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Add futures account model

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boris
2026-04-23 20:25:50 -07:00
parent 8e53c995cd
commit 68adc6b25c
4 changed files with 409 additions and 3 deletions
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docs/rqalpha-gap-roadmap.md
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@@ -85,7 +85,11 @@ current alignment pass.
- [x] management-fee rate and callback parity
- [x] stock account map/accessor surface (`accounts`, `stock_account`,
`account_by_type("STOCK")`)
- [ ] full futures account, margin, and short-position execution model
- [x] standalone futures account model with contract multiplier, long/short
margin, daily mark-to-market settlement, and short close cashflow
- [ ] wire futures account into the generic backtest engine runtime
- [ ] futures order intents, matching, close-today semantics, and expiration
settlement
## Execution Order
@@ -103,5 +107,6 @@ current alignment pass.
Active implementation target: continue account parity after exposing the stock
account runtime view, core Portfolio fields, deposit/withdraw, financing
liability APIs, management-fee callbacks, and stock account accessors; next gap
is the full futures account, margin, and short-position execution model.
liability APIs, management-fee callbacks, stock account accessors, and the
standalone futures account model; next gap is wiring futures into the generic
engine runtime and adding futures-specific order matching semantics.