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Wire futures order intents into engine

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boris
2026-04-23 20:38:36 -07:00
parent db4e385308
commit 3439b5d8d0
6 changed files with 214 additions and 14 deletions
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docs/rqalpha-gap-roadmap.md
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@@ -92,7 +92,8 @@ current alignment pass.
- [x] wire futures account runtime view into `BacktestEngine` and
`StrategyContext` (`future_account`, `account_by_type("FUTURE")`,
`accounts`)
- [ ] wire futures order intents into the generic `BacktestEngine` execution loop
- [x] wire futures order intents into the generic `BacktestEngine` execution
loop for account-level open/close execution
- [ ] futures intraday matching integration and expiration settlement
## Execution Order
@@ -113,5 +114,5 @@ Active implementation target: continue account parity after exposing the stock
account runtime view, core Portfolio fields, deposit/withdraw, financing
liability APIs, management-fee callbacks, stock account accessors, and the
standalone futures account/order execution model plus generic engine runtime
account visibility; next gap is wiring futures order intents into the generic
engine execution loop and adding futures intraday/expiration semantics.
account visibility and account-level futures order intents; next gap is adding
futures intraday matching and expiration settlement semantics.