 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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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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6160a74d2a
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合并主分支最新因子元数据合同
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2026-09-11 15:01:29 +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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d847cb5c28
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修正回撤指标的初始净值基线并补充回归测试
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2026-09-11 15:00:02 +08:00 |
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boris
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fa0b316a8b
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refactor: separate expression metadata and tests from numerical identity
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2026-09-11 13:26:39 +08:00 |
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boris
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21786187c9
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feat: publish typed native indicator parameter domains
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2026-09-11 12:52:28 +08:00 |
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boris
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e0bed38184
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Merge remote-tracking branch 'refs/remotes/highmem177/main'
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2026-09-11 12:14:35 +08:00 |
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boris
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c0b78846d6
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fix: preserve frozen stock pool candidate order through execution
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2026-09-11 12:14:33 +08:00 |
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boris
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9d72567b99
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test: use the projection module state in calibration failure regression
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2026-09-11 12:09:33 +08:00 |
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boris
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e47228beff
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fix: reject invalid historical slippage bounds before execution
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2026-09-11 11:57:59 +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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c32807db1d
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test: distinguish next-open one-yuan execution from later close classification
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2026-09-11 09:11:28 +08:00 |
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boris
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20d723e2a1
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test: inspect broker fill events in shared signal account audit
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2026-09-11 09:08:57 +08:00 |
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boris
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c2b939e818
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fix: price one-yuan buy risk at execution and audit account-local signal exits
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2026-09-11 09:02:52 +08:00 |
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boris
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6684f48f95
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test: provide the required benchmark in clock-only dataset fixtures
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2026-09-11 05:28:40 +08:00 |
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boris
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adbfadcc07
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test: use canonical local timestamps in signal consumption cases
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2026-09-11 05:25:18 +08:00 |
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boris
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cb6f57be6f
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fix: bind signal availability to the actual consumption clock
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2026-09-11 05:23:33 +08:00 |
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