zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:28:26 -07:00
8906490a40 Expand limit order intent coverage
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:22:05 -07:00
a7bb29ce2a Add limit price slippage support
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:17:22 -07:00
f65267accf Reserve sellable quantity for open orders
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:13:39 -07:00
14326c0847 Add persistent limit orders and cancel semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:47:27 -07:00
8aae4941a5 Document dividend reinvestment platform rule
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:42:46 -07:00
e400dec464 Expose weekly and monthly platform rebalance schedules
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:24:42 -07:00
948aca21e8 Add tick best-price matching modes
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:18:29 -07:00
252ba75f50 Add VWAP matching mode
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:11:23 -07:00
b6ddd14d94 Support dividend reinvestment
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:03:34 -07:00
0bc224f703 Add share and percent order intents
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 01:58:52 -07:00
23ba74909d Add process event stream for backtests
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 01:49:37 -07:00
e5fe1f0432 Add rqalpha-style scheduler primitives
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 01:27:04 -07:00
452eb3324d Use intraday quotes before snapshot fallback
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 01:01:28 -07:00
a076e8d0ff Cancel blocked buy orders like rqalpha
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:53:11 -07:00
16ae826724 Align market order cancellation semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:49:28 -07:00
1b4d68406c Use prev close for open auction rebalances
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:41:45 -07:00
c27901306d Execute open auction strategy decisions
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:34:47 -07:00
f0eec05b88 Split intraday fills across execution quotes
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:27:05 -07:00
406cb05146 Expose partial fill denial reasons
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:17:44 -07:00
c7a5bedf02 Explain rebalance denial reasons