 boris
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7c867f1788
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修复分钟成交量限制撮合
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2026-07-06 08:05:59 +08:00 |
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boris
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3e3bebf3e0
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修复分钟成交量限制误用盘口量
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2026-07-06 07:22:58 +08:00 |
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boris
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00c9042c15
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修复FIDC选股阶段风控语义
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2026-07-05 14:51:54 +08:00 |
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boris
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2f61bd8e57
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修复next-open涨跌停风控价格口径
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2026-07-05 10:41:27 +08:00 |
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boris
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ba2470aefe
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补齐回测交易日期审计字段
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2026-07-05 08:47:52 +08:00 |
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boris
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339f85c27b
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补齐next-open卖出执行日风控测试
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2026-07-04 21:45:23 +08:00 |
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boris
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e8ecc037c9
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补充next open执行日风控测试
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2026-07-04 20:04:30 +08:00 |
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boris
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a8ffd36150
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保留AiQuant盘中卖出价格风控语义
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2026-07-04 17:02:55 +08:00 |
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boris
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143a021067
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统一FIDC卖出allow_sell风控
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2026-07-04 17:01:02 +08:00 |
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boris
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69576f7e5b
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修复allow_sell执行风控开关
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2026-07-04 03:31:30 +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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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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97931c3766
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修复日线撮合误用分钟成交量
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2026-07-02 21:12:48 +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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9e6eac557f
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修复Smart调仓缺行情处理
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2026-06-29 16:35:21 +08:00 |
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boris
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1623994287
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缺行情调仓订单改为拒单
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2026-06-29 16:22:50 +08:00 |
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boris
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fbc6da1a8f
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修复目标组合零权重估值
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2026-06-29 14:59:20 +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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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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cdca7984ed
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修正FiRisk强平执行时间口径
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2026-06-20 22:46:43 +08:00 |
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boris
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5e66e9799c
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优化回测撮合与涨跌停约束
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2026-06-20 07:59:22 +08:00 |
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boris
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e146ad6e7d
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补充涨停买入撮合约束测试
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2026-06-16 09:15:13 +08:00 |
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boris
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e45f990487
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修正平台目标调仓执行口径
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2026-06-16 08:06:19 +08:00 |
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boris
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8e6c912a07
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修正AiQuant目标市值估值口径
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2026-06-16 07:49:10 +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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c2de9d8e83
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修正AiQuant目标市值持仓估值
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2026-06-15 20:40:31 +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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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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4c3653e009
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修正AiQuant兼容回测盘中估值口径
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2026-06-13 23:32:24 +08:00 |
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boris
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9512a5dd2f
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修正点时刻执行报价口径
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2026-06-13 21:55:08 +08:00 |
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boris
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4f5e3f7162
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统一调度时刻使用已知tick
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2026-06-13 21:41:37 +08:00 |
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boris
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89c2ff58f8
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修正点时刻回测使用最新tick
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2026-06-13 21:27:21 +08:00 |
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boris
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0813ce3ffb
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修正目标市值盘中估值口径
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2026-06-13 21:09:38 +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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c6dc1d1474
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修正回测执行时tick取价
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2026-05-28 17:32:40 +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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3f383c1a88
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修复平台策略撮合限价与回补语义
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2026-05-18 11:14:51 +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
|
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
|
beb9c7a7ae
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Close RQAlpha P0-P2 parity gaps
|
2026-04-23 21:07:59 -07:00 |
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