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Author	SHA1	Message	Date
boris	b232847e40	docs(strategy): record feature-date gap reproduction and replay acceptance	2026-09-13 06:34:22 +08:00
boris	e3b3929578	test(strategy): supply declared historical prices in next-open fixture	2026-09-13 06:09:49 +08:00
boris	20e73d567b	fix(strategy): require exact feature-date market snapshots	2026-09-13 06:06:18 +08:00
boris	cf4498668b	test(strategy): qualify the expected missing-market error	2026-09-13 06:03:54 +08:00
boris	3f39943ee4	test(strategy): reject execution-day fallback for missing decision-day market	2026-09-13 05:59:40 +08:00
boris	5c65e65c6f	perf(data): parallelize bounded daily symbol indices	2026-09-13 03:25:37 +08:00
boris	f3c70ea566	docs(perf): record expression context CPU and real HTTP parity evidence	2026-09-13 01:13:44 +08:00
boris	07b7b181b6	perf(strategy): retain compact factor values in expression contexts	2026-09-13 00:50:07 +08:00
boris	fe7243bbc3	perf(data): normalize owned daily bundles in parallel with stable errors	2026-09-12 19:30:28 +08:00
boris	875e31f71f	fix(stock-pool): separate cumulative condition facts from quote capacity v2026.9.12.24	2026-09-12 18:50:12 +08:00
boris	61bd14d001	fix(backtest): inspect the authoritative strategy inside runner bundles v2026.9.12.22 v2026.9.12.23	2026-09-12 16:55:16 +08:00
boris	531df39911	chore(test): remove obsolete tree-map import after compact snapshot merge v2026.9.12.21 v2026.9.12.20	2026-09-12 16:29:56 +08:00
boris	e912e2a6f5	Merge remote-tracking branch 'origin/main'	2026-09-12 16:26:06 +08:00
boris	b1f2fcb85c	fix(stock-pool): scan decoded native conditions instead of serialized source echoes	2026-09-12 16:23:18 +08:00
boris	828690a51e	perf(data): compact immutable snapshots with current execution rules	2026-09-12 16:02:24 +08:00
boris	ffd23b9920	fix(stock-pool): preserve exit roles and freeze relative reduction bases v2026.9.12.18 v2026.9.12.19	2026-09-12 15:54:33 +08:00
boris	4ac9ee5058	fix(stock-pool): keep full stops stronger than simultaneous reductions v2026.9.12.17	2026-09-12 14:21:33 +08:00
boris	848c1a514a	fix(stock-pool): separate exit ownership and ordinary quote dependencies v2026.9.12.14 v2026.9.12.15	2026-09-12 12:18:26 +08:00
boris	099759ae67	fix(stock-pool): execute verified ETF daily fallbacks with frozen next-open targets v2026.9.12.8	2026-09-12 10:47:47 +08:00
boris	d646ca455d	merge: integrate causal capacity model with current order clocks and intent planning v2026.9.12.7	2026-09-12 08:52:37 +08:00
boris	3b2a97fa84	fix(backtest): keep next-open limit remainders active on the execution day v2026.9.12.6	2026-09-12 08:02:41 +08:00
boris	2f2258f208	feat(stock-pool): add explicit index-mapped market-cap bands v2026.9.12.4	2026-09-12 07:29:10 +08:00
boris	32a34fadd6	fix(backtest): preserve order origin clocks and emit only state transitions v2026.9.12.3	2026-09-12 07:00:47 +08:00
boris	7ac87a90c4	test: keep snapshot price-risk fixtures in their explicit daily model	2026-09-12 06:51:33 +08:00
boris	5949d4cc69	refactor: remove retired daily quota parameters from target diagnostics	2026-09-12 06:48:07 +08:00
boris	24cb4805a7	fix: keep decision estimates independent and use timed capacity in fill fixtures	2026-09-12 06:46:49 +08:00
boris	053f880e34	test: declare historical audit assumptions in non-liquidity fixtures	2026-09-12 06:39:34 +08:00
boris	4d3a9e0e5b	fix: separate historical session capacity audits from execution sizing	2026-09-12 06:32:10 +08:00
boris	4edc70c4c6	fix(backtest): advance resting limit orders on subsequent quote events v2026.9.12.2	2026-09-12 05:05:39 +08:00
boris	9804851133	fix(stock-pool): reconcile completed entry quantities before repricing v2026.9.12	2026-09-12 04:29:40 +08:00
boris	6ffa0346aa	feat(stock-pool): unify target execution, durable intent state and ETF rules	2026-09-12 03:55:00 +08:00
boris	29eafc79e2	fix(backtest): 停牌证券保留预算且不参与退出权重分配	2026-09-11 22:50:27 +08:00
boris	b6859a3360	统一 FIDC FiPanda 品牌标识与资源	2026-09-11 20:17:51 +08:00
boris	a00dea58b2	test: assert causal TWAP entitlement and unfilled remainder	2026-09-11 17:11:53 +08:00
boris	2445dc925a	fix: size TWAP slices from frozen clocks instead of future quotes	2026-09-11 17:04:25 +08:00
boris	1e8d38f2ee	Merge remote-tracking branch 'origin/main'	2026-09-11 16:14:55 +08:00
boris	d2071e4311	docs: compare execution frameworks and specify remaining causal capacity work	2026-09-11 16:11:57 +08:00
boris	0fba16342f	fix: share explicit execution price selection and reject stale-price fallback	2026-09-11 15:44:38 +08:00
boris	bd389de57f	test: exercise full odd-lot liquidation against the remaining quote quota	2026-09-11 15:28:19 +08:00
boris	bfbf898027	test: qualify execution clock regression time types	2026-09-11 15:19:18 +08:00
boris	2b6d031a55	fix: separate as-of quote time from execution clock and retain volume consumption	2026-09-11 15:12:42 +08:00
boris	6160a74d2a	合并主分支最新因子元数据合同 v2026.9.11.3 v2026.9.11.4	2026-09-11 15:01:29 +08:00
boris	4acecda79d	feat: introduce causal capacity primitives and exact participation quotas	2026-09-11 15:00:18 +08:00
boris	d847cb5c28	修正回撤指标的初始净值基线并补充回归测试	2026-09-11 15:00:02 +08:00
boris	fa0b316a8b	refactor: separate expression metadata and tests from numerical identity	2026-09-11 13:26:39 +08:00
boris	21786187c9	feat: publish typed native indicator parameter domains	2026-09-11 12:52:28 +08:00
boris	e0bed38184	Merge remote-tracking branch 'refs/remotes/highmem177/main' v2026.9.11-stock-pool-screen.1	2026-09-11 12:14:35 +08:00
boris	c0b78846d6	fix: preserve frozen stock pool candidate order through execution	2026-09-11 12:14:33 +08:00
boris	9d72567b99	test: use the projection module state in calibration failure regression	2026-09-11 12:09:33 +08:00
boris	e47228beff	fix: reject invalid historical slippage bounds before execution	2026-09-11 11:57:59 +08:00