支持日期化仓位调整回放

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boris
2026-09-02 18:15:07 +08:00
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面向中国 A 股和期货策略的 Rust 回测核心。仓库目标是提供平台自有的策略 DSL、执行模型、撮合模型和结果分析能力,最终由 `fidc-backtest-service` 对外提供策略运行服务。
## Runtime position exposure schedule
`strategy_spec.runtimeExpressions.risk.positionExposureSchedule` accepts dated
`effectiveDate` plus `targetExposureBps` points. The platform expression strategy
uses the latest point whose date is not later than the current execution date and
otherwise keeps the strategy's normal `exposureExpr`. This contract is intended for
audited runtime controls replayed by paper/live shadow reconciliation; it is not a
market-data signal and does not change selection, pricing, fees, or execution-day
risk checks.
## 当前能力
- 日频和分钟执行价策略生命周期与确定性回放。