zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 07:18:57 -07:00
f927ef8c0f perf: build calendar series boundaries in one pass
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 06:08:32 -07:00
0d831c4ca6 Revert "perf: build price series by symbol id"
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 05:55:21 -07:00
96d0cc6fc4 perf: build price series by symbol id
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 05:02:49 -07:00
c7d213bf35 Revert "perf: skip unused explicit-action stock state"
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 04:58:05 -07:00
b5934085da perf: skip unused explicit-action stock state
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 04:35:31 -07:00
3657d83833 test: cover signal-date target persistence
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 04:33:00 -07:00
94a1422a35 fix: honor signal dates for explicit actions
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 03:45:16 -07:00
5bc9753766 fix: align risk-free dates with engine schedule
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 03:27:07 -07:00
a838732e5a fix: reject missing daily execution prices per order
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 03:07:36 -07:00
4b88defdab docs: record date numeric VM acceptance
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 02:59:01 -07:00
bc228980af perf: compile date comparisons into numeric VM
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 02:45:46 -07:00
e0b4a3f56c docs: record expression scope performance evidence
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-06 02:37:15 -07:00
840473362d perf: reuse expression scope identifiers and dates
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-05 23:36:45 -07:00
630a7a16c9 fix: value unavailable execution days without fills
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-05 22:36:06 -07:00
f5de3a2c29 Skip market buys below one lot
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-05 15:29:54 -07:00
c5767ca272 revert: reject neutral symbol-id series storage
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-05 15:26:49 -07:00
a7f96c030f docs: record symbol-id series acceptance
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-05 15:18:24 -07:00
5a7c49a454 perf: build market series by symbol id
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-05 14:39:16 -07:00
cda249e9b4 docs: map open-source engine designs to FIDC
zsb pushed to main at zsb/fidc-backtest-engine 2026-09-05 14:37:22 -07:00
52c7831bf6 revert: reject marginal numeric VM slot reuse