 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
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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
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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
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882053e12b
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Add RQData factor helper APIs
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2026-04-23 22:04:55 -07:00 |
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boris
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f056aa3468
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Add futures exchange validators
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2026-04-23 21:58:38 -07:00 |
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boris
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895aee1388
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Add futures depth matching and mod loader
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2026-04-23 21:51:45 -07:00 |
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boris
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ed8ac385e4
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Add remaining RQAlpha extension helpers
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2026-04-23 21:44:42 -07:00 |
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boris
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beb9c7a7ae
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Close RQAlpha P0-P2 parity gaps
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2026-04-23 21:07:59 -07:00 |
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boris
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5653278576
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Add futures expiration schedule
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2026-04-23 20:43:25 -07:00 |
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boris
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4755a59a5b
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Emit futures order process events
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2026-04-23 20:41:37 -07:00 |
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boris
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dfd39fd8a3
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Add futures expiration settlement
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2026-04-23 20:39:40 -07:00 |
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boris
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3439b5d8d0
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Wire futures order intents into engine
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2026-04-23 20:38:36 -07:00 |
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boris
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db4e385308
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Expose futures account runtime view
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2026-04-23 20:35:32 -07:00 |
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boris
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2669350154
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Add futures order execution model
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2026-04-23 20:29:14 -07:00 |
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boris
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68adc6b25c
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Add futures account model
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2026-04-23 20:25:50 -07:00 |
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boris
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8e53c995cd
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Expose stock account accessors
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2026-04-23 20:22:19 -07:00 |
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boris
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c843de078f
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Add management fee callbacks
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2026-04-23 20:18:31 -07:00 |
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boris
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85feee6dac
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Add account cash flow intents
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2026-04-23 20:14:05 -07:00 |
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boris
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e0a5d0c945
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Expose account runtime metrics
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2026-04-23 20:03:49 -07:00 |
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boris
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9f10afddec
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Add order runtime lookup
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2026-04-23 19:57:02 -07:00 |
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boris
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f4030f2607
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Add instrument history helpers
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2026-04-23 19:43:36 -07:00 |
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boris
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ca49b6dbb3
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Add get price data helper
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2026-04-23 19:41:01 -07:00 |
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boris
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bb8f40f33c
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Add suspended and ST data helpers
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2026-04-23 19:37:50 -07:00 |
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boris
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c3ef0bd49a
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Expose strategy runtime data APIs
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2026-04-23 19:29:12 -07:00 |
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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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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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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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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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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
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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
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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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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
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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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