Commit Graph

723 Commits

Author SHA1 Message Date
boris 630a7a16c9 fix: value unavailable execution days without fills 2026-09-06 14:36:35 +08:00
boris f5de3a2c29 Skip market buys below one lot 2026-09-06 13:35:52 +08:00
boris c5767ca272 revert: reject neutral symbol-id series storage 2026-09-06 06:29:51 +08:00
boris 5a7c49a454 perf: build market series by symbol id 2026-09-06 06:18:21 +08:00
boris 52c7831bf6 revert: reject marginal numeric VM slot reuse 2026-09-06 05:37:20 +08:00
boris 5122c73aa8 perf: reuse numeric VM slots by generation 2026-09-06 05:31:23 +08:00
boris 5f08978827 Revert "perf: bind numeric VM identifiers at compile time"
This reverts commit 2135a5bd03.
2026-09-06 05:24:11 +08:00
boris 2135a5bd03 perf: bind numeric VM identifiers at compile time 2026-09-06 05:16:48 +08:00
boris 199f988b2e feat: add dated candidate universe contracts 2026-09-06 03:57:33 +08:00
boris 0f1d49bf63 feat: execute factor position target rules 2026-09-06 02:45:39 +08:00
boris 2aa330786a revert: reject allocation-free signal rolling scan 2026-09-05 13:26:23 +08:00
boris b65b3ed8f1 perf: scan signal rolling aggregates without allocations 2026-09-05 13:19:04 +08:00
boris 42999ffa2c revert: reject selection band precheck 2026-09-05 13:01:58 +08:00
boris e060af380e perf: reject selection bands before state construction 2026-09-05 12:55:11 +08:00
boris b55ac0bf81 revert: reject rolling boundary reuse 2026-09-05 12:46:42 +08:00
boris 6b5d57675e perf: reuse rolling window boundaries 2026-09-05 12:40:40 +08:00
boris c225d8484f perf: freeze rank expression presence 2026-09-05 06:26:49 +08:00
boris 52f9ee9d92 perf: use lexical symbol ids for rank ties 2026-09-05 06:14:49 +08:00
boris d7e11be01f perf: rank transient candidates by symbol id 2026-09-05 06:07:23 +08:00
boris 866fe32a8c test: record transient selection arena acceptance 2026-09-05 06:00:23 +08:00
boris d89dd24f0a perf: isolate ordered selection hot path 2026-09-05 05:47:11 +08:00
boris 6a304e2fc2 Revert "revert: benchmark generic transient selection"
This reverts commit b2da70897a.
2026-09-05 05:46:05 +08:00
boris b2da70897a revert: benchmark generic transient selection 2026-09-05 05:39:57 +08:00
boris 12ad2b163a perf: isolate generic selection ranking 2026-09-05 05:34:24 +08:00
boris 1e8e738eda perf: sort transient states by arena index 2026-09-05 05:26:24 +08:00
boris 7f7fce1fc3 perf: keep ranked candidate states transient 2026-09-05 05:19:33 +08:00
boris 29faf7932e perf: avoid caching transient selection states 2026-09-05 04:59:50 +08:00
boris 0e3c2028d0 perf: stream selection candidates by symbol id 2026-09-05 04:44:53 +08:00
boris 0c2681e699 Revert "perf: compact adjusted close series values"
This reverts commit ab87e18ba5.
2026-09-05 04:24:43 +08:00
boris ab87e18ba5 perf: compact adjusted close series values 2026-09-05 04:19:58 +08:00
boris 229ca8332d Revert "perf: build expression scope values lazily"
This reverts commit 1b449287fd.
2026-09-05 04:01:40 +08:00
boris 1b449287fd perf: build expression scope values lazily 2026-09-05 03:56:51 +08:00
boris cfb19b5783 perf: avoid board normalization allocations 2026-09-05 03:42:21 +08:00
boris d79678d850 perf: specialize stock snapshot sources 2026-09-05 03:32:38 +08:00
boris f2105399c5 Revert "perf: cache symbol board classification"
This reverts commit eb8b14602a.
2026-09-05 03:19:31 +08:00
boris eb8b14602a perf: cache symbol board classification 2026-09-05 03:09:15 +08:00
boris 05e67c73df Revert "perf: freeze standard rolling lookbacks"
This reverts commit 32e4030442.
2026-09-05 03:01:18 +08:00
boris 32e4030442 perf: freeze standard rolling lookbacks 2026-09-05 02:54:53 +08:00
boris 75ab0c06c6 perf: type static current rolling helpers 2026-09-05 02:42:47 +08:00
boris 43b15b2098 Revert "perf: batch current rolling means per stock"
This reverts commit 004a46cb41.
2026-09-05 02:33:34 +08:00
boris 004a46cb41 perf: batch current rolling means per stock 2026-09-05 02:29:06 +08:00
boris abe4fed452 perf: transpose rolling boundary index by date 2026-09-05 02:17:24 +08:00
boris 7f17fa1fb4 perf: project stock snapshot fields by strategy 2026-09-05 02:02:01 +08:00
boris e5646ef80c perf: intern stock-state symbols 2026-09-05 01:41:00 +08:00
boris 6f81e1940a perf: compact daily stock-state cache keys 2026-09-05 01:11:34 +08:00
boris 5b2a03d416 revert: remove unproven duplicate rolling reuse 2026-09-05 01:00:33 +08:00
boris e469b0ddf4 test: use valid adjusted series in rolling benchmark 2026-09-05 00:54:10 +08:00
boris 1f02e78b24 perf: reuse duplicate rolling lookbacks 2026-09-05 00:48:12 +08:00
boris 05953f857a perf: share immutable market-cap order index 2026-09-05 00:37:39 +08:00
boris 1f10a6bb3d Revert "perf: reuse daily snapshot views in stock selection"
This reverts commit 1df0081479.
2026-09-05 00:24:05 +08:00