boris
|
f056aa3468
|
Add futures exchange validators
|
2026-04-23 21:58:38 -07:00 |
|
boris
|
895aee1388
|
Add futures depth matching and mod loader
|
2026-04-23 21:51:45 -07:00 |
|
boris
|
ed8ac385e4
|
Add remaining RQAlpha extension helpers
|
2026-04-23 21:44:42 -07:00 |
|
boris
|
beb9c7a7ae
|
Close RQAlpha P0-P2 parity gaps
|
2026-04-23 21:07:59 -07:00 |
|
boris
|
5653278576
|
Add futures expiration schedule
|
2026-04-23 20:43:25 -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 |
|
boris
|
8e53c995cd
|
Expose stock account accessors
|
2026-04-23 20:22:19 -07:00 |
|
boris
|
c843de078f
|
Add management fee callbacks
|
2026-04-23 20:18:31 -07:00 |
|
boris
|
85feee6dac
|
Add account cash flow intents
|
2026-04-23 20:14:05 -07:00 |
|
boris
|
e0a5d0c945
|
Expose account runtime metrics
|
2026-04-23 20:03:49 -07:00 |
|
boris
|
9f10afddec
|
Add order runtime lookup
|
2026-04-23 19:57:02 -07:00 |
|
boris
|
f4030f2607
|
Add instrument history helpers
|
2026-04-23 19:43:36 -07:00 |
|
boris
|
ca49b6dbb3
|
Add get price data helper
|
2026-04-23 19:41:01 -07:00 |
|
boris
|
bb8f40f33c
|
Add suspended and ST data helpers
|
2026-04-23 19:37:50 -07:00 |
|
boris
|
c3ef0bd49a
|
Expose strategy runtime data APIs
|
2026-04-23 19:29:12 -07:00 |
|
boris
|
1760fc6cd1
|
Add bar and tick strategy lifecycle
|
2026-04-23 19:17:04 -07:00 |
|
boris
|
58836a1c37
|
Support algo order pricing in smart portfolio rebalances
|
2026-04-23 18:48:14 -07:00 |
|
boris
|
ac308c8d68
|
Add algo-order platform actions
|
2026-04-23 07:36:20 -07:00 |
|
boris
|
152b5c3141
|
Add dynamic universe and subscription controls
|
2026-04-23 07:12:56 -07:00 |
|
boris
|
5265f82fef
|
Add rqalpha-style scheduler time rules
|
2026-04-23 06:34:07 -07:00 |
|
boris
|
48f8486e1a
|
Add smart target-portfolio order intent
|
2026-04-23 05:57:29 -07:00 |
|
boris
|
f805a4b26d
|
Add target-shares parity and rqalpha roadmap
|
2026-04-23 05:49:17 -07:00 |
|
boris
|
2857f72d84
|
Expose process event context to strategy runtime
|
2026-04-23 05:12:07 -07:00 |
|
boris
|
4fdcfdae7d
|
Expose open order state to strategy runtime
|
2026-04-23 04:52:43 -07:00 |
|
boris
|
2e418f93d3
|
Add process event bus to backtest engine
|
2026-04-23 04:02:22 -07:00 |
|
boris
|
6b5112a363
|
Add scheduled process hooks to strategy engine
|
2026-04-23 03:57:10 -07:00 |
|
boris
|
2bbfa35187
|
Add rqalpha-style order reject lifecycle events
|
2026-04-23 03:45:46 -07:00 |
|
boris
|
b657205103
|
Align order lifecycle with rqalpha close semantics
|
2026-04-23 03:41:49 -07:00 |
|
boris
|
8906490a40
|
Expand limit order intent coverage
|
2026-04-23 03:28:14 -07:00 |
|
boris
|
a7bb29ce2a
|
Add limit price slippage support
|
2026-04-23 03:21:50 -07:00 |
|
boris
|
f65267accf
|
Reserve sellable quantity for open orders
|
2026-04-23 03:17:09 -07:00 |
|
boris
|
14326c0847
|
Add persistent limit orders and cancel semantics
|
2026-04-23 03:13:26 -07:00 |
|
boris
|
948aca21e8
|
Add tick best-price matching modes
|
2026-04-23 02:24:29 -07:00 |
|
boris
|
252ba75f50
|
Add VWAP matching mode
|
2026-04-23 02:18:17 -07:00 |
|
boris
|
b6ddd14d94
|
Support dividend reinvestment
|
2026-04-23 02:11:06 -07:00 |
|
boris
|
0bc224f703
|
Add share and percent order intents
|
2026-04-23 02:03:24 -07:00 |
|
boris
|
23ba74909d
|
Add process event stream for backtests
|
2026-04-23 01:58:40 -07:00 |
|
boris
|
e5fe1f0432
|
Add rqalpha-style scheduler primitives
|
2026-04-23 01:49:24 -07:00 |
|
boris
|
452eb3324d
|
Use intraday quotes before snapshot fallback
|
2026-04-23 01:26:58 -07:00 |
|
boris
|
a076e8d0ff
|
Cancel blocked buy orders like rqalpha
|
2026-04-23 01:01:12 -07:00 |
|
boris
|
16ae826724
|
Align market order cancellation semantics
|
2026-04-23 00:52:50 -07:00 |
|
boris
|
1b4d68406c
|
Use prev close for open auction rebalances
|
2026-04-23 00:49:17 -07:00 |
|
boris
|
c27901306d
|
Execute open auction strategy decisions
|
2026-04-23 00:41:32 -07:00 |
|
boris
|
f0eec05b88
|
Split intraday fills across execution quotes
|
2026-04-23 00:34:35 -07:00 |
|
boris
|
406cb05146
|
Expose partial fill denial reasons
|
2026-04-23 00:26:54 -07:00 |
|