boris
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3b033fd294
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修复 core 执行层默认添加 new_listing 的问题
问题：
- platform expr 选股从 eligible_universe_on 开始
- eligible_universe_on 无条件过滤新股
- 导致即使 strategy_spec.universe.exclude 不含 new_listing，仍会过滤新股
修复：
- StrategyRuntimeSpec 补 universe_exclude 字段
- platform expr 选股从 factor/candidate/market 合并开始
- 按 strategy_spec.universe.exclude 自己决定是否排除 new_listing
- 补回归测试
相关：
- 保持旧策略默认排除不变
- 新策略可以显式不排除新股
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2026-05-09 02:08:36 -07:00 |
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boris
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d9de9715ef
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chore: 更新 fidc-backtest-engine - 2026-05-08
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2026-05-08 19:57:49 -07:00 |
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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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a47c7c3e49
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chore: 更新 fidc-backtest-engine - 2026-05-07
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2026-05-07 17:12:49 -07:00 |
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boris
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adc2f12ddf
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chore: 更新 fidc-backtest-engine - 2026-05-07
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2026-05-07 03:49:26 -07:00 |
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boris
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e06a1e88e5
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完善AI策略手册防未来函数规则
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2026-04-30 09:24:05 -07:00 |
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boris
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ce49301b98
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修复平台策略次日开盘未来函数
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2026-04-30 00:53:45 -07:00 |
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boris
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e5439956eb
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修复平台表达式嵌套三元执行
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2026-04-30 03:57:43 +08:00 |
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boris
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8e4e0cd86f
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完善平台表达式因子执行能力
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2026-04-28 23:22:21 +08:00 |
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boris
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c73649012f
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扩展策略指标因子与滚动函数
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2026-04-28 21:01:43 +08:00 |
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boris
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236ec62e44
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补充策略规格解析能力
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2026-04-28 19:40:09 +08:00 |
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boris
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692cb666a0
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chore: 从版本管理中移除 .DS_Store 文件
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2026-04-28 10:36:07 +08:00 |
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boris
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67b0c1bed4
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chore: 更新 fidc-backtest-engine - 2026-04-28
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2026-04-28 10:30:29 +08:00 |
|
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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bd9b26deb3
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fix: tighten strategy AI prompt contract
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2026-04-24 09:15:45 -07:00 |
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boris
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05418be4d5
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docs: align strategy ai skill constraints
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2026-04-24 08:21:15 -07:00 |
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boris
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8fe2fdec04
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docs: tighten strategy ai generation prompt
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2026-04-24 07:27:32 -07:00 |
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boris
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184074dcfe
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fix: normalize dynamic factor lookups
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2026-04-24 05:05:03 -07:00 |
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boris
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99188487b8
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perf: cache daily history by symbol
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2026-04-24 04:24:32 -07:00 |
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boris
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cd39d15a27
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fix: use indicator wording in strategy manual
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2026-04-24 03:50:41 -07:00 |
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boris
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7cbf2af99a
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fix: present manual as usable indicators
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2026-04-24 03:28:38 -07:00 |
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boris
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1a6cd44d57
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feat: expose daily amount and price fields to strategy DSL
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2026-04-24 03:13:36 -07:00 |
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boris
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d7c7f319d5
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docs: expand strategy AI manual workflow
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2026-04-24 01:28:22 -07:00 |
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boris
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55e8a59866
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Fix decision-time rolling factor semantics
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2026-04-24 01:00:28 -07:00 |
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boris
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e6621c1719
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fix benchmark return baseline
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2026-04-24 00:17:20 -07:00 |
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boris
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47988cd7e7
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Add string factor support
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2026-04-23 23:05:43 -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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8bbca8c3a0
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Add position runtime aliases
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2026-04-23 20:21:04 -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 |
|
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 |
|
boris
|
9f10afddec
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Add order runtime lookup
|
2026-04-23 19:57:02 -07:00 |
|
boris
|
c12a883d28
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Expose open order runtime fields
|
2026-04-23 19:47:56 -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
|
2026-04-23 19:41:01 -07:00 |
|
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 |
|
boris
|
6106297a97
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Expose position lifecycle fields
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2026-04-23 19:34:47 -07:00 |
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