Commit Graph

893 Commits

Author SHA1 Message Date
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
boris 1703a7aa5e 保留已有行情和策略代码格式整理 2026-09-09 05:49:44 +08:00
boris e3f1028667 fix: reject missing numeric sizing and execution parameters 2026-09-09 04:34:09 +08:00
boris ea58ab2166 fix: enforce numeric guards in Rhai operator dispatch 2026-09-09 04:02:11 +08:00
boris 3b1aa2ebcb test: identify the dynamic missing-value comparison path 2026-09-09 03:58:49 +08:00
boris fda2e70456 fix: preserve unknown numeric conditions through boolean expressions 2026-09-09 03:56:44 +08:00
boris 3cea91467d test: provide dated amount facts in next-open selection fixture 2026-09-09 02:58:33 +08:00
boris dd6b37be16 fix: preserve missing numeric factors and reject nonfinite truthiness 2026-09-09 02:51:26 +08:00
boris 078839b0f3 fix: preserve authoritative STAR market classification in risk checks 2026-09-08 22:42:33 +08:00
boris 326438aac9 fix: evaluate buy quote conditions at the active schedule clock 2026-09-08 01:45:39 +08:00
boris 30da6eaead feat: evaluate trading buy filters into decision-scoped constraints 2026-09-08 01:27:42 +08:00
boris 3784246e6b docs: specify buy-constrained amendment behavior and validation scope 2026-09-08 01:09:14 +08:00
boris fa6f189cdd test: verify amendment rejection without order-state events 2026-09-08 01:04:51 +08:00
boris daa9d8d341 fix: apply decision buy denials to exposure-increasing amendments 2026-09-08 01:00:52 +08:00
boris c85afb59ab docs: define factor decision phase integration and acceptance gates 2026-09-08 00:53:48 +08:00
boris 7d293f092e test: cover next-open side flips and trim redundant default fields 2026-09-08 00:43:54 +08:00
boris da27204a71 test: assert broker fill events for scoped buy denials 2026-09-08 00:41:11 +08:00
boris bac721e593 feat: add decision-scoped buy denials to broker submission 2026-09-08 00:40:10 +08:00
boris bc666c6433 docs: record paper and live deployment of native factor timing fix 2026-09-07 22:30:14 +08:00
boris 4a71992752 docs: record intraday native factor and five-year next-open replays 2026-09-07 22:14:59 +08:00
boris 1b78186c4e docs: record scoped native daily factor visibility tests 2026-09-07 21:56:12 +08:00
boris cb97aa193d test: verify native daily values respect intraday availability 2026-09-07 21:54:26 +08:00
boris a02ac6e853 fix: gate bound daily indicator fields by completed session 2026-09-07 21:51:51 +08:00
boris f3cc790659 fix(data): reject normalized reserved adjustment keys 2026-09-07 19:38:28 +08:00
boris 5ffbf76565 docs(data): record typed adjustment snapshot acceptance 2026-09-07 18:13:31 +08:00
boris 04b45adf98 perf(data): type adjustment factor snapshots 2026-09-07 17:53:36 +08:00