4 Commits

Include renames

Author	SHA1	Message	Date
Justin Gu	be41746aa9	fix(backtest): _find_bar_index 用 to_numpy().argmax() 取真实位置 ... idxmax() 返回 index label，后续 iloc[] 按位置取行；当 df.index 非默认 RangeIndex 时 label != position，撮合会取错 K 线。两处分支统一改为位置索引。 新增 2 例非连续 index 回归测试。	2026-06-13 21:10:15 +08:00
GitHub	6414c2cc11	feat(backtest): integrate SlippageModel into OrderSimulator	2026-06-12 20:50:42 +08:00
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