 boris
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875e31f71f
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fix(stock-pool): separate cumulative condition facts from quote capacity
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2026-09-12 18:50:12 +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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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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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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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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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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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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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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4664f1a2d3
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排除仅作参考的基准并记录周期买入风控拒绝
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2026-09-10 20:21:44 +08:00 |
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boris
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40481e8825
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按日期区分生命周期缺价并保留上市前现金区间
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2026-09-10 19:09:21 +08:00 |
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boris
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e66460c4e9
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对齐次日交易信号基线与基准收益起点
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2026-09-09 07:43:29 +08:00 |
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boris
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1703a7aa5e
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保留已有行情和策略代码格式整理
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2026-09-09 05:49:44 +08:00 |
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boris
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04b45adf98
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perf(data): type adjustment factor snapshots
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2026-09-07 17:53:36 +08:00 |
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boris
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f45b3a71fa
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避免共享行情释放触发整图复制
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2026-09-07 10:27:39 +08:00 |
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boris
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1aa7c28616
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复用预计算行情证券范围
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2026-09-07 09:41:10 +08:00 |
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boris
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e542e52bdb
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跳过无加载器的行情规划
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2026-09-07 09:22:15 +08:00 |
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boris
|
54ccfe7e0a
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fix: retain scheduled decision diagnostics
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2026-09-07 01:18:58 +08:00 |
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boris
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5bc9753766
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fix: align risk-free dates with engine schedule
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2026-09-06 18:45:11 +08:00 |
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boris
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e27375a204
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Merge remote-tracking branch 'origin/main'
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2026-09-04 22:18:41 +08:00 |
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boris
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92322349d4
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style: normalize fidc core formatting
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2026-09-04 22:18:35 +08:00 |
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boris
|
a3a077fa87
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统一每日PIT无风险收益指标
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2026-09-03 14:04:51 +08:00 |
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boris
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43184a7afe
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记录多时点调度的实际时间
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2026-08-28 12:54:15 +08:00 |
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boris
|
59be3b5dd5
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修复多时点调度与触发价撮合
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2026-08-28 11:44:31 +08:00 |
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boris
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3f67ee9134
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严格按实际委托时间选择盘后撮合
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2026-08-28 03:17:21 +08:00 |
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boris
|
1a2e247c8d
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合并分钟行情与策略定时事件时钟
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2026-08-28 01:42:58 +08:00 |
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boris
|
6c47c33cab
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按实际委托时间选择盘后撮合阶段
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2026-08-28 00:12:19 +08:00 |
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boris
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85c38b0756
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移除策略级盘后撮合模式
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2026-08-27 21:05:57 +08:00 |
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boris
|
dd08358f1c
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限制盘后固定价格撮合生效日期
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2026-08-27 19:20:37 +08:00 |
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boris
|
c86a0e2339
|
让分钟行情按流式迭代器处理
|
2026-08-27 13:25:28 +08:00 |
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boris
|
9db2a9f79c
|
分离过程事件分发与结果保留
|
2026-08-27 09:04:48 +08:00 |
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boris
|
5a765766e3
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增加类型化开放订单改单能力
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2026-08-27 08:07:07 +08:00 |
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boris
|
cdbd8a67de
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记录分钟成交精确时间
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2026-08-27 02:46:38 +08:00 |
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boris
|
88f5a1a0ae
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实现类型化订单有效期合同
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2026-08-26 19:48:21 +08:00 |
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boris
|
33370fb694
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增加回测结束边界状态审计
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2026-08-26 13:34:36 +08:00 |
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boris
|
283bf56e9f
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下推分钟报价订阅过滤
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2026-08-26 07:57:23 +08:00 |
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boris
|
670686681d
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减少每日诊断文本临时分配
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2026-08-26 06:43:36 +08:00 |
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boris
|
8b246a63f0
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跳过零管理费无效集合复制
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2026-08-26 06:38:19 +08:00 |
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boris
|
6604afd24f
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减少日频数据读取临时分配
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2026-08-26 04:46:08 +08:00 |
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boris
|
c284cc191e
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增加通用期货策略动作并修正组合净值
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2026-08-25 17:10:17 +08:00 |
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boris
|
2574b9375d
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按顺序结算多笔现金应收
|
2026-08-25 15:25:18 +08:00 |
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boris
|
92724c6ab0
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将股票执行资金切换为定点账本
|
2026-08-25 14:36:15 +08:00 |
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boris
|
c9ddff46dd
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支持任意交易阶段调度时间
|
2026-08-25 09:32:34 +08:00 |
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boris
|
85cfdca14c
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移除引擎历史事件重复复制
|
2026-08-25 08:34:06 +08:00 |
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boris
|
2a6bbb82a6
|
支持原生回测事实存储
|
2026-08-25 05:32:18 +08:00 |
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|
boris
|
81d70f18b3
|
跳过无业务分钟回调
|
2026-08-25 04:02:33 +08:00 |
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