• Joined on 2026-02-27
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 08:00:40 +00:00
55e8a59866 Fix decision-time rolling factor semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 07:17:35 +00:00
e6621c1719 fix benchmark return baseline
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 06:05:53 +00:00
47988cd7e7 Add string factor support
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 05:13:42 +00:00
0b0b9333fa Rename engine strategy surfaces
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 05:05:08 +00:00
882053e12b Add RQData factor helper APIs
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 04:58:47 +00:00
f056aa3468 Add futures exchange validators
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 04:51:55 +00:00
895aee1388 Add futures depth matching and mod loader
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 04:45:00 +00:00
ed8ac385e4 Add remaining RQAlpha extension helpers
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 04:08:10 +00:00
beb9c7a7ae Close RQAlpha P0-P2 parity gaps
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:49:27 +00:00
6be87c9982 Document remaining RQAlpha parity gaps
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:43:30 +00:00
5653278576 Add futures expiration schedule
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:41:42 +00:00
4755a59a5b Emit futures order process events
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:39:43 +00:00
dfd39fd8a3 Add futures expiration settlement
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:38:42 +00:00
3439b5d8d0 Wire futures order intents into engine
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:35:45 +00:00
db4e385308 Expose futures account runtime view
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:29:21 +00:00
2669350154 Add futures order execution model
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:25:54 +00:00
68adc6b25c Add futures account model
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:22:23 +00:00
8e53c995cd Expose stock account accessors
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:21:10 +00:00
8bbca8c3a0 Add position runtime aliases
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:18:35 +00:00
c843de078f Add management fee callbacks