zsb/fidc-backtest-engine
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  • 1df0081479 perf: reuse daily snapshot views in stock selection boris 2026-09-05 00:14:57 +08:00
  • db155e7ad0 docs: record stock-state calendar index benchmark boris 2026-09-05 00:03:53 +08:00
  • 6d458dbbc6 perf: reuse stock-state calendar index boris 2026-09-04 23:49:33 +08:00
  • f7708331d3 docs: add second strategy rolling regression boris 2026-09-04 23:22:05 +08:00
  • 873cdb9d31 docs: record current rolling boundary benchmark boris 2026-09-04 23:19:15 +08:00
  • 52b07be19b perf: reuse current rolling series boundary boris 2026-09-04 23:06:52 +08:00
  • 914820cc07 perf: skip unused standard rolling lookup boris 2026-09-04 22:55:03 +08:00
  • 47d1520d72 docs: record instrument symbol-id benchmark boris 2026-09-04 22:53:11 +08:00
  • 8ed22897ea perf: index instruments by symbol id boris 2026-09-04 22:46:14 +08:00
  • 3963648f1a perf: retain faster stable universe sort boris 2026-09-04 22:31:30 +08:00
  • 2c711871f5 perf: avoid stable universe sort allocation boris 2026-09-04 22:20:26 +08:00
  • 836f56af41 style: format merged metrics exports boris 2026-09-04 22:19:49 +08:00
  • e27375a204 Merge remote-tracking branch 'origin/main' boris 2026-09-04 22:18:41 +08:00
  • 92322349d4 style: normalize fidc core formatting boris 2026-09-04 22:18:35 +08:00
  • 1a79dc483c 补齐权威下行风险指标 boris 2026-09-03 15:02:44 +08:00
  • a3a077fa87 统一每日PIT无风险收益指标 boris 2026-09-03 14:04:51 +08:00
  • b15b93eec1 修复目标权重映射预校验 boris 2026-09-02 19:05:28 +08:00
  • 1215a04b7d 支持日期化仓位调整回放 boris 2026-09-02 18:15:07 +08:00
  • d014bb2fbd fix: fail closed on missing factor values boris 2026-08-31 14:30:33 +08:00
  • dff791b51f perf: index factor lookups by symbol boris 2026-08-31 14:27:30 +08:00
  • ce46e42ff7 Merge remote-tracking branch 'origin/main' boris 2026-08-31 09:44:52 +08:00
  • cf1b60c996 fix: accept scoped blacklist runtime context boris 2026-08-31 09:40:49 +08:00
  • d0ca09d4d8 test: normalize engine hook assertions boris 2026-08-31 08:49:45 +08:00
  • c1e66b31a5 预编译数值表达式助手参数 boris 2026-08-31 06:52:44 +08:00
  • cb18a3f279 复用选股日快照视图 boris 2026-08-31 05:03:20 +08:00
  • b634540047 固化定点金额与分钟流式验收 boris 2026-08-31 02:44:20 +08:00
  • cd116bc3ae 减少选股状态热路径字符串分配 boris 2026-08-30 19:02:40 +08:00
  • f839b16dbd Merge remote-tracking branch 'refs/remotes/bundle/main' boris 2026-08-29 15:14:11 +08:00
  • 70d72d5d02 Merge remote-tracking branch 'origin/main' boris 2026-08-29 14:52:08 +08:00
  • f3a37157fc 统一回测策略风控字段校验 boris 2026-08-29 14:52:03 +08:00
  • ce5564408d 按策略引用投影额外因子字段 boris 2026-08-29 08:16:58 +08:00
  • 41854fe5bd 按策略引用投影额外因子字段 boris 2026-08-29 08:16:41 +08:00
  • d5265619f3 按有序市值流提前停止选股 boris 2026-08-29 07:50:09 +08:00
  • e793a5fcc1 按有序市值流提前停止选股 boris 2026-08-29 07:49:43 +08:00
  • 362d85773a 复用标准rolling的交易日边界索引 boris 2026-08-29 06:15:28 +08:00
  • c55caaf79b 优化等价市值排序的选股路径 boris 2026-08-29 06:01:02 +08:00
  • 257088d7d9 优化策略选股的索引查找路径 boris 2026-08-29 05:44:06 +08:00
  • ff2844884d 修正退市候选卖出风控边界 boris 2026-08-29 04:02:28 +08:00
  • 56a38accc8 为股票序列增加有界交易日位置索引 boris 2026-08-28 17:02:35 +08:00
  • de1e65a642 Revert "复用当前时点标准rolling值" boris 2026-08-28 16:54:01 +08:00
  • 2d516cf1eb 复用当前时点标准rolling值 boris 2026-08-28 16:47:07 +08:00
  • e261d93ce5 跳过已排序快照的重复排序 boris 2026-08-28 15:49:02 +08:00
  • c1e7fc91e4 跳过无需求的滚动计算 boris 2026-08-28 15:15:18 +08:00
  • 56511f9d15 批量计算标准滚动均线 boris 2026-08-28 14:53:28 +08:00
  • 8691076cef 加速按日股票快照查找 boris 2026-08-28 14:39:12 +08:00
  • 2de84e88eb 优化按日快照数据集构造 boris 2026-08-28 14:24:56 +08:00
  • 43184a7afe 记录多时点调度的实际时间 boris 2026-08-28 12:54:15 +08:00
  • 4f647ef529 保留平台策略全部交易时点 boris 2026-08-28 12:44:20 +08:00
  • 59be3b5dd5 修复多时点调度与触发价撮合 boris 2026-08-28 11:44:31 +08:00
  • 5bbb093f47 Revert "perf(core): reuse aligned snapshots in universe scan" boris 2026-08-28 08:44:13 +08:00
  • 520409f50f Revert "perf(core): specialize market candidate snapshot lookup" boris 2026-08-28 08:44:13 +08:00
  • e677a73f95 perf(core): specialize market candidate snapshot lookup boris 2026-08-28 08:38:22 +08:00
  • 096115bd94 perf(core): reuse aligned snapshots in universe scan boris 2026-08-28 08:31:40 +08:00
  • cb2319cd22 Revert "perf(core): reuse rolling endpoints per stock state" boris 2026-08-28 08:23:04 +08:00
  • 732c3cfbf5 perf(core): reuse rolling endpoints per stock state boris 2026-08-28 08:16:04 +08:00
  • 3d2ab17d72 perf(core): align market factor candidate lookups boris 2026-08-28 08:00:31 +08:00
  • 87c18574a8 Revert "perf(core): build sorted dataset components linearly" boris 2026-08-28 07:20:20 +08:00
  • c46dcf817b perf(core): build sorted dataset components linearly boris 2026-08-28 07:11:19 +08:00
  • 3f67ee9134 严格按实际委托时间选择盘后撮合 boris 2026-08-28 03:17:21 +08:00
  • 1a2e247c8d 合并分钟行情与策略定时事件时钟 boris 2026-08-28 01:42:58 +08:00
  • 6c47c33cab 按实际委托时间选择盘后撮合阶段 boris 2026-08-28 00:12:19 +08:00
  • a9511f9a4a 拆分调仓日期与执行时钟 boris 2026-08-28 00:00:30 +08:00
  • 85c38b0756 移除策略级盘后撮合模式 boris 2026-08-27 21:05:57 +08:00
  • dd08358f1c 限制盘后固定价格撮合生效日期 boris 2026-08-27 19:20:37 +08:00
  • b6f4b05844 支持盘后固定价格撮合合同 boris 2026-08-27 17:56:41 +08:00
  • c86a0e2339 让分钟行情按流式迭代器处理 boris 2026-08-27 13:25:28 +08:00
  • ed126a3630 优化分钟历史窗口读取并移除滚动双口径 boris 2026-08-27 13:14:41 +08:00
  • 45cafa5c96 Revert "恢复Source Lake滚动因子运行模式" boris 2026-08-27 13:13:50 +08:00
  • d0639558b3 恢复Source Lake滚动因子运行模式 boris 2026-08-27 10:14:50 +08:00
  • 8dccf8414f Merge remote-tracking branch 'refs/remotes/177/latest' boris 2026-08-27 09:19:36 +08:00
  • d84fad721d Merge remote-tracking branch 'origin/main' boris 2026-08-27 09:07:51 +08:00
  • ce4d17c293 规范化策略规格别名避免运行时重复字段 boris 2026-08-27 09:06:37 +08:00
  • 97e9a83dd2 分离过程事件分发与结果保留 boris 2026-08-27 09:05:15 +08:00
  • 9db2a9f79c 分离过程事件分发与结果保留 boris 2026-08-27 09:04:48 +08:00
  • 801a27dace 让显式动作继承运行调度 boris 2026-08-27 08:37:33 +08:00
  • 00ec7a6d55 让显式动作继承运行调度 boris 2026-08-27 08:37:12 +08:00
  • 9b00a0777a 增加类型化开放订单改单能力 boris 2026-08-27 08:08:39 +08:00
  • 5a765766e3 增加类型化开放订单改单能力 boris 2026-08-27 08:07:07 +08:00
  • 6ee1835ca5 记录分钟成交精确时间 boris 2026-08-27 02:47:19 +08:00
  • cdbd8a67de 记录分钟成交精确时间 boris 2026-08-27 02:46:38 +08:00
  • 8d7bb60c30 共享回测分钟报价索引 boris 2026-08-27 01:38:56 +08:00
  • 21cfa65af2 共享回测分钟报价索引 boris 2026-08-27 01:37:18 +08:00
  • 01d1e5073d 修正跨调度撮合流动性重复消费 boris 2026-08-27 00:57:34 +08:00
  • 5c300f8181 修正跨调度撮合流动性重复消费 boris 2026-08-27 00:56:48 +08:00
  • 78c5b72ed3 完善统一策略规格元数据字段 boris 2026-08-26 23:37:42 +08:00
  • 32b3122457 完善统一策略规格元数据字段 boris 2026-08-26 23:37:42 +08:00
  • 50690540cd 导出统一基准调仓规格类型 boris 2026-08-26 23:27:32 +08:00
  • 71b4ffcecf 导出统一基准调仓规格类型 boris 2026-08-26 23:27:32 +08:00
  • 7f66bcfff7 统一基准与调仓规格字段 boris 2026-08-26 23:24:20 +08:00
  • 422e5f1021 统一基准与调仓规格字段 boris 2026-08-26 23:24:20 +08:00
  • 68bff3f661 统一引擎执行规格字段 boris 2026-08-26 23:18:43 +08:00
  • b92a09b5ed 统一引擎执行规格字段 boris 2026-08-26 23:18:43 +08:00
  • e867aea3b1 统一执行参数规格字段 boris 2026-08-26 23:06:20 +08:00
  • 32693dad30 统一执行参数规格字段 boris 2026-08-26 23:06:20 +08:00
  • 723ce93623 导出统一风控策略规格类型 boris 2026-08-26 23:01:33 +08:00
  • b05bd3fc1b 导出统一风控策略规格类型 boris 2026-08-26 23:01:33 +08:00
  • 48acd66c30 修正风控别名测试断言 boris 2026-08-26 22:59:05 +08:00
  • 861ed483b5 修正风控别名测试断言 boris 2026-08-26 22:59:05 +08:00
  • 3926ac2985 统一风控策略执行别名 boris 2026-08-26 22:54:11 +08:00
  • a72a4518d3 统一风控策略执行别名 boris 2026-08-26 22:54:11 +08:00