boris
|
8906490a40
|
Expand limit order intent coverage
|
2026-04-23 03:28:14 -07:00 |
|
boris
|
a7bb29ce2a
|
Add limit price slippage support
|
2026-04-23 03:21:50 -07:00 |
|
boris
|
f65267accf
|
Reserve sellable quantity for open orders
|
2026-04-23 03:17:09 -07:00 |
|
boris
|
14326c0847
|
Add persistent limit orders and cancel semantics
|
2026-04-23 03:13:26 -07:00 |
|
boris
|
948aca21e8
|
Add tick best-price matching modes
|
2026-04-23 02:24:29 -07:00 |
|
boris
|
252ba75f50
|
Add VWAP matching mode
|
2026-04-23 02:18:17 -07:00 |
|
boris
|
0bc224f703
|
Add share and percent order intents
|
2026-04-23 02:03:24 -07:00 |
|
boris
|
23ba74909d
|
Add process event stream for backtests
|
2026-04-23 01:58:40 -07:00 |
|
boris
|
452eb3324d
|
Use intraday quotes before snapshot fallback
|
2026-04-23 01:26:58 -07:00 |
|
boris
|
a076e8d0ff
|
Cancel blocked buy orders like rqalpha
|
2026-04-23 01:01:12 -07:00 |
|
boris
|
16ae826724
|
Align market order cancellation semantics
|
2026-04-23 00:52:50 -07:00 |
|
boris
|
1b4d68406c
|
Use prev close for open auction rebalances
|
2026-04-23 00:49:17 -07:00 |
|
boris
|
f0eec05b88
|
Split intraday fills across execution quotes
|
2026-04-23 00:34:35 -07:00 |
|
boris
|
406cb05146
|
Expose partial fill denial reasons
|
2026-04-23 00:26:54 -07:00 |
|
boris
|
c7a5bedf02
|
Explain rebalance denial reasons
|
2026-04-23 00:17:39 -07:00 |
|
boris
|
3c0ced89bf
|
Align open auction volume semantics
|
2026-04-23 00:14:11 -07:00 |
|
boris
|
ec7085d10a
|
Emit rebalance clipping diagnostics
|
2026-04-23 00:10:49 -07:00 |
|
boris
|
df1054ab8a
|
Refine open auction execution semantics
|
2026-04-23 00:05:41 -07:00 |
|
boris
|
fa4126a662
|
Add open auction matching mode
|
2026-04-23 00:00:26 -07:00 |
|
boris
|
1b4ce9826a
|
Iterate rebalance safety like rqalpha
|
2026-04-22 23:50:15 -07:00 |
|
boris
|
ea2871a0f2
|
Align order costs and rebalance priority with rqalpha
|
2026-04-22 23:36:20 -07:00 |
|
boris
|
d4f4af6221
|
Align board-specific stock order sizing
|
2026-04-22 23:12:23 -07:00 |
|
boris
|
7a67e815d7
|
Allow odd-lot full liquidation sells
|
2026-04-22 23:05:34 -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
|
650e2e8319
|
Clip portfolio targets before rebalance orders
|
2026-04-22 21:48:49 -07:00 |
|
boris
|
081686185a
|
Add matching and slippage execution options
|
2026-04-22 21:39:26 -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
|
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 |
|
|
|
334864cbc5
|
初始化回测核心引擎骨架
|
2026-04-06 23:56:37 -07:00 |
|
