Commit Graph

809 Commits

Author SHA1 Message Date
boris 929b105173 支持按持仓成交均价止盈止损 2026-09-07 05:36:23 +08:00
boris e00777ebc2 按完整目标集合约束持仓槽位 2026-09-07 05:18:57 +08:00
boris e4f6cdd025 对齐目标组合提交前过滤 2026-09-07 05:10:00 +08:00
boris b4ec5da808 区分股票池退出后重新入场 2026-09-07 04:51:27 +08:00
boris 4d8761cc3c 阻止未完成退出反向补买 2026-09-07 04:44:12 +08:00
boris fdd0dd0525 修复目标生命周期退出后复活 2026-09-07 04:39:16 +08:00
boris df29c8d3ec 区分退出后权重重分配语义 2026-09-07 04:33:40 +08:00
boris ef24402747 保留策略目标资金比例 2026-09-07 04:19:15 +08:00
boris 78e872b609 修复盘中止盈止损行情缓存 2026-09-07 04:17:37 +08:00
boris 27e523a1dc 仅在成功清仓后释放目标权重 2026-09-07 04:01:25 +08:00
boris f9d9f06d3f 统一每日目标组合执行路径 2026-09-07 04:01:25 +08:00
boris d45f39f1bf 统一止盈退出后的目标权重重分配 2026-09-07 04:01:25 +08:00
boris 5fa3d3bf54 Revert "统一止盈退出后的目标权重重分配"
This reverts commit 3f14d9de54.
2026-09-07 03:29:34 +08:00
boris 7bc832f3c6 Revert "统一每日目标组合执行路径"
This reverts commit 0542a44afe.
2026-09-07 03:29:34 +08:00
boris 0542a44afe 统一每日目标组合执行路径 2026-09-07 03:27:50 +08:00
boris 3f14d9de54 统一止盈退出后的目标权重重分配 2026-09-07 03:15:05 +08:00
boris b8e0d3bf4c 修复盘中收盘撮合盘口限制覆盖 2026-09-07 02:28:59 +08:00
boris f1a6a2695d 修复日线盘中调度按分钟行情撮合 2026-09-07 01:29:18 +08:00
boris 54ccfe7e0a fix: retain scheduled decision diagnostics 2026-09-07 01:18:58 +08:00
boris ce041e0d16 修复定时轮动提前在日线阶段执行 2026-09-06 23:18:58 +08:00
boris 81f6b7d1a5 修复显式股票权重被截断 2026-09-06 22:39:01 +08:00
boris dd376e4b32 Revert "perf: build calendar series boundaries in one pass"
This reverts commit f927ef8c0f.
2026-09-06 22:24:18 +08:00
boris f927ef8c0f perf: build calendar series boundaries in one pass 2026-09-06 22:18:54 +08:00
boris 0d831c4ca6 Revert "perf: build price series by symbol id"
This reverts commit 96d0cc6fc4.
2026-09-06 21:08:15 +08:00
boris 96d0cc6fc4 perf: build price series by symbol id 2026-09-06 20:55:18 +08:00
boris c7d213bf35 Revert "perf: skip unused explicit-action stock state"
This reverts commit b5934085da.
2026-09-06 20:02:33 +08:00
boris b5934085da perf: skip unused explicit-action stock state 2026-09-06 19:58:01 +08:00
boris 3657d83833 test: cover signal-date target persistence 2026-09-06 19:35:27 +08:00
boris 94a1422a35 fix: honor signal dates for explicit actions 2026-09-06 19:32:57 +08:00
boris 5bc9753766 fix: align risk-free dates with engine schedule 2026-09-06 18:45:11 +08:00
boris a838732e5a fix: reject missing daily execution prices per order 2026-09-06 18:26:55 +08:00
boris bc228980af perf: compile date comparisons into numeric VM 2026-09-06 17:58:57 +08:00
boris 840473362d perf: reuse expression scope identifiers and dates 2026-09-06 17:37:12 +08:00
boris 630a7a16c9 fix: value unavailable execution days without fills 2026-09-06 14:36:35 +08:00
boris f5de3a2c29 Skip market buys below one lot 2026-09-06 13:35:52 +08:00
boris c5767ca272 revert: reject neutral symbol-id series storage 2026-09-06 06:29:51 +08:00
boris 5a7c49a454 perf: build market series by symbol id 2026-09-06 06:18:21 +08:00
boris 52c7831bf6 revert: reject marginal numeric VM slot reuse 2026-09-06 05:37:20 +08:00
boris 5122c73aa8 perf: reuse numeric VM slots by generation 2026-09-06 05:31:23 +08:00
boris 5f08978827 Revert "perf: bind numeric VM identifiers at compile time"
This reverts commit 2135a5bd03.
2026-09-06 05:24:11 +08:00
boris 2135a5bd03 perf: bind numeric VM identifiers at compile time 2026-09-06 05:16:48 +08:00
boris 199f988b2e feat: add dated candidate universe contracts 2026-09-06 03:57:33 +08:00
boris 0f1d49bf63 feat: execute factor position target rules 2026-09-06 02:45:39 +08:00
boris 2aa330786a revert: reject allocation-free signal rolling scan 2026-09-05 13:26:23 +08:00
boris b65b3ed8f1 perf: scan signal rolling aggregates without allocations 2026-09-05 13:19:04 +08:00
boris 42999ffa2c revert: reject selection band precheck 2026-09-05 13:01:58 +08:00
boris e060af380e perf: reject selection bands before state construction 2026-09-05 12:55:11 +08:00
boris b55ac0bf81 revert: reject rolling boundary reuse 2026-09-05 12:46:42 +08:00
boris 6b5d57675e perf: reuse rolling window boundaries 2026-09-05 12:40:40 +08:00
boris c225d8484f perf: freeze rank expression presence 2026-09-05 06:26:49 +08:00