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Author SHA1 Message Date
GitHub 64f8a5e8b6 docs: add quantitative factor engine + portfolio management design spec 2026-06-12 19:27:02 +08:00
GitHubandClaude Opus 4.8 28925063d4 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>
 2026-06-09 16:17:02 +08:00
GitHubandClaude Opus 4.8 480e635dcb 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>
 2026-06-09 16:14:05 +08:00
GitHubandClaude Opus 4.8 8d68e9c094 docs: add backtest engine design spec 
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 16:05:17 +08:00