 boris
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375b8b2df1
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补充可配置过户费并纳入成交成本
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2026-08-22 14:50:00 +08:00 |
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boris
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fe7e0f397f
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修正无变化目标订单记录
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2026-08-01 22:10:44 +08:00 |
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boris
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d21680ed4f
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删除隐藏兼容模式并统一撮合风控
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2026-08-01 12:37:31 +08:00 |
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boris
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24528ecfeb
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修复调仓卖出失败后的持仓槽位溢出
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2026-07-19 04:51:49 +08:00 |
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boris
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755fffda0f
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修正显式目标单批次撮合顺序
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2026-07-17 23:43:04 +08:00 |
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boris
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d63ac73903
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修正目标金额零数量虚假订单
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2026-07-15 19:23:41 +08:00 |
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boris
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5f5f0fcf16
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补充目标仓位降仓回归测试
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2026-07-12 16:44:39 +08:00 |
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boris
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bacb70e327
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修正下一开盘目标仓位计算
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2026-07-12 14:59:12 +08:00 |
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boris
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2b64fb7c7e
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Revert "修正次日开盘目标市值换股语义"
This reverts commit 438757ab54.
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2026-07-12 05:42:00 +08:00 |
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boris
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438757ab54
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修正次日开盘目标市值换股语义
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2026-07-12 05:33:50 +08:00 |
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boris
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428434d98d
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修复次日开盘目标市值未来数据
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2026-07-12 04:37:03 +08:00 |
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boris
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0aef8f9491
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删除目标组合错误回补分支
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2026-07-10 13:39:41 +08:00 |
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boris
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e275f4632d
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修正AiQuant目标权重fallback执行口径
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2026-07-10 13:02:53 +08:00 |
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boris
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5166916926
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修正目标组合全仓卖出失败回补语义
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2026-07-10 12:40:42 +08:00 |
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boris
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56859dbe32
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修正AiQuant目标组合执行风控延后语义
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2026-07-10 12:01:11 +08:00 |
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boris
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1272e427a1
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修正目标组合现金安全搜索
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2026-07-10 11:37:12 +08:00 |
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boris
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9b84f3a1b9
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补充目标仓位估值价回归测试
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2026-07-10 04:07:06 +08:00 |
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boris
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bb51d91b76
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修复开盘调仓估值价格口径
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2026-07-10 03:41:38 +08:00 |
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boris
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825de1d886
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禁止目标组合调仓放大目标权重
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2026-07-09 20:27:50 +08:00 |
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boris
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7951ba67e3
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修正执行日退市缺行情拒单原因
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2026-07-08 11:07:30 +08:00 |
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boris
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90857fae0a
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修复目标组合风控拒单记录
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2026-07-07 09:09:29 +08:00 |
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boris
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3ef4029c4a
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修正FIDC执行日风控配置
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2026-07-06 20:05:11 +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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4fee8e1d07
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修正精确分钟执行价回退逻辑
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2026-07-06 10:55:01 +08:00 |
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boris
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fe39a75e6e
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修复分钟执行价缺失档位量成交
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2026-07-06 09:54:14 +08:00 |
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boris
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c3ab279d7d
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修复分钟执行价成交量预过滤
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2026-07-06 08:44:57 +08:00 |
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boris
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7c867f1788
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修复分钟成交量限制撮合
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2026-07-06 08:05:59 +08:00 |
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boris
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3e3bebf3e0
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修复分钟成交量限制误用盘口量
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2026-07-06 07:22:58 +08:00 |
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boris
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00c9042c15
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修复FIDC选股阶段风控语义
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2026-07-05 14:51:54 +08:00 |
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boris
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2f61bd8e57
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修复next-open涨跌停风控价格口径
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2026-07-05 10:41:27 +08:00 |
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boris
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ba2470aefe
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补齐回测交易日期审计字段
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2026-07-05 08:47:52 +08:00 |
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boris
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339f85c27b
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补齐next-open卖出执行日风控测试
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2026-07-04 21:45:23 +08:00 |
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boris
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e8ecc037c9
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补充next open执行日风控测试
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2026-07-04 20:04:30 +08:00 |
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boris
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a8ffd36150
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保留AiQuant盘中卖出价格风控语义
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2026-07-04 17:02:55 +08:00 |
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boris
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143a021067
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统一FIDC卖出allow_sell风控
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2026-07-04 17:01:02 +08:00 |
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boris
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69576f7e5b
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修复allow_sell执行风控开关
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2026-07-04 03:31:30 +08:00 |
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boris
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3bb001c374
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拆分ST与星号ST风控语义
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2026-07-03 09:00:50 +08:00 |
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boris
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daa0a9b4e6
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完善日线无量订单取消语义
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2026-07-02 21:17:44 +08:00 |
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boris
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97931c3766
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修复日线撮合误用分钟成交量
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2026-07-02 21:12:48 +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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9e6eac557f
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修复Smart调仓缺行情处理
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2026-06-29 16:35:21 +08:00 |
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boris
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1623994287
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缺行情调仓订单改为拒单
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2026-06-29 16:22:50 +08:00 |
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boris
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fbc6da1a8f
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修复目标组合零权重估值
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2026-06-29 14:59:20 +08:00 |
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boris
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a131c761e5
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调整回测撮合为分钟线执行价语义
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2026-06-26 17:03:48 +08:00 |
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boris
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380c34aa66
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移除回测兼容语义残留
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2026-06-26 13:39:21 +08:00 |
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boris
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7f40cfdab0
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切换回测执行价为分钟线语义
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2026-06-26 13:27:49 +08:00 |
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boris
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f8bc0679ee
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修正FiRisk强平触发来源
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2026-06-20 23:07:59 +08:00 |
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boris
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cdca7984ed
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修正FiRisk强平执行时间口径
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2026-06-20 22:46:43 +08:00 |
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boris
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5e66e9799c
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优化回测撮合与涨跌停约束
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2026-06-20 07:59:22 +08:00 |
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boris
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e146ad6e7d
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补充涨停买入撮合约束测试
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2026-06-16 09:15:13 +08:00 |
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