Commit Graph

918 Commits

Author SHA1 Message Date
boris d9bac529d6 feat: expose frozen signal generator identity to execution clients 2026-09-11 00:04:08 +08:00
boris 3e8d652af1 merge: keep verified dependency lock and canonical v2 signal kernel 2026-09-10 23:50:04 +08:00
boris 23043ee18b build: preserve generated signal client dependency resolution 2026-09-10 23:48:54 +08:00
boris c7c2e69b88 合并已登记信号读取与稳定跨语言数值摘要 2026-09-10 23:30:41 +08:00
boris e6746a7a0e 统一第二版信号簿字段并提供原生校验入口 2026-09-10 23:27:43 +08:00
boris 123467d7ae build: lock shared signal client dependencies 2026-09-10 23:15:59 +08:00
boris b3a3bdbdfd test: provide native signal book identity probe 2026-09-10 23:00:50 +08:00
boris 3f9cff1ee5 merge: retain audited signal identity and cross-language semantic hashing 2026-09-10 22:50:54 +08:00
boris db88abb9e0 feat: share verified signal books across backtest and trading clients 2026-09-10 22:40:59 +08:00
boris 75e5e32281 绑定信号簿内容摘要并按决策日校验日线输入 v2026.9.10.5 2026-09-10 22:22:03 +08:00
boris 7d05f8f7c7 为执行报价预取测试补齐明确证券生命周期 2026-09-10 22:18:50 +08:00
boris d01f32ca5b Merge branch 'main' of /tmp/fidc-signal-transfer.2sgDaY/signal.bundle 2026-09-10 22:12:56 +08:00
boris 3dd7b2bd50 fix: distinguish signal consumption and strategy decision schedule dates 2026-09-10 21:20:43 +08:00
boris c8f6ed102c feat: introduce typed account-independent signal execution contract 2026-09-10 21:19:04 +08:00
boris 4664f1a2d3 排除仅作参考的基准并记录周期买入风控拒绝 v2026.9.10.4 2026-09-10 20:21:44 +08:00
boris 40481e8825 按日期区分生命周期缺价并保留上市前现金区间 v2026.9.10.3 2026-09-10 19:09:21 +08:00
boris 2473cc04bb 为原生因子研究冻结计算内核身份 2026-09-10 16:32:21 +08:00
boris 3fa1004ec5 校正封板成功率为封板家数除以触板家数 v2026.9.10.2 2026-09-10 14:46:32 +08:00
boris c4632bacf1 独立保留市场统计并标明行业缺失日期 2026-09-10 14:08:05 +08:00
boris 7dcaae594a 接入完整市场与申万行业事件研究内核 2026-09-10 13:35:46 +08:00
boris 999bf5bd01 研究计算隔离证券数据异常并保持交易严格校验 2026-09-10 09:04:08 +08:00
boris b281045df5 修复事件跨服务序列化生成空窗口 v2026.9.10 2026-09-09 23:54:22 +08:00
boris 35acb1c7e7 修复分钟事件轮动仅执行最后时点的问题 2026-09-09 23:52:35 +08:00
boris bbbd9cf3e0 统一日线事件上下文并接入完成分钟事件回测 2026-09-09 23:29:54 +08:00
boris 5dc5ef9df5 补全指数与完整范围排名的只读事件计算 v2026.9.9.2 2026-09-09 19:57:03 +08:00
boris fe8f6c1c26 增加均量突破回踩与真实涨停整理条件 2026-09-09 13:55:45 +08:00
boris 30e8227099 接通真实昨收成交额并前置校验表达式字段 v2026.9.9 2026-09-09 11:33:58 +08:00
boris 588da4958f 合并组合亏损控制器与因子内核依赖 2026-09-09 10:40:26 +08:00
boris bc4754288e 合并主线缺值语义与因子键优化记录 2026-09-09 10:31:26 +08:00
boris 6b0cdbcecc 增加共享因子事件表达式与完整截面算子 2026-09-09 10:31:25 +08:00
boris 5ff05e0d3d merge latest engine main before portfolio risk integration 2026-09-09 10:23:02 +08:00
boris bab4d47b46 revert: remove ineffective borrowed factor key optimization 2026-09-09 09:48:41 +08:00
boris fdd26667c9 test: enable rebalance actions in portfolio risk lifecycle fixture 2026-09-09 09:40:18 +08:00
boris 29522b69fe test: trace completed risk observations in engine regression 2026-09-09 09:40:18 +08:00
boris a54489fe92 test: expose lifecycle execution diagnostics on failure 2026-09-09 09:40:18 +08:00
boris 20c14437c6 test: bind accounting lifecycle fixture to its real sample symbols 2026-09-09 09:40:18 +08:00
boris dce5454ec8 test: import explicit engine accounting fixture types 2026-09-09 09:40:18 +08:00
boris 72b64451ac test: verify portfolio loss against finalized engine accounting 2026-09-09 09:40:18 +08:00
boris d17d67d6ca build: lock existing SHA256 dependency without unrelated upgrades 2026-09-09 09:40:18 +08:00
boris 63c577bd76 feat: connect portfolio loss to finalized accounting and daily risk clock 2026-09-09 09:40:18 +08:00
boris 8c190597ae feat: add serialized causal portfolio loss controller for runtime integration 2026-09-09 09:40:18 +08:00
boris ad063264cf fix: borrow factor identifiers during lookup 2026-09-09 09:36:10 +08:00
boris 0108c91bae perf: preserve borrowed factor keys in stock state 2026-09-09 09:35:25 +08:00
boris ee2865829d Merge remote-tracking branch 'origin/main' 2026-09-09 09:31:46 +08:00
boris e66460c4e9 对齐次日交易信号基线与基准收益起点 2026-09-09 07:43:29 +08:00
boris 2811886a52 区分次日回放调度标签与实际日线可见时点 2026-09-09 07:21:13 +08:00
boris 3b5a7cd318 修复恒定小数价格累加误差产生虚假均线信号 2026-09-09 07:03:55 +08:00
boris 3fe2da3ee0 统一日线形态计算与次日分阶段信号 2026-09-09 06:41:15 +08:00
boris ee77028907 docs: record missing-value semantics and real replay gates 2026-09-09 06:07:01 +08:00
boris 1bcaa0b3d8 合并主线数值校验与买入阶段约束 2026-09-09 05:49:45 +08:00