Commit Graph

29 Commits

Author SHA1 Message Date
boris
65742d4d5e chore: 更新 fidc-backtest-engine - 2026-05-08 2026-05-08 07:34:04 -07:00
boris
c73649012f 扩展策略指标因子与滚动函数 2026-04-28 21:01:43 +08:00
boris
184074dcfe fix: normalize dynamic factor lookups 2026-04-24 05:05:03 -07:00
boris
99188487b8 perf: cache daily history by symbol 2026-04-24 04:24:32 -07:00
boris
55e8a59866 Fix decision-time rolling factor semantics 2026-04-24 01:00:28 -07:00
boris
47988cd7e7 Add string factor support 2026-04-23 23:05:43 -07:00
boris
882053e12b Add RQData factor helper APIs 2026-04-23 22:04:55 -07:00
boris
895aee1388 Add futures depth matching and mod loader 2026-04-23 21:51:45 -07:00
boris
beb9c7a7ae Close RQAlpha P0-P2 parity gaps 2026-04-23 21:07:59 -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
fa4126a662 Add open auction matching mode 2026-04-23 00:00:26 -07:00
boris
32e29fdf9a Support successor conversions for delisted holdings 2026-04-22 22:13:32 -07:00
boris
03062b849b Expose signal open to platform strategies 2026-04-22 08:43:46 -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
e838629c58 Support dynamic source factors in platform runtime 2026-04-22 00:01:12 -07:00
boris
8b55fdabc7 Add platform expression strategy runtime 2026-04-21 21:17:30 -07:00
boris
b0c8ea1a51 Refine jq microcap execution alignment 2026-04-21 05:45:27 -07:00
boris
0fe681ff5f Align jq microcap execution with intraday snapshots 2026-04-20 12:13:59 +08:00
boris
0e2c25e4c4 Improve jq microcap execution semantics 2026-04-18 18:02:50 +08:00
zsb
8ee081ca8e 开放 DataSet 组装入口 2026-04-08 21:36:04 -07:00
zsb
a26049ff15 增强回测demo输出与分区加载 2026-04-07 21:25:41 -07:00
zsb
ec425999b0 增加分区快照数据入口 2026-04-07 00:40:53 -07:00
zsb
d039c4e741 增强回测引擎第二版策略与快照层 2026-04-07 00:34:52 -07:00
zsb
334864cbc5 初始化回测核心引擎骨架 2026-04-06 23:56:37 -07:00