Commit Graph

61 Commits

Author SHA1 Message Date
boris 5f2697540a 修复延迟执行选股风控语义 2026-07-04 03:02:02 +08:00
boris 73dd006bb2 清理CSV回测demo入口 2026-07-03 23:40:33 +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 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 c83526a6a4 懒加载日线序列缓存降低回测内存 2026-06-21 03:57:07 +08:00
boris 9bd19aa042 瘦身回测数据集按日索引内存 2026-06-21 03:48:22 +08:00
boris 2f62d82420 优化回测数据集内存并修复rolling依赖识别 2026-06-21 03:31:45 +08:00
boris 9d41971d3f 共享日线行情索引存储 2026-06-21 02:11:44 +08:00
boris c409d500b3 减少市场序列构建克隆 2026-06-21 02:06:28 +08:00
boris beebc5fa58 修复候选池风险等级二进制缓存 2026-06-20 23:59:44 +08:00
boris f8bc0679ee 修正FiRisk强平触发来源 2026-06-20 23:07:59 +08:00
boris 57aebe97ec 修正预计算市值决策口径 2026-06-19 10:20:12 +08:00
boris 02d4ea9ca7 优化回测数据集索引查找 2026-06-18 20:09:25 +08:00
boris 2265a5dc67 增加执行价快照计数接口 2026-06-18 16:39:49 +08:00
boris 616d9cdce2 支持回测数据集快照组件导出 2026-06-18 16:32:41 +08:00
boris 828b55c747 共享因子候选索引内存 2026-06-17 10:05:55 +08:00
boris 596d64280b 优化行情序列内存结构 2026-06-17 09:55:31 +08:00
boris 5d2bcd8366 修正A股涨跌停严格触价规则 2026-06-15 18:50:10 +08:00
boris 1c31fa80d2 修复AiQuant策略表达式回测执行语义 2026-06-15 11:16:04 +08:00
boris 0813ce3ffb 修正目标市值盘中估值口径 2026-06-13 21:09:38 +08:00
boris a030554ab6 修正平台策略滚动量能口径 2026-06-13 20:48:52 +08:00
boris 0dca8e0eff 完善策略调度执行价校验 2026-06-13 15:26:56 +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 8c86918970 修正微盘买入预算与表达式性能 2026-05-28 10:39:43 +08:00
boris 200d5d1f41 完善平台策略回测撮合和滑点 2026-05-28 08:59:14 +08:00
boris 3499d4aa74 chore: 更新 fidc-backtest-engine - 2026-05-22 2026-05-22 17:22:33 +08:00
boris 6e54471e57 修复回测撮合与AiQuant兼容语义 2026-05-18 23:06:47 +08:00
boris 4577657c90 对齐 AiQuant RQAlpha 回测语义 2026-05-15 11:48:10 +08:00
boris db72f6f515 修复 AiQuant 微盘回测撮合语义 2026-05-13 18:43:02 +08:00
boris 65742d4d5e chore: 更新 fidc-backtest-engine - 2026-05-08 2026-05-08 07:34:04 -07:00
boris c73649012f 扩展策略指标因子与滚动函数 2026-04-28 21:01:43 +08:00
boris 184074dcfe fix: normalize dynamic factor lookups 2026-04-24 05:05:03 -07:00
boris 99188487b8 perf: cache daily history by symbol 2026-04-24 04:24:32 -07:00
boris 55e8a59866 Fix decision-time rolling factor semantics 2026-04-24 01:00:28 -07:00
boris 47988cd7e7 Add string factor support 2026-04-23 23:05:43 -07:00
boris 882053e12b Add RQData factor helper APIs 2026-04-23 22:04:55 -07:00
boris 895aee1388 Add futures depth matching and mod loader 2026-04-23 21:51:45 -07:00
boris beb9c7a7ae Close RQAlpha P0-P2 parity gaps 2026-04-23 21:07:59 -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 fa4126a662 Add open auction matching mode 2026-04-23 00:00:26 -07:00
boris 32e29fdf9a Support successor conversions for delisted holdings 2026-04-22 22:13:32 -07:00
boris 03062b849b Expose signal open to platform strategies 2026-04-22 08:43:46 -07:00
boris 29ba97f471 Add generic rolling factor helpers 2026-04-22 00:59:44 -07:00