fidc-backtest-engine

bin

chore: 更新 fidc-backtest-engine - 2026-05-07

2026-05-07 03:49:26 -07:00

broker_stock_pool.rs

fix(stock-pool): separate cumulative condition facts from quote capacity

2026-09-12 18:50:12 +08:00

broker.rs

fix(stock-pool): separate cumulative condition facts from quote capacity

2026-09-12 18:50:12 +08:00

calendar.rs

Expose strategy runtime data APIs

2026-04-23 19:29:12 -07:00

cost.rs

feat(stock-pool): unify target execution, durable intent state and ETF rules

2026-09-12 03:55:00 +08:00

daily_patterns.rs

接入完整市场与申万行业事件研究内核

2026-09-10 13:35:46 +08:00

data.rs

fix(stock-pool): separate cumulative condition facts from quote capacity

2026-09-12 18:50:12 +08:00

engine.rs

fix(stock-pool): separate cumulative condition facts from quote capacity

2026-09-12 18:50:12 +08:00

etf_execution.rs

fix(stock-pool): execute verified ETF daily fallbacks with frozen next-open targets

2026-09-12 10:47:47 +08:00

event_bus.rs

跳过无业务分钟回调

2026-08-25 04:02:33 +08:00

events.rs

fix(stock-pool): execute verified ETF daily fallbacks with frozen next-open targets

2026-09-12 10:47:47 +08:00

execution_capacity.rs

fix: separate historical session capacity audits from execution sizing

2026-09-12 06:32:10 +08:00

execution_schedule.rs

fix: size TWAP slices from frozen clocks instead of future quotes

2026-09-11 17:04:25 +08:00

factor_cross_section.rs

补全指数与完整范围排名的只读事件计算

2026-09-09 19:57:03 +08:00

factor_event_catalog.rs

refactor: separate expression metadata and tests from numerical identity

2026-09-11 13:26:39 +08:00

factor_events_tests.rs

refactor: separate expression metadata and tests from numerical identity

2026-09-11 13:26:39 +08:00

factor_events.rs

refactor: separate expression metadata and tests from numerical identity

2026-09-11 13:26:39 +08:00

fixed_point.rs

将股票执行资金切换为定点账本

2026-08-25 14:36:15 +08:00

futures.rs

记录分钟成交精确时间

2026-08-27 02:47:19 +08:00

holding_policy.rs

统一策略成交保护与锁定周期并修正日期条件覆盖

2026-09-11 09:52:04 +08:00

instrument.rs

feat(stock-pool): unify target execution, durable intent state and ETF rules

2026-09-12 03:55:00 +08:00

lib.rs

fix(stock-pool): separate cumulative condition facts from quote capacity

2026-09-12 18:50:12 +08:00

market_event_context.rs

校正封板成功率为封板家数除以触板家数

2026-09-10 14:46:32 +08:00

metrics.rs

修正回撤指标的初始净值基线并补充回归测试

2026-09-11 15:00:02 +08:00

numeric_expr_vm.rs

fix: preserve unknown numeric conditions through boolean expressions

2026-09-09 03:56:44 +08:00

numeric_factors.rs

perf(data): compact immutable snapshots with current execution rules

2026-09-12 16:02:24 +08:00

pattern_context.rs

fix(backtest): inspect the authoritative strategy inside runner bundles

2026-09-12 16:55:16 +08:00

platform_expr_strategy.rs

fix(stock-pool): separate cumulative condition facts from quote capacity

2026-09-12 18:50:12 +08:00

platform_runtime_schema.rs

统一日线形态计算与次日分阶段信号

2026-09-09 06:41:15 +08:00

platform_stock_pool.rs

fix(stock-pool): preserve exit roles and freeze relative reduction bases

2026-09-12 15:54:33 +08:00

platform_strategy_spec.rs

fix(stock-pool): preserve exit roles and freeze relative reduction bases

2026-09-12 15:54:33 +08:00

portfolio_loss.rs

feat: connect portfolio loss to finalized accounting and daily risk clock

2026-09-09 09:40:18 +08:00

portfolio.rs

chore(test): remove obsolete tree-map import after compact snapshot merge

2026-09-12 16:29:56 +08:00

risk_control.rs

perf(data): compact immutable snapshots with current execution rules

2026-09-12 16:02:24 +08:00

rules.rs

实现FIDC配置化风控与交易成本

2026-07-02 07:16:47 +08:00

scheduler.rs

style: normalize fidc core formatting

2026-09-04 22:18:35 +08:00

session_events.rs

统一日线事件上下文并接入完成分钟事件回测

2026-09-09 23:29:54 +08:00

signal_contract.rs

test: provide the required benchmark in clock-only dataset fixtures

2026-09-11 05:28:40 +08:00

stock_pool_candidates.rs

feat(stock-pool): unify target execution, durable intent state and ETF rules

2026-09-12 03:55:00 +08:00

stock_pool_execution_tests.rs

fix(stock-pool): preserve exit roles and freeze relative reduction bases

2026-09-12 15:54:33 +08:00

stock_pool_execution.rs

fix(stock-pool): preserve exit roles and freeze relative reduction bases

2026-09-12 15:54:33 +08:00

stock_pool_frozen.rs

feat(stock-pool): unify target execution, durable intent state and ETF rules

2026-09-12 03:55:00 +08:00

stock_pool_index_cap.rs

feat(stock-pool): unify target execution, durable intent state and ETF rules

2026-09-12 03:55:00 +08:00

stock_pool_index_policy.rs

feat(stock-pool): unify target execution, durable intent state and ETF rules

2026-09-12 03:55:00 +08:00

stock_pool_indicators.rs

feat(stock-pool): unify target execution, durable intent state and ETF rules

2026-09-12 03:55:00 +08:00

stock_pool_market_cap.rs

feat(stock-pool): add explicit index-mapped market-cap bands

2026-09-12 07:29:10 +08:00

stock_pool_quote_facts.rs

fix(stock-pool): separate cumulative condition facts from quote capacity

2026-09-12 18:50:12 +08:00

stock_pool_state.rs

fix(stock-pool): preserve exit roles and freeze relative reduction bases

2026-09-12 15:54:33 +08:00

strategy_ai.rs

统一策略成交保护与锁定周期并修正日期条件覆盖

2026-09-11 09:52:04 +08:00

strategy.rs

perf(data): compact immutable snapshots with current execution rules

2026-09-12 16:02:24 +08:00

universe.rs

perf(data): compact immutable snapshots with current execution rules

2026-09-12 16:02:24 +08:00