 boris
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5c300f8181
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修正跨调度撮合流动性重复消费
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2026-08-27 00:56:48 +08:00 |
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boris
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88f5a1a0ae
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实现类型化订单有效期合同
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2026-08-26 19:48:21 +08:00 |
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boris
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0793473210
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修正回测部分成交终态合同
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2026-08-26 18:28:19 +08:00 |
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boris
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33370fb694
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增加回测结束边界状态审计
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2026-08-26 13:34:36 +08:00 |
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boris
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01cffb947c
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共享固定数值因子字段名
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2026-08-25 20:25:05 +08:00 |
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boris
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c284cc191e
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增加通用期货策略动作并修正组合净值
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2026-08-25 17:10:17 +08:00 |
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boris
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90da7f8a21
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将期货现金账本切换为定点并修正日度盈亏
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2026-08-25 16:38:45 +08:00 |
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boris
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2574b9375d
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按顺序结算多笔现金应收
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2026-08-25 15:25:18 +08:00 |
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boris
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92724c6ab0
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将股票执行资金切换为定点账本
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2026-08-25 14:36:15 +08:00 |
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boris
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c9ddff46dd
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支持任意交易阶段调度时间
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2026-08-25 09:32:34 +08:00 |
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boris
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81d70f18b3
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跳过无业务分钟回调
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2026-08-25 04:02:33 +08:00 |
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boris
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a147c495af
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重构分钟线事件流与订阅加载
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2026-08-25 01:41:50 +08:00 |
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boris
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6fba34d2e4
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修正回测出入金现金流中性口径
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2026-08-22 18:54:34 +08:00 |
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boris
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d21680ed4f
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删除隐藏兼容模式并统一撮合风控
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2026-08-01 12:37:31 +08:00 |
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boris
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e7d1c875fd
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修正退市持仓虚假现金兑付
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2026-07-15 20:48:17 +08:00 |
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boris
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bacb70e327
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修正下一开盘目标仓位计算
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2026-07-12 14:59:12 +08:00 |
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boris
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e396c895dc
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修正AiQuant兼容持仓成本止损口径
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2026-07-10 10:35:58 +08:00 |
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boris
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825de1d886
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禁止目标组合调仓放大目标权重
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2026-07-09 20:27:50 +08:00 |
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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
|
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
|
2026-05-13 18:43:02 +08:00 |
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boris
|
65742d4d5e
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chore: 更新 fidc-backtest-engine - 2026-05-08
|
2026-05-08 07:34:04 -07:00 |
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