zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 10:45:42 -07:00
326438aac9 fix: evaluate buy quote conditions at the active schedule clock
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 10:27:47 -07:00
30da6eaead feat: evaluate trading buy filters into decision-scoped constraints
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 10:09:16 -07:00
3784246e6b docs: specify buy-constrained amendment behavior and validation scope
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 10:04:55 -07:00
fa6f189cdd test: verify amendment rejection without order-state events
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 10:00:56 -07:00
daa9d8d341 fix: apply decision buy denials to exposure-increasing amendments
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 09:53:51 -07:00
c85afb59ab docs: define factor decision phase integration and acceptance gates
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 09:43:58 -07:00
7d293f092e test: cover next-open side flips and trim redundant default fields
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 09:41:15 -07:00
da27204a71 test: assert broker fill events for scoped buy denials
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 09:40:14 -07:00
bac721e593 feat: add decision-scoped buy denials to broker submission
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 07:30:18 -07:00
bc666c6433 docs: record paper and live deployment of native factor timing fix
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 07:15:02 -07:00
4a71992752 docs: record intraday native factor and five-year next-open replays
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 06:56:15 -07:00
1b78186c4e docs: record scoped native daily factor visibility tests
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 06:54:30 -07:00
cb97aa193d test: verify native daily values respect intraday availability
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 06:51:56 -07:00
a02ac6e853 fix: gate bound daily indicator fields by completed session
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 04:38:30 -07:00
f3cc790659 fix(data): reject normalized reserved adjustment keys
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 03:13:36 -07:00
5ffbf76565 docs(data): record typed adjustment snapshot acceptance
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-07 02:53:39 -07:00
04b45adf98 perf(data): type adjustment factor snapshots
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 22:57:27 -07:00
9714c051c5 精确预分配按股行情分组
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 22:47:10 -07:00
fbf5a6d61a 按符号索引一次构建行情序列
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 22:34:45 -07:00
94632f42d6 拆分共享日线序列与日内字段