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 |
|
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
|
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
|
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
|
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
|
4fdcfdae7d
|
Expose open order state to strategy runtime
|
2026-04-23 04:52:43 -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
|
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 |
|
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
|
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
|
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 |
|