zsb/fidc-backtest-engine
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  • 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
  • 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