boris
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1760fc6cd1
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Add bar and tick strategy lifecycle
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2026-04-23 19:17:04 -07:00 |
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boris
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86e4db6272
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Add subscription guards for platform trading actions
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2026-04-23 19:02:25 -07:00 |
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boris
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58836a1c37
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Support algo order pricing in smart portfolio rebalances
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2026-04-23 18:48:14 -07:00 |
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boris
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ac308c8d68
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Add algo-order platform actions
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2026-04-23 07:36:20 -07:00 |
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boris
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152b5c3141
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Add dynamic universe and subscription controls
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2026-04-23 07:12:56 -07:00 |
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boris
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5265f82fef
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Add rqalpha-style scheduler time rules
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2026-04-23 06:34:07 -07:00 |
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boris
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fae09afb86
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Add rqalpha-style position pnl runtime fields
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2026-04-23 06:12:25 -07:00 |
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boris
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f17aabc9d3
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Expose smart target-portfolio platform actions
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2026-04-23 06:05:56 -07:00 |
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boris
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48f8486e1a
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Add smart target-portfolio order intent
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2026-04-23 05:57:29 -07:00 |
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boris
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f805a4b26d
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Add target-shares parity and rqalpha roadmap
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2026-04-23 05:49:17 -07:00 |
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boris
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2857f72d84
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Expose process event context to strategy runtime
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2026-04-23 05:12:07 -07:00 |
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boris
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4d43d1b176
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Expose latest open order ids to platform runtime
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2026-04-23 04:55:44 -07:00 |
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boris
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4fdcfdae7d
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Expose open order state to strategy runtime
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2026-04-23 04:52:43 -07:00 |
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boris
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9fca6e0011
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Schedule platform explicit trading actions
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2026-04-23 04:42:52 -07:00 |
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boris
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cbb6af3f29
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Add platform explicit action stages
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2026-04-23 04:33:00 -07:00 |
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boris
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6e5d4cca3b
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Expose explicit platform trading actions
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2026-04-23 04:22:11 -07:00 |
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boris
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2e418f93d3
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Add process event bus to backtest engine
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2026-04-23 04:02:22 -07:00 |
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boris
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6b5112a363
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Add scheduled process hooks to strategy engine
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2026-04-23 03:57:10 -07:00 |
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boris
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2bbfa35187
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Add rqalpha-style order reject lifecycle events
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2026-04-23 03:45:46 -07:00 |
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boris
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b657205103
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Align order lifecycle with rqalpha close semantics
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2026-04-23 03:41:49 -07:00 |
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boris
|
8906490a40
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Expand limit order intent coverage
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2026-04-23 03:28:14 -07:00 |
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boris
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a7bb29ce2a
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Add limit price slippage support
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2026-04-23 03:21:50 -07:00 |
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boris
|
f65267accf
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Reserve sellable quantity for open orders
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2026-04-23 03:17:09 -07:00 |
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boris
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14326c0847
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Add persistent limit orders and cancel semantics
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2026-04-23 03:13:26 -07:00 |
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boris
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8aae4941a5
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Document dividend reinvestment platform rule
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2026-04-23 02:47:09 -07:00 |
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boris
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e400dec464
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Expose weekly and monthly platform rebalance schedules
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2026-04-23 02:42:28 -07:00 |
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boris
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948aca21e8
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Add tick best-price matching modes
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2026-04-23 02:24:29 -07:00 |
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boris
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252ba75f50
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Add VWAP matching mode
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2026-04-23 02:18:17 -07:00 |
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boris
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b6ddd14d94
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Support dividend reinvestment
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2026-04-23 02:11:06 -07:00 |
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boris
|
0bc224f703
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Add share and percent order intents
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2026-04-23 02:03:24 -07:00 |
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boris
|
23ba74909d
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Add process event stream for backtests
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2026-04-23 01:58:40 -07:00 |
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boris
|
e5fe1f0432
|
Add rqalpha-style scheduler primitives
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2026-04-23 01:49:24 -07:00 |
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boris
|
452eb3324d
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Use intraday quotes before snapshot fallback
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2026-04-23 01:26:58 -07:00 |
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boris
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a076e8d0ff
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Cancel blocked buy orders like rqalpha
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2026-04-23 01:01:12 -07:00 |
|
boris
|
16ae826724
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Align market order cancellation semantics
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2026-04-23 00:52:50 -07:00 |
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boris
|
1b4d68406c
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Use prev close for open auction rebalances
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2026-04-23 00:49:17 -07:00 |
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boris
|
c27901306d
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Execute open auction strategy decisions
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2026-04-23 00:41:32 -07:00 |
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boris
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f0eec05b88
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Split intraday fills across execution quotes
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2026-04-23 00:34:35 -07:00 |
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boris
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406cb05146
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Expose partial fill denial reasons
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2026-04-23 00:26:54 -07:00 |
|
boris
|
c7a5bedf02
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Explain rebalance denial reasons
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2026-04-23 00:17:39 -07:00 |
|
boris
|
3c0ced89bf
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Align open auction volume semantics
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2026-04-23 00:14:11 -07:00 |
|
boris
|
ec7085d10a
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Emit rebalance clipping diagnostics
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2026-04-23 00:10:49 -07:00 |
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boris
|
df1054ab8a
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Refine open auction execution semantics
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2026-04-23 00:05:41 -07:00 |
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boris
|
fa4126a662
|
Add open auction matching mode
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2026-04-23 00:00:26 -07:00 |
|
boris
|
1b4ce9826a
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Iterate rebalance safety like rqalpha
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2026-04-22 23:50:15 -07:00 |
|
boris
|
c4967c3711
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Format related strategy and test files
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2026-04-22 23:36:56 -07:00 |
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boris
|
ea2871a0f2
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Align order costs and rebalance priority with rqalpha
|
2026-04-22 23:36:20 -07:00 |
|
boris
|
c85116c59d
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Add open auction strategy hook
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2026-04-22 23:23:51 -07:00 |
|
boris
|
2b5241c2e6
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Expose board order sizing runtime fields
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2026-04-22 23:21:17 -07:00 |
|
boris
|
3925c0fa38
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Align projected stock order sizing semantics
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2026-04-22 23:19:15 -07:00 |
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