Commit Graph

12 Commits

Author SHA1 Message Date
boris 6ee1835ca5 记录分钟成交精确时间 2026-08-27 02:47:19 +08:00
boris c284cc191e 增加通用期货策略动作并修正组合净值 2026-08-25 17:10:17 +08:00
boris 90da7f8a21 将期货现金账本切换为定点并修正日度盈亏 2026-08-25 16:38:45 +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 ba2470aefe 补齐回测交易日期审计字段 2026-07-05 08:47:52 +08:00
boris beb9c7a7ae Close RQAlpha P0-P2 parity gaps 2026-04-23 21:07:59 -07:00
boris 4755a59a5b Emit futures order process events 2026-04-23 20:41:37 -07:00
boris dfd39fd8a3 Add futures expiration settlement 2026-04-23 20:39:40 -07:00
boris 3439b5d8d0 Wire futures order intents into engine 2026-04-23 20:38:36 -07:00
boris db4e385308 Expose futures account runtime view 2026-04-23 20:35:32 -07:00
boris 2669350154 Add futures order execution model 2026-04-23 20:29:14 -07:00
boris 68adc6b25c Add futures account model 2026-04-23 20:25:50 -07:00