zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 03:14:00 -07:00
1a6cd44d57 feat: expose daily amount and price fields to strategy DSL
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 01:28:42 -07:00
d7c7f319d5 docs: expand strategy AI manual workflow
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 01:00:40 -07:00
55e8a59866 Fix decision-time rolling factor semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-24 00:17:35 -07:00
e6621c1719 fix benchmark return baseline
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 23:05:53 -07:00
47988cd7e7 Add string factor support
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 22:13:42 -07:00
0b0b9333fa Rename engine strategy surfaces
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 22:05:08 -07:00
882053e12b Add RQData factor helper APIs
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 21:58:47 -07:00
f056aa3468 Add futures exchange validators
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 21:51:55 -07:00
895aee1388 Add futures depth matching and mod loader
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 21:45:00 -07:00
ed8ac385e4 Add remaining RQAlpha extension helpers
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 21:08:10 -07:00
beb9c7a7ae Close RQAlpha P0-P2 parity gaps
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:49:27 -07:00
6be87c9982 Document remaining RQAlpha parity gaps
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:43:30 -07:00
5653278576 Add futures expiration schedule
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:41:42 -07:00
4755a59a5b Emit futures order process events
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:39:43 -07:00
dfd39fd8a3 Add futures expiration settlement
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:38:42 -07:00
3439b5d8d0 Wire futures order intents into engine
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:35:45 -07:00
db4e385308 Expose futures account runtime view
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:29:21 -07:00
2669350154 Add futures order execution model
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:25:54 -07:00
68adc6b25c Add futures account model
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 20:22:23 -07:00
8e53c995cd Expose stock account accessors