Commit Graph

197 Commits

Author SHA1 Message Date
boris d9de9715ef chore: 更新 fidc-backtest-engine - 2026-05-08 v2026.05.08.1 2026-05-08 19:57:49 -07:00
boris 65742d4d5e chore: 更新 fidc-backtest-engine - 2026-05-08 v2026.05.08 2026-05-08 07:34:04 -07:00
boris a47c7c3e49 chore: 更新 fidc-backtest-engine - 2026-05-07 v2026.05.07.1 2026-05-07 17:12:49 -07:00
boris adc2f12ddf chore: 更新 fidc-backtest-engine - 2026-05-07 v2026.05.07 2026-05-07 03:49:26 -07:00
boris e06a1e88e5 完善AI策略手册防未来函数规则 v2026.4.30.1 2026-04-30 09:24:05 -07:00
boris ce49301b98 修复平台策略次日开盘未来函数 v2026.4.30 2026-04-30 00:53:45 -07:00
boris e5439956eb 修复平台表达式嵌套三元执行 v2026.4.29 2026-04-30 03:57:43 +08:00
boris 8e4e0cd86f 完善平台表达式因子执行能力 v2026.4.28.2 2026-04-28 23:22:21 +08:00
boris c73649012f 扩展策略指标因子与滚动函数 v2026.4.28.1 2026-04-28 21:01:43 +08:00
boris 236ec62e44 补充策略规格解析能力 v2026.4.28 2026-04-28 19:40:09 +08:00
boris 52a8bced13 chore: 更新 fidc-backtest-engine - 2026-04-28 v2026.04.28.1 2026-04-28 10:37:11 +08:00
boris 692cb666a0 chore: 从版本管理中移除 .DS_Store 文件 2026-04-28 10:36:07 +08:00
boris 67b0c1bed4 chore: 更新 fidc-backtest-engine - 2026-04-28 v2026.04.28 2026-04-28 10:30:29 +08:00
boris 60f0f73076 fix: tolerate missing holding market rows 2026-04-24 12:51:47 -07:00
boris bd9b26deb3 fix: tighten strategy AI prompt contract 2026-04-24 09:15:45 -07:00
boris 05418be4d5 docs: align strategy ai skill constraints 2026-04-24 08:21:15 -07:00
boris 8fe2fdec04 docs: tighten strategy ai generation prompt 2026-04-24 07:27:32 -07:00
boris 184074dcfe fix: normalize dynamic factor lookups 2026-04-24 05:05:03 -07:00
boris 99188487b8 perf: cache daily history by symbol 2026-04-24 04:24:32 -07:00
boris cd39d15a27 fix: use indicator wording in strategy manual 2026-04-24 03:50:41 -07:00
boris 7cbf2af99a fix: present manual as usable indicators 2026-04-24 03:28:38 -07:00
boris 1a6cd44d57 feat: expose daily amount and price fields to strategy DSL 2026-04-24 03:13:36 -07:00
boris d7c7f319d5 docs: expand strategy AI manual workflow 2026-04-24 01:28:22 -07:00
boris 55e8a59866 Fix decision-time rolling factor semantics 2026-04-24 01:00:28 -07:00
boris e6621c1719 fix benchmark return baseline 2026-04-24 00:17:20 -07:00
boris 47988cd7e7 Add string factor support 2026-04-23 23:05:43 -07:00
boris 0b0b9333fa Rename engine strategy surfaces 2026-04-23 22:13:14 -07:00
boris 882053e12b Add RQData factor helper APIs 2026-04-23 22:04:55 -07:00
boris f056aa3468 Add futures exchange validators 2026-04-23 21:58:38 -07:00
boris 895aee1388 Add futures depth matching and mod loader 2026-04-23 21:51:45 -07:00
boris ed8ac385e4 Add remaining RQAlpha extension helpers 2026-04-23 21:44:42 -07:00
boris beb9c7a7ae Close RQAlpha P0-P2 parity gaps 2026-04-23 21:07:59 -07:00
boris 6be87c9982 Document remaining RQAlpha parity gaps 2026-04-23 20:49:17 -07:00
boris 5653278576 Add futures expiration schedule 2026-04-23 20:43:25 -07:00
boris 4755a59a5b Emit futures order process events 2026-04-23 20:41:37 -07:00
boris dfd39fd8a3 Add futures expiration settlement 2026-04-23 20:39:40 -07:00
boris 3439b5d8d0 Wire futures order intents into engine 2026-04-23 20:38:36 -07:00
boris db4e385308 Expose futures account runtime view 2026-04-23 20:35:32 -07:00
boris 2669350154 Add futures order execution model 2026-04-23 20:29:14 -07:00
boris 68adc6b25c Add futures account model 2026-04-23 20:25:50 -07:00
boris 8e53c995cd Expose stock account accessors 2026-04-23 20:22:19 -07:00
boris 8bbca8c3a0 Add position runtime aliases 2026-04-23 20:21:04 -07:00
boris c843de078f Add management fee callbacks 2026-04-23 20:18:31 -07:00
boris 85feee6dac Add account cash flow intents 2026-04-23 20:14:05 -07:00
boris e0a5d0c945 Expose account runtime metrics 2026-04-23 20:03:49 -07:00
boris 9f10afddec Add order runtime lookup 2026-04-23 19:57:02 -07:00
boris c12a883d28 Expose open order runtime fields 2026-04-23 19:47:56 -07:00
boris f4030f2607 Add instrument history helpers 2026-04-23 19:43:36 -07:00
boris ca49b6dbb3 Add get price data helper 2026-04-23 19:41:01 -07:00
boris bb8f40f33c Add suspended and ST data helpers 2026-04-23 19:37:50 -07:00