2 Commits

Include renames

Author	SHA1	Message	Date
GitHubandClaude Opus 4.8	04c2be1d7f	fix(backtest): resolve mypy and ruff lint issues ... - dsl.py: use NDArray type annotations, fix None narrowing - cli.py: add type annotations, fix import sorting - strategy.py: fix UP038 isinstance, add noqa for I() method name - tests: fix E712 bool comparison assertions Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-09 18:21:25 +08:00
GitHubandClaude Opus 4.8	16dc2e7da9	feat(backtest): add OrderSimulator with 5 execution modes and reject policy ... - Implement OrderSimulator class for order matching simulation - Support 5 execution modes: next_open, next_close, this_close, worst, best - Support 3 position modes: full, fixed, percent - Support 2 reject policies: reduce (partial fill), skip (reject) - Implement fee model: commission (min 5 CNY), stamp tax (0.1% sell only), slippage - Add future_leak_warning flag for this_close mode - Handle both int and datetime column types in DataFrame - Add comprehensive test suite with 24 test cases covering all modes Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-09 17:52:31 +08:00