 boris
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fe7243bbc3
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perf(data): normalize owned daily bundles in parallel with stable errors
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2026-09-12 19:30:28 +08:00 |
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boris
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875e31f71f
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fix(stock-pool): separate cumulative condition facts from quote capacity
v2026.9.12.24
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2026-09-12 18:50:12 +08:00 |
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boris
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61bd14d001
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fix(backtest): inspect the authoritative strategy inside runner bundles
v2026.9.12.22
v2026.9.12.23
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2026-09-12 16:55:16 +08:00 |
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boris
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531df39911
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chore(test): remove obsolete tree-map import after compact snapshot merge
v2026.9.12.20
v2026.9.12.21
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2026-09-12 16:29:56 +08:00 |
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boris
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e912e2a6f5
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Merge remote-tracking branch 'origin/main'
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2026-09-12 16:26:06 +08:00 |
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boris
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b1f2fcb85c
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fix(stock-pool): scan decoded native conditions instead of serialized source echoes
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2026-09-12 16:23:18 +08:00 |
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boris
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828690a51e
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perf(data): compact immutable snapshots with current execution rules
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2026-09-12 16:02:24 +08:00 |
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boris
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ffd23b9920
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fix(stock-pool): preserve exit roles and freeze relative reduction bases
v2026.9.12.18
v2026.9.12.19
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2026-09-12 15:54:33 +08:00 |
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boris
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4ac9ee5058
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fix(stock-pool): keep full stops stronger than simultaneous reductions
v2026.9.12.17
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2026-09-12 14:21:33 +08:00 |
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boris
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848c1a514a
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fix(stock-pool): separate exit ownership and ordinary quote dependencies
v2026.9.12.14
v2026.9.12.15
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2026-09-12 12:18:26 +08:00 |
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boris
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099759ae67
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fix(stock-pool): execute verified ETF daily fallbacks with frozen next-open targets
v2026.9.12.8
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2026-09-12 10:47:47 +08:00 |
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boris
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d646ca455d
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merge: integrate causal capacity model with current order clocks and intent planning
v2026.9.12.7
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2026-09-12 08:52:37 +08:00 |
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boris
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3b2a97fa84
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fix(backtest): keep next-open limit remainders active on the execution day
v2026.9.12.6
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2026-09-12 08:02:41 +08:00 |
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boris
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2f2258f208
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feat(stock-pool): add explicit index-mapped market-cap bands
v2026.9.12.4
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2026-09-12 07:29:10 +08:00 |
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boris
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32a34fadd6
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fix(backtest): preserve order origin clocks and emit only state transitions
v2026.9.12.3
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2026-09-12 07:00:47 +08:00 |
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boris
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7ac87a90c4
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test: keep snapshot price-risk fixtures in their explicit daily model
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2026-09-12 06:51:33 +08:00 |
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boris
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5949d4cc69
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refactor: remove retired daily quota parameters from target diagnostics
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2026-09-12 06:48:07 +08:00 |
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boris
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24cb4805a7
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fix: keep decision estimates independent and use timed capacity in fill fixtures
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2026-09-12 06:46:49 +08:00 |
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boris
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053f880e34
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test: declare historical audit assumptions in non-liquidity fixtures
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2026-09-12 06:39:34 +08:00 |
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boris
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4d3a9e0e5b
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fix: separate historical session capacity audits from execution sizing
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2026-09-12 06:32:10 +08:00 |
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boris
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4edc70c4c6
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fix(backtest): advance resting limit orders on subsequent quote events
v2026.9.12.2
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2026-09-12 05:05:39 +08:00 |
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boris
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9804851133
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fix(stock-pool): reconcile completed entry quantities before repricing
v2026.9.12
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2026-09-12 04:29:40 +08:00 |
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boris
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6ffa0346aa
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feat(stock-pool): unify target execution, durable intent state and ETF rules
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2026-09-12 03:55:00 +08:00 |
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boris
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29eafc79e2
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fix(backtest): 停牌证券保留预算且不参与退出权重分配
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2026-09-11 22:50:27 +08:00 |
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boris
|
b6859a3360
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统一 FIDC FiPanda 品牌标识与资源
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2026-09-11 20:17:51 +08:00 |
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boris
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a00dea58b2
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test: assert causal TWAP entitlement and unfilled remainder
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2026-09-11 17:11:53 +08:00 |
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boris
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2445dc925a
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fix: size TWAP slices from frozen clocks instead of future quotes
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2026-09-11 17:04:25 +08:00 |
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boris
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1e8d38f2ee
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Merge remote-tracking branch 'origin/main'
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2026-09-11 16:14:55 +08:00 |
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boris
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d2071e4311
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docs: compare execution frameworks and specify remaining causal capacity work
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2026-09-11 16:11:57 +08:00 |
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boris
|
0fba16342f
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fix: share explicit execution price selection and reject stale-price fallback
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2026-09-11 15:44:38 +08:00 |
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boris
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bd389de57f
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test: exercise full odd-lot liquidation against the remaining quote quota
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2026-09-11 15:28:19 +08:00 |
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boris
|
bfbf898027
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test: qualify execution clock regression time types
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2026-09-11 15:19:18 +08:00 |
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boris
|
2b6d031a55
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fix: separate as-of quote time from execution clock and retain volume consumption
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2026-09-11 15:12:42 +08:00 |
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boris
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6160a74d2a
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合并主分支最新因子元数据合同
v2026.9.11.3
v2026.9.11.4
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2026-09-11 15:01:29 +08:00 |
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boris
|
4acecda79d
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feat: introduce causal capacity primitives and exact participation quotas
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2026-09-11 15:00:18 +08:00 |
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boris
|
d847cb5c28
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修正回撤指标的初始净值基线并补充回归测试
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2026-09-11 15:00:02 +08:00 |
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boris
|
fa0b316a8b
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refactor: separate expression metadata and tests from numerical identity
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2026-09-11 13:26:39 +08:00 |
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boris
|
21786187c9
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feat: publish typed native indicator parameter domains
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2026-09-11 12:52:28 +08:00 |
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boris
|
e0bed38184
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Merge remote-tracking branch 'refs/remotes/highmem177/main'
v2026.9.11-stock-pool-screen.1
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2026-09-11 12:14:35 +08:00 |
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boris
|
c0b78846d6
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fix: preserve frozen stock pool candidate order through execution
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2026-09-11 12:14:33 +08:00 |
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boris
|
9d72567b99
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test: use the projection module state in calibration failure regression
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2026-09-11 12:09:33 +08:00 |
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boris
|
e47228beff
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fix: reject invalid historical slippage bounds before execution
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2026-09-11 11:57:59 +08:00 |
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boris
|
1fc8a3a9e6
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test: enforce causal historical slippage and reject missing calibration
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2026-09-11 11:42:21 +08:00 |
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boris
|
98199c02a2
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refactor: isolate historical slippage calibration and propagate pricing errors
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2026-09-11 11:35:58 +08:00 |
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boris
|
6eaa06c1d6
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docs: record per-leg price risk release and unchanged minute replay
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2026-09-11 10:44:15 +08:00 |
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boris
|
7e0877b586
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fix: validate price risk on every execution leg before and after slippage
v2026.9.11.2
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2026-09-11 10:21:46 +08:00 |
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boris
|
36833b7a6a
|
docs: distinguish merged trading tests from published runtime
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2026-09-11 10:12:38 +08:00 |
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boris
|
4c0157b66c
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docs: record pre-existing realtime quota outage and merged-main test scope
|
2026-09-11 10:08:40 +08:00 |
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boris
|
f7d16fb664
|
Merge remote-tracking branch 'origin/main'
|
2026-09-11 10:03:34 +08:00 |
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|
boris
|
97cdfa5972
|
docs: record execution-price release and open capacity audit blockers
|
2026-09-11 10:01:37 +08:00 |
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