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 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
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