Commit Graph

83 Commits

Author SHA1 Message Date
boris 23ba74909d Add process event stream for backtests 2026-04-23 01:58:40 -07:00
boris e5fe1f0432 Add rqalpha-style scheduler primitives 2026-04-23 01:49:24 -07:00
boris 452eb3324d Use intraday quotes before snapshot fallback 2026-04-23 01:26:58 -07:00
boris a076e8d0ff Cancel blocked buy orders like rqalpha 2026-04-23 01:01:12 -07:00
boris 16ae826724 Align market order cancellation semantics 2026-04-23 00:52:50 -07:00
boris 1b4d68406c Use prev close for open auction rebalances 2026-04-23 00:49:17 -07:00
boris c27901306d Execute open auction strategy decisions 2026-04-23 00:41:32 -07:00
boris f0eec05b88 Split intraday fills across execution quotes 2026-04-23 00:34:35 -07:00
boris 406cb05146 Expose partial fill denial reasons 2026-04-23 00:26:54 -07:00
boris c7a5bedf02 Explain rebalance denial reasons 2026-04-23 00:17:39 -07:00
boris 3c0ced89bf Align open auction volume semantics 2026-04-23 00:14:11 -07:00
boris ec7085d10a Emit rebalance clipping diagnostics 2026-04-23 00:10:49 -07:00
boris df1054ab8a Refine open auction execution semantics 2026-04-23 00:05:41 -07:00
boris fa4126a662 Add open auction matching mode 2026-04-23 00:00:26 -07:00
boris 1b4ce9826a Iterate rebalance safety like rqalpha 2026-04-22 23:50:15 -07:00
boris c4967c3711 Format related strategy and test files 2026-04-22 23:36:56 -07:00
boris ea2871a0f2 Align order costs and rebalance priority with rqalpha 2026-04-22 23:36:20 -07:00
boris c85116c59d Add open auction strategy hook 2026-04-22 23:23:51 -07:00
boris d4f4af6221 Align board-specific stock order sizing 2026-04-22 23:12:23 -07:00
boris 7a67e815d7 Allow odd-lot full liquidation sells 2026-04-22 23:05:34 -07:00
boris 34e16520fa Add daily strategy lifecycle hooks 2026-04-22 22:15:55 -07:00
boris 32e29fdf9a Support successor conversions for delisted holdings 2026-04-22 22:13:32 -07:00
boris aca8292c72 Align China A-share costs with rqalpha rules 2026-04-22 21:57:24 -07:00
boris 650e2e8319 Clip portfolio targets before rebalance orders 2026-04-22 21:48:49 -07:00
boris 081686185a Add matching and slippage execution options 2026-04-22 21:39:26 -07:00
boris 6c353d5441 Allow jq sells when snapshot last stays above limit 2026-04-21 18:59:48 -07:00
boris 0fe681ff5f Align jq microcap execution with intraday snapshots 2026-04-20 12:13:59 +08:00
boris 0e2c25e4c4 Improve jq microcap execution semantics 2026-04-18 18:02:50 +08:00
zsb 581021651c 修正回测推进并增强策略样例 2026-04-08 19:10:28 -07:00
zsb a26049ff15 增强回测demo输出与分区加载 2026-04-07 21:25:41 -07:00
zsb ec425999b0 增加分区快照数据入口 2026-04-07 00:40:53 -07:00
zsb d039c4e741 增强回测引擎第二版策略与快照层 2026-04-07 00:34:52 -07:00
zsb 334864cbc5 初始化回测核心引擎骨架 2026-04-06 23:56:37 -07:00