Commit Graph

  • 674e4b0b14 修复非周期补买候选失败中断 boris 2026-06-17 12:15:43 +08:00
  • 828b55c747 共享因子候选索引内存 boris 2026-06-17 10:05:55 +08:00
  • 596d64280b 优化行情序列内存结构 boris 2026-06-17 09:55:31 +08:00
  • 1683d875a0 修正平台策略延迟卖出预算口径 boris 2026-06-17 09:04:50 +08:00
  • ed4658ccd0 修正平台策略选股和弱市调仓口径 boris 2026-06-17 07:40:27 +08:00
  • bc39df0ee5 修复FIDC策略滑点配置解析 v2026.6.17.1 boris 2026-06-17 05:31:46 +08:00
  • 70695d8c92 恢复点时刻tick加载语义 boris 2026-06-16 15:35:54 +08:00
  • 0533e2db3a 避免已预取tick重复懒加载 boris 2026-06-16 15:18:43 +08:00
  • 716149c06c 修正平台策略滚动因子优先级 boris 2026-06-16 14:49:41 +08:00
  • 0628dd528a 修复止损卖出受限时的目标仓位预判 boris 2026-06-16 10:20:55 +08:00
  • e146ad6e7d 补充涨停买入撮合约束测试 boris 2026-06-16 09:15:13 +08:00
  • cf2c4fd179 修正AiQuant补仓预算口径 boris 2026-06-16 08:38:19 +08:00
  • 6ba61ef80b 修正跌停止损预判调仓口径 boris 2026-06-16 08:22:15 +08:00
  • e45f990487 修正平台目标调仓执行口径 boris 2026-06-16 08:06:19 +08:00
  • 8e6c912a07 修正AiQuant目标市值估值口径 boris 2026-06-16 07:49:10 +08:00
  • 9a411f2403 修正平台策略弱市调仓顺序 boris 2026-06-16 07:23:51 +08:00
  • d2c65c91b7 修正平台策略投影撮合价口径 boris 2026-06-16 06:22:40 +08:00
  • 5078aec840 修正AiQuant盘中组合估值口径 boris 2026-06-16 06:04:37 +08:00
  • df949ab8ee 修正AiQuant兼容买入数量语义 boris 2026-06-16 05:45:15 +08:00
  • 2e036783bf 修正止损前弱市补仓顺序 boris 2026-06-16 00:29:01 +08:00
  • ff145300b4 修正执行价quote多时间加载 boris 2026-06-16 00:05:34 +08:00
  • c2de9d8e83 修正AiQuant目标市值持仓估值 boris 2026-06-15 20:40:31 +08:00
  • baeda3773d 修正调仓持仓报价预加载语义 boris 2026-06-15 20:29:14 +08:00
  • 725f1845d9 修复涨跌停最终执行价约束 boris 2026-06-15 20:04:42 +08:00
  • e0949a0eaa 统一表达式策略涨跌停触价口径 boris 2026-06-15 19:33:40 +08:00
  • 5d2bcd8366 修正A股涨跌停严格触价规则 boris 2026-06-15 18:50:10 +08:00
  • 5181d0e403 修正平台策略费用和表达式口径 boris 2026-06-15 18:03:21 +08:00
  • 1c31fa80d2 修复AiQuant策略表达式回测执行语义 boris 2026-06-15 11:16:04 +08:00
  • d3d08276ae 修正AiQuant多时间调仓语义 boris 2026-06-14 02:37:26 +08:00
  • 80b34280c2 修正滑点成交后的持仓估值 boris 2026-06-14 02:09:44 +08:00
  • 0cfb7625bf 修正回测指标和成交时间口径 v2026.6.14 boris 2026-06-14 01:08:29 +08:00
  • 4c3653e009 修正AiQuant兼容回测盘中估值口径 boris 2026-06-13 23:32:24 +08:00
  • 9512a5dd2f 修正点时刻执行报价口径 boris 2026-06-13 21:55:08 +08:00
  • 4f5e3f7162 统一调度时刻使用已知tick boris 2026-06-13 21:41:37 +08:00
  • 89c2ff58f8 修正点时刻回测使用最新tick boris 2026-06-13 21:27:21 +08:00
  • 0813ce3ffb 修正目标市值盘中估值口径 boris 2026-06-13 21:09:38 +08:00
  • a030554ab6 修正平台策略滚动量能口径 boris 2026-06-13 20:48:52 +08:00
  • 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