boris
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94662b6e75
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chore: 更新 fidc-backtest-engine - 2026-05-13
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2026-05-13 23:48:16 +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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65742d4d5e
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chore: 更新 fidc-backtest-engine - 2026-05-08
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2026-05-08 07:34:04 -07:00 |
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boris
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60f0f73076
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fix: tolerate missing holding market rows
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2026-04-24 12:51:47 -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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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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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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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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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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5265f82fef
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Add rqalpha-style scheduler time rules
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2026-04-23 06:34:07 -07:00 |
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boris
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fae09afb86
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Add rqalpha-style position pnl runtime fields
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2026-04-23 06:12:25 -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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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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2bbfa35187
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Add rqalpha-style order reject lifecycle events
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2026-04-23 03:45:46 -07:00 |
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boris
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b657205103
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Align order lifecycle with rqalpha close semantics
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2026-04-23 03:41:49 -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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a7bb29ce2a
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Add limit price slippage support
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2026-04-23 03:21:50 -07:00 |
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boris
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f65267accf
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Reserve sellable quantity for open orders
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2026-04-23 03:17:09 -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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948aca21e8
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Add tick best-price matching modes
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2026-04-23 02:24:29 -07:00 |
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boris
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252ba75f50
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Add VWAP matching mode
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2026-04-23 02:18:17 -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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23ba74909d
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Add process event stream for backtests
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2026-04-23 01:58:40 -07:00 |
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boris
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452eb3324d
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Use intraday quotes before snapshot fallback
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2026-04-23 01:26:58 -07:00 |
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boris
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a076e8d0ff
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Cancel blocked buy orders like rqalpha
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2026-04-23 01:01:12 -07:00 |
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boris
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16ae826724
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Align market order cancellation semantics
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2026-04-23 00:52:50 -07:00 |
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boris
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1b4d68406c
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Use prev close for open auction rebalances
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2026-04-23 00:49:17 -07:00 |
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boris
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f0eec05b88
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Split intraday fills across execution quotes
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2026-04-23 00:34:35 -07:00 |
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boris
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406cb05146
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Expose partial fill denial reasons
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2026-04-23 00:26:54 -07:00 |
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boris
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c7a5bedf02
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Explain rebalance denial reasons
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2026-04-23 00:17:39 -07:00 |
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boris
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3c0ced89bf
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Align open auction volume semantics
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2026-04-23 00:14:11 -07:00 |
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boris
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ec7085d10a
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Emit rebalance clipping diagnostics
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2026-04-23 00:10:49 -07:00 |
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boris
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df1054ab8a
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Refine open auction execution semantics
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2026-04-23 00:05:41 -07:00 |
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boris
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fa4126a662
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Add open auction matching mode
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2026-04-23 00:00:26 -07:00 |
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boris
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1b4ce9826a
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Iterate rebalance safety like rqalpha
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2026-04-22 23:50:15 -07:00 |
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boris
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ea2871a0f2
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Align order costs and rebalance priority with rqalpha
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2026-04-22 23:36:20 -07:00 |
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boris
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d4f4af6221
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Align board-specific stock order sizing
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2026-04-22 23:12:23 -07:00 |
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boris
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7a67e815d7
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Allow odd-lot full liquidation sells
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2026-04-22 23:05:34 -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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650e2e8319
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Clip portfolio targets before rebalance orders
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2026-04-22 21:48:49 -07:00 |
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boris
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081686185a
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Add matching and slippage execution options
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2026-04-22 21:39:26 -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
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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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