zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 08:49:37 +00:00
e5fe1f0432 Add rqalpha-style scheduler primitives
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 08:27:04 +00:00
452eb3324d Use intraday quotes before snapshot fallback
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 08:01:28 +00:00
a076e8d0ff Cancel blocked buy orders like rqalpha
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:53:11 +00:00
16ae826724 Align market order cancellation semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:49:28 +00:00
1b4d68406c Use prev close for open auction rebalances
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:41:45 +00:00
c27901306d Execute open auction strategy decisions
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:34:47 +00:00
f0eec05b88 Split intraday fills across execution quotes
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:27:05 +00:00
406cb05146 Expose partial fill denial reasons
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:17:44 +00:00
c7a5bedf02 Explain rebalance denial reasons
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:14:15 +00:00
3c0ced89bf Align open auction volume semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:10:54 +00:00
ec7085d10a Emit rebalance clipping diagnostics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:05:46 +00:00
df1054ab8a Refine open auction execution semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 07:00:31 +00:00
fa4126a662 Add open auction matching mode
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 06:50:40 +00:00
1b4ce9826a Iterate rebalance safety like rqalpha
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 06:37:00 +00:00
c4967c3711 Format related strategy and test files
ea2871a0f2 Align order costs and rebalance priority with rqalpha
Compare 2 commits »
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 06:23:54 +00:00
c85116c59d Add open auction strategy hook
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 06:21:21 +00:00
2b5241c2e6 Expose board order sizing runtime fields
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 06:19:22 +00:00
3925c0fa38 Align projected stock order sizing semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 06:12:29 +00:00
d4f4af6221 Align board-specific stock order sizing
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 06:05:40 +00:00
7a67e815d7 Allow odd-lot full liquidation sells