 boris
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bbbd9cf3e0
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统一日线事件上下文并接入完成分钟事件回测
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2026-09-09 23:29:54 +08:00 |
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boris
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588da4958f
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合并组合亏损控制器与因子内核依赖
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2026-09-09 10:40:26 +08:00 |
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boris
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6b0cdbcecc
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增加共享因子事件表达式与完整截面算子
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2026-09-09 10:31:25 +08:00 |
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boris
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63c577bd76
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feat: connect portfolio loss to finalized accounting and daily risk clock
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2026-09-09 09:40:18 +08:00 |
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boris
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8c190597ae
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feat: add serialized causal portfolio loss controller for runtime integration
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2026-09-09 09:40:18 +08:00 |
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boris
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3fe2da3ee0
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统一日线形态计算与次日分阶段信号
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2026-09-09 06:41:15 +08:00 |
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boris
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d5af51c02b
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支持复用只读日线基础面板
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2026-09-07 12:54:49 +08:00 |
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boris
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5bc9753766
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fix: align risk-free dates with engine schedule
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2026-09-06 18:45:11 +08:00 |
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boris
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0f1d49bf63
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feat: execute factor position target rules
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2026-09-06 02:45:39 +08:00 |
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boris
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836f56af41
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style: format merged metrics exports
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2026-09-04 22:19:49 +08:00 |
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boris
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e27375a204
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Merge remote-tracking branch 'origin/main'
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2026-09-04 22:18:41 +08:00 |
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boris
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92322349d4
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style: normalize fidc core formatting
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2026-09-04 22:18:35 +08:00 |
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boris
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a3a077fa87
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统一每日PIT无风险收益指标
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2026-09-03 14:04:51 +08:00 |
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boris
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f3a37157fc
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统一回测策略风控字段校验
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2026-08-29 14:52:03 +08:00 |
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boris
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9db2a9f79c
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分离过程事件分发与结果保留
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2026-08-27 09:04:48 +08:00 |
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boris
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71b4ffcecf
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导出统一基准调仓规格类型
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2026-08-26 23:27:32 +08:00 |
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boris
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b05bd3fc1b
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导出统一风控策略规格类型
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2026-08-26 23:01:33 +08:00 |
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boris
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88f5a1a0ae
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实现类型化订单有效期合同
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2026-08-26 19:48:21 +08:00 |
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boris
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33370fb694
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增加回测结束边界状态审计
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2026-08-26 13:34:36 +08:00 |
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boris
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01cffb947c
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共享固定数值因子字段名
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2026-08-25 20:25:05 +08:00 |
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boris
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1c04318ecf
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增加定点金额精度验收模型
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2026-08-24 17:25:53 +08:00 |
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boris
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4b577517a9
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增加数值表达式字节码虚拟机
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2026-08-24 13:46:45 +08:00 |
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boris
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60457389a3
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支持显式止盈止损参考价口径
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2026-07-17 12:07:07 +08:00 |
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boris
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9f85625b83
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增加组合回撤冷却风控状态机
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2026-07-15 18:39:50 +08:00 |
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boris
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cb189e3de4
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完善FIDC策略执行语义
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2026-07-06 14:52:50 +08:00 |
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boris
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652531ac63
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补齐策略AI持仓合同请求类型
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2026-07-04 19:15:13 +08:00 |
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boris
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7db0e8da1d
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实现FIDC配置化风控与交易成本
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2026-07-02 07:16:47 +08:00 |
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boris
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c6dc1d1474
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修正回测执行时tick取价
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2026-05-28 17:32:40 +08:00 |
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boris
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200d5d1f41
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完善平台策略回测撮合和滑点
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2026-05-28 08:59:14 +08:00 |
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boris
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3499d4aa74
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chore: 更新 fidc-backtest-engine - 2026-05-22
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2026-05-22 17:22:33 +08:00 |
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boris
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adc2f12ddf
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chore: 更新 fidc-backtest-engine - 2026-05-07
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2026-05-07 03:49:26 -07:00 |
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boris
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236ec62e44
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补充策略规格解析能力
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2026-04-28 19:40:09 +08:00 |
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boris
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47988cd7e7
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Add string factor support
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2026-04-23 23:05:43 -07:00 |
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boris
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0b0b9333fa
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Rename engine strategy surfaces
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2026-04-23 22:13:14 -07:00 |
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boris
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f056aa3468
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Add futures exchange validators
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2026-04-23 21:58:38 -07:00 |
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boris
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895aee1388
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Add futures depth matching and mod loader
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2026-04-23 21:51:45 -07:00 |
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boris
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ed8ac385e4
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Add remaining RQAlpha extension helpers
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2026-04-23 21:44:42 -07:00 |
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boris
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beb9c7a7ae
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Close RQAlpha P0-P2 parity gaps
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2026-04-23 21:07:59 -07:00 |
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boris
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2669350154
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Add futures order execution model
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2026-04-23 20:29:14 -07:00 |
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boris
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68adc6b25c
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Add futures account model
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2026-04-23 20:25:50 -07:00 |
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boris
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85feee6dac
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Add account cash flow intents
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2026-04-23 20:14:05 -07:00 |
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boris
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e0a5d0c945
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Expose account runtime metrics
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2026-04-23 20:03:49 -07:00 |
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boris
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9f10afddec
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Add order runtime lookup
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2026-04-23 19:57:02 -07:00 |
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boris
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ca49b6dbb3
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Add get price data helper
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2026-04-23 19:41:01 -07:00 |
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boris
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58836a1c37
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Support algo order pricing in smart portfolio rebalances
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2026-04-23 18:48:14 -07:00 |
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boris
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ac308c8d68
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Add algo-order platform actions
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2026-04-23 07:36:20 -07:00 |
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boris
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152b5c3141
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Add dynamic universe and subscription controls
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2026-04-23 07:12:56 -07:00 |
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boris
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5265f82fef
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Add rqalpha-style scheduler time rules
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2026-04-23 06:34:07 -07:00 |
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boris
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4fdcfdae7d
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Expose open order state to strategy runtime
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2026-04-23 04:52:43 -07:00 |
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boris
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cbb6af3f29
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Add platform explicit action stages
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2026-04-23 04:33:00 -07:00 |
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