boris
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1a402f2048
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实现市值区间padding机制
- 添加padding_ratio、min_padding、max_padding配置参数
- 在市值区间计算中应用padding扩大选股范围
- 更新OmniMicroCapConfig、CnSmallCapRotationConfig和DynamicMarketCapBandSelector
- AiQuant V1.0.4默认padding: ratio=0.5, min=12.5, max=30.0
- 目标：增加候选股票数量，匹配AiQuant行为
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2026-05-11 20:38:12 +08:00 |
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boris
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bbe60537ff
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修复MA过滤器逻辑错误和成交量过滤器策略名称匹配
- 修复MA过滤器：第二个比较添加 * rsi_rate (ma10 * rsi_rate > ma30)
- 修复成交量过滤器：使用contains匹配策略名称而非精确匹配
- 添加调试日志用于诊断MA过滤问题
- 同时修复strategy.rs和platform_strategy_spec.rs中的逻辑
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2026-05-11 20:13:52 +08:00 |
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boris
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3b033fd294
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修复 core 执行层默认添加 new_listing 的问题
问题：
- platform expr 选股从 eligible_universe_on 开始
- eligible_universe_on 无条件过滤新股
- 导致即使 strategy_spec.universe.exclude 不含 new_listing，仍会过滤新股
修复：
- StrategyRuntimeSpec 补 universe_exclude 字段
- platform expr 选股从 factor/candidate/market 合并开始
- 按 strategy_spec.universe.exclude 自己决定是否排除 new_listing
- 补回归测试
相关：
- 保持旧策略默认排除不变
- 新策略可以显式不排除新股
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2026-05-09 02:08:36 -07:00 |
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boris
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d9de9715ef
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chore: 更新 fidc-backtest-engine - 2026-05-08
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2026-05-08 19:57:49 -07:00 |
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boris
|
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
|
a47c7c3e49
|
chore: 更新 fidc-backtest-engine - 2026-05-07
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2026-05-07 17:12:49 -07:00 |
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boris
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adc2f12ddf
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chore: 更新 fidc-backtest-engine - 2026-05-07
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2026-05-07 03:49:26 -07:00 |
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boris
|
e06a1e88e5
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完善AI策略手册防未来函数规则
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2026-04-30 09:24:05 -07:00 |
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boris
|
ce49301b98
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修复平台策略次日开盘未来函数
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2026-04-30 00:53:45 -07:00 |
|
boris
|
e5439956eb
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修复平台表达式嵌套三元执行
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2026-04-30 03:57:43 +08:00 |
|
boris
|
8e4e0cd86f
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完善平台表达式因子执行能力
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2026-04-28 23:22:21 +08:00 |
|
boris
|
c73649012f
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扩展策略指标因子与滚动函数
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2026-04-28 21:01:43 +08:00 |
|
boris
|
236ec62e44
|
补充策略规格解析能力
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2026-04-28 19:40:09 +08:00 |
|
boris
|
60f0f73076
|
fix: tolerate missing holding market rows
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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
|
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 |
|
boris
|
6106297a97
|
Expose position lifecycle fields
|
2026-04-23 19:34:47 -07:00 |
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