zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-07-15 03:41:36 -07:00
26315e2016 修正组合回撤负向测试断言
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-15 03:39:57 -07:00
9f85625b83 增加组合回撤冷却风控状态机
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-13 00:51:28 -07:00
e17c5ad3b0 新增信号日基准收盘字段
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-12 01:45:11 -07:00
5f5f0fcf16 补充目标仓位降仓回归测试
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 23:59:22 -07:00
bacb70e327 修正下一开盘目标仓位计算
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 14:55:59 -07:00
0ea5fae69d 统一次日开盘新仓目标市值指令
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 14:47:41 -07:00
214872dfbf 修正次日开盘目标市值现金投影
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 14:42:10 -07:00
2b64fb7c7e Revert "修正次日开盘目标市值换股语义"
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 14:33:53 -07:00
438757ab54 修正次日开盘目标市值换股语义
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 13:49:42 -07:00
67f15f12ca 隔离次日执行价与信号日资金预算
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 13:42:01 -07:00
992d0e063c 保留次日执行目标市值指令
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 13:37:06 -07:00
428434d98d 修复次日开盘目标市值未来数据
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 13:21:53 -07:00
20b07ddd7d 移除决策日市值二次推算
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 10:45:40 -07:00
c094e78bef 修正周期调仓等权资金预算
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 10:27:53 -07:00
57345e8230 修正下一交易日信号时点字段可见性
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 10:06:03 -07:00
d5d67102ac 支持排名缓冲换仓策略
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 09:31:04 -07:00
30a4071ee0 对齐模型轮动目标调仓语义
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 08:50:03 -07:00
942ba84ca5 保留模型评分显式调仓日期
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-11 08:39:22 -07:00
ab3c821e59 修复滞后执行卖出资金投影
zsb pushed to main at zsb/fidc-backtest-engine 2026-07-10 00:36:43 -07:00
1953e92b7b 更新策略生成三年收益目标