 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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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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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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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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cdca7984ed
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修正FiRisk强平执行时间口径
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2026-06-20 22:46:43 +08:00 |
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boris
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3633905459
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支持策略决策前批量加载执行价
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2026-06-18 17:08:36 +08:00 |
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boris
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70695d8c92
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恢复点时刻tick加载语义
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2026-06-16 15:35:54 +08:00 |
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boris
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0533e2db3a
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避免已预取tick重复懒加载
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2026-06-16 15:18:43 +08:00 |
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boris
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ff145300b4
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修正执行价quote多时间加载
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2026-06-16 00:05:34 +08:00 |
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boris
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baeda3773d
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修正调仓持仓报价预加载语义
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2026-06-15 20:29:14 +08:00 |
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boris
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1c31fa80d2
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修复AiQuant策略表达式回测执行语义
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2026-06-15 11:16:04 +08:00 |
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boris
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9512a5dd2f
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修正点时刻执行报价口径
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2026-06-13 21:55:08 +08:00 |
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boris
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5eee5c7c63
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缩小tick查询到实际订单
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2026-05-28 17:45:00 +08:00 |
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boris
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c6dc1d1474
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修正回测执行时tick取价
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2026-05-28 17:32:40 +08:00 |
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boris
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200d5d1f41
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完善平台策略回测撮合和滑点
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2026-05-28 08:59:14 +08:00 |
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boris
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db8b0bf142
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修复AiQuant回测撮合一致性
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2026-05-20 12:09:01 +08:00 |
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boris
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4577657c90
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对齐 AiQuant RQAlpha 回测语义
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2026-05-15 11:48:10 +08:00 |
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boris
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e6621c1719
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fix benchmark return baseline
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2026-04-24 00:17:20 -07:00 |
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boris
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f056aa3468
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Add futures exchange validators
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2026-04-23 21:58:38 -07:00 |
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boris
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895aee1388
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Add futures depth matching and mod loader
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2026-04-23 21:51:45 -07:00 |
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boris
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ed8ac385e4
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Add remaining RQAlpha extension helpers
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2026-04-23 21:44:42 -07:00 |
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boris
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beb9c7a7ae
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Close RQAlpha P0-P2 parity gaps
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2026-04-23 21:07:59 -07:00 |
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boris
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5653278576
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Add futures expiration schedule
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2026-04-23 20:43:25 -07:00 |
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boris
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4755a59a5b
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Emit futures order process events
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2026-04-23 20:41:37 -07:00 |
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boris
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3439b5d8d0
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Wire futures order intents into engine
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2026-04-23 20:38:36 -07:00 |
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boris
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db4e385308
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Expose futures account runtime view
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2026-04-23 20:35:32 -07:00 |
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boris
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c843de078f
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Add management fee callbacks
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2026-04-23 20:18:31 -07:00 |
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boris
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85feee6dac
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Add account cash flow intents
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2026-04-23 20:14:05 -07:00 |
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boris
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9f10afddec
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Add order runtime lookup
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2026-04-23 19:57:02 -07:00 |
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boris
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c3ef0bd49a
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Expose strategy runtime data APIs
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2026-04-23 19:29:12 -07:00 |
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boris
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1760fc6cd1
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Add bar and tick strategy lifecycle
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2026-04-23 19:17:04 -07:00 |
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boris
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152b5c3141
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Add dynamic universe and subscription controls
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2026-04-23 07:12:56 -07:00 |
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boris
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5265f82fef
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Add rqalpha-style scheduler time rules
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2026-04-23 06:34:07 -07:00 |
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boris
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fae09afb86
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Add rqalpha-style position pnl runtime fields
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2026-04-23 06:12:25 -07:00 |
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boris
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2857f72d84
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Expose process event context to strategy runtime
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2026-04-23 05:12:07 -07:00 |
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boris
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4fdcfdae7d
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Expose open order state to strategy runtime
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2026-04-23 04:52:43 -07:00 |
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boris
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2e418f93d3
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Add process event bus to backtest engine
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2026-04-23 04:02:22 -07:00 |
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boris
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6b5112a363
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Add scheduled process hooks to strategy engine
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2026-04-23 03:57:10 -07:00 |
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boris
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b657205103
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Align order lifecycle with rqalpha close semantics
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2026-04-23 03:41:49 -07:00 |
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boris
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b6ddd14d94
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Support dividend reinvestment
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2026-04-23 02:11:06 -07:00 |
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boris
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23ba74909d
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Add process event stream for backtests
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2026-04-23 01:58:40 -07:00 |
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boris
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e5fe1f0432
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Add rqalpha-style scheduler primitives
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2026-04-23 01:49:24 -07:00 |
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boris
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c27901306d
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Execute open auction strategy decisions
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2026-04-23 00:41:32 -07:00 |
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boris
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ec7085d10a
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Emit rebalance clipping diagnostics
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2026-04-23 00:10:49 -07:00 |
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boris
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ea2871a0f2
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Align order costs and rebalance priority with rqalpha
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2026-04-22 23:36:20 -07:00 |
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boris
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c85116c59d
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Add open auction strategy hook
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2026-04-22 23:23:51 -07:00 |
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boris
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34e16520fa
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Add daily strategy lifecycle hooks
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2026-04-22 22:15:55 -07:00 |
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boris
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32e29fdf9a
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Support successor conversions for delisted holdings
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2026-04-22 22:13:32 -07:00 |
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boris
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0fe681ff5f
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Align jq microcap execution with intraday snapshots
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2026-04-20 12:13:59 +08:00 |
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boris
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0e2c25e4c4
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Improve jq microcap execution semantics
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2026-04-18 18:02:50 +08:00 |
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