切换分钟执行价语义

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boris
2026-06-26 09:27:21 +08:00
parent 02e2a20aff
commit 6db480b91d
7 changed files with 48 additions and 33 deletions
+5 -5
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@@ -52,22 +52,22 @@ futures path. Confirmed aligned areas:
- [x] Rich explicit order styles exposed to platform scripts.
- [x] Minute-level `time_rule` semantics including market-open, market-close,
and physical-time style schedules.
- [x] Fine-grained daily, minute, and tick strategy execution entrypoints.
- [x] Fine-grained daily and minute execution quote strategy entrypoints.
- [x] Scheduled actions evaluated against explicit intraday times.
- [x] `update_universe`, `subscribe`, and `unsubscribe`.
- [x] Tick-frequency subscription guards at strategy API level.
- [x] Intraday subscription guards at strategy API level; legacy tick naming is compatibility-only.
- [x] VWAP and TWAP explicit action styles.
- [x] `order_target_portfolio_smart(..., order_prices=AlgoOrder, valuation_prices=...)`.
- [x] Trading PnL, position PnL, dividend receivable, and richer position
lifecycle fields.
- [x] Stock position aliases including `order_book_id`, `avg_price`,
`sellable`, `closable`, `equity`, and `position_prev_close`.
- [x] `history_bars` numeric helper for daily, intraday, and tick fields.
- [x] `history_bars` numeric helper for daily and minute execution quote fields.
- [x] `current_snapshot`, instrument metadata, all-instrument queries, and
active/historical instrument helpers.
- [x] Trading-date range, previous-date, and next-date helpers.
- [x] Phase-aware minute/tick history cursor semantics matching the active bar
or tick callback.
- [x] Phase-aware minute history cursor semantics matching the active bar or
intraday execution quote callback.
- [x] Suspension, ST, date-range price, active instrument, and instrument
history helpers.
- [x] Open-order status, unfilled quantity, final order lookup, average fill