 GitHub
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7d6607b0cf
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docs: add v1.11.0 factor engine implementation plan (13 tasks, TDD)
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2026-06-12 19:35:16 +08:00 |
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GitHub
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64f8a5e8b6
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docs: add quantitative factor engine + portfolio management design spec
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2026-06-12 19:27:02 +08:00 |
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GitHubandClaude Opus 4.8
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5f14c44791
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docs: add backtest engine implementation plan
10 tasks, TDD approach, covering:
- Core data types (Signal/Trade/Position/BacktestResult)
- Strategy base class with DataProxy and crossover
- OrderSimulator (5 execution modes + reject policy)
- PortfolioTracker (equity curve + drawdown)
- PerformanceAnalyzer (18 metrics)
- BacktestEngine (vectorized execution pipeline)
- DSL skeleton (P1)
- CLI integration with auto data fetch
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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2026-06-09 16:25:11 +08:00 |
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GitHubandClaude Opus 4.8
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28925063d4
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docs: finalize backtest spec with minor clarifications (rev 2.1)
- DSL identifier rules: letters/digits/underscores
- reduce mode: min(requested, max_affordable) formula
- Chanlun time alignment: nearest K-line <= timestamp
- GridResult/run_many return types documented
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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2026-06-09 16:17:02 +08:00 |
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GitHubandClaude Opus 4.8
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480e635dcb
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docs: revise backtest spec per feasibility review (rev 2)
- DSL requires explicit column references (close/open/high/low)
- Add order_reject_policy: reduce | skip
- Add future_leak_warning for this_close execution
- Add benchmark datetime alignment rules
- Support pre-computed indicator columns via StrategyDataProxy
- Add chanlun_result injection (P0 interface, v2 auto-integration)
- Adjust priorities: DSL→P1, run_many/run_grid→P1, chanlun→P1
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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2026-06-09 16:14:05 +08:00 |
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GitHubandClaude Opus 4.8
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8d68e9c094
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docs: add backtest engine design spec
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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2026-06-09 16:05:17 +08:00 |
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