 boris
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d014bb2fbd
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fix: fail closed on missing factor values
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2026-08-31 14:30:33 +08:00 |
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boris
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dff791b51f
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perf: index factor lookups by symbol
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2026-08-31 14:27:30 +08:00 |
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boris
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ce46e42ff7
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Merge remote-tracking branch 'origin/main'
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2026-08-31 09:44:52 +08:00 |
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boris
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cf1b60c996
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fix: accept scoped blacklist runtime context
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2026-08-31 09:40:49 +08:00 |
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boris
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d0ca09d4d8
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test: normalize engine hook assertions
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2026-08-31 08:51:06 +08:00 |
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boris
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c1e66b31a5
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预编译数值表达式助手参数
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2026-08-31 06:52:44 +08:00 |
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boris
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cb18a3f279
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复用选股日快照视图
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2026-08-31 05:03:20 +08:00 |
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boris
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b634540047
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固化定点金额与分钟流式验收
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2026-08-31 02:44:20 +08:00 |
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boris
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cd116bc3ae
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减少选股状态热路径字符串分配
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2026-08-30 19:02:40 +08:00 |
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boris
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f839b16dbd
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Merge remote-tracking branch 'refs/remotes/bundle/main'
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2026-08-29 15:14:11 +08:00 |
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boris
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70d72d5d02
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Merge remote-tracking branch 'origin/main'
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2026-08-29 14:52:08 +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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ce5564408d
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按策略引用投影额外因子字段
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2026-08-29 08:16:58 +08:00 |
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boris
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41854fe5bd
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按策略引用投影额外因子字段
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2026-08-29 08:16:41 +08:00 |
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boris
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d5265619f3
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按有序市值流提前停止选股
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2026-08-29 07:50:09 +08:00 |
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boris
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e793a5fcc1
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按有序市值流提前停止选股
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2026-08-29 07:49:43 +08:00 |
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boris
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362d85773a
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复用标准rolling的交易日边界索引
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2026-08-29 06:15:28 +08:00 |
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boris
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c55caaf79b
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优化等价市值排序的选股路径
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2026-08-29 06:01:02 +08:00 |
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boris
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257088d7d9
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优化策略选股的索引查找路径
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2026-08-29 05:44:06 +08:00 |
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boris
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ff2844884d
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修正退市候选卖出风控边界
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2026-08-29 04:03:32 +08:00 |
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boris
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56a38accc8
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为股票序列增加有界交易日位置索引
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2026-08-28 17:02:35 +08:00 |
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boris
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de1e65a642
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Revert "复用当前时点标准rolling值"
This reverts commit 2d516cf1eb.
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2026-08-28 16:54:01 +08:00 |
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boris
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2d516cf1eb
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复用当前时点标准rolling值
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2026-08-28 16:47:07 +08:00 |
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boris
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e261d93ce5
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跳过已排序快照的重复排序
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2026-08-28 15:49:02 +08:00 |
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boris
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c1e7fc91e4
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跳过无需求的滚动计算
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2026-08-28 15:15:18 +08:00 |
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boris
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56511f9d15
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批量计算标准滚动均线
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2026-08-28 14:53:28 +08:00 |
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boris
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8691076cef
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加速按日股票快照查找
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2026-08-28 14:39:12 +08:00 |
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boris
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2de84e88eb
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优化按日快照数据集构造
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2026-08-28 14:24:56 +08:00 |
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boris
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43184a7afe
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记录多时点调度的实际时间
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2026-08-28 12:54:15 +08:00 |
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boris
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4f647ef529
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保留平台策略全部交易时点
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2026-08-28 12:44:20 +08:00 |
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boris
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59be3b5dd5
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修复多时点调度与触发价撮合
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2026-08-28 11:44:31 +08:00 |
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boris
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5bbb093f47
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Revert "perf(core): reuse aligned snapshots in universe scan"
This reverts commit 096115bd94.
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2026-08-28 08:44:13 +08:00 |
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boris
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520409f50f
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Revert "perf(core): specialize market candidate snapshot lookup"
This reverts commit e677a73f95.
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2026-08-28 08:44:13 +08:00 |
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boris
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e677a73f95
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perf(core): specialize market candidate snapshot lookup
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2026-08-28 08:38:22 +08:00 |
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boris
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096115bd94
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perf(core): reuse aligned snapshots in universe scan
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2026-08-28 08:31:40 +08:00 |
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boris
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cb2319cd22
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Revert "perf(core): reuse rolling endpoints per stock state"
This reverts commit 732c3cfbf5.
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2026-08-28 08:23:04 +08:00 |
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boris
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732c3cfbf5
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perf(core): reuse rolling endpoints per stock state
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2026-08-28 08:16:04 +08:00 |
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boris
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3d2ab17d72
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perf(core): align market factor candidate lookups
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2026-08-28 08:00:31 +08:00 |
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boris
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87c18574a8
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Revert "perf(core): build sorted dataset components linearly"
This reverts commit c46dcf817b.
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2026-08-28 07:20:20 +08:00 |
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boris
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c46dcf817b
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perf(core): build sorted dataset components linearly
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2026-08-28 07:11:19 +08:00 |
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boris
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3f67ee9134
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严格按实际委托时间选择盘后撮合
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2026-08-28 03:17:21 +08:00 |
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boris
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1a2e247c8d
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合并分钟行情与策略定时事件时钟
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2026-08-28 01:42:58 +08:00 |
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boris
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6c47c33cab
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按实际委托时间选择盘后撮合阶段
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2026-08-28 00:12:19 +08:00 |
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boris
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a9511f9a4a
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拆分调仓日期与执行时钟
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2026-08-28 00:00:30 +08:00 |
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boris
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85c38b0756
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移除策略级盘后撮合模式
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2026-08-27 21:05:57 +08:00 |
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boris
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dd08358f1c
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限制盘后固定价格撮合生效日期
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2026-08-27 19:20:37 +08:00 |
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boris
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b6f4b05844
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支持盘后固定价格撮合合同
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2026-08-27 17:56:41 +08:00 |
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boris
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c86a0e2339
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让分钟行情按流式迭代器处理
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2026-08-27 13:25:28 +08:00 |
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boris
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ed126a3630
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优化分钟历史窗口读取并移除滚动双口径
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2026-08-27 13:14:41 +08:00 |
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boris
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45cafa5c96
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Revert "恢复Source Lake滚动因子运行模式"
This reverts commit d0639558b3.
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2026-08-27 13:13:50 +08:00 |
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