112a363
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Add scheduled process hooks to strategy engine
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2026-04-23 03:57:10 -07:00 |
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boris
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8906490a40
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Expand limit order intent coverage
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2026-04-23 03:28:14 -07:00 |
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boris
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14326c0847
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Add persistent limit orders and cancel semantics
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2026-04-23 03:13:26 -07:00 |
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boris
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0bc224f703
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Add share and percent order intents
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2026-04-23 02:03:24 -07:00 |
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boris
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e5fe1f0432
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Add rqalpha-style scheduler primitives
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2026-04-23 01:49:24 -07:00 |
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boris
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c27901306d
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Execute open auction strategy decisions
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2026-04-23 00:41:32 -07:00 |
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boris
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c4967c3711
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Format related strategy and test files
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2026-04-22 23:36:56 -07:00 |
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boris
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c85116c59d
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Add open auction strategy hook
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2026-04-22 23:23:51 -07:00 |
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boris
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3925c0fa38
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Align projected stock order sizing semantics
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2026-04-22 23:19:15 -07:00 |
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boris
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34e16520fa
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Add daily strategy lifecycle hooks
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2026-04-22 22:15:55 -07:00 |
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boris
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6606ef86bc
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Drop stale broker sizing helpers
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2026-04-22 22:00:09 -07:00 |
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boris
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aca8292c72
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Align China A-share costs with rqalpha rules
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2026-04-22 21:57:24 -07:00 |
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boris
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5815379da2
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chore: sync local changes
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2026-04-22 14:46:06 +08:00 |
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boris
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6c353d5441
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Allow jq sells when snapshot last stays above limit
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2026-04-21 18:59:48 -07:00 |
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boris
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20af824545
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Respect commissions in jq buy sizing
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2026-04-21 18:47:26 -07:00 |
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boris
|
5be836423a
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Use snapshot last price for jq intraday execution
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2026-04-21 18:35:02 -07:00 |
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boris
|
c67932a2c9
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Tighten market order residual fill semantics
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2026-04-21 08:12:21 -07:00 |
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