 boris
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3e8cc63b9a
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Revert "perf(engine): share immutable daily factor schemas and numeric buffers"
This reverts commit 5d0823c060bfd2a42a3f86a381e874004ab7f6af.
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2026-09-13 14:16:07 +08:00 |
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boris
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be171683c9
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Revert "test(engine): retain static schema names across shared factor rows"
This reverts commit ce0dc0a106f0a98230bb9c428537ec086b968273.
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2026-09-13 14:16:07 +08:00 |
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boris
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0a6fab9038
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Revert "perf(engine): keep empty numeric maps on a direct lookup path"
This reverts commit a63dd94045f3a4b95dbfc917d5d8afa5c22f1897.
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2026-09-13 14:16:07 +08:00 |
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boris
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e8abf43cd4
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perf(engine): keep empty numeric maps on a direct lookup path
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2026-09-13 13:49:20 +08:00 |
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boris
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2286bfa757
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test(engine): retain static schema names across shared factor rows
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2026-09-13 13:07:52 +08:00 |
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boris
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93809eea1b
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perf(engine): share immutable daily factor schemas and numeric buffers
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2026-09-13 13:02:17 +08:00 |
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boris
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f7f0ff2951
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Merge remote-tracking branch 'origin/main'
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2026-09-13 11:37:38 +08:00 |
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boris
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effa0c6456
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test(engine): validate quote demand across different account capital
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2026-09-13 11:21:09 +08:00 |
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boris
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b1ca2dfada
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fix(engine): resolve decision quote scope from the actual run context
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2026-09-13 11:18:39 +08:00 |
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boris
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d15abc18ae
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test(engine): reproduce account-sensitive quote scope bypass
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2026-09-13 11:07:57 +08:00 |
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boris
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9370dfe6e9
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Merge remote-tracking branch 'origin/main'
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2026-09-13 11:06:22 +08:00 |
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boris
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b19108558f
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统一仓位调整时点并保留策略择时与退出意图
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2026-09-13 11:05:12 +08:00 |
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boris
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fe05384f80
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test(data): compare compact names by value and allocation class
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2026-09-13 09:57:47 +08:00 |
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boris
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0ff90c4329
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refactor(data): use explicit string views for compact numeric names
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2026-09-13 09:55:16 +08:00 |
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boris
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c85daae608
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perf(data): inline numeric factor keys and preserve borrowed static names
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2026-09-13 09:53:06 +08:00 |
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boris
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f73513e2d4
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Revert "perf(data): sort compact market-cap keys without revisiting wide snapshots"
This reverts commit 4e953b6e98.
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2026-09-13 07:33:05 +08:00 |
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boris
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4e953b6e98
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perf(data): sort compact market-cap keys without revisiting wide snapshots
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2026-09-13 07:12:42 +08:00 |
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boris
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e3b3929578
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test(strategy): supply declared historical prices in next-open fixture
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2026-09-13 06:09:49 +08:00 |
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boris
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20e73d567b
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fix(strategy): require exact feature-date market snapshots
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2026-09-13 06:06:18 +08:00 |
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boris
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cf4498668b
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test(strategy): qualify the expected missing-market error
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2026-09-13 06:03:54 +08:00 |
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boris
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3f39943ee4
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test(strategy): reject execution-day fallback for missing decision-day market
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2026-09-13 05:59:40 +08:00 |
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boris
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5c65e65c6f
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perf(data): parallelize bounded daily symbol indices
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2026-09-13 03:25:37 +08:00 |
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boris
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07b7b181b6
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perf(strategy): retain compact factor values in expression contexts
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2026-09-13 00:50:07 +08:00 |
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boris
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fe7243bbc3
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perf(data): normalize owned daily bundles in parallel with stable errors
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2026-09-12 19:30:28 +08:00 |
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boris
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875e31f71f
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fix(stock-pool): separate cumulative condition facts from quote capacity
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2026-09-12 18:50:12 +08:00 |
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boris
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61bd14d001
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fix(backtest): inspect the authoritative strategy inside runner bundles
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2026-09-12 16:55:16 +08:00 |
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boris
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531df39911
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chore(test): remove obsolete tree-map import after compact snapshot merge
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2026-09-12 16:29:56 +08:00 |
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boris
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e912e2a6f5
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Merge remote-tracking branch 'origin/main'
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2026-09-12 16:26:06 +08:00 |
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boris
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b1f2fcb85c
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fix(stock-pool): scan decoded native conditions instead of serialized source echoes
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2026-09-12 16:23:18 +08:00 |
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boris
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828690a51e
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perf(data): compact immutable snapshots with current execution rules
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2026-09-12 16:02:24 +08:00 |
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boris
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ffd23b9920
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fix(stock-pool): preserve exit roles and freeze relative reduction bases
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2026-09-12 15:54:33 +08:00 |
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boris
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4ac9ee5058
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fix(stock-pool): keep full stops stronger than simultaneous reductions
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2026-09-12 14:21:33 +08:00 |
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boris
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848c1a514a
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fix(stock-pool): separate exit ownership and ordinary quote dependencies
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2026-09-12 12:18:26 +08:00 |
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boris
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099759ae67
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fix(stock-pool): execute verified ETF daily fallbacks with frozen next-open targets
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2026-09-12 10:47:47 +08:00 |
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boris
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d646ca455d
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merge: integrate causal capacity model with current order clocks and intent planning
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2026-09-12 08:52:37 +08:00 |
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boris
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3b2a97fa84
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fix(backtest): keep next-open limit remainders active on the execution day
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2026-09-12 08:02:41 +08:00 |
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boris
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2f2258f208
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feat(stock-pool): add explicit index-mapped market-cap bands
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2026-09-12 07:29:10 +08:00 |
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boris
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32a34fadd6
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fix(backtest): preserve order origin clocks and emit only state transitions
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2026-09-12 07:00:47 +08:00 |
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boris
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7ac87a90c4
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test: keep snapshot price-risk fixtures in their explicit daily model
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2026-09-12 06:51:33 +08:00 |
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boris
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5949d4cc69
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refactor: remove retired daily quota parameters from target diagnostics
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2026-09-12 06:48:07 +08:00 |
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boris
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24cb4805a7
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fix: keep decision estimates independent and use timed capacity in fill fixtures
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2026-09-12 06:46:49 +08:00 |
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boris
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053f880e34
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test: declare historical audit assumptions in non-liquidity fixtures
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2026-09-12 06:39:34 +08:00 |
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boris
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4d3a9e0e5b
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fix: separate historical session capacity audits from execution sizing
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2026-09-12 06:32:10 +08:00 |
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boris
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4edc70c4c6
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fix(backtest): advance resting limit orders on subsequent quote events
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2026-09-12 05:05:39 +08:00 |
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boris
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9804851133
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fix(stock-pool): reconcile completed entry quantities before repricing
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2026-09-12 04:29:40 +08:00 |
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boris
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6ffa0346aa
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feat(stock-pool): unify target execution, durable intent state and ETF rules
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2026-09-12 03:55:00 +08:00 |
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boris
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29eafc79e2
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fix(backtest): 停牌证券保留预算且不参与退出权重分配
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2026-09-11 22:50:27 +08:00 |
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boris
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a00dea58b2
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test: assert causal TWAP entitlement and unfilled remainder
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2026-09-11 17:11:53 +08:00 |
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boris
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2445dc925a
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fix: size TWAP slices from frozen clocks instead of future quotes
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2026-09-11 17:04:25 +08:00 |
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boris
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1e8d38f2ee
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Merge remote-tracking branch 'origin/main'
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2026-09-11 16:14:55 +08:00 |
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