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v2026.04.28

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v2026.5.20.1

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• e1d36fc0c7 修正平台表达式回测口径 boris 2026-06-13 20:01:24 +08:00
• 0dca8e0eff 完善策略调度执行价校验 boris 2026-06-13 15:26:56 +08:00
• 4cf90d83a3 修复执行价索引和平台表达式回退 boris 2026-06-12 23:46:44 +08:00
• 9b4462f880 修正策略止盈止损和补仓投影 boris 2026-05-28 18:40:32 +08:00
• 87b7b2642d 修正策略投影tick依赖 boris 2026-05-28 18:17:33 +08:00
• 5eee5c7c63 缩小tick查询到实际订单 boris 2026-05-28 17:45:00 +08:00
• c6dc1d1474 修正回测执行时tick取价 boris 2026-05-28 17:32:40 +08:00
• 8c86918970 修正微盘买入预算与表达式性能 boris 2026-05-28 10:39:43 +08:00
• 200d5d1f41 完善平台策略回测撮合和滑点 boris 2026-05-28 08:59:14 +08:00
• 3499d4aa74 chore: 更新 fidc-backtest-engine - 2026-05-22 v2026.05.22 boris 2026-05-22 17:22:33 +08:00
• 7dbd66b467 修复止盈关闭时的延迟卖出误触发 v2026.5.20.1 boris 2026-05-20 17:51:29 +08:00
• db8b0bf142 修复AiQuant回测撮合一致性 v2026.5.20 boris 2026-05-20 12:09:01 +08:00
• 6e54471e57 修复回测撮合与AiQuant兼容语义 v2026.5.18.10 boris 2026-05-18 23:06:47 +08:00
• 3f383c1a88 修复平台策略撮合限价与回补语义 v2026.5.18 boris 2026-05-18 11:14:51 +08:00
• 4577657c90 对齐 AiQuant RQAlpha 回测语义 v2026.5.15 boris 2026-05-15 11:48:10 +08:00
• 94662b6e75 chore: 更新 fidc-backtest-engine - 2026-05-13 v2026.05.13.1 boris 2026-05-13 23:48:16 +08:00
• 616cab0e7e chore: 更新 fidc-backtest-engine - 2026-05-13 v2026.05.13 boris 2026-05-13 21:57:57 +08:00
• db72f6f515 修复 AiQuant 微盘回测撮合语义 v2026.5.13 boris 2026-05-13 18:43:02 +08:00
• 2165831708 使用前一交易日指数价格计算市值区间，模拟实盘场景 v2026.5.12 boris 2026-05-12 18:03:56 +08:00
• 1a402f2048 实现市值区间padding机制 v2026.5.11.2 boris 2026-05-11 20:38:12 +08:00
• bbe60537ff 修复MA过滤器逻辑错误和成交量过滤器策略名称匹配 v2026.5.11.1 boris 2026-05-11 20:13:52 +08:00
• 3b033fd294 修复 core 执行层默认添加 new_listing 的问题 v2026.5.10 boris 2026-05-09 02:08:36 -07:00
• d9de9715ef chore: 更新 fidc-backtest-engine - 2026-05-08 v2026.05.08.1 boris 2026-05-08 19:57:49 -07:00
• 65742d4d5e chore: 更新 fidc-backtest-engine - 2026-05-08 v2026.05.08 boris 2026-05-08 07:34:04 -07:00
• a47c7c3e49 chore: 更新 fidc-backtest-engine - 2026-05-07 v2026.05.07.1 boris 2026-05-07 17:12:49 -07:00
• adc2f12ddf chore: 更新 fidc-backtest-engine - 2026-05-07 v2026.05.07 boris 2026-05-07 03:49:26 -07:00
• e06a1e88e5 完善AI策略手册防未来函数规则 v2026.4.30.1 boris 2026-04-30 09:24:05 -07:00
• ce49301b98 修复平台策略次日开盘未来函数 v2026.4.30 boris 2026-04-30 00:53:45 -07:00
• e5439956eb 修复平台表达式嵌套三元执行 v2026.4.29 boris 2026-04-30 03:57:43 +08:00
• 8e4e0cd86f 完善平台表达式因子执行能力 v2026.4.28.2 boris 2026-04-28 23:22:21 +08:00
• c73649012f 扩展策略指标因子与滚动函数 v2026.4.28.1 boris 2026-04-28 21:01:43 +08:00
• 236ec62e44 补充策略规格解析能力 v2026.4.28 boris 2026-04-28 19:40:09 +08:00
• 52a8bced13 chore: 更新 fidc-backtest-engine - 2026-04-28 v2026.04.28.1 boris 2026-04-28 10:37:11 +08:00
• 692cb666a0 chore: 从版本管理中移除 .DS_Store 文件 boris 2026-04-28 10:36:07 +08:00
• 67b0c1bed4 chore: 更新 fidc-backtest-engine - 2026-04-28 v2026.04.28 boris 2026-04-28 10:30:29 +08:00
• 60f0f73076 fix: tolerate missing holding market rows boris 2026-04-24 12:51:47 -07:00
• bd9b26deb3 fix: tighten strategy AI prompt contract boris 2026-04-24 09:15:45 -07:00
• 05418be4d5 docs: align strategy ai skill constraints boris 2026-04-24 08:21:15 -07:00
• 8fe2fdec04 docs: tighten strategy ai generation prompt boris 2026-04-24 07:27:32 -07:00
• 184074dcfe fix: normalize dynamic factor lookups boris 2026-04-24 05:05:03 -07:00
• 99188487b8 perf: cache daily history by symbol boris 2026-04-24 04:24:32 -07:00
• cd39d15a27 fix: use indicator wording in strategy manual boris 2026-04-24 03:50:41 -07:00
• 7cbf2af99a fix: present manual as usable indicators boris 2026-04-24 03:28:38 -07:00
• 1a6cd44d57 feat: expose daily amount and price fields to strategy DSL boris 2026-04-24 03:13:36 -07:00
• d7c7f319d5 docs: expand strategy AI manual workflow boris 2026-04-24 01:28:22 -07:00
• 55e8a59866 Fix decision-time rolling factor semantics boris 2026-04-24 01:00:28 -07:00
• e6621c1719 fix benchmark return baseline boris 2026-04-24 00:17:20 -07:00
• 47988cd7e7 Add string factor support boris 2026-04-23 23:05:43 -07:00
• 0b0b9333fa Rename engine strategy surfaces boris 2026-04-23 22:13:14 -07:00
• 882053e12b Add RQData factor helper APIs boris 2026-04-23 22:04:55 -07:00
• f056aa3468 Add futures exchange validators boris 2026-04-23 21:58:38 -07:00
• 895aee1388 Add futures depth matching and mod loader boris 2026-04-23 21:51:45 -07:00
• ed8ac385e4 Add remaining RQAlpha extension helpers boris 2026-04-23 21:44:42 -07:00
• beb9c7a7ae Close RQAlpha P0-P2 parity gaps boris 2026-04-23 21:07:59 -07:00
• 6be87c9982 Document remaining RQAlpha parity gaps boris 2026-04-23 20:49:17 -07:00
• 5653278576 Add futures expiration schedule boris 2026-04-23 20:43:25 -07:00
• 4755a59a5b Emit futures order process events boris 2026-04-23 20:41:37 -07:00
• dfd39fd8a3 Add futures expiration settlement boris 2026-04-23 20:39:40 -07:00
• 3439b5d8d0 Wire futures order intents into engine boris 2026-04-23 20:38:36 -07:00
• db4e385308 Expose futures account runtime view boris 2026-04-23 20:35:32 -07:00
• 2669350154 Add futures order execution model boris 2026-04-23 20:29:14 -07:00
• 68adc6b25c Add futures account model boris 2026-04-23 20:25:50 -07:00
• 8e53c995cd Expose stock account accessors boris 2026-04-23 20:22:19 -07:00
• 8bbca8c3a0 Add position runtime aliases boris 2026-04-23 20:21:04 -07:00
• c843de078f Add management fee callbacks boris 2026-04-23 20:18:31 -07:00
• 85feee6dac Add account cash flow intents boris 2026-04-23 20:14:05 -07:00
• e0a5d0c945 Expose account runtime metrics boris 2026-04-23 20:03:49 -07:00
• 9f10afddec Add order runtime lookup boris 2026-04-23 19:57:02 -07:00
• c12a883d28 Expose open order runtime fields boris 2026-04-23 19:47:56 -07:00
• f4030f2607 Add instrument history helpers boris 2026-04-23 19:43:36 -07:00
• ca49b6dbb3 Add get price data helper boris 2026-04-23 19:41:01 -07:00
• bb8f40f33c Add suspended and ST data helpers boris 2026-04-23 19:37:50 -07:00
• 6106297a97 Expose position lifecycle fields boris 2026-04-23 19:34:47 -07:00
• c3ef0bd49a Expose strategy runtime data APIs boris 2026-04-23 19:29:12 -07:00
• 1760fc6cd1 Add bar and tick strategy lifecycle boris 2026-04-23 19:17:04 -07:00
• 86e4db6272 Add subscription guards for platform trading actions boris 2026-04-23 19:02:25 -07:00
• 58836a1c37 Support algo order pricing in smart portfolio rebalances boris 2026-04-23 18:48:14 -07:00
• ac308c8d68 Add algo-order platform actions boris 2026-04-23 07:36:20 -07:00
• 152b5c3141 Add dynamic universe and subscription controls boris 2026-04-23 07:12:56 -07:00
• 5265f82fef Add rqalpha-style scheduler time rules boris 2026-04-23 06:34:07 -07:00
• fae09afb86 Add rqalpha-style position pnl runtime fields boris 2026-04-23 06:12:25 -07:00
• f17aabc9d3 Expose smart target-portfolio platform actions boris 2026-04-23 06:05:56 -07:00
• 48f8486e1a Add smart target-portfolio order intent boris 2026-04-23 05:57:29 -07:00
• f805a4b26d Add target-shares parity and rqalpha roadmap boris 2026-04-23 05:49:17 -07:00
• 2857f72d84 Expose process event context to strategy runtime boris 2026-04-23 05:12:07 -07:00
• 4d43d1b176 Expose latest open order ids to platform runtime boris 2026-04-23 04:55:44 -07:00
• 4fdcfdae7d Expose open order state to strategy runtime boris 2026-04-23 04:52:43 -07:00
• 9fca6e0011 Schedule platform explicit trading actions boris 2026-04-23 04:42:52 -07:00
• cbb6af3f29 Add platform explicit action stages boris 2026-04-23 04:33:00 -07:00
• 6e5d4cca3b Expose explicit platform trading actions boris 2026-04-23 04:22:11 -07:00
• 2e418f93d3 Add process event bus to backtest engine boris 2026-04-23 04:02:22 -07:00
• 6b5112a363 Add scheduled process hooks to strategy engine boris 2026-04-23 03:57:10 -07:00
• 2bbfa35187 Add rqalpha-style order reject lifecycle events boris 2026-04-23 03:45:46 -07:00
• b657205103 Align order lifecycle with rqalpha close semantics boris 2026-04-23 03:41:49 -07:00
• 8906490a40 Expand limit order intent coverage boris 2026-04-23 03:28:14 -07:00
• a7bb29ce2a Add limit price slippage support boris 2026-04-23 03:21:50 -07:00
• f65267accf Reserve sellable quantity for open orders boris 2026-04-23 03:17:09 -07:00
• 14326c0847 Add persistent limit orders and cancel semantics boris 2026-04-23 03:13:26 -07:00
• 8aae4941a5 Document dividend reinvestment platform rule boris 2026-04-23 02:47:09 -07:00
• e400dec464 Expose weekly and monthly platform rebalance schedules boris 2026-04-23 02:42:28 -07:00