Commit Graph

52 Commits

Author SHA1 Message Date
boris 47988cd7e7 Add string factor support 2026-04-23 23:05:43 -07:00
boris 0b0b9333fa Rename engine strategy surfaces 2026-04-23 22:13:14 -07:00
boris 882053e12b Add RQData factor helper APIs 2026-04-23 22:04:55 -07:00
boris beb9c7a7ae Close RQAlpha P0-P2 parity gaps 2026-04-23 21:07:59 -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 8e53c995cd Expose stock account accessors 2026-04-23 20:22:19 -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 e0a5d0c945 Expose account runtime metrics 2026-04-23 20:03:49 -07:00
boris 9f10afddec Add order runtime lookup 2026-04-23 19:57:02 -07:00
boris c12a883d28 Expose open order runtime fields 2026-04-23 19:47:56 -07:00
boris f4030f2607 Add instrument history helpers 2026-04-23 19:43:36 -07:00
boris ca49b6dbb3 Add get price data helper 2026-04-23 19:41:01 -07:00
boris bb8f40f33c Add suspended and ST data helpers 2026-04-23 19:37:50 -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 58836a1c37 Support algo order pricing in smart portfolio rebalances 2026-04-23 18:48:14 -07:00
boris ac308c8d68 Add algo-order platform actions 2026-04-23 07:36:20 -07:00
boris 152b5c3141 Add dynamic universe and subscription controls 2026-04-23 07:12:56 -07:00
boris 48f8486e1a Add smart target-portfolio order intent 2026-04-23 05:57:29 -07:00
boris f805a4b26d Add target-shares parity and rqalpha roadmap 2026-04-23 05:49:17 -07:00
boris 2857f72d84 Expose process event context to strategy runtime 2026-04-23 05:12:07 -07:00
boris 4d43d1b176 Expose latest open order ids to platform runtime 2026-04-23 04:55:44 -07:00
boris 4fdcfdae7d Expose open order state to strategy runtime 2026-04-23 04:52:43 -07:00
boris 6b5112a363 Add scheduled process hooks to strategy engine 2026-04-23 03:57:10 -07:00
boris 8906490a40 Expand limit order intent coverage 2026-04-23 03:28:14 -07:00
boris 14326c0847 Add persistent limit orders and cancel semantics 2026-04-23 03:13:26 -07:00
boris 0bc224f703 Add share and percent order intents 2026-04-23 02:03:24 -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 c4967c3711 Format related strategy and test files 2026-04-22 23:36:56 -07:00
boris c85116c59d Add open auction strategy hook 2026-04-22 23:23:51 -07:00
boris 3925c0fa38 Align projected stock order sizing semantics 2026-04-22 23:19:15 -07:00
boris 34e16520fa Add daily strategy lifecycle hooks 2026-04-22 22:15:55 -07:00
boris 6606ef86bc Drop stale broker sizing helpers 2026-04-22 22:00:09 -07:00
boris aca8292c72 Align China A-share costs with rqalpha rules 2026-04-22 21:57:24 -07:00
boris 5815379da2 chore: sync local changes 2026-04-22 14:46:06 +08:00
boris 6c353d5441 Allow jq sells when snapshot last stays above limit 2026-04-21 18:59:48 -07:00
boris 20af824545 Respect commissions in jq buy sizing 2026-04-21 18:47:26 -07:00
boris 5be836423a Use snapshot last price for jq intraday execution 2026-04-21 18:35:02 -07:00
boris c67932a2c9 Tighten market order residual fill semantics 2026-04-21 08:12:21 -07:00
boris 3652f80d85 Align jq microcap sizing and snapshot pricing 2026-04-21 06:36:17 -07:00
boris ba36bd5981 Tighten jq microcap stop-loss trigger 2026-04-21 06:15:31 -07:00
boris b0c8ea1a51 Refine jq microcap execution alignment 2026-04-21 05:45:27 -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 9f4165e689 同步回测引擎改动 2026-04-09 20:49:42 -07:00
zsb 581021651c 修正回测推进并增强策略样例 2026-04-08 19:10:28 -07:00
zsb a26049ff15 增强回测demo输出与分区加载 2026-04-07 21:25:41 -07:00