From 8aae4941a56b47b97f105bafa170b17983da1555 Mon Sep 17 00:00:00 2001 From: boris Date: Thu, 23 Apr 2026 02:47:09 -0700 Subject: [PATCH] Document dividend reinvestment platform rule --- crates/fidc-core/src/strategy_ai.rs | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/crates/fidc-core/src/strategy_ai.rs b/crates/fidc-core/src/strategy_ai.rs index 1fccb4c..6a5e4fa 100644 --- a/crates/fidc-core/src/strategy_ai.rs +++ b/crates/fidc-core/src/strategy_ai.rs @@ -110,6 +110,10 @@ pub fn built_in_strategy_manual() -> StrategyAiManual { title: "filter.stock_expr / risk.stop_loss / risk.take_profit / allocation.buy_scale".to_string(), detail: "表达式型规则,支持多条组合。stop_loss/take_profit 多条按 OR 组合,filter.stock_expr 多条按 AND 组合。".to_string(), }, + ManualSection { + title: "corporate_actions.dividend_reinvestment".to_string(), + detail: "支持 corporate_actions.dividend_reinvestment(true)。开启后,现金分红到账会优先按 round lot 回补成同一只股票,零头保留为现金。".to_string(), + }, ManualSection { title: "execution.matching_type / execution.slippage".to_string(), detail: "设置撮合模式和滑点。支持 execution.matching_type(\"next_tick_last\" | \"next_tick_best_own\" | \"next_tick_best_counterparty\" | \"counterparty_offer\" | \"vwap\" | \"current_bar_close\" | \"next_bar_open\" | \"open_auction\")。其中 next_tick_last 使用 tick 的 last_price;next_tick_best_own / next_tick_best_counterparty 会按 L1 买一卖一近似 rqalpha 的 tick 最优价语义,counterparty_offer 当前也按 L1 对手方报价近似实现;vwap 会在盘中执行价链路上聚合多笔成交为单条 VWAP 成交;open_auction 使用当日集合竞价开盘价 day_open 进行撮合,且不额外施加滑点,并按竞价成交量而不是盘口一档流动性限制成交;滑点支持 execution.slippage(\"none\") / execution.slippage(\"price_ratio\", 0.001) / execution.slippage(\"tick_size\", 1)。".to_string(),