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 00:14:15 -07:00
3c0ced89bf Align open auction volume semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:10:54 -07:00
ec7085d10a Emit rebalance clipping diagnostics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:05:46 -07:00
df1054ab8a Refine open auction execution semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 00:00:31 -07:00
fa4126a662 Add open auction matching mode
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 23:50:40 -07:00
1b4ce9826a Iterate rebalance safety like rqalpha
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 23:37:00 -07:00
c4967c3711 Format related strategy and test files
ea2871a0f2 Align order costs and rebalance priority with rqalpha
Compare 2 commits »
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 23:23:54 -07:00
c85116c59d Add open auction strategy hook
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 23:21:21 -07:00
2b5241c2e6 Expose board order sizing runtime fields
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 23:19:22 -07:00
3925c0fa38 Align projected stock order sizing semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 23:12:29 -07:00
d4f4af6221 Align board-specific stock order sizing
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 23:05:40 -07:00
7a67e815d7 Allow odd-lot full liquidation sells
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 22:15:59 -07:00
34e16520fa Add daily strategy lifecycle hooks
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 22:13:38 -07:00
32e29fdf9a Support successor conversions for delisted holdings
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 22:00:13 -07:00
6606ef86bc Drop stale broker sizing helpers
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 21:57:29 -07:00
aca8292c72 Align China A-share costs with rqalpha rules
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 21:48:54 -07:00
650e2e8319 Clip portfolio targets before rebalance orders
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 21:39:41 -07:00
081686185a Add matching and slippage execution options
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 21:11:40 -07:00
8db0f37cae Clarify arbitrary moving average usage in manual
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 20:51:38 -07:00
0de6a87707 Clarify strategy entry semantics in AI manual
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-22 20:33:53 -07:00
06dd588e10 Add AI generated cap-band strategy example