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  • f3c70ea566 docs(perf): record expression context CPU and real HTTP parity evidence boris 2026-09-13 01:12:56 +08:00
  • 07b7b181b6 perf(strategy): retain compact factor values in expression contexts boris 2026-09-13 00:41:51 +08:00
  • fe7243bbc3 perf(data): normalize owned daily bundles in parallel with stable errors boris 2026-09-12 19:00:02 +08:00
  • 875e31f71f fix(stock-pool): separate cumulative condition facts from quote capacity v2026.9.12.24 boris 2026-09-12 18:50:12 +08:00
  • 61bd14d001 fix(backtest): inspect the authoritative strategy inside runner bundles v2026.9.12.23 v2026.9.12.22 boris 2026-09-12 16:55:16 +08:00
  • 531df39911 chore(test): remove obsolete tree-map import after compact snapshot merge v2026.9.12.21 v2026.9.12.20 boris 2026-09-12 16:29:56 +08:00
  • e912e2a6f5 Merge remote-tracking branch 'origin/main' boris 2026-09-12 16:26:06 +08:00
  • b1f2fcb85c fix(stock-pool): scan decoded native conditions instead of serialized source echoes boris 2026-09-12 16:23:18 +08:00
  • 828690a51e perf(data): compact immutable snapshots with current execution rules boris 2026-09-12 16:02:24 +08:00
  • ffd23b9920 fix(stock-pool): preserve exit roles and freeze relative reduction bases v2026.9.12.19 v2026.9.12.18 boris 2026-09-12 15:54:33 +08:00
  • 4ac9ee5058 fix(stock-pool): keep full stops stronger than simultaneous reductions v2026.9.12.17 boris 2026-09-12 14:21:33 +08:00
  • 848c1a514a fix(stock-pool): separate exit ownership and ordinary quote dependencies v2026.9.12.15 v2026.9.12.14 boris 2026-09-12 12:18:26 +08:00
  • 099759ae67 fix(stock-pool): execute verified ETF daily fallbacks with frozen next-open targets v2026.9.12.8 boris 2026-09-12 10:47:47 +08:00
  • d646ca455d merge: integrate causal capacity model with current order clocks and intent planning v2026.9.12.7 boris 2026-09-12 08:52:37 +08:00
  • 3b2a97fa84 fix(backtest): keep next-open limit remainders active on the execution day v2026.9.12.6 boris 2026-09-12 08:02:41 +08:00
  • 2f2258f208 feat(stock-pool): add explicit index-mapped market-cap bands v2026.9.12.4 boris 2026-09-12 07:29:10 +08:00
  • 32a34fadd6 fix(backtest): preserve order origin clocks and emit only state transitions v2026.9.12.3 boris 2026-09-12 07:00:47 +08:00
  • 7ac87a90c4 test: keep snapshot price-risk fixtures in their explicit daily model boris 2026-09-12 06:51:33 +08:00
  • 5949d4cc69 refactor: remove retired daily quota parameters from target diagnostics boris 2026-09-12 06:48:07 +08:00
  • 24cb4805a7 fix: keep decision estimates independent and use timed capacity in fill fixtures boris 2026-09-12 06:46:49 +08:00
  • 053f880e34 test: declare historical audit assumptions in non-liquidity fixtures boris 2026-09-12 06:39:34 +08:00
  • 4d3a9e0e5b fix: separate historical session capacity audits from execution sizing boris 2026-09-12 06:32:10 +08:00
  • 4edc70c4c6 fix(backtest): advance resting limit orders on subsequent quote events v2026.9.12.2 boris 2026-09-12 05:05:39 +08:00
  • 9804851133 fix(stock-pool): reconcile completed entry quantities before repricing v2026.9.12 boris 2026-09-12 04:29:40 +08:00
  • 6ffa0346aa feat(stock-pool): unify target execution, durable intent state and ETF rules boris 2026-09-12 03:55:00 +08:00
  • 29eafc79e2 fix(backtest): 停牌证券保留预算且不参与退出权重分配 boris 2026-09-11 22:50:27 +08:00
  • b6859a3360 统一 FIDC FiPanda 品牌标识与资源 boris 2026-09-11 20:17:51 +08:00
  • a00dea58b2 test: assert causal TWAP entitlement and unfilled remainder boris 2026-09-11 17:11:53 +08:00
  • 2445dc925a fix: size TWAP slices from frozen clocks instead of future quotes boris 2026-09-11 17:04:25 +08:00
  • 1e8d38f2ee Merge remote-tracking branch 'origin/main' boris 2026-09-11 16:14:55 +08:00
  • d2071e4311 docs: compare execution frameworks and specify remaining causal capacity work boris 2026-09-11 16:11:57 +08:00
  • 0fba16342f fix: share explicit execution price selection and reject stale-price fallback boris 2026-09-11 15:44:38 +08:00
  • bd389de57f test: exercise full odd-lot liquidation against the remaining quote quota boris 2026-09-11 15:28:19 +08:00
  • bfbf898027 test: qualify execution clock regression time types boris 2026-09-11 15:19:18 +08:00
  • 2b6d031a55 fix: separate as-of quote time from execution clock and retain volume consumption boris 2026-09-11 15:12:42 +08:00
  • 6160a74d2a 合并主分支最新因子元数据合同 v2026.9.11.4 v2026.9.11.3 boris 2026-09-11 15:01:29 +08:00
  • 4acecda79d feat: introduce causal capacity primitives and exact participation quotas boris 2026-09-11 15:00:18 +08:00
  • d847cb5c28 修正回撤指标的初始净值基线并补充回归测试 boris 2026-09-11 15:00:02 +08:00
  • fa0b316a8b refactor: separate expression metadata and tests from numerical identity boris 2026-09-11 13:26:39 +08:00
  • 21786187c9 feat: publish typed native indicator parameter domains boris 2026-09-11 12:52:28 +08:00
  • e0bed38184 Merge remote-tracking branch 'refs/remotes/highmem177/main' v2026.9.11-stock-pool-screen.1 boris 2026-09-11 12:14:35 +08:00
  • c0b78846d6 fix: preserve frozen stock pool candidate order through execution boris 2026-09-11 12:14:33 +08:00
  • 9d72567b99 test: use the projection module state in calibration failure regression boris 2026-09-11 12:09:33 +08:00
  • e47228beff fix: reject invalid historical slippage bounds before execution boris 2026-09-11 11:57:59 +08:00
  • 1fc8a3a9e6 test: enforce causal historical slippage and reject missing calibration boris 2026-09-11 11:42:21 +08:00
  • 98199c02a2 refactor: isolate historical slippage calibration and propagate pricing errors boris 2026-09-11 11:35:58 +08:00
  • 6eaa06c1d6 docs: record per-leg price risk release and unchanged minute replay boris 2026-09-11 10:44:15 +08:00
  • 7e0877b586 fix: validate price risk on every execution leg before and after slippage v2026.9.11.2 boris 2026-09-11 10:21:46 +08:00
  • 36833b7a6a docs: distinguish merged trading tests from published runtime boris 2026-09-11 10:12:38 +08:00
  • 4c0157b66c docs: record pre-existing realtime quota outage and merged-main test scope boris 2026-09-11 10:08:40 +08:00
  • f7d16fb664 Merge remote-tracking branch 'origin/main' boris 2026-09-11 10:03:34 +08:00
  • 97cdfa5972 docs: record execution-price release and open capacity audit blockers boris 2026-09-11 10:01:37 +08:00
  • f2e228e0a3 合并最新执行风控与策略保护内核 v2026.9.11-protection.1 boris 2026-09-11 09:52:05 +08:00
  • 33924b1fba 统一策略成交保护与锁定周期并修正日期条件覆盖 boris 2026-09-11 09:52:04 +08:00
  • d3c36e9478 fix: retain precise missing execution quote diagnostics during risk checks v2026.9.11 boris 2026-09-11 09:14:58 +08:00
  • c32807db1d test: distinguish next-open one-yuan execution from later close classification boris 2026-09-11 09:11:28 +08:00
  • 20d723e2a1 test: inspect broker fill events in shared signal account audit boris 2026-09-11 09:08:57 +08:00
  • c2b939e818 fix: price one-yuan buy risk at execution and audit account-local signal exits boris 2026-09-11 09:02:52 +08:00
  • 6684f48f95 test: provide the required benchmark in clock-only dataset fixtures boris 2026-09-11 05:28:40 +08:00
  • adbfadcc07 test: use canonical local timestamps in signal consumption cases boris 2026-09-11 05:25:18 +08:00
  • cb6f57be6f fix: bind signal availability to the actual consumption clock boris 2026-09-11 05:23:33 +08:00
  • e75db2d7b0 test: declare daily market coverage for both minute subscriptions boris 2026-09-11 04:58:00 +08:00
  • e42dc6938b test: align minute fixtures and missing-data assertions with strict contracts boris 2026-09-11 04:56:25 +08:00
  • 4f4c1ab7e0 fix: canonicalize all execution limit aliases consistently boris 2026-09-11 04:48:56 +08:00
  • e549a23c66 统一登记信号引用的策略字段别名 boris 2026-09-11 01:45:46 +08:00
  • 4b21fc4f3f 开放共享策略别名规范化入口供服务统一使用 boris 2026-09-11 01:32:05 +08:00
  • e4bac1cf40 合并最新内核并保留严格数值别名校验 boris 2026-09-11 01:04:27 +08:00
  • 1de96494b3 统一策略数值别名并保留精确冲突校验 boris 2026-09-11 01:03:22 +08:00
  • d9bac529d6 feat: expose frozen signal generator identity to execution clients boris 2026-09-11 00:04:08 +08:00
  • 3e8d652af1 merge: keep verified dependency lock and canonical v2 signal kernel boris 2026-09-10 23:50:04 +08:00
  • 23043ee18b build: preserve generated signal client dependency resolution boris 2026-09-10 23:48:54 +08:00
  • c7c2e69b88 合并已登记信号读取与稳定跨语言数值摘要 boris 2026-09-10 23:30:41 +08:00
  • e6746a7a0e 统一第二版信号簿字段并提供原生校验入口 boris 2026-09-10 23:27:43 +08:00
  • 123467d7ae build: lock shared signal client dependencies boris 2026-09-10 23:15:59 +08:00
  • b3a3bdbdfd test: provide native signal book identity probe boris 2026-09-10 23:00:50 +08:00
  • 3f9cff1ee5 merge: retain audited signal identity and cross-language semantic hashing boris 2026-09-10 22:50:54 +08:00
  • db88abb9e0 feat: share verified signal books across backtest and trading clients boris 2026-09-10 22:40:59 +08:00
  • 75e5e32281 绑定信号簿内容摘要并按决策日校验日线输入 v2026.9.10.5 boris 2026-09-10 22:22:03 +08:00
  • 7d05f8f7c7 为执行报价预取测试补齐明确证券生命周期 boris 2026-09-10 22:18:50 +08:00
  • d01f32ca5b Merge branch 'main' of /tmp/fidc-signal-transfer.2sgDaY/signal.bundle boris 2026-09-10 22:12:56 +08:00
  • 3dd7b2bd50 fix: distinguish signal consumption and strategy decision schedule dates boris 2026-09-10 21:20:43 +08:00
  • c8f6ed102c feat: introduce typed account-independent signal execution contract boris 2026-09-10 21:19:04 +08:00
  • 4664f1a2d3 排除仅作参考的基准并记录周期买入风控拒绝 v2026.9.10.4 boris 2026-09-10 20:21:44 +08:00
  • 40481e8825 按日期区分生命周期缺价并保留上市前现金区间 v2026.9.10.3 boris 2026-09-10 19:09:21 +08:00
  • 2473cc04bb 为原生因子研究冻结计算内核身份 boris 2026-09-10 16:32:21 +08:00
  • 3fa1004ec5 校正封板成功率为封板家数除以触板家数 v2026.9.10.2 boris 2026-09-10 14:46:32 +08:00
  • c4632bacf1 独立保留市场统计并标明行业缺失日期 boris 2026-09-10 14:08:05 +08:00
  • 7dcaae594a 接入完整市场与申万行业事件研究内核 boris 2026-09-10 13:35:46 +08:00
  • 999bf5bd01 研究计算隔离证券数据异常并保持交易严格校验 boris 2026-09-10 09:04:08 +08:00
  • b281045df5 修复事件跨服务序列化生成空窗口 v2026.9.10 boris 2026-09-09 23:54:22 +08:00
  • 35acb1c7e7 修复分钟事件轮动仅执行最后时点的问题 boris 2026-09-09 23:52:35 +08:00
  • bbbd9cf3e0 统一日线事件上下文并接入完成分钟事件回测 boris 2026-09-09 23:29:54 +08:00
  • 5dc5ef9df5 补全指数与完整范围排名的只读事件计算 v2026.9.9.2 boris 2026-09-09 19:57:03 +08:00
  • fe8f6c1c26 增加均量突破回踩与真实涨停整理条件 boris 2026-09-09 13:55:45 +08:00
  • 30e8227099 接通真实昨收成交额并前置校验表达式字段 v2026.9.9 boris 2026-09-09 11:33:58 +08:00
  • 588da4958f 合并组合亏损控制器与因子内核依赖 boris 2026-09-09 10:40:26 +08:00
  • bc4754288e 合并主线缺值语义与因子键优化记录 boris 2026-09-09 10:31:26 +08:00
  • 6b0cdbcecc 增加共享因子事件表达式与完整截面算子 boris 2026-09-09 10:31:25 +08:00
  • 5ff05e0d3d merge latest engine main before portfolio risk integration codex/portfolio-loss-integration-20260909 boris 2026-09-09 10:23:02 +08:00
  • bab4d47b46 revert: remove ineffective borrowed factor key optimization boris 2026-09-09 09:48:41 +08:00