Commit Graph

150 Commits

Author SHA1 Message Date
boris fa6f189cdd test: verify amendment rejection without order-state events 2026-09-08 01:04:51 +08:00
boris daa9d8d341 fix: apply decision buy denials to exposure-increasing amendments 2026-09-08 01:00:52 +08:00
boris 7d293f092e test: cover next-open side flips and trim redundant default fields 2026-09-08 00:43:54 +08:00
boris da27204a71 test: assert broker fill events for scoped buy denials 2026-09-08 00:41:11 +08:00
boris bac721e593 feat: add decision-scoped buy denials to broker submission 2026-09-08 00:40:10 +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 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 a838732e5a fix: reject missing daily execution prices per order 2026-09-06 18:26:55 +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 92322349d4 style: normalize fidc core formatting 2026-09-04 22:18:35 +08:00
boris f3a37157fc 统一回测策略风控字段校验 2026-08-29 14:52:03 +08:00
boris 59be3b5dd5 修复多时点调度与触发价撮合 2026-08-28 11:44:31 +08:00
boris 3f67ee9134 严格按实际委托时间选择盘后撮合 2026-08-28 03:17:21 +08:00
boris 6c47c33cab 按实际委托时间选择盘后撮合阶段 2026-08-28 00:12:19 +08:00
boris 85c38b0756 移除策略级盘后撮合模式 2026-08-27 21:05:57 +08:00
boris b6f4b05844 支持盘后固定价格撮合合同 2026-08-27 17:56:41 +08:00
boris 9b00a0777a 增加类型化开放订单改单能力 2026-08-27 08:08:39 +08:00
boris 6ee1835ca5 记录分钟成交精确时间 2026-08-27 02:47:19 +08:00
boris 01d1e5073d 修正跨调度撮合流动性重复消费 2026-08-27 00:57:34 +08:00
boris 8e238f9131 实现类型化订单有效期合同 2026-08-26 21:00:22 +08:00
boris bc0f5f6089 修正回测部分成交终态合同 2026-08-26 18:28:42 +08:00
boris 92724c6ab0 将股票执行资金切换为定点账本 2026-08-25 14:36:15 +08:00
boris 81d70f18b3 跳过无业务分钟回调 2026-08-25 04:02:33 +08:00
boris 375b8b2df1 补充可配置过户费并纳入成交成本 2026-08-22 14:50:00 +08:00
boris fe7e0f397f 修正无变化目标订单记录 2026-08-01 22:10:44 +08:00
boris d21680ed4f 删除隐藏兼容模式并统一撮合风控 2026-08-01 12:37:31 +08:00
boris 24528ecfeb 修复调仓卖出失败后的持仓槽位溢出 2026-07-19 04:51:49 +08:00
boris 755fffda0f 修正显式目标单批次撮合顺序 2026-07-17 23:43:04 +08:00
boris d63ac73903 修正目标金额零数量虚假订单 2026-07-15 19:23:41 +08:00
boris 5f5f0fcf16 补充目标仓位降仓回归测试 2026-07-12 16:44:39 +08:00
boris bacb70e327 修正下一开盘目标仓位计算 2026-07-12 14:59:12 +08:00
boris 2b64fb7c7e Revert "修正次日开盘目标市值换股语义"
This reverts commit 438757ab54.
2026-07-12 05:42:00 +08:00
boris 438757ab54 修正次日开盘目标市值换股语义 2026-07-12 05:33:50 +08:00
boris 428434d98d 修复次日开盘目标市值未来数据 2026-07-12 04:37:03 +08:00
boris 0aef8f9491 删除目标组合错误回补分支 2026-07-10 13:39:41 +08:00
boris e275f4632d 修正AiQuant目标权重fallback执行口径 2026-07-10 13:02:53 +08:00
boris 5166916926 修正目标组合全仓卖出失败回补语义 2026-07-10 12:40:42 +08:00
boris 56859dbe32 修正AiQuant目标组合执行风控延后语义 2026-07-10 12:01:11 +08:00
boris 1272e427a1 修正目标组合现金安全搜索 2026-07-10 11:37:12 +08:00
boris 9b84f3a1b9 补充目标仓位估值价回归测试 2026-07-10 04:07:06 +08:00
boris bb51d91b76 修复开盘调仓估值价格口径 2026-07-10 03:41:38 +08:00
boris 825de1d886 禁止目标组合调仓放大目标权重 2026-07-09 20:27:50 +08:00
boris 7951ba67e3 修正执行日退市缺行情拒单原因 2026-07-08 11:07:30 +08:00
boris 90857fae0a 修复目标组合风控拒单记录 2026-07-07 09:09:29 +08:00
boris 3ef4029c4a 修正FIDC执行日风控配置 2026-07-06 20:05:11 +08:00
boris cb189e3de4 完善FIDC策略执行语义 2026-07-06 14:52:50 +08:00
boris 4fee8e1d07 修正精确分钟执行价回退逻辑 2026-07-06 10:55:01 +08:00
boris fe39a75e6e 修复分钟执行价缺失档位量成交 2026-07-06 09:54:14 +08:00
boris c3ab279d7d 修复分钟执行价成交量预过滤 2026-07-06 08:44:57 +08:00