zsb/fidc-backtest-engine
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Commit Graph

  • 948aca21e8 Add tick best-price matching modes boris 2026-04-23 02:24:29 -07:00
  • 252ba75f50 Add VWAP matching mode boris 2026-04-23 02:18:17 -07:00
  • b6ddd14d94 Support dividend reinvestment boris 2026-04-23 02:11:06 -07:00
  • 0bc224f703 Add share and percent order intents boris 2026-04-23 02:03:24 -07:00
  • 23ba74909d Add process event stream for backtests boris 2026-04-23 01:58:40 -07:00
  • e5fe1f0432 Add rqalpha-style scheduler primitives boris 2026-04-23 01:49:24 -07:00
  • 452eb3324d Use intraday quotes before snapshot fallback boris 2026-04-23 01:26:58 -07:00
  • a076e8d0ff Cancel blocked buy orders like rqalpha boris 2026-04-23 01:01:12 -07:00
  • 16ae826724 Align market order cancellation semantics boris 2026-04-23 00:52:50 -07:00
  • 1b4d68406c Use prev close for open auction rebalances boris 2026-04-23 00:49:17 -07:00
  • c27901306d Execute open auction strategy decisions boris 2026-04-23 00:41:32 -07:00
  • f0eec05b88 Split intraday fills across execution quotes boris 2026-04-23 00:34:35 -07:00
  • 406cb05146 Expose partial fill denial reasons boris 2026-04-23 00:26:54 -07:00
  • c7a5bedf02 Explain rebalance denial reasons boris 2026-04-23 00:17:39 -07:00
  • 3c0ced89bf Align open auction volume semantics boris 2026-04-23 00:14:11 -07:00
  • ec7085d10a Emit rebalance clipping diagnostics boris 2026-04-23 00:10:49 -07:00
  • df1054ab8a Refine open auction execution semantics boris 2026-04-23 00:05:41 -07:00
  • fa4126a662 Add open auction matching mode boris 2026-04-23 00:00:26 -07:00
  • 1b4ce9826a Iterate rebalance safety like rqalpha boris 2026-04-22 23:50:15 -07:00
  • c4967c3711 Format related strategy and test files boris 2026-04-22 23:36:56 -07:00
  • ea2871a0f2 Align order costs and rebalance priority with rqalpha boris 2026-04-22 23:36:20 -07:00
  • c85116c59d Add open auction strategy hook boris 2026-04-22 23:23:51 -07:00
  • 2b5241c2e6 Expose board order sizing runtime fields boris 2026-04-22 23:21:17 -07:00
  • 3925c0fa38 Align projected stock order sizing semantics boris 2026-04-22 23:19:15 -07:00
  • d4f4af6221 Align board-specific stock order sizing boris 2026-04-22 23:12:23 -07:00
  • 7a67e815d7 Allow odd-lot full liquidation sells boris 2026-04-22 23:05:34 -07:00
  • 34e16520fa Add daily strategy lifecycle hooks boris 2026-04-22 22:15:55 -07:00
  • 32e29fdf9a Support successor conversions for delisted holdings boris 2026-04-22 22:13:32 -07:00
  • 6606ef86bc Drop stale broker sizing helpers boris 2026-04-22 22:00:09 -07:00
  • aca8292c72 Align China A-share costs with rqalpha rules boris 2026-04-22 21:57:24 -07:00
  • 650e2e8319 Clip portfolio targets before rebalance orders boris 2026-04-22 21:48:49 -07:00
  • 081686185a Add matching and slippage execution options boris 2026-04-22 21:39:26 -07:00
  • 8db0f37cae Clarify arbitrary moving average usage in manual boris 2026-04-22 21:11:31 -07:00
  • 0de6a87707 Clarify strategy entry semantics in AI manual boris 2026-04-22 20:51:30 -07:00
  • 06dd588e10 Add AI generated cap-band strategy example boris 2026-04-22 20:33:47 -07:00
  • 03062b849b Expose signal open to platform strategies boris 2026-04-22 08:43:46 -07:00
  • 67b099d6e7 Add shared strategy AI manual helpers boris 2026-04-22 06:25:46 -07:00
  • 0ec36dbcc5 Gate empty-result warnings on true empty runs boris 2026-04-22 05:11:11 -07:00
  • c57d75878f Adjust 000852 market-cap band and volume filter boris 2026-04-22 04:43:08 -07:00
  • 1a12c46589 Support buy scaling from platform factors boris 2026-04-22 04:04:13 -07:00
  • 7f54309d53 Parameterize 000852 band range helpers boris 2026-04-22 03:03:23 -07:00
  • 17fb4a3836 Add 000852 volume trend platform strategy example boris 2026-04-22 02:46:44 -07:00
  • 29ba97f471 Add generic rolling factor helpers boris 2026-04-22 00:59:44 -07:00
  • f809399f8e Add volume moving averages to platform runtime boris 2026-04-22 00:45:55 -07:00
  • 6d3017ca56 Support sparse factor aliases in platform runtime boris 2026-04-22 00:31:42 -07:00
  • e838629c58 Support dynamic source factors in platform runtime boris 2026-04-22 00:00:43 -07:00
  • 5815379da2 chore: sync local changes boris 2026-04-22 14:45:59 +08:00
  • 44bcdef920 Expose richer factor maps to platform expressions boris 2026-04-21 23:43:49 -07:00
  • d739e141fd Expose richer calendar fields to platform expressions boris 2026-04-21 23:35:37 -07:00
  • 14c6ba114c Add string helpers for platform expressions boris 2026-04-21 22:48:50 -07:00
  • 2100cd1995 Expand platform DSL expression selection boris 2026-04-21 22:19:33 -07:00
  • 1ba3264990 Expand platform strategy runtime helpers boris 2026-04-21 21:45:18 -07:00
  • 8b55fdabc7 Add platform expression strategy runtime boris 2026-04-21 21:17:30 -07:00
  • 6c353d5441 Allow jq sells when snapshot last stays above limit boris 2026-04-21 18:59:48 -07:00
  • 20af824545 Respect commissions in jq buy sizing boris 2026-04-21 18:47:26 -07:00
  • 5be836423a Use snapshot last price for jq intraday execution boris 2026-04-21 18:35:02 -07:00
  • c67932a2c9 Tighten market order residual fill semantics boris 2026-04-21 08:12:21 -07:00
  • 3652f80d85 Align jq microcap sizing and snapshot pricing boris 2026-04-21 06:36:17 -07:00
  • ba36bd5981 Tighten jq microcap stop-loss trigger boris 2026-04-21 06:15:31 -07:00
  • b0c8ea1a51 Refine jq microcap execution alignment boris 2026-04-21 05:45:27 -07:00
  • 0fe681ff5f Align jq microcap execution with intraday snapshots boris 2026-04-20 12:13:59 +08:00
  • 0e2c25e4c4 Improve jq microcap execution semantics boris 2026-04-18 18:02:50 +08:00
  • 9f4165e689 同步回测引擎改动 zsb 2026-04-09 20:49:42 -07:00
  • 8ee081ca8e 开放 DataSet 组装入口 zsb 2026-04-08 21:36:04 -07:00
  • 581021651c 修正回测推进并增强策略样例 zsb 2026-04-08 19:10:28 -07:00
  • a26049ff15 增强回测demo输出与分区加载 zsb 2026-04-07 21:25:41 -07:00
  • ec425999b0 增加分区快照数据入口 zsb 2026-04-07 00:40:53 -07:00
  • d039c4e741 增强回测引擎第二版策略与快照层 zsb 2026-04-07 00:34:52 -07:00
  • 334864cbc5 初始化回测核心引擎骨架 zsb 2026-04-06 23:56:37 -07:00