 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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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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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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0fba16342f
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fix: share explicit execution price selection and reject stale-price fallback
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2026-09-11 15:44:38 +08:00 |
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boris
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bd389de57f
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test: exercise full odd-lot liquidation against the remaining quote quota
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2026-09-11 15:28:19 +08:00 |
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boris
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bfbf898027
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test: qualify execution clock regression time types
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2026-09-11 15:19:18 +08:00 |
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boris
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2b6d031a55
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fix: separate as-of quote time from execution clock and retain volume consumption
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2026-09-11 15:12:42 +08:00 |
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boris
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4acecda79d
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feat: introduce causal capacity primitives and exact participation quotas
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2026-09-11 15:00:18 +08:00 |
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boris
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1fc8a3a9e6
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test: enforce causal historical slippage and reject missing calibration
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2026-09-11 11:42:21 +08:00 |
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boris
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98199c02a2
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refactor: isolate historical slippage calibration and propagate pricing errors
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2026-09-11 11:35:58 +08:00 |
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boris
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7e0877b586
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fix: validate price risk on every execution leg before and after slippage
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2026-09-11 10:21:46 +08:00 |
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boris
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f2e228e0a3
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合并最新执行风控与策略保护内核
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2026-09-11 09:52:51 +08:00 |
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boris
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33924b1fba
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统一策略成交保护与锁定周期并修正日期条件覆盖
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2026-09-11 09:52:04 +08:00 |
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boris
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d3c36e9478
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fix: retain precise missing execution quote diagnostics during risk checks
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2026-09-11 09:14:58 +08:00 |
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boris
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fa6f189cdd
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test: verify amendment rejection without order-state events
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2026-09-08 01:04:51 +08:00 |
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boris
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daa9d8d341
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fix: apply decision buy denials to exposure-increasing amendments
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2026-09-08 01:00:52 +08:00 |
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boris
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7d293f092e
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test: cover next-open side flips and trim redundant default fields
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2026-09-08 00:43:54 +08:00 |
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boris
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da27204a71
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test: assert broker fill events for scoped buy denials
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2026-09-08 00:41:11 +08:00 |
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boris
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bac721e593
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feat: add decision-scoped buy denials to broker submission
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2026-09-08 00:40:10 +08:00 |
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boris
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e00777ebc2
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按完整目标集合约束持仓槽位
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2026-09-07 05:18:57 +08:00 |
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boris
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f1a6a2695d
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修复日线盘中调度按分钟行情撮合
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2026-09-07 01:29:18 +08:00 |
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boris
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a838732e5a
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fix: reject missing daily execution prices per order
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2026-09-06 18:26:55 +08:00 |
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boris
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630a7a16c9
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fix: value unavailable execution days without fills
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2026-09-06 14:36:35 +08:00 |
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boris
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f5de3a2c29
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Skip market buys below one lot
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2026-09-06 13:35:52 +08:00 |
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boris
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92322349d4
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style: normalize fidc core formatting
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2026-09-04 22:18:35 +08:00 |
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boris
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f3a37157fc
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统一回测策略风控字段校验
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2026-08-29 14:52:03 +08:00 |
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boris
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59be3b5dd5
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修复多时点调度与触发价撮合
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2026-08-28 11:44:31 +08:00 |
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boris
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3f67ee9134
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严格按实际委托时间选择盘后撮合
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2026-08-28 03:17:21 +08:00 |
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boris
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6c47c33cab
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按实际委托时间选择盘后撮合阶段
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2026-08-28 00:12:19 +08:00 |
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boris
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85c38b0756
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移除策略级盘后撮合模式
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2026-08-27 21:05:57 +08:00 |
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boris
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b6f4b05844
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支持盘后固定价格撮合合同
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2026-08-27 17:56:41 +08:00 |
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boris
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9b00a0777a
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增加类型化开放订单改单能力
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2026-08-27 08:08:39 +08:00 |
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boris
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6ee1835ca5
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记录分钟成交精确时间
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2026-08-27 02:47:19 +08:00 |
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boris
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01d1e5073d
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修正跨调度撮合流动性重复消费
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2026-08-27 00:57:34 +08:00 |
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boris
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8e238f9131
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实现类型化订单有效期合同
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2026-08-26 21:00:22 +08:00 |
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boris
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bc0f5f6089
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修正回测部分成交终态合同
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2026-08-26 18:28:42 +08:00 |
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boris
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92724c6ab0
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将股票执行资金切换为定点账本
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2026-08-25 14:36:15 +08:00 |
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boris
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81d70f18b3
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跳过无业务分钟回调
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2026-08-25 04:02:33 +08:00 |
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boris
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375b8b2df1
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补充可配置过户费并纳入成交成本
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2026-08-22 14:50:00 +08:00 |
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boris
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fe7e0f397f
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修正无变化目标订单记录
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2026-08-01 22:10:44 +08:00 |
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boris
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d21680ed4f
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删除隐藏兼容模式并统一撮合风控
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2026-08-01 12:37:31 +08:00 |
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boris
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24528ecfeb
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修复调仓卖出失败后的持仓槽位溢出
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2026-07-19 04:51:49 +08:00 |
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boris
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755fffda0f
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修正显式目标单批次撮合顺序
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2026-07-17 23:43:04 +08:00 |
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boris
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d63ac73903
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修正目标金额零数量虚假订单
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2026-07-15 19:23:41 +08:00 |
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boris
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5f5f0fcf16
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补充目标仓位降仓回归测试
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2026-07-12 16:44:39 +08:00 |
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boris
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bacb70e327
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修正下一开盘目标仓位计算
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2026-07-12 14:59:12 +08:00 |
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