zsb/fidc-backtest-engine
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  • dd376e4b32 Revert "perf: build calendar series boundaries in one pass" boris 2026-09-06 22:24:18 +08:00
  • f927ef8c0f perf: build calendar series boundaries in one pass boris 2026-09-06 22:18:54 +08:00
  • 0d831c4ca6 Revert "perf: build price series by symbol id" boris 2026-09-06 21:08:15 +08:00
  • 96d0cc6fc4 perf: build price series by symbol id boris 2026-09-06 20:55:18 +08:00
  • c7d213bf35 Revert "perf: skip unused explicit-action stock state" boris 2026-09-06 20:02:33 +08:00
  • b5934085da perf: skip unused explicit-action stock state boris 2026-09-06 19:58:01 +08:00
  • 3657d83833 test: cover signal-date target persistence boris 2026-09-06 19:35:27 +08:00
  • 94a1422a35 fix: honor signal dates for explicit actions boris 2026-09-06 19:32:57 +08:00
  • 5bc9753766 fix: align risk-free dates with engine schedule boris 2026-09-06 18:45:11 +08:00
  • a838732e5a fix: reject missing daily execution prices per order boris 2026-09-06 18:26:55 +08:00
  • 4b88defdab docs: record date numeric VM acceptance boris 2026-09-06 18:07:34 +08:00
  • bc228980af perf: compile date comparisons into numeric VM boris 2026-09-06 17:58:57 +08:00
  • e0b4a3f56c docs: record expression scope performance evidence boris 2026-09-06 17:45:42 +08:00
  • 840473362d perf: reuse expression scope identifiers and dates boris 2026-09-06 17:37:12 +08:00
  • 630a7a16c9 fix: value unavailable execution days without fills boris 2026-09-06 14:36:35 +08:00
  • f5de3a2c29 Skip market buys below one lot boris 2026-09-06 13:35:52 +08:00
  • c5767ca272 revert: reject neutral symbol-id series storage boris 2026-09-06 06:29:51 +08:00
  • a7f96c030f docs: record symbol-id series acceptance boris 2026-09-06 06:26:45 +08:00
  • 5a7c49a454 perf: build market series by symbol id boris 2026-09-06 06:18:21 +08:00
  • cda249e9b4 docs: map open-source engine designs to FIDC boris 2026-09-06 05:39:14 +08:00
  • 52c7831bf6 revert: reject marginal numeric VM slot reuse boris 2026-09-06 05:37:20 +08:00
  • 5122c73aa8 perf: reuse numeric VM slots by generation boris 2026-09-06 05:31:23 +08:00
  • 5f08978827 Revert "perf: bind numeric VM identifiers at compile time" boris 2026-09-06 05:24:11 +08:00
  • 2135a5bd03 perf: bind numeric VM identifiers at compile time boris 2026-09-06 05:16:48 +08:00
  • 199f988b2e feat: add dated candidate universe contracts boris 2026-09-06 03:57:33 +08:00
  • 0f1d49bf63 feat: execute factor position target rules boris 2026-09-06 02:45:39 +08:00
  • c7f5188354 docs: correct performance evidence medians boris 2026-09-05 13:54:36 +08:00
  • 6a1c60b2e2 docs: record signal rolling rejection boris 2026-09-05 13:35:00 +08:00
  • 2aa330786a revert: reject allocation-free signal rolling scan boris 2026-09-05 13:26:23 +08:00
  • b65b3ed8f1 perf: scan signal rolling aggregates without allocations boris 2026-09-05 13:19:04 +08:00
  • f9ec86436a docs: record selection benchmark decisions boris 2026-09-05 13:09:44 +08:00
  • 42999ffa2c revert: reject selection band precheck boris 2026-09-05 13:01:58 +08:00
  • e060af380e perf: reject selection bands before state construction boris 2026-09-05 12:55:11 +08:00
  • b55ac0bf81 revert: reject rolling boundary reuse boris 2026-09-05 12:46:42 +08:00
  • 6b5d57675e perf: reuse rolling window boundaries boris 2026-09-05 12:40:40 +08:00
  • c225d8484f perf: freeze rank expression presence boris 2026-09-05 06:26:49 +08:00
  • 15c8f1f403 docs: record symbol id rank benchmark boris 2026-09-05 06:25:27 +08:00
  • 52f9ee9d92 perf: use lexical symbol ids for rank ties boris 2026-09-05 06:14:49 +08:00
  • d7e11be01f perf: rank transient candidates by symbol id boris 2026-09-05 06:07:23 +08:00
  • 866fe32a8c test: record transient selection arena acceptance boris 2026-09-05 06:00:23 +08:00
  • d89dd24f0a perf: isolate ordered selection hot path boris 2026-09-05 05:47:11 +08:00
  • 6a304e2fc2 Revert "revert: benchmark generic transient selection" boris 2026-09-05 05:46:05 +08:00
  • b2da70897a revert: benchmark generic transient selection boris 2026-09-05 05:39:57 +08:00
  • 12ad2b163a perf: isolate generic selection ranking boris 2026-09-05 05:34:24 +08:00
  • 1e8e738eda perf: sort transient states by arena index boris 2026-09-05 05:26:24 +08:00
  • 7f7fce1fc3 perf: keep ranked candidate states transient boris 2026-09-05 05:19:33 +08:00
  • a2d9e910ff docs: record transient selection state benchmark boris 2026-09-05 05:08:02 +08:00
  • 29faf7932e perf: avoid caching transient selection states boris 2026-09-05 04:59:50 +08:00
  • 0af4cd7f68 docs: record symbol id selection benchmark boris 2026-09-05 04:54:45 +08:00
  • 0e3c2028d0 perf: stream selection candidates by symbol id boris 2026-09-05 04:44:53 +08:00
  • c2e9c11a9a docs: record rejected vm scratch generations boris 2026-09-05 04:35:37 +08:00
  • 95503d418c docs: record rejected adjusted series compaction boris 2026-09-05 04:29:53 +08:00
  • 0c2681e699 Revert "perf: compact adjusted close series values" boris 2026-09-05 04:24:43 +08:00
  • ab87e18ba5 perf: compact adjusted close series values boris 2026-09-05 04:19:58 +08:00
  • 33808d9ba9 docs: record current minute-mode regression boris 2026-09-05 04:15:58 +08:00
  • 1f8a0fdc44 docs: record rejected lazy expression scope boris 2026-09-05 04:06:46 +08:00
  • 229ca8332d Revert "perf: build expression scope values lazily" boris 2026-09-05 04:01:40 +08:00
  • 1b449287fd perf: build expression scope values lazily boris 2026-09-05 03:56:51 +08:00
  • 05085b961b docs: record noalloc instrument rule validation boris 2026-09-05 03:50:23 +08:00
  • cfb19b5783 perf: avoid board normalization allocations boris 2026-09-05 03:42:21 +08:00
  • 6f1e40754d docs: record specialized snapshot source validation boris 2026-09-05 03:40:35 +08:00
  • d79678d850 perf: specialize stock snapshot sources boris 2026-09-05 03:32:38 +08:00
  • 224adf70d4 docs: record rejected symbol board cache boris 2026-09-05 03:28:06 +08:00
  • f2105399c5 Revert "perf: cache symbol board classification" boris 2026-09-05 03:19:31 +08:00
  • eb8b14602a perf: cache symbol board classification boris 2026-09-05 03:09:15 +08:00
  • df52f90d46 docs: record rejected rolling lookback freeze boris 2026-09-05 03:05:29 +08:00
  • 05e67c73df Revert "perf: freeze standard rolling lookbacks" boris 2026-09-05 03:01:18 +08:00
  • 32e4030442 perf: freeze standard rolling lookbacks boris 2026-09-05 02:54:53 +08:00
  • be2f624e3c docs: record typed current rolling validation boris 2026-09-05 02:52:24 +08:00
  • 75ab0c06c6 perf: type static current rolling helpers boris 2026-09-05 02:42:47 +08:00
  • 1410aa588a docs: record rejected current rolling batch boris 2026-09-05 02:38:32 +08:00
  • 43b15b2098 Revert "perf: batch current rolling means per stock" boris 2026-09-05 02:33:34 +08:00
  • 004a46cb41 perf: batch current rolling means per stock boris 2026-09-05 02:29:06 +08:00
  • 76b1d6c38b docs: record calendar-major boundary validation boris 2026-09-05 02:24:47 +08:00
  • abe4fed452 perf: transpose rolling boundary index by date boris 2026-09-05 02:17:24 +08:00
  • a35137ed1c docs: record stock snapshot field projection boris 2026-09-05 02:13:00 +08:00
  • 7f17fa1fb4 perf: project stock snapshot fields by strategy boris 2026-09-05 02:02:01 +08:00
  • 5f7321da58 docs: record interned stock symbol validation boris 2026-09-05 01:52:49 +08:00
  • e5646ef80c perf: intern stock-state symbols boris 2026-09-05 01:41:00 +08:00
  • 71b3517003 docs: record compact stock-state cache key validation boris 2026-09-05 01:20:20 +08:00
  • 6f81e1940a perf: compact daily stock-state cache keys boris 2026-09-05 01:11:34 +08:00
  • 98a74f7bb4 docs: record rejected duplicate rolling optimization boris 2026-09-05 01:06:30 +08:00
  • 5b2a03d416 revert: remove unproven duplicate rolling reuse boris 2026-09-05 01:00:33 +08:00
  • e469b0ddf4 test: use valid adjusted series in rolling benchmark boris 2026-09-05 00:54:10 +08:00
  • 1f02e78b24 perf: reuse duplicate rolling lookbacks boris 2026-09-05 00:48:12 +08:00
  • a235f46b6d docs: record shared market-cap order benchmark boris 2026-09-05 00:46:00 +08:00
  • 05953f857a perf: share immutable market-cap order index boris 2026-09-05 00:37:39 +08:00
  • 6538742dfa docs: record rejected daily snapshot optimization boris 2026-09-05 00:30:42 +08:00
  • 1f10a6bb3d Revert "perf: reuse daily snapshot views in stock selection" boris 2026-09-05 00:24:05 +08:00
  • 1df0081479 perf: reuse daily snapshot views in stock selection boris 2026-09-05 00:14:57 +08:00
  • db155e7ad0 docs: record stock-state calendar index benchmark boris 2026-09-05 00:03:53 +08:00
  • 6d458dbbc6 perf: reuse stock-state calendar index boris 2026-09-04 23:49:33 +08:00
  • f7708331d3 docs: add second strategy rolling regression boris 2026-09-04 23:22:05 +08:00
  • 873cdb9d31 docs: record current rolling boundary benchmark boris 2026-09-04 23:19:15 +08:00
  • 52b07be19b perf: reuse current rolling series boundary boris 2026-09-04 23:06:52 +08:00
  • 914820cc07 perf: skip unused standard rolling lookup boris 2026-09-04 22:55:03 +08:00
  • 47d1520d72 docs: record instrument symbol-id benchmark boris 2026-09-04 22:53:11 +08:00
  • 8ed22897ea perf: index instruments by symbol id boris 2026-09-04 22:46:14 +08:00
  • 3963648f1a perf: retain faster stable universe sort boris 2026-09-04 22:31:30 +08:00
  • 2c711871f5 perf: avoid stable universe sort allocation boris 2026-09-04 22:20:26 +08:00