zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-08-23 11:57:45 -07:00
869c14e2b0 改用真实行情验证滚动风控
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-23 11:52:02 -07:00
cea079a770 统一复权滚动因子计算口径
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-23 07:58:37 -07:00
9a7e5c7903 前置校验策略表达式语法
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-22 22:10:09 -07:00
7afb72dca8 统一成交量滚动有效样本口径
zsb pushed tag v2026.8.22.1 to zsb/fidc-backtest-engine 2026-08-22 03:59:34 -07:00
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-22 03:59:14 -07:00
c8cbc5dc96 Merge remote-tracking branch 'origin/main'
6fba34d2e4 修正回测出入金现金流中性口径
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zsb pushed to main at zsb/fidc-backtest-engine 2026-08-21 23:50:03 -07:00
375b8b2df1 补充可配置过户费并纳入成交成本
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-21 23:32:56 -07:00
b8776d7169 修正入金后的资金流收益指标
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-21 19:59:43 -07:00
7a1631efa3 补充策略执行频率字段
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 07:10:54 -07:00
fe7e0f397f 修正无变化目标订单记录
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 06:51:50 -07:00
839ca1fa0d 预编译策略运行时辅助函数
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 06:45:01 -07:00
d51d324977 复用策略表达式解析计划
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 06:39:20 -07:00
6f2c39aaf2 并行构建证券序列索引
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 06:34:54 -07:00
2a4a9d1290 构建无锁证券序列索引
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 06:30:42 -07:00
29fcd67bf8 按表达式需求构建运行作用域
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 06:23:19 -07:00
faa8ac7c13 优化复权与成交量滚动窗口
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 03:36:40 -07:00
40e4c12cdd 移除策略生成默认收益门槛
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 03:11:42 -07:00
53c68250e4 区分业务选股与框架风控
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 02:14:40 -07:00
2749983267 修复策略前置表达式滚动函数执行
zsb pushed to main at zsb/fidc-backtest-engine 2026-08-01 01:15:29 -07:00
2c93f4a1ed 补全调仓现金口径生成约束