增加组合回撤冷却风控状态机

This commit is contained in:
boris
2026-07-15 18:39:50 +08:00
parent e17c5ad3b0
commit 9f85625b83
3 changed files with 305 additions and 9 deletions
+5 -4
View File
@@ -52,8 +52,8 @@ pub use metrics::{BacktestMetrics, compute_backtest_metrics};
pub use platform_expr_strategy::{
PlatformAccountActionKind, PlatformExplicitActionStage, PlatformExplicitCancelKind,
PlatformExplicitOrderKind, PlatformExprStrategy, PlatformExprStrategyConfig,
PlatformRebalanceSchedule, PlatformScheduleFrequency, PlatformSelectionQuotePlan,
PlatformTradeAction, PlatformUniverseActionKind,
PlatformPortfolioDrawdownControlConfig, PlatformRebalanceSchedule, PlatformScheduleFrequency,
PlatformSelectionQuotePlan, PlatformTradeAction, PlatformUniverseActionKind,
};
pub use platform_runtime_schema::{
PLATFORM_RUNTIME_SCHEMA_VERSION, PlatformRuntimeSchema, reserved_scope_names,
@@ -66,8 +66,9 @@ pub use platform_strategy_spec::{
StrategyExpressionActionConfig, StrategyExpressionAllocationConfig,
StrategyExpressionOrderingConfig, StrategyExpressionRiskConfig,
StrategyExpressionScheduleConfig, StrategyExpressionSelectionConfig,
StrategyExpressionTradingConfig, StrategyRuntimeEnvironment, StrategyRuntimeExpressions,
StrategyRuntimeSpec, platform_expr_config_from_spec, platform_expr_config_from_value,
StrategyExpressionTradingConfig, StrategyPortfolioDrawdownControlConfig,
StrategyRuntimeEnvironment, StrategyRuntimeExpressions, StrategyRuntimeSpec,
platform_expr_config_from_spec, platform_expr_config_from_value,
};
pub use portfolio::{CashReceivable, HoldingSummary, PendingCashFlow, PortfolioState, Position};
pub use risk_control::{