zsb/fidc-backtest-engine
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  • b281045df5 修复事件跨服务序列化生成空窗口 v2026.9.10 main boris 2026-09-09 23:54:22 +08:00
  • 35acb1c7e7 修复分钟事件轮动仅执行最后时点的问题 boris 2026-09-09 23:52:35 +08:00
  • bbbd9cf3e0 统一日线事件上下文并接入完成分钟事件回测 boris 2026-09-09 23:29:54 +08:00
  • 5dc5ef9df5 补全指数与完整范围排名的只读事件计算 v2026.9.9.2 boris 2026-09-09 19:57:03 +08:00
  • fe8f6c1c26 增加均量突破回踩与真实涨停整理条件 boris 2026-09-09 13:55:45 +08:00
  • 30e8227099 接通真实昨收成交额并前置校验表达式字段 v2026.9.9 boris 2026-09-09 11:33:58 +08:00
  • 588da4958f 合并组合亏损控制器与因子内核依赖 boris 2026-09-09 10:40:26 +08:00
  • bc4754288e 合并主线缺值语义与因子键优化记录 boris 2026-09-09 10:31:26 +08:00
  • 6b0cdbcecc 增加共享因子事件表达式与完整截面算子 boris 2026-09-09 10:31:25 +08:00
  • 5ff05e0d3d merge latest engine main before portfolio risk integration codex/portfolio-loss-integration-20260909 boris 2026-09-09 10:23:02 +08:00
  • bab4d47b46 revert: remove ineffective borrowed factor key optimization boris 2026-09-09 09:48:41 +08:00
  • fdd26667c9 test: enable rebalance actions in portfolio risk lifecycle fixture boris 2026-09-09 09:34:31 +08:00
  • 29522b69fe test: trace completed risk observations in engine regression boris 2026-09-09 06:00:48 +08:00
  • a54489fe92 test: expose lifecycle execution diagnostics on failure boris 2026-09-09 05:56:33 +08:00
  • 20c14437c6 test: bind accounting lifecycle fixture to its real sample symbols boris 2026-09-09 05:48:33 +08:00
  • dce5454ec8 test: import explicit engine accounting fixture types boris 2026-09-09 05:43:57 +08:00
  • 72b64451ac test: verify portfolio loss against finalized engine accounting boris 2026-09-09 05:40:04 +08:00
  • d17d67d6ca build: lock existing SHA256 dependency without unrelated upgrades boris 2026-09-09 05:37:49 +08:00
  • 63c577bd76 feat: connect portfolio loss to finalized accounting and daily risk clock boris 2026-09-09 05:30:10 +08:00
  • 8c190597ae feat: add serialized causal portfolio loss controller for runtime integration boris 2026-09-09 05:05:04 +08:00
  • ad063264cf fix: borrow factor identifiers during lookup boris 2026-09-09 09:36:10 +08:00
  • 0108c91bae perf: preserve borrowed factor keys in stock state boris 2026-09-09 09:35:25 +08:00
  • 87ad8d0014 test: enable rebalance actions in portfolio risk lifecycle fixture codex/portfolio-risk-20260909 boris 2026-09-09 09:34:31 +08:00
  • ee2865829d Merge remote-tracking branch 'origin/main' boris 2026-09-09 09:31:46 +08:00
  • e66460c4e9 对齐次日交易信号基线与基准收益起点 boris 2026-09-09 07:43:29 +08:00
  • 2811886a52 区分次日回放调度标签与实际日线可见时点 boris 2026-09-09 07:21:13 +08:00
  • 3b5a7cd318 修复恒定小数价格累加误差产生虚假均线信号 boris 2026-09-09 07:03:55 +08:00
  • 3fe2da3ee0 统一日线形态计算与次日分阶段信号 boris 2026-09-09 06:41:15 +08:00
  • ee77028907 docs: record missing-value semantics and real replay gates boris 2026-09-09 06:07:01 +08:00
  • 4ceff5a3e8 test: trace completed risk observations in engine regression boris 2026-09-09 06:00:48 +08:00
  • 14270c34f3 test: expose lifecycle execution diagnostics on failure boris 2026-09-09 05:56:33 +08:00
  • 1bcaa0b3d8 合并主线数值校验与买入阶段约束 boris 2026-09-09 05:49:45 +08:00
  • 1703a7aa5e 保留已有行情和策略代码格式整理 boris 2026-09-09 05:49:44 +08:00
  • b46227b863 test: bind accounting lifecycle fixture to its real sample symbols boris 2026-09-09 05:48:33 +08:00
  • 9b84dbabc1 test: import explicit engine accounting fixture types boris 2026-09-09 05:43:57 +08:00
  • e1ff46c97a test: verify portfolio loss against finalized engine accounting boris 2026-09-09 05:40:04 +08:00
  • d4bb180841 build: lock existing SHA256 dependency without unrelated upgrades boris 2026-09-09 05:37:49 +08:00
  • ae4bbe9e92 feat: connect portfolio loss to finalized accounting and daily risk clock boris 2026-09-09 05:30:10 +08:00
  • 9591a5d26f feat: add serialized causal portfolio loss controller for runtime integration boris 2026-09-09 05:05:04 +08:00
  • e3f1028667 fix: reject missing numeric sizing and execution parameters boris 2026-09-09 04:34:09 +08:00
  • ea58ab2166 fix: enforce numeric guards in Rhai operator dispatch boris 2026-09-09 04:02:11 +08:00
  • 3b1aa2ebcb test: identify the dynamic missing-value comparison path boris 2026-09-09 03:58:49 +08:00
  • fda2e70456 fix: preserve unknown numeric conditions through boolean expressions boris 2026-09-09 03:56:44 +08:00
  • 3cea91467d test: provide dated amount facts in next-open selection fixture boris 2026-09-09 02:58:33 +08:00
  • dd6b37be16 fix: preserve missing numeric factors and reject nonfinite truthiness boris 2026-09-09 02:51:26 +08:00
  • 078839b0f3 fix: preserve authoritative STAR market classification in risk checks boris 2026-09-08 22:42:33 +08:00
  • 326438aac9 fix: evaluate buy quote conditions at the active schedule clock boris 2026-09-08 01:45:39 +08:00
  • 30da6eaead feat: evaluate trading buy filters into decision-scoped constraints boris 2026-09-08 01:27:42 +08:00
  • 3784246e6b docs: specify buy-constrained amendment behavior and validation scope boris 2026-09-08 01:09:14 +08:00
  • fa6f189cdd test: verify amendment rejection without order-state events boris 2026-09-08 01:04:51 +08:00
  • daa9d8d341 fix: apply decision buy denials to exposure-increasing amendments boris 2026-09-08 01:00:52 +08:00
  • c85afb59ab docs: define factor decision phase integration and acceptance gates boris 2026-09-08 00:53:48 +08:00
  • 7d293f092e test: cover next-open side flips and trim redundant default fields boris 2026-09-08 00:43:54 +08:00
  • da27204a71 test: assert broker fill events for scoped buy denials boris 2026-09-08 00:41:11 +08:00
  • bac721e593 feat: add decision-scoped buy denials to broker submission boris 2026-09-08 00:40:10 +08:00
  • bc666c6433 docs: record paper and live deployment of native factor timing fix boris 2026-09-07 22:30:14 +08:00
  • 4a71992752 docs: record intraday native factor and five-year next-open replays boris 2026-09-07 22:14:59 +08:00
  • 1b78186c4e docs: record scoped native daily factor visibility tests boris 2026-09-07 21:56:12 +08:00
  • cb97aa193d test: verify native daily values respect intraday availability boris 2026-09-07 21:54:26 +08:00
  • a02ac6e853 fix: gate bound daily indicator fields by completed session boris 2026-09-07 21:51:51 +08:00
  • f3cc790659 fix(data): reject normalized reserved adjustment keys boris 2026-09-07 19:38:28 +08:00
  • 5ffbf76565 docs(data): record typed adjustment snapshot acceptance boris 2026-09-07 18:13:31 +08:00
  • 04b45adf98 perf(data): type adjustment factor snapshots boris 2026-09-07 17:53:36 +08:00
  • 9714c051c5 精确预分配按股行情分组 boris 2026-09-07 13:57:12 +08:00
  • fbf5a6d61a 按符号索引一次构建行情序列 boris 2026-09-07 13:46:59 +08:00
  • 94632f42d6 拆分共享日线序列与日内字段 boris 2026-09-07 13:34:38 +08:00
  • 3f6017d98b 保持日内覆盖与按股序列一致 boris 2026-09-07 13:25:07 +08:00
  • d5af51c02b 支持复用只读日线基础面板 boris 2026-09-07 12:54:49 +08:00
  • 1ec0bb65f7 记录行情计划冷路径验收 boris 2026-09-07 12:34:50 +08:00
  • c934a948c6 流式构建总市值行情计划 boris 2026-09-07 12:17:26 +08:00
  • 950bcaa7aa 记录通用行情覆盖层否决结论 boris 2026-09-07 11:34:25 +08:00
  • 728ed7998d Revert "以运行覆盖层隔离补充行情" boris 2026-09-07 11:28:33 +08:00
  • 757b5665ca 以运行覆盖层隔离补充行情 boris 2026-09-07 11:22:20 +08:00
  • c280bbc1c3 记录分层行情索引否决结论 boris 2026-09-07 11:15:38 +08:00
  • 68c186f649 Revert "分层共享执行行情索引" boris 2026-09-07 11:09:02 +08:00
  • f2de8b281a 分层共享执行行情索引 boris 2026-09-07 11:03:08 +08:00
  • 19f725dbaa 记录市值区间切片性能验收 boris 2026-09-07 10:59:32 +08:00
  • df7a1ee382 按共享市值索引裁剪候选区间 boris 2026-09-07 10:50:20 +08:00
  • 4fe1f0d77c 记录共享行情释放性能验收 boris 2026-09-07 10:38:29 +08:00
  • f45b3a71fa 避免共享行情释放触发整图复制 boris 2026-09-07 10:27:39 +08:00
  • 1aa7c28616 复用预计算行情证券范围 boris 2026-09-07 09:41:10 +08:00
  • e542e52bdb 跳过无加载器的行情规划 boris 2026-09-07 09:22:15 +08:00
  • 0afbdc2210 由执行风控处理无行情买单 boris 2026-09-07 09:04:07 +08:00
  • fc6dea12eb 增加类型化静态股票池合同 boris 2026-09-07 07:27:44 +08:00
  • c3f88ebf12 对齐持仓未实现盈亏口径 boris 2026-09-07 06:26:34 +08:00
  • 1d1c93f8e2 补充持仓移动平均成交价 boris 2026-09-07 05:53:30 +08:00
  • 929b105173 支持按持仓成交均价止盈止损 boris 2026-09-07 05:36:23 +08:00
  • e00777ebc2 按完整目标集合约束持仓槽位 boris 2026-09-07 05:18:57 +08:00
  • e4f6cdd025 对齐目标组合提交前过滤 boris 2026-09-07 05:10:00 +08:00
  • 2a705a361a 说明目标组合退出语义 boris 2026-09-07 05:04:34 +08:00
  • b4ec5da808 区分股票池退出后重新入场 boris 2026-09-07 04:51:27 +08:00
  • 4d8761cc3c 阻止未完成退出反向补买 boris 2026-09-07 04:44:12 +08:00
  • fdd0dd0525 修复目标生命周期退出后复活 boris 2026-09-07 04:39:16 +08:00
  • df29c8d3ec 区分退出后权重重分配语义 boris 2026-09-07 04:33:40 +08:00
  • ef24402747 保留策略目标资金比例 boris 2026-09-07 04:19:15 +08:00
  • 78e872b609 修复盘中止盈止损行情缓存 boris 2026-09-07 04:17:37 +08:00
  • 27e523a1dc 仅在成功清仓后释放目标权重 boris 2026-09-07 03:59:48 +08:00
  • f9d9f06d3f 统一每日目标组合执行路径 boris 2026-09-07 03:27:50 +08:00
  • d45f39f1bf 统一止盈退出后的目标权重重分配 boris 2026-09-07 03:15:05 +08:00
  • 5fa3d3bf54 Revert "统一止盈退出后的目标权重重分配" boris 2026-09-07 03:29:34 +08:00