Commit Graph

54 Commits

Author SHA1 Message Date
boris 7d293f092e test: cover next-open side flips and trim redundant default fields 2026-09-08 00:43:54 +08:00
boris bac721e593 feat: add decision-scoped buy denials to broker submission 2026-09-08 00:40:10 +08:00
boris 04b45adf98 perf(data): type adjustment factor snapshots 2026-09-07 17:53:36 +08:00
boris d0ca09d4d8 test: normalize engine hook assertions 2026-08-31 08:51:06 +08:00
boris 9db2a9f79c 分离过程事件分发与结果保留 2026-08-27 09:04:48 +08:00
boris 88f5a1a0ae 实现类型化订单有效期合同 2026-08-26 19:48:21 +08:00
boris 33370fb694 增加回测结束边界状态审计 2026-08-26 13:34:36 +08:00
boris 01cffb947c 共享固定数值因子字段名 2026-08-25 20:25:05 +08:00
boris c284cc191e 增加通用期货策略动作并修正组合净值 2026-08-25 17:10:17 +08:00
boris c9ddff46dd 支持任意交易阶段调度时间 2026-08-25 09:32:34 +08:00
boris 81d70f18b3 跳过无业务分钟回调 2026-08-25 04:02:33 +08:00
boris a147c495af 重构分钟线事件流与订阅加载 2026-08-25 01:41:50 +08:00
boris 6fba34d2e4 修正回测出入金现金流中性口径 2026-08-22 18:54:34 +08:00
boris 3bb001c374 拆分ST与星号ST风控语义 2026-07-03 09:00:50 +08:00
boris 7db0e8da1d 实现FIDC配置化风控与交易成本 2026-07-02 07:16:47 +08:00
boris a131c761e5 调整回测撮合为分钟线执行价语义 2026-06-26 17:03:48 +08:00
boris 380c34aa66 移除回测兼容语义残留 2026-06-26 13:39:21 +08:00
boris 7f40cfdab0 切换回测执行价为分钟线语义 2026-06-26 13:27:49 +08:00
boris 6db480b91d 切换分钟执行价语义 2026-06-26 09:27:21 +08:00
boris f8bc0679ee 修正FiRisk强平触发来源 2026-06-20 23:07:59 +08:00
boris 4cf90d83a3 修复执行价索引和平台表达式回退 2026-06-12 23:46:44 +08:00
boris 60f0f73076 fix: tolerate missing holding market rows 2026-04-24 12:51:47 -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 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 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 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 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 2857f72d84 Expose process event context to strategy runtime 2026-04-23 05:12:07 -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 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