 boris
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29eafc79e2
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fix(backtest): 停牌证券保留预算且不参与退出权重分配
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2026-09-11 22:50:27 +08:00 |
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boris
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b6859a3360
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统一 FIDC FiPanda 品牌标识与资源
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2026-09-11 20:17:51 +08:00 |
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boris
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a00dea58b2
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test: assert causal TWAP entitlement and unfilled remainder
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2026-09-11 17:11:53 +08:00 |
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boris
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2445dc925a
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fix: size TWAP slices from frozen clocks instead of future quotes
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2026-09-11 17:04:25 +08:00 |
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boris
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1e8d38f2ee
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Merge remote-tracking branch 'origin/main'
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2026-09-11 16:14:55 +08:00 |
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boris
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d2071e4311
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docs: compare execution frameworks and specify remaining causal capacity work
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2026-09-11 16:11:57 +08:00 |
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boris
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0fba16342f
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fix: share explicit execution price selection and reject stale-price fallback
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2026-09-11 15:44:38 +08:00 |
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boris
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bd389de57f
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test: exercise full odd-lot liquidation against the remaining quote quota
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2026-09-11 15:28:19 +08:00 |
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boris
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bfbf898027
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test: qualify execution clock regression time types
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2026-09-11 15:19:18 +08:00 |
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boris
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2b6d031a55
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fix: separate as-of quote time from execution clock and retain volume consumption
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2026-09-11 15:12:42 +08:00 |
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boris
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6160a74d2a
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合并主分支最新因子元数据合同
v2026.9.11.3
v2026.9.11.4
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2026-09-11 15:01:29 +08:00 |
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boris
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4acecda79d
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feat: introduce causal capacity primitives and exact participation quotas
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2026-09-11 15:00:18 +08:00 |
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boris
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d847cb5c28
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修正回撤指标的初始净值基线并补充回归测试
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2026-09-11 15:00:02 +08:00 |
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boris
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fa0b316a8b
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refactor: separate expression metadata and tests from numerical identity
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2026-09-11 13:26:39 +08:00 |
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boris
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21786187c9
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feat: publish typed native indicator parameter domains
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2026-09-11 12:52:28 +08:00 |
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boris
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e0bed38184
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Merge remote-tracking branch 'refs/remotes/highmem177/main'
v2026.9.11-stock-pool-screen.1
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2026-09-11 12:14:35 +08:00 |
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boris
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c0b78846d6
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fix: preserve frozen stock pool candidate order through execution
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2026-09-11 12:14:33 +08:00 |
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boris
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9d72567b99
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test: use the projection module state in calibration failure regression
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2026-09-11 12:09:33 +08:00 |
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boris
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e47228beff
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fix: reject invalid historical slippage bounds before execution
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2026-09-11 11:57:59 +08:00 |
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boris
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1fc8a3a9e6
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test: enforce causal historical slippage and reject missing calibration
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2026-09-11 11:42:21 +08:00 |
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boris
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98199c02a2
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refactor: isolate historical slippage calibration and propagate pricing errors
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2026-09-11 11:35:58 +08:00 |
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boris
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6eaa06c1d6
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docs: record per-leg price risk release and unchanged minute replay
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2026-09-11 10:44:15 +08:00 |
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boris
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7e0877b586
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fix: validate price risk on every execution leg before and after slippage
v2026.9.11.2
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2026-09-11 10:21:46 +08:00 |
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boris
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36833b7a6a
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docs: distinguish merged trading tests from published runtime
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2026-09-11 10:12:38 +08:00 |
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boris
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4c0157b66c
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docs: record pre-existing realtime quota outage and merged-main test scope
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2026-09-11 10:08:40 +08:00 |
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boris
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f7d16fb664
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Merge remote-tracking branch 'origin/main'
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2026-09-11 10:03:34 +08:00 |
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boris
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97cdfa5972
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docs: record execution-price release and open capacity audit blockers
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2026-09-11 10:01:37 +08:00 |
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boris
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f2e228e0a3
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合并最新执行风控与策略保护内核
v2026.9.11-protection.1
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2026-09-11 09:52:51 +08:00 |
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boris
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33924b1fba
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统一策略成交保护与锁定周期并修正日期条件覆盖
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2026-09-11 09:52:04 +08:00 |
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boris
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d3c36e9478
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fix: retain precise missing execution quote diagnostics during risk checks
v2026.9.11
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2026-09-11 09:14:58 +08:00 |
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boris
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c32807db1d
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test: distinguish next-open one-yuan execution from later close classification
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2026-09-11 09:11:28 +08:00 |
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boris
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20d723e2a1
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test: inspect broker fill events in shared signal account audit
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2026-09-11 09:08:57 +08:00 |
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boris
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c2b939e818
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fix: price one-yuan buy risk at execution and audit account-local signal exits
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2026-09-11 09:02:52 +08:00 |
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boris
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6684f48f95
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test: provide the required benchmark in clock-only dataset fixtures
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2026-09-11 05:28:40 +08:00 |
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boris
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adbfadcc07
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test: use canonical local timestamps in signal consumption cases
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2026-09-11 05:25:18 +08:00 |
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boris
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cb6f57be6f
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fix: bind signal availability to the actual consumption clock
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2026-09-11 05:23:33 +08:00 |
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boris
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e75db2d7b0
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test: declare daily market coverage for both minute subscriptions
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2026-09-11 04:58:00 +08:00 |
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boris
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e42dc6938b
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test: align minute fixtures and missing-data assertions with strict contracts
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2026-09-11 04:56:25 +08:00 |
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boris
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4f4c1ab7e0
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fix: canonicalize all execution limit aliases consistently
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2026-09-11 04:48:56 +08:00 |
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boris
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e549a23c66
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统一登记信号引用的策略字段别名
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2026-09-11 01:45:46 +08:00 |
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boris
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4b21fc4f3f
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开放共享策略别名规范化入口供服务统一使用
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2026-09-11 01:32:05 +08:00 |
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boris
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e4bac1cf40
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合并最新内核并保留严格数值别名校验
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2026-09-11 01:04:27 +08:00 |
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boris
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1de96494b3
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统一策略数值别名并保留精确冲突校验
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2026-09-11 01:03:22 +08:00 |
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boris
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d9bac529d6
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feat: expose frozen signal generator identity to execution clients
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2026-09-11 00:04:08 +08:00 |
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boris
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3e8d652af1
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merge: keep verified dependency lock and canonical v2 signal kernel
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2026-09-10 23:50:04 +08:00 |
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boris
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23043ee18b
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build: preserve generated signal client dependency resolution
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2026-09-10 23:48:54 +08:00 |
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boris
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c7c2e69b88
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合并已登记信号读取与稳定跨语言数值摘要
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2026-09-10 23:30:41 +08:00 |
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boris
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e6746a7a0e
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统一第二版信号簿字段并提供原生校验入口
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2026-09-10 23:27:43 +08:00 |
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boris
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123467d7ae
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build: lock shared signal client dependencies
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2026-09-10 23:15:59 +08:00 |
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boris
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b3a3bdbdfd
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test: provide native signal book identity probe
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2026-09-10 23:00:50 +08:00 |
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