Commit Graph

20 Commits

Author SHA1 Message Date
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
ea2871a0f2 Align order costs and rebalance priority with rqalpha 2026-04-22 23:36:20 -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
6606ef86bc Drop stale broker sizing helpers 2026-04-22 22:00:09 -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
20af824545 Respect commissions in jq buy sizing 2026-04-21 18:47:26 -07:00
boris
5be836423a Use snapshot last price for jq intraday execution 2026-04-21 18:35:02 -07:00
boris
c67932a2c9 Tighten market order residual fill semantics 2026-04-21 08:12:21 -07:00
boris
3652f80d85 Align jq microcap sizing and snapshot pricing 2026-04-21 06:36:17 -07:00
boris
b0c8ea1a51 Refine jq microcap execution alignment 2026-04-21 05:45:27 -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
334864cbc5 初始化回测核心引擎骨架 2026-04-06 23:56:37 -07:00