 boris
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8715a6171a
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补齐回测卖出侧缺失风控事实拒绝
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2026-07-02 11:29:38 +08:00 |
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boris
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baa77c68e0
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补充缺失风控状态拒绝
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2026-07-02 09:41:07 +08:00 |
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boris
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b176d2ff6f
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修复FIDC风控别名归一化
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2026-07-02 07:45:56 +08:00 |
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boris
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7db0e8da1d
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实现FIDC配置化风控与交易成本
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2026-07-02 07:16:47 +08:00 |
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boris
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754fc91376
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修正AiQuant动态调仓现金预算
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2026-07-01 15:19:05 +08:00 |
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boris
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fb9d8f3b9a
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修正AiQuant回测佣金模型
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2026-07-01 15:07:33 +08:00 |
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boris
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cad8877b7a
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修正AiQuant等权调仓预算
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2026-07-01 15:00:55 +08:00 |
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boris
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eae82128ee
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对齐除权除息到账顺序
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2026-07-01 14:46:10 +08:00 |
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boris
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9f188f6313
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修正AiQuant固定现金调仓预算
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2026-07-01 14:32:52 +08:00 |
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boris
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6b1afc975e
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补齐北交所基础过滤语义
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2026-07-01 14:24:02 +08:00 |
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boris
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49e883827e
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兼容AiQuant回测profile别名
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2026-07-01 13:09:19 +08:00 |
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boris
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2900a40b38
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修正AiQuant策略严格买入预算
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2026-07-01 12:48:06 +08:00 |
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boris
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a59b687b62
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补充调仓日期诊断
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2026-07-01 09:33:08 +08:00 |
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boris
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8ba4b4d2c1
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补充表达式决策日变量
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2026-07-01 09:06:44 +08:00 |
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boris
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eeaf061932
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修复信号日期调仓执行语义
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2026-07-01 08:42:38 +08:00 |
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boris
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c3101aa995
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补充三年收益达标约束
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2026-06-30 12:41:56 +08:00 |
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boris
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ec3ec7a26f
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补充策略生成持仓数量提示
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2026-06-30 11:07:39 +08:00 |
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boris
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19b7a0c00c
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验证目标组合区间表达式
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2026-06-29 17:45:46 +08:00 |
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boris
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9e6eac557f
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修复Smart调仓缺行情处理
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2026-06-29 16:35:21 +08:00 |
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boris
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1623994287
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缺行情调仓订单改为拒单
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2026-06-29 16:22:50 +08:00 |
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boris
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fbc6da1a8f
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修复目标组合零权重估值
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2026-06-29 14:59:20 +08:00 |
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boris
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4009fe0899
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严格校验回测撮合类型
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2026-06-28 02:41:39 +08:00 |
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boris
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dd8783c8c1
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收敛平台策略撮合模式
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2026-06-28 01:16:38 +08:00 |
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boris
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9562b8a280
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修复next open首日未来函数
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2026-06-27 23:57:09 +08:00 |
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boris
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e83856baa9
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更新策略手册撮合口径
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2026-06-27 19:42:52 +08:00 |
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boris
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bb690e12c2
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收敛策略生成撮合口径说明
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2026-06-27 08:04:10 +08:00 |
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boris
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41237dccfd
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补充动态因子缺失回归测试
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2026-06-27 07:56:29 +08:00 |
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boris
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6067adc120
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支持动态因子缺值安全表达式
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2026-06-27 07:53:51 +08:00 |
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boris
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275dde61ae
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更新策略手册数据湖命名
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2026-06-27 01:46:38 +08:00 |
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boris
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a131c761e5
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调整回测撮合为分钟线执行价语义
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2026-06-26 17:03:48 +08:00 |
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boris
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380c34aa66
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移除回测兼容语义残留
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2026-06-26 13:39:21 +08:00 |
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boris
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7f40cfdab0
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切换回测执行价为分钟线语义
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2026-06-26 13:27:49 +08:00 |
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boris
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6db480b91d
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切换分钟执行价语义
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2026-06-26 09:27:21 +08:00 |
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boris
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02e2a20aff
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修正表达式策略执行价诊断文案
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2026-06-26 04:53:53 +08:00 |
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boris
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1bcedcee0f
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修正AiQuant兼容佣金默认值
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2026-06-23 12:30:09 +08:00 |
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boris
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ad405d130e
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修正AiQuant兼容回测语义
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2026-06-23 09:25:12 +08:00 |
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boris
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c83526a6a4
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懒加载日线序列缓存降低回测内存
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2026-06-21 03:57:07 +08:00 |
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boris
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9bd19aa042
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瘦身回测数据集按日索引内存
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2026-06-21 03:48:22 +08:00 |
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boris
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2f62d82420
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优化回测数据集内存并修复rolling依赖识别
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2026-06-21 03:31:45 +08:00 |
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boris
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7f809fd875
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修复涨停持仓普通调仓提前卖出
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2026-06-21 02:53:38 +08:00 |
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boris
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8495bf6ad8
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允许弱市涨停持仓部分减仓
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2026-06-21 02:19:59 +08:00 |
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boris
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9d41971d3f
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共享日线行情索引存储
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2026-06-21 02:11:44 +08:00 |
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boris
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c409d500b3
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减少市场序列构建克隆
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2026-06-21 02:06:28 +08:00 |
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boris
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d0ab59669f
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复用已预载执行报价
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2026-06-21 01:59:51 +08:00 |
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boris
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d264e39285
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懒加载策略额外因子状态
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2026-06-21 01:42:06 +08:00 |
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boris
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5b34f3b55b
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按选股表达式跳过无关盘中quote
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2026-06-21 01:37:04 +08:00 |
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boris
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192ac3f843
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缓存调度执行quote查询
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2026-06-21 01:29:15 +08:00 |
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boris
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581d4e32d0
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复用选股候选股票状态
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2026-06-21 01:20:57 +08:00 |
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boris
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bb87d69224
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按需保留股票额外因子状态
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2026-06-21 01:13:22 +08:00 |
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boris
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0714d1f77b
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移除股票rolling临时哈希开销
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2026-06-21 01:06:05 +08:00 |
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