 boris
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afb531da59
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修正显式订单测试成交量口径
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2026-07-06 08:19:21 +08:00 |
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boris
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14810708f0
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修复退市生效日结算
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2026-07-04 14:12:10 +08:00 |
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boris
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73dd006bb2
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清理CSV回测demo入口
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2026-07-03 23:40:33 +08:00 |
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boris
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3bb001c374
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拆分ST与星号ST风控语义
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2026-07-03 09:00:50 +08:00 |
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boris
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e77baffa10
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补齐FIDC北交所风控开关
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2026-07-03 06:26:51 +08:00 |
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boris
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564a2fb9b2
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统一表达式策略成本风控来源
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2026-07-02 22:59:45 +08:00 |
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boris
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daa0a9b4e6
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完善日线无量订单取消语义
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2026-07-02 21:17:44 +08:00 |
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boris
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7db0e8da1d
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实现FIDC配置化风控与交易成本
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2026-07-02 07:16:47 +08:00 |
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boris
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cad8877b7a
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修正AiQuant等权调仓预算
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2026-07-01 15:00:55 +08:00 |
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boris
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eae82128ee
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对齐除权除息到账顺序
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2026-07-01 14:46:10 +08:00 |
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boris
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a131c761e5
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调整回测撮合为分钟线执行价语义
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2026-06-26 17:03:48 +08:00 |
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boris
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380c34aa66
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移除回测兼容语义残留
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2026-06-26 13:39:21 +08:00 |
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boris
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7f40cfdab0
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切换回测执行价为分钟线语义
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2026-06-26 13:27:49 +08:00 |
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boris
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6db480b91d
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切换分钟执行价语义
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2026-06-26 09:27:21 +08:00 |
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boris
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1bcedcee0f
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修正AiQuant兼容佣金默认值
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2026-06-23 12:30:09 +08:00 |
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boris
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d0ab59669f
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复用已预载执行报价
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2026-06-21 01:59:51 +08:00 |
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boris
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f8bc0679ee
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修正FiRisk强平触发来源
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2026-06-20 23:07:59 +08:00 |
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boris
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ff145300b4
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修正执行价quote多时间加载
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2026-06-16 00:05:34 +08:00 |
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boris
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baeda3773d
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修正调仓持仓报价预加载语义
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2026-06-15 20:29:14 +08:00 |
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boris
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725f1845d9
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修复涨跌停最终执行价约束
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2026-06-15 20:04:42 +08:00 |
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boris
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5d2bcd8366
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修正A股涨跌停严格触价规则
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2026-06-15 18:50:10 +08:00 |
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boris
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1c31fa80d2
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修复AiQuant策略表达式回测执行语义
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2026-06-15 11:16:04 +08:00 |
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boris
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80b34280c2
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修正滑点成交后的持仓估值
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2026-06-14 02:09:44 +08:00 |
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boris
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0cfb7625bf
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修正回测指标和成交时间口径
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2026-06-14 01:08:29 +08:00 |
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boris
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4cf90d83a3
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修复执行价索引和平台表达式回退
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2026-06-12 23:46:44 +08:00 |
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boris
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200d5d1f41
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完善平台策略回测撮合和滑点
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2026-05-28 08:59:14 +08:00 |
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boris
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3499d4aa74
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chore: 更新 fidc-backtest-engine - 2026-05-22
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2026-05-22 17:22:33 +08:00 |
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boris
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db8b0bf142
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修复AiQuant回测撮合一致性
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2026-05-20 12:09:01 +08:00 |
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boris
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4577657c90
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对齐 AiQuant RQAlpha 回测语义
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2026-05-15 11:48:10 +08:00 |
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boris
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94662b6e75
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chore: 更新 fidc-backtest-engine - 2026-05-13
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2026-05-13 23:48:16 +08:00 |
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boris
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db72f6f515
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修复 AiQuant 微盘回测撮合语义
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2026-05-13 18:43:02 +08:00 |
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boris
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65742d4d5e
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chore: 更新 fidc-backtest-engine - 2026-05-08
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2026-05-08 07:34:04 -07:00 |
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boris
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60f0f73076
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fix: tolerate missing holding market rows
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2026-04-24 12:51:47 -07:00 |
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boris
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0b0b9333fa
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Rename engine strategy surfaces
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2026-04-23 22:13:14 -07:00 |
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boris
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882053e12b
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Add RQData factor helper APIs
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2026-04-23 22:04:55 -07:00 |
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boris
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f056aa3468
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Add futures exchange validators
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2026-04-23 21:58:38 -07:00 |
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boris
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895aee1388
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Add futures depth matching and mod loader
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2026-04-23 21:51:45 -07:00 |
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boris
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ed8ac385e4
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Add remaining RQAlpha extension helpers
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2026-04-23 21:44:42 -07:00 |
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boris
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beb9c7a7ae
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Close RQAlpha P0-P2 parity gaps
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2026-04-23 21:07:59 -07:00 |
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boris
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5653278576
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Add futures expiration schedule
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2026-04-23 20:43:25 -07:00 |
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boris
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4755a59a5b
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Emit futures order process events
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2026-04-23 20:41:37 -07:00 |
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boris
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dfd39fd8a3
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Add futures expiration settlement
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2026-04-23 20:39:40 -07:00 |
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boris
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3439b5d8d0
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Wire futures order intents into engine
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2026-04-23 20:38:36 -07:00 |
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boris
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db4e385308
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Expose futures account runtime view
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2026-04-23 20:35:32 -07:00 |
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boris
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2669350154
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Add futures order execution model
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2026-04-23 20:29:14 -07:00 |
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boris
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68adc6b25c
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Add futures account model
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2026-04-23 20:25:50 -07:00 |
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boris
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8e53c995cd
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Expose stock account accessors
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2026-04-23 20:22:19 -07:00 |
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boris
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c843de078f
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Add management fee callbacks
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2026-04-23 20:18:31 -07:00 |
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boris
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85feee6dac
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Add account cash flow intents
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2026-04-23 20:14:05 -07:00 |
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boris
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e0a5d0c945
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Expose account runtime metrics
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2026-04-23 20:03:49 -07:00 |
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