Commit Graph

36 Commits

Author SHA1 Message Date
boris e6621c1719 fix benchmark return baseline 2026-04-24 00:17:20 -07:00
boris f056aa3468 Add futures exchange validators 2026-04-23 21:58:38 -07:00
boris 895aee1388 Add futures depth matching and mod loader 2026-04-23 21:51:45 -07:00
boris ed8ac385e4 Add remaining RQAlpha extension helpers 2026-04-23 21:44:42 -07:00
boris beb9c7a7ae Close RQAlpha P0-P2 parity gaps 2026-04-23 21:07:59 -07:00
boris 5653278576 Add futures expiration schedule 2026-04-23 20:43:25 -07:00
boris 4755a59a5b Emit futures order process events 2026-04-23 20:41:37 -07:00
boris 3439b5d8d0 Wire futures order intents into engine 2026-04-23 20:38:36 -07:00
boris db4e385308 Expose futures account runtime view 2026-04-23 20:35:32 -07:00
boris c843de078f Add management fee callbacks 2026-04-23 20:18:31 -07:00
boris 85feee6dac Add account cash flow intents 2026-04-23 20:14:05 -07:00
boris 9f10afddec Add order runtime lookup 2026-04-23 19:57:02 -07:00
boris c3ef0bd49a Expose strategy runtime data APIs 2026-04-23 19:29:12 -07:00
boris 1760fc6cd1 Add bar and tick strategy lifecycle 2026-04-23 19:17:04 -07:00
boris 152b5c3141 Add dynamic universe and subscription controls 2026-04-23 07:12:56 -07:00
boris 5265f82fef Add rqalpha-style scheduler time rules 2026-04-23 06:34:07 -07:00
boris fae09afb86 Add rqalpha-style position pnl runtime fields 2026-04-23 06:12:25 -07:00
boris 2857f72d84 Expose process event context to strategy runtime 2026-04-23 05:12:07 -07:00
boris 4fdcfdae7d Expose open order state to strategy runtime 2026-04-23 04:52:43 -07:00
boris 2e418f93d3 Add process event bus to backtest engine 2026-04-23 04:02:22 -07:00
boris 6b5112a363 Add scheduled process hooks to strategy engine 2026-04-23 03:57:10 -07:00
boris b657205103 Align order lifecycle with rqalpha close semantics 2026-04-23 03:41:49 -07:00
boris b6ddd14d94 Support dividend reinvestment 2026-04-23 02:11:06 -07:00
boris 23ba74909d Add process event stream for backtests 2026-04-23 01:58:40 -07:00
boris e5fe1f0432 Add rqalpha-style scheduler primitives 2026-04-23 01:49:24 -07:00
boris c27901306d Execute open auction strategy decisions 2026-04-23 00:41:32 -07:00
boris ec7085d10a Emit rebalance clipping diagnostics 2026-04-23 00:10:49 -07:00
boris ea2871a0f2 Align order costs and rebalance priority with rqalpha 2026-04-22 23:36:20 -07:00
boris c85116c59d Add open auction strategy hook 2026-04-22 23:23:51 -07:00
boris 34e16520fa Add daily strategy lifecycle hooks 2026-04-22 22:15:55 -07:00
boris 32e29fdf9a Support successor conversions for delisted holdings 2026-04-22 22:13:32 -07:00
boris 0fe681ff5f Align jq microcap execution with intraday snapshots 2026-04-20 12:13:59 +08:00
boris 0e2c25e4c4 Improve jq microcap execution semantics 2026-04-18 18:02:50 +08:00
zsb 581021651c 修正回测推进并增强策略样例 2026-04-08 19:10:28 -07:00
zsb d039c4e741 增强回测引擎第二版策略与快照层 2026-04-07 00:34:52 -07:00
zsb 334864cbc5 初始化回测核心引擎骨架 2026-04-06 23:56:37 -07:00