 boris
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596d64280b
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优化行情序列内存结构
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2026-06-17 09:55:31 +08:00 |
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boris
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1683d875a0
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修正平台策略延迟卖出预算口径
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2026-06-17 09:04:50 +08:00 |
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boris
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ed4658ccd0
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修正平台策略选股和弱市调仓口径
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2026-06-17 07:40:27 +08:00 |
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boris
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bc39df0ee5
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修复FIDC策略滑点配置解析
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2026-06-17 05:31:46 +08:00 |
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boris
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70695d8c92
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恢复点时刻tick加载语义
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2026-06-16 15:35:54 +08:00 |
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boris
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0533e2db3a
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避免已预取tick重复懒加载
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2026-06-16 15:18:43 +08:00 |
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boris
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716149c06c
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修正平台策略滚动因子优先级
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2026-06-16 14:49:41 +08:00 |
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boris
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0628dd528a
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修复止损卖出受限时的目标仓位预判
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2026-06-16 10:20:55 +08:00 |
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boris
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e146ad6e7d
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补充涨停买入撮合约束测试
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2026-06-16 09:15:13 +08:00 |
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boris
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cf2c4fd179
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修正AiQuant补仓预算口径
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2026-06-16 08:38:19 +08:00 |
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boris
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6ba61ef80b
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修正跌停止损预判调仓口径
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2026-06-16 08:22:15 +08:00 |
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boris
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e45f990487
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修正平台目标调仓执行口径
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2026-06-16 08:06:19 +08:00 |
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boris
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8e6c912a07
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修正AiQuant目标市值估值口径
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2026-06-16 07:49:10 +08:00 |
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boris
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9a411f2403
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修正平台策略弱市调仓顺序
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2026-06-16 07:23:51 +08:00 |
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boris
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d2c65c91b7
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修正平台策略投影撮合价口径
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2026-06-16 06:22:40 +08:00 |
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boris
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5078aec840
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修正AiQuant盘中组合估值口径
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2026-06-16 06:04:37 +08:00 |
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boris
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df949ab8ee
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修正AiQuant兼容买入数量语义
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2026-06-16 05:45:15 +08:00 |
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boris
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2e036783bf
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修正止损前弱市补仓顺序
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2026-06-16 00:29:01 +08:00 |
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boris
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ff145300b4
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修正执行价quote多时间加载
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2026-06-16 00:05:34 +08:00 |
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boris
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c2de9d8e83
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修正AiQuant目标市值持仓估值
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2026-06-15 20:40:31 +08:00 |
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boris
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baeda3773d
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修正调仓持仓报价预加载语义
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2026-06-15 20:29:14 +08:00 |
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boris
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725f1845d9
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修复涨跌停最终执行价约束
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2026-06-15 20:04:42 +08:00 |
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boris
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e0949a0eaa
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统一表达式策略涨跌停触价口径
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2026-06-15 19:33:40 +08:00 |
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boris
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5d2bcd8366
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修正A股涨跌停严格触价规则
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2026-06-15 18:50:10 +08:00 |
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boris
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5181d0e403
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修正平台策略费用和表达式口径
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2026-06-15 18:03:21 +08:00 |
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boris
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1c31fa80d2
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修复AiQuant策略表达式回测执行语义
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2026-06-15 11:16:04 +08:00 |
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boris
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d3d08276ae
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修正AiQuant多时间调仓语义
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2026-06-14 02:37:26 +08:00 |
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boris
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80b34280c2
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修正滑点成交后的持仓估值
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2026-06-14 02:09:44 +08:00 |
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boris
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0cfb7625bf
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修正回测指标和成交时间口径
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2026-06-14 01:08:29 +08:00 |
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boris
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4c3653e009
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修正AiQuant兼容回测盘中估值口径
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2026-06-13 23:32:24 +08:00 |
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boris
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9512a5dd2f
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修正点时刻执行报价口径
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2026-06-13 21:55:08 +08:00 |
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boris
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4f5e3f7162
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统一调度时刻使用已知tick
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2026-06-13 21:41:37 +08:00 |
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boris
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89c2ff58f8
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修正点时刻回测使用最新tick
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2026-06-13 21:27:21 +08:00 |
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boris
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0813ce3ffb
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修正目标市值盘中估值口径
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2026-06-13 21:09:38 +08:00 |
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boris
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a030554ab6
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修正平台策略滚动量能口径
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2026-06-13 20:48:52 +08:00 |
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boris
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e1d36fc0c7
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修正平台表达式回测口径
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2026-06-13 20:01:24 +08:00 |
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boris
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0dca8e0eff
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完善策略调度执行价校验
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2026-06-13 15:26:56 +08:00 |
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boris
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4cf90d83a3
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修复执行价索引和平台表达式回退
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2026-06-12 23:46:44 +08:00 |
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boris
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9b4462f880
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修正策略止盈止损和补仓投影
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2026-05-28 18:40:32 +08:00 |
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boris
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87b7b2642d
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修正策略投影tick依赖
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2026-05-28 18:17:33 +08:00 |
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boris
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5eee5c7c63
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缩小tick查询到实际订单
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2026-05-28 17:45:00 +08:00 |
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boris
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c6dc1d1474
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修正回测执行时tick取价
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2026-05-28 17:32:40 +08:00 |
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boris
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8c86918970
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修正微盘买入预算与表达式性能
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2026-05-28 10:39:43 +08:00 |
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boris
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200d5d1f41
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完善平台策略回测撮合和滑点
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2026-05-28 08:59:14 +08:00 |
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boris
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3499d4aa74
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chore: 更新 fidc-backtest-engine - 2026-05-22
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2026-05-22 17:22:33 +08:00 |
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boris
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7dbd66b467
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修复止盈关闭时的延迟卖出误触发
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2026-05-20 17:51:29 +08:00 |
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boris
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db8b0bf142
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修复AiQuant回测撮合一致性
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2026-05-20 12:09:01 +08:00 |
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boris
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6e54471e57
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修复回测撮合与AiQuant兼容语义
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2026-05-18 23:06:47 +08:00 |
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boris
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3f383c1a88
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修复平台策略撮合限价与回补语义
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2026-05-18 11:14:51 +08:00 |
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boris
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4577657c90
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对齐 AiQuant RQAlpha 回测语义
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2026-05-15 11:48:10 +08:00 |
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