Justin Gu 815b3ddf7c feat: implement stop-loss/take-profit execution in backtest engine ...

- Track SL/TP conditions from BUY signals in _generate_signals loop
- Check active conditions against each bar's high/low price range
- Auto-generate SELL signal at trigger price when condition is met
- Modify OrderSimulator to respect signal.price for direct execution
  (previously signal.price was stored but never used in execution)
- SL/TP activates on bar AFTER BUY signal (consistent with next_open)
- Stop-loss checked before take-profit (conservative for holder)
- Add 4 tests: SL trigger, TP trigger, no-trigger, priority over manual sell

2026-06-11 01:53:11 +08:00

..

fixtures

feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields

2026-05-22 04:19:07 +08:00

integration

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

unit

feat: implement stop-loss/take-profit execution in backtest engine

2026-06-11 01:53:11 +08:00

__init__.py

feat: 初始实现 xmtdx —— 从零实现通达信 TCP A 股行情客户端

2026-04-11 19:55:19 +08:00